Exemple #1
0
                status_change = True
                time_s = time.time()
                top_all = pd.DataFrame()
            else:
                status_change = False

            if len(top_now) > 10 or cct.get_work_time():
                # time_Rt = time.time()
                if len(top_all) == 0 and len(lastpTDX_DF) == 0:
                    cct.get_terminal_Position(position=sys.argv[0])

                    top_all, lastpTDX_DF = tdd.get_append_lastp_to_df(
                        top_now,
                        lastpTDX_DF=None,
                        dl=duration_date,
                        end=end_date,
                        ptype=ptype,
                        filter=filter,
                        power=ct.lastPower,
                        lastp=False,
                        resample=resample)
                    log.debug("len:%s" % (len(top_all)))
                    top_list = tdd.compute_jump_du_count(top_all,
                                                         resample=resample)

                elif len(top_all) == 0 and len(lastpTDX_DF) > 0:
                    top_all = top_now
                    top_all = top_all.merge(lastpTDX_DF,
                                            left_index=True,
                                            right_index=True,
                                            how='left')
                    log.info('Top-merge_now:%s' % (top_all[:1]))
Exemple #2
0
            log.info("top_now.buy[:30]>0:%s" %
                     len(top_now[:30][top_now[:30]['buy'] > 0]))
            if len(top_now) > 10 or cct.get_work_time():
                # if len(top_now) > 10 or len(top_now[:10][top_now[:10]['buy'] > 0]) > 3:
                # if len(top_now) > 10 and not top_now[:1].buy.values == 0:
                #     top_now=top_now[top_now['percent']>=0]
                if 'trade' in top_now.columns:
                    top_now['buy'] = (map(lambda x, y: y if int(x) == 0 else x,
                                          top_now['buy'].values,
                                          top_now['trade'].values))
                # time_Rt = time.time()
                if len(top_all) == 0 and len(lastpTDX_DF) == 0:
                    cct.get_terminal_Position(position=sys.argv[0])

                    time_Rt = time.time()
                    top_all, lastpTDX_DF = tdd.get_append_lastp_to_df(top_now)
                elif len(top_all) == 0 and len(lastpTDX_DF) > 0:
                    # time_Rt = time.time()
                    top_all = tdd.get_append_lastp_to_df(top_now, lastpTDX_DF)
                else:
                    if 'couts' in top_now.columns.values:
                        if not 'couts' in top_all.columns.values:
                            top_all['couts'] = 0
                            top_all['prev_p'] = 0

                    # for symbol in top_now.index:
                    #     # code = rl._symbol_to_code(symbol)
                    #     if symbol in top_all.index and top_now.loc[symbol, 'buy'] <> 0:
                    #         # top_now.loc[symbol, 'dff'] = round(((float(top_now.loc[symbol, 'buy']) - float(top_all.loc[symbol, 'lastp'])) / float(top_all.loc[symbol, 'lastp']) * 100), 1)
                    #         if 'couts' in top_now.columns.values:
                    #                 top_all.loc[symbol, ct.columns_now] = top_now.loc[symbol, ct.columns_now]
Exemple #3
0
                     len(top_now[:30][top_now[:30]['buy'] > 0]))
            if len(top_now) > 10 or cct.get_work_time():
                # if len(top_now) > 10 or len(top_now[:10][top_now[:10]['buy'] > 0]) > 3:
                # if len(top_now) > 10 and not top_now[:1].buy.values == 0:
                #     top_now=top_now[top_now['percent']>=0]
                if 'trade' in top_now.columns:
                    top_now['buy'] = (map(lambda x, y: y if int(x) == 0 else x,
                                          top_now['buy'].values,
                                          top_now['trade'].values))

                if len(top_all) == 0 and len(lastpTDX_DF) == 0:
                    terminal_count = cct.get_terminal_Position(
                        position=sys.argv[0])
                    print "term:%s" % (terminal_count),
                    if terminal_count > 1:
                        top_all, lastpTDX_DF = tdd.get_append_lastp_to_df(
                            top_now, lastpTDX_DF=None, dl=duration_date)
                    else:
                        top_all, lastpTDX_DF = tdd.get_append_lastp_to_df(
                            top_now,
                            lastpTDX_DF=None,
                            dl=duration_date,
                            checknew=True)
                    # time_Rt = time.time()
                    # top_all,lastpTDX_DF = tdd.get_append_lastp_to_df(top_now,end=end_date,dl=duration_date)
                elif len(top_all) == 0 and len(lastpTDX_DF) > 0:
                    # time_Rt = time.time()
                    top_all = tdd.get_append_lastp_to_df(top_now, lastpTDX_DF)

                else:
                    if 'couts' in top_now.columns.values:
                        if not 'couts' in top_all.columns.values:
Exemple #4
0
                time_s = time.time()
                top_all = pd.DataFrame()
            else:
                status_change = False
            # print ("Buy>0:%s" % len(top_now[top_now['buy'] > 0])),
            if len(top_now) > 10 or cct.get_work_time():
                time_Rt = time.time()
                if len(top_all) == 0 and len(lastpTDX_DF) == 0:
                    cct.get_terminal_Position(position=sys.argv[0])

                    time_Rt = time.time()
                    top_all, lastpTDX_DF = tdd.get_append_lastp_to_df(
                        top_now,
                        lastpTDX_DF=None,
                        dl=duration_date,
                        end=end_date,
                        ptype=ptype,
                        filter=filter,
                        power=False,
                        lastp=False,
                        newdays=newdays)

                elif len(top_all) == 0 and len(lastpTDX_DF) > 0:
                    time_Rt = time.time()
                    top_all = top_now
                    top_all = top_all.merge(lastpTDX_DF,
                                            left_index=True,
                                            right_index=True,
                                            how='left')
                    top_all = top_all[top_all['llow'] > 0]

                else:
Exemple #5
0
            else:
                status_change = False
            # print ("Buy>0:%s" % len(top_now[top_now['buy'] > 0])),
            if len(top_now) > 0 or cct.get_work_time():
                # time_Rt = time.time()
                if len(top_all) == 0 and len(lastpTDX_DF) == 0:
                    cct.get_terminal_Position(position=sys.argv[0])

                    # time_Rt = time.time()
                    print "term:%s" % (cct.get_terminal_Position(cmd='DurationDn.py')),
                    # if cct.get_terminal_Position(cmd='DurationDn.py') > 1:
                    #     top_all, lastpTDX_DF = tdd.get_append_lastp_to_df(
                    #         top_now, lastpTDX_DF=None, dl=duration_date, end=end_date, ptype=ptype, filter=filter, power=ct.lastPower, lastp=lastp, newdays=newdays, resample=resample)
                    # else:
                    newdays = 0
                    top_all, lastpTDX_DF = tdd.get_append_lastp_to_df(
                        top_now, lastpTDX_DF=None, dl=duration_date, end=end_date, ptype=ptype, filter=filter, power=ct.lastPower, lastp=lastp, newdays=newdays, checknew=True, resample=resample)

                    # codelist = top_all.index.tolist()
                    # log.info('toTDXlist:%s' % len(codelist))
                    # # tdxdata = tdd.get_tdx_all_day_LastDF(codelist,dt=duration_date,ptype=ptype)
                    # # print "duration_date:%s ptype=%s filter:%s"%(duration_date, ptype,filter)
                    # # tdxdata = tdd.get_tdx_exp_all_LastDF(codelist, dt=duration_date, end=end_date, ptype=ptype,filter=filter)
                    # tdxdata = tdd.get_tdx_exp_all_LastDF_DL(codelist, dt=duration_date, end=end_date, ptype=ptype,filter=filter,power=power)
                    # log.debug("TdxLastP: %s %s" % (len(tdxdata), tdxdata.columns.values))
                    # tdxdata.rename(columns={'low': 'llow'}, inplace=True)
                    # tdxdata.rename(columns={'high': 'lhigh'}, inplace=True)
                    # tdxdata.rename(columns={'close': 'lastp'}, inplace=True)
                    # tdxdata.rename(columns={'vol': 'lvol'}, inplace=True)
                    # if power:
                    #     tdxdata = tdxdata.loc[:, ['llow', 'lhigh', 'lastp', 'lvol', 'date','ra','op','fib','ldate']]
                    #     # print len(tdxdata[tdxdata.op >12]),
            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:
                # top_now = top_now[top_now.trade >= top_now.high * 0.98]
                # if 'percent' in top_now.columns.values:
                # top_now = top_now[top_now['percent'] >= 0]

                if len(top_all) == 0 and len(lastpTDX_DF) == 0:
                    cct.get_terminal_Position(position=sys.argv[0])
                    time_Rt = time.time()
                    top_all, lastpTDX_DF = tdd.get_append_lastp_to_df(
                        top_now, resample=resample)
                elif len(top_all) == 0 and len(lastpTDX_DF) > 0:
                    time_Rt = time.time()
                    top_all = tdd.get_append_lastp_to_df(top_now, lastpTDX_DF)
                    # dd=dd.fillna(0)
                else:
                    # for symbol in top_now.index:
                    #     if symbol in top_all.index:
                    #         count_n = top_now.loc[symbol, 'couts']
                    #         count_a = top_all.loc[symbol, 'couts']
                    #         top_now.loc[symbol, 'dff'] = count_n - count_a
                    #         if status_change:
                    #             # top_all.loc[symbol] = top_now.loc[symbol]
                    #             top_all.loc[symbol, ['name', 'percent', 'dff', 'couts', 'trade', 'high', 'open', 'low', 'ratio', 'volume',
                    #                                  'prev_p']] = top_now.loc[symbol, ['name', 'percent', 'dff', 'couts', 'trade', 'high', 'open', 'low', 'ratio', 'volume',
                    #                                                                    'prev_p']]