def lstm010(qx):
#-----------------
print('''
本案例取消
pd,mpl,openCV，sklearn,tf部分基础模块库，api函数接口改了
有兴趣的用户，请自行根据提示信息，修改相关源码
开源项目，函数API接口，参数变化，属于很正常的现象
每次大的版本升级，都会有个别模块库函数API接口变化，
这种因为版本变化，引发的程序代码冲突，称为：版本冲突
所以，使用开源软件，要养成多动手搜索/查看最新版本的软件文档/函数接口餐宿
''')
#-----------------
stknum, xcod, df = 0, qx.wrkStkCod, qx.wrkStkDat
xtim, ksgn = qx.wrkTimStr, qx.priceSgn
dprice = ztq.tq_stkGetPrice(df, 'price', xtim)
dp_max = ztq.tq_stkGetPrice(df, 'dprice_max', xtim)
dp_min = ztq.tq_stkGetPrice(df, 'dprice_min', xtim)
dp_avg = ztq.tq_stkGetPrice(df, 'dprice_avg', xtim)
#
#dprice=ztq.tq_stkGetPrice(df,ksgn,xtim)
d01 = df[xtim:xtim]
xdat = d01[zsys.TDS_xlst9].values
xdat = xdat.astype(float)
rxn, num_in = xdat.shape[0], len(zsys.TDS_xlst9)
xdat = xdat.reshape(rxn, num_in, -1)
#
mx = qx.aiModel['lstm010']
dp_y0 = mx.predict(xdat) #y_pred
y2 = dp_y0.flatten()[:]
dp_y = y2[0]
#
if dp_y > 0:
qx.wrkStkDat.ix[xtim, 'price_next'] = dprice
#
kbuy, ksell = qx.staVars[0], qx.staVars[1]
#
fgBuy = (dp_avg <= (dp_y * kbuy))
fgSell = (dp_avg >= (dp_y * ksell))
#
#fgBuy=(dp_min>=(dp_y*kbuy))
#fgSell=(dp_max<=(dp_y*ksell))
#
#fgBuy=(dprice>=(dp_y*kbuy))
#fgSell=(dprice<=(dp_y*ksell))
#
if fgSell: stknum = sta_sell(qx)
if fgBuy and (stknum == 0): stknum = sta_buy(qx)
#
return stknum
def lstm010(qx):
stknum,xcod,df=0,qx.wrkStkCod,qx.wrkStkDat
xtim,ksgn=qx.wrkTimStr,qx.priceSgn
dprice=ztq.tq_stkGetPrice(df,'price',xtim)
dp_max=ztq.tq_stkGetPrice(df,'dprice_max',xtim)
dp_min=ztq.tq_stkGetPrice(df,'dprice_min',xtim)
dp_avg=ztq.tq_stkGetPrice(df,'dprice_avg',xtim)
#
#dprice=ztq.tq_stkGetPrice(df,ksgn,xtim)
d01=df[xtim:xtim]
xdat=d01[zsys.TDS_xlst9].values
xdat=xdat.astype(float)
rxn,num_in=xdat.shape[0],len(zsys.TDS_xlst9)
xdat=xdat.reshape(rxn,num_in,-1)
#
mx=qx.aiModel['lstm010']
dp_y0 = mx.predict(xdat) #y_pred
y2=dp_y0.flatten()[:]
dp_y=y2[0]
#
if dp_y>0:
qx.wrkStkDat.ix[xtim,'price_next']=dprice
# staVars 策略函数的参数变量列表
kbuy,ksell=qx.staVars[0],qx.staVars[1]
#
fgBuy=(dp_avg<=(dp_y*kbuy))
fgSell=(dp_avg>=(dp_y*ksell))
#
#fgBuy=(dp_min>=(dp_y*kbuy))
#fgSell=(dp_max<=(dp_y*ksell))
#
#fgBuy=(dprice>=(dp_y*kbuy))
#fgSell=(dprice<=(dp_y*ksell))
#
if fgSell:stknum=sta_sell(qx)
if fgBuy and(stknum==0):stknum=sta_buy(qx)
#
print("***********-------******\n")
print(stknum)
print("***********-------******\n")
return stknum
def avg01(qx):
stknum, xcod, df = 0, qx.wrkStkCod, qx.wrkStkDat
xtim, ksgn = qx.wrkTimStr, qx.priceSgn
#
dprice = ztq.tq_stkGetPrice(df, ksgn, xtim)
dp_max = ztq.tq_stkGetPrice(df, 'dprice_max', xtim)
dp_min = ztq.tq_stkGetPrice(df, 'dprice_min', xtim)
dp_avg = ztq.tq_stkGetPrice(df, 'dprice_avg', xtim)
#
kbuy, ksell = qx.staVars[0], qx.staVars[1]
#fgBuy=(dprice<=(dp_min*kbuy))
#fgSell=(dprice>=(dp_max*ksell))
fgBuy = (dprice <= (dp_avg * kbuy))
fgSell = (dprice >= (dp_avg * ksell))
#
if fgSell: stknum = sta_sell(qx)
if fgBuy and (stknum == 0): stknum = sta_buy(qx)
#
return stknum
def sta_sell(qx):
stknum, xcod = 0, qx.wrkStkCod
usr_stkNum = ztq.tq_usrPoolsGet(qx.usrPools, xcod, 'num9')
dprice = ztq.tq_stkGetPrice(qx.wrkStkDat, 'dprice', qx.wrkTimStr)
#
if usr_stkNum > 0:
stknum = round(usr_stkNum * qx.trd_sellSize)
elif qx.trd_nilFlag:
if qx.trd_mode == 1: stknum = qx.trd_buyNum
if qx.trd_mode == 2: stknum = round(qx.trd_buyMoney / dprice)
#
#print('@sta-sell,',dprice,usr_stkNum,stknum,xcod)
stknum = -stknum
return stknum
def sta_buy(qx):
stknum = 0
dprice = ztq.tq_stkGetPrice(qx.wrkStkDat, 'dprice', qx.wrkTimStr)
if dprice > 0:
if qx.trd_mode == 1: stknum = qx.trd_buyNum
if qx.trd_mode == 2: stknum = round(qx.trd_buyMoney / dprice)
dcash, dsum = qx.usrMoney, stknum * dprice
#
if (dcash - dsum) < -qx.usrMoney0nil: stknum = 0
elif (dsum > dcash) and (not qx.trd_nilFlag):
if qx.trd_mode == 1: stknum = 0
if qx.trd_mode == 2: stknum = dcash // dprice
#
return stknum
def bt_main_1code(qx):
#
xcod, xtim = qx.wrkStkCod, qx.wrkTimStr
dprice = ztq.tq_stkGetPrice(qx.wrkStkDat, qx.priceSgn, xtim)
#
qx.wrkStkNum = 0
if dprice > 0: qx.wrkStkNum = qx.staFun(qx)
#
if qx.wrkStkNum != 0:
usr_stkNum = ztq.tq_usrPoolsGet(qx.usrPools, xcod, 'num9')
#
dnum, dcash = qx.wrkStkNum, qx.usrMoney
qx.usrMoney = dcash - dnum * dprice
num9 = usr_stkNum + dnum
#
ztq.tq_usrPoolsPutAll(qx.usrPools, xcod, num9, dnum)
#
return qx