def calc(code, time_day):
if time_day == None:
data = _init_all(code)
if data != None and len(data) > 0:
db_helper.batch_insert(data)
return None
else:
return _init_day(code, time_day)
def init_data(file_name):
f = open(file_name)
df = pd.read_csv(f)
data = df.iloc[0:, :].values
data_list = []
for i in range(len(data)):
data_list.append(pack_data(data[i]))
db_helper.batch_insert(data_list)
print('导入数据%d条' % len(data_list))
def init_kpi(kpi_name, time_day):
# print('启动线程初始化【%s】' % kpi_name)
data_list = []
while 1:
if q.empty():
if len(data_list) > 0:
db_helper.batch_insert(data_list)
# print('线程结束，完成[%d]条' % len(data_list))
break
code = q.get()
if code == None:
if len(data_list) > 0:
db_helper.batch_insert(data_list)
# print('任务结束')
break
start_ts = datetime.datetime.now()
data = None
try:
if kpi_name == 'ma':
data = ma.calc(code, time_day)
elif kpi_name == 'macd':
data = macd.calc(code, time_day)
elif kpi_name == 'trix':
data = trix.calc(code, time_day)
elif kpi_name == 'kdj':
data = kdj.calc(code, time_day)
elif kpi_name == 'dmi':
data = dmi.calc(code, time_day)
elif kpi_name == 'arbr':
data = arbr.calc(code, time_day)
elif kpi_name == 'emv':
data = emv.calc(code, time_day)
elif kpi_name == 'boll':
data = boll.calc(code, time_day)
elif kpi_name == 'rsi':
data = rsi.calc(code, time_day)
elif kpi_name == 'bias':
data = bias.calc(code, time_day)
elif kpi_name == 'roc':
data = roc.calc(code, time_day)
elif kpi_name == 'wr':
data = wr.calc(code, time_day)
elif kpi_name == 'dma':
data = dma.calc(code, time_day)
elif kpi_name == 'cr':
data = cr.calc(code, time_day)
end_ts = datetime.datetime.now()
progress.log(progress.total - q.qsize())
if time_day == None:
print('完成初始化【%s】\t%s\t%ds\t剩余%d' % (kpi_name, code, (end_ts - start_ts).seconds, q.qsize()))
if data != None:
data_list.append(data)
except Exception as e:
print('计算失败【%s】\t%s\t%s' % (kpi_name, code, time_day))
print(e)
def calc(code, time_day):
"""
time_date is None时初始化全量
"""
if time_day == None:
data = _init_all(code)
if data != None and len(data) > 0:
pass
db_helper.batch_insert(data)
return None
else:
return _init_day(code, time_day)
def calc(code, time_day):
"""
time_date is None时初始化全量
查询第一天的收盘价作为第一天的EMA12和EMA26
第二天的ema = 前一日EMA×11/13+今日收盘价×2/13
DIF=EMA12-EMA26
今日DEA（MACD）=前一日DEA×8/10+今日DIF×2/10，其首日DEA为0
BAR=2* (DIF-DEA)
"""
if time_day == None:
data = _init_all(code)
if data != None and len(data) > 0:
db_helper.batch_insert(data)
return None
else:
return _init_day(code, time_day)
def elect(day=None, max_result=20):
if day == None:
day = time.strftime("%Y-%m-%d", time.localtime())
code_list = db_helper.select(query_code_fn, (day, ))
progress.setting(len(code_list), 5)
for i in range(len(code_list)):
code = code_list[i][0]
q.put(code)
thread_list = []
for i in range(20):
t = threading.Thread(target=vote, args=(day, ))
t.start()
thread_list.append(t)
for i in range(len(thread_list)):
thread_list[i].join()
sort_by = lambda elem: elem[1]
rst = list(filter(lambda x: x[1] > 0, result))
rst.sort(key=sort_by, reverse=True)
print('')
max_result = np.min([len(rst), np.int(max_result)])
print('评估结果【正分%d，输出%d】：' % (len(rst), max_result))
out = PrettyTable(['股票代码', '评分', '特征'])
for i in range(max_result):
out.add_row([rst[i][0], rst[i][1], rst[i][2]])
print(out)
entities = []
for i in range(len(rst)):
e = Evaluation()
e.code = rst[i][0]
e.time_date = day
e.score = rst[i][1]
e.feature = rst[i][2]
entities.append(e)
db_helper.batch_insert(entities)
def save(self, data):
db.batch_insert(data)
pass