# 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])),
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=ct.lastPower, lastp=False, newdays=newdays, resample=resample)
log.debug("len:%s" % (len(top_all)))
# 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)
# power=True
# 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)
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])),
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()
print(("term:%s" % (cct.get_terminal_Position(cmd='DurationCXDN.py')),))
if cct.get_terminal_Position(cmd='DurationCXDN.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=False, newdays=newdays, checknew=True,resample=resample)
else:
newdays = 15
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, newdays=newdays, checknew=True, resample=resample)
# 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, resample=resample)
# # print 'sina_Monitor-Market-LH.py:',getPosition('sina_Monitor-Market-LH.py')
print "sina_Market-DurationUP.py:", getPosition(
'sina_Market-DurationUP.py')
# # print 'sina_Market-DurationSH.py:',getPosition('sina_Market-DurationSH.py')
# print 'sina_Market-DurationCXDN.py:',getPosition('sina_Market-DurationCXDN.py')
# # print 'sina_Market-DurationCXUP.py:',getPosition('sina_Market-DurationCXUP.py')
# # print 'sina_Market-DurationDnUP.py:',getPosition('sina_Market-DurationDnUP.py')
# # print 'sina_Monitor-GOLD.py:',getPosition('sina_Monitor-GOLD.py')
# print 'sina_Monitor.py:',getPosition('sina_Monitor.py')
print getPosition('LinePower.py')
print getPosition('Johnson', close=True)
print getPosition('/Users/Johnson/Documents', close=True)
else:
setPosition(cmd=None, position=None)
cct.get_terminal_Position(cct.clean_terminal[2], close=True)
cct.get_terminal_Position(cct.clean_terminal[1], close=True)
cct.get_terminal_Position(cmd=cct.scriptquit, position=None, close=False)
# getPosition('Johnson —',close=True)
# getPosition('Johnson —',close=True)
# getPosition('Johnson — python',close=True)
# getPosition('Johnson — osasc',close=True)
print getPosition('Johnson — python', close=True)
else:
print("win")
#positionKey = cct.terminal_positionKey_triton
if hostname.find('R900') >= 0:
positionKey = cct.terminal_positionKey2K_R9000P
# 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])),
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])
print(("term:%s" %
(cct.get_terminal_Position(cmd='DurationSH.py')), ))
if cct.get_terminal_Position(cmd='DurationSH.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=False,
newdays=newdays,
resample=resample)
else:
# top_now = tdd.getSinaAlldf(market=u'次新股',filename='cxg', 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])),
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)
# top_now = tdd.getSinaAlldf(market=u'次新股',filename='cxg', 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])),
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')),
end=' ')
# 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,
