# block_path = tdd.get_tdx_dir_blocknew() + '065.blk'
blkname = '065.blk'
block_path = tdd.get_tdx_dir_blocknew() + blkname
lastpTDX_DF = pd.DataFrame()
parser = cct.MoniterArgmain()
parserDuraton = cct.DurationArgmain()
market_sort_value, market_sort_value_key = ct.get_market_sort_value_key(
ct.sort_value_key_perd)
while 1:
try:
time_Rt = time.time()
market_blk = 'captops'
top_now = tdd.getSinaAlldf(market=market_blk,
vol=ct.json_countVol,
vtype=ct.json_countType)
# print top_now
# print top_now.columns
time_d = time.time()
if time_d - time_s > delay_time:
status_change = True
time_s = time.time()
top_all = pd.DataFrame()
else:
status_change = False
if len(top_now) > 10 and len(top_now.columns) > 4:
# if 'percent' in top_now.columns.values:
# top_now=top_now[top_now['percent']>0]
if 'trade' in top_now.columns:
# all_diffpath = tdd.get_tdx_dir_blocknew() + '062.blk'
parser = cct.MoniterArgmain()
parserDuraton = cct.DurationArgmain()
st_key_sort = ct.sort_value_key_perd
st = None
while 1:
try:
# df = sina_data.Sina().all
# top_now = tdd.getSinaAlldf(market='cx', vol=ct.json_countVol, vtype=ct.json_countType)
# top_now = tdd.getSinaAlldf(market='次新股',filename='cxg', vol=ct.json_countVol, vtype=ct.json_countType)
if st is None:
st_key_sort = '%s %s'%(st_key_sort.split()[0],cct.get_index_fibl())
time_Rt = time.time()
market_blk = '雄安特区'
top_now = tdd.getSinaAlldf(market=market_blk, filename='xatq', vol=ct.json_countVol, vtype=ct.json_countType)
# top_now = tdd.getSinaAlldf(market=u'次新股',filename='cxg', vol=ct.json_countVol, vtype=ct.json_countType)
# top_now = tdd.getSinaAlldf(market='���', filename='mnbk',vol=ct.json_countVol, vtype=ct.json_countType)
# top_dif = top_now
# top_now.to_hdf("testhdf5", 'marketDD', format='table', complevel=9)
now_count = len(top_now)
radio_t = cct.get_work_time_ratio()
# top_now = top_now[top_now.buy > 0]
time_d = time.time()
if time_d - time_s > delay_time:
status_change = True
time_s = time.time()
top_all = pd.DataFrame()
else:
log.info("duaration: %s duration_date:%s" %
(cct.get_today_duration(du_date), duration_date))
set_duration_console(du_date)
# all_diffpath = tdd.get_tdx_dir_blocknew() + '062.blk'
parser = cct.MoniterArgmain()
parserDuraton = cct.DurationArgmain()
market_sort_value = ct.Market_sort_idx['1']
market_sort_value_key = eval(market_sort_value + '_key')
while 1:
try:
# df = sina_data.Sina().all
# top_now = tdd.getSinaAlldf(market='cx', vol=ct.json_countVol, type=ct.json_countType)
# top_now = tdd.getSinaAlldf(market='次新股',filename='cxg', vol=ct.json_countVol, type=ct.json_countType)
time_Rt = time.time()
top_now = tdd.getSinaAlldf(market='雄安特区',
filename='xatq',
vol=ct.json_countVol,
type=ct.json_countType)
# top_now = tdd.getSinaAlldf(market=u'新股与次新股',filename='cxg', vol=ct.json_countVol, type=ct.json_countType)
# top_now = tdd.getSinaAlldf(market='混改', filename='mnbk',vol=ct.json_countVol, type=ct.json_countType)
# top_dif = top_now
# top_now.to_hdf("testhdf5", 'marketDD', format='table', complevel=9)
now_count = len(top_now)
radio_t = cct.get_work_time_ratio()
# top_now = top_now[top_now.buy > 0]
time_d = time.time()
if time_d - time_s > delay_time:
status_change = True
time_s = time.time()
top_all = pd.DataFrame()
du_date = tdd.get_duration_Index_date('999999', dl=duration_date)
if cct.get_today_duration(du_date) <= 3:
duration_date = 5
print("duaration: %s duration_date:%s" % (cct.get_today_duration(du_date), duration_date))
log.info("duaration: %s duration_date:%s" % (cct.get_today_duration(du_date), duration_date))
set_duration_console(du_date)
# all_diffpath = tdd.get_tdx_dir_blocknew() + '062.blk'
parser = cct.MoniterArgmain()
parserDuraton = cct.DurationArgmain()
market_sort_value = ct.Market_sort_idx['1']
market_sort_value_key = eval(market_sort_value + '_key')
while 1:
try:
# df = sina_data.Sina().all
time_Rt = time.time()
top_now = tdd.getSinaAlldf(market='rzrq', vol=ct.json_countVol, vtype=ct.json_countType)
# top_now = tdd.getSinaAlldf(market='all', vol=ct.json_countVol, vtype=ct.json_countType)
top_dif = top_now
# top_now.to_hdf("testhdf5", 'marketDD', format='table', complevel=9)
now_count = len(top_now)
radio_t = cct.get_work_time_ratio()
# top_now = top_now[top_now.buy > 0]
time_d = time.time()
if time_d - time_s > delay_time:
status_change = True
time_s = time.time()
top_all = pd.DataFrame()
else:
status_change = False
# print ("Buy>0:%s" % len(top_now[top_now['buy'] > 0])),
# blkname = '067.blk'
blkname = '063.blk'
block_path = tdd.get_tdx_dir_blocknew() + blkname
lastpTDX_DF = pd.DataFrame()
duration_date = ct.duration_date_l
end_date = cct.last_tddate(days=3)
# all_diffpath = tdd.get_tdx_dir_blocknew() + '062.blk'
market_sort_value = ct.Market_sort_idx['1']
market_sort_value_key = eval(market_sort_value + '_key')
while 1:
try:
# top_now = tdd.getSinaAlldf(market='sh', vol=ct.json_countVol, vtype=ct.json_countType)
time_Rt = time.time()
# top_now = tdd.getSinaAlldf(market='次新股',filename='cxg', vol=ct.json_countVol, vtype=ct.json_countType)
top_now = tdd.getSinaAlldf(market='cyb',
filename=None,
vol=ct.json_countVol,
vtype=ct.json_countType)
# print top_now.loc['300208','name']
df_count = len(top_now)
now_count = len(top_now)
radio_t = cct.get_work_time_ratio()
time_d = time.time()
if time_d - time_s > delay_time:
status_change = True
log.info("chane clear top")
time_s = time.time()
top_all = pd.DataFrame()
else:
status_change = False
# print ("Buy>0:%s"%len(top_now[top_now['buy'] > 0])),
while 1:
try:
# top_now = tdd.getSinaAlldf(market='sh', vol=ct.json_countVol, vtype=ct.json_countType)
time_Rt = time.time()
if st is None and st_key_sort in ['2', '3']:
st_key_sort = '%s %s' % (st_key_sort.split()[0],
cct.get_index_fibl())
# top_now = tdd.getSinaAlldf(market='次新股',filename='cxg', vol=ct.json_countVol, vtype=ct.json_countType)
market_blk = 'cyb'
# market_blk = '央企'
# top_now = tdd.getSinaAlldf(market='央企',filename='yqbk', vol=ct.json_countVol, vtype=ct.json_countType,trend=False)
top_now = tdd.getSinaAlldf(market=market_blk,
filename=None,
vol=ct.json_countVol,
vtype=ct.json_countType,
trend=False)
# market=market_blk, filename=None, vol=ct.json_countVol, vtype=ct.json_countType, trend=True)
# top_now = tdd.getSinaAlldf(market='次新股,cyb', filename='cxg', vol=ct.json_countVol, vtype=ct.json_countType,trend=False)
# top_now = tdd.getSinaAlldf(market='次新股,060', filename='cxg', vol=ct.json_countVol, vtype=ct.json_countType,trend=False)
# top_now = tdd.getSinaAlldf(market='次新股,zxb',filename='cxg', vol=ct.json_countVol, vtype=ct.json_countType)
# print top_now.loc['300208','name']
df_count = len(top_now)
now_count = len(top_now)
radio_t = cct.get_work_time_ratio()
time_d = time.time()
if time_d - time_s > delay_time:
try:
'''
# df = sina_data.Sina().all
df = rl.get_sina_Market_json('cyb')
# df = rl.get_sina_Market_json('sz')
top_now = rl.get_market_price_sina_dd_realTime(df, vol, type)
# top_dif = top_now
# top_now.to_hdf("testhdf5", 'marketDD', format='table', complevel=9)
'''
# top_now = tdd.getSinaAlldf(market='cx', vol=ct.json_countVol, vtype=ct.json_countType)
# top_now = tdd.getSinaAlldf(market='央企',filename='yqg', vol=ct.json_countVol, vtype=ct.json_countType)
# top_now = tdd.getSinaAlldf(market=u'一带一路',filename='ydyl', vol=ct.json_countVol, vtype=ct.json_countType)
# top_now = tdd.getSinaAlldf(market='次新股',filename='cxg', vol=ct.json_countVol, vtype=ct.json_countType)
time_Rt = time.time()
top_now = tdd.getSinaAlldf(market='网络安全+雄安新区',
filename='wlaq',
vol=ct.json_countVol,
vtype=ct.json_countType)
# top_now = tdd.getSinaAlldf(market=u'京津冀',filename='beijing', vol=ct.json_countVol, vtype=ct.json_countType)
# top_now = tdd.getSinaAlldf(market='all', vol=ct.json_countVol, vtype=ct.json_countType)
now_count = len(top_now)
radio_t = cct.get_work_time_ratio()
# top_now = top_now[top_now.buy > 0]
time_d = time.time()
if time_d - time_s > delay_time:
status_change = True
time_s = time.time()
top_all = pd.DataFrame()
else:
status_change = False
# print ("Buy>0:%s" % len(top_now[top_now['buy'] > 0])),
