def __init__(self, parent, id, title):
wx.Frame.__init__(self, parent, id, title, size=(800, 600))
if len(sys.argv) == 3 and sys.argv[2] == 'wave':
records = wave(sys.argv[1] + ".TW", "2011/1/1", "2012/7/1", 5)
chart_title = "%s wave chart" % sys.argv[1]
else:
y = yahoo()
records = y.ma(sys.argv[1] + ".TW", "2011/1/1", "2012/7/1", 5)
chart_title = "%s K chart" % sys.argv[1]
dat = []
vdat = []
fdat = []
for i in records:
i['Volumn'] = i['Volumn']/1000
dat.append([i['Date'], i['Close']])
vdat.append([i['Date'], i['Volumn']])
fdat = MOPS_fetch().report(sys.argv[1])
self.panel = wx.Panel(self, -1)
self.panel.SetBackgroundColour('WHITE')
hbox = wx.BoxSizer(wx.HORIZONTAL)
linechart = LineChart(self.panel)
linechart.SetSize((800, 600))
linechart.SetTitle(chart_title)
linechart.SetData(dat)
linechart.SetAllData(records)
linechart.SetVolumnData(vdat)
linechart.SetFinancialStatement(fdat)
hbox.Add(linechart, 1, wx.EXPAND | wx.ALL, 15)
self.panel.SetSizer(hbox)
self.Centre()
self.Show(True)
def wave(stock, start_day, end_day, ma):
ma_key = "MA" + str(ma)
profit_key = "Profit"
wave_key = "Wave"
wave_peak_key = "WavePeak"
y = yahoo()
result = y.ma(stock, start_day, end_day, ma)
if result == "":
return ""
for i in result:
if string.atof(i[y.CLOSE]) < i[ma_key]:
i[profit_key] = "-"
else:
i[profit_key] = "+"
result.sort(key=lambda x:x[y.DATE], reverse=False)
sign = result[0][profit_key]
for i in result:
i[wave_peak_key] = ""
si = 0
ei = 0
index = 0
peak_id = 0
for i in result:
i[wave_key] = 0
if sign != i[profit_key]:
ei = index
if sign != i[profit_key] and sign == "-":
low = 10000
for ii in range(si, ei):
if string.atof(result[ii][y.LOW]) < low:
low = string.atof(result[ii][y.LOW])
peak_id = ii
result[peak_id][wave_key] = string.atof(result[peak_id][y.LOW])
result[peak_id][wave_peak_key] = "+"
#print("peak_index = %d, price = %s" % (peak_id, result[peak_id][y.LOW]))
elif sign != i[profit_key] and sign == "+":
high = 0
for ii in range(si, ei):
if string.atof(result[ii][y.HIGH]) > high:
high = string.atof(result[ii][y.HIGH])
peak_id = ii
result[peak_id][wave_key] = string.atof(result[peak_id][y.HIGH])
result[peak_id][wave_peak_key] = "-"
#print("peak_index = %d, price = %s" % (peak_id, result[peak_id][y.HIGH]))
if sign != i[profit_key]:
sign = i[profit_key]
si = index
index += 1
ii = 0
for i in result:
if i[wave_key] != 0:
break
ii += 1
rr = result
result = []
for i in range(ii, len(rr)):
result.append(rr[i])
count = 0
ii = 0
for i in result:
i.pop(profit_key)
if i[wave_key] == 0:
count += 1
elif i[wave_key] > 0 and count > 0:
j = ii - count
for r in range(j, ii):
result[r][wave_key] = (result[ii][wave_key] - result[j-1][wave_key]) / (count+1) * (r - j + 1) + result[j-1][wave_key]
#print "[" + str(r) + "]\t" + str(result[r][wave_key])
count = 0
ii += 1
'''
ii = 0
for i in result:
if i[wave_key] == 0:
if ii-2 > 0:
i[wave_key] = (result[ii-1][wave_key] - result[ii-2][wave_key]) + result[ii-1][wave_key]
else:
i[wave_key] = i[y.CLOSE]
ii += 1
'''
rr = result
result = []
for i in rr:
if i[wave_key] != 0:
result.append(i)
'''
ii = 0
for i in result:
print str(ii) + "\t" + i[y.DATE] + "\t" + str(i[y.LOW]) + "\t" + str(i[y.HIGH]) + "\t" + str(i[y.CLOSE]) + "\t" + str(i[ma_key]) + "\t" + str(i[wave_key]) + "\t" + i[wave_peak_key]
ii += 1
'''
return result
def ma_normal_rule(stock, start_day, end_day, ma):
print stock
ma_key = "MA" + str(ma)
signal_key = "signal"
operation_key = "operation"
yf = yahoo()
result = yf.ma(stock, start_day, end_day, ma)
if result == "":
#print stock + " NORMAL: No data"
return
result.sort(key=lambda x:x[yf.DATE], reverse=False)
bought = False
buy_stop = READY_BUY
sell_stop = READY_SELL
price = 0.0
for line in result:
if (line[ma_key] != 0) and (string.atof(line[yf.ADJCLOSE]) > line[ma_key]) and (bought == False):
buy_stop = buy_stop -1
if buy_stop == 0:
line[signal_key] = "buy"
bought = True
price = string.atof(line[yf.HIGH])
sell_stop = READY_SELL
else:
if bought == True:
line[signal_key] = "keep"
else:
line[signal_key] = "none"
elif (line[ma_key] != 0) and (string.atof(line[yf.ADJCLOSE]) < line[ma_key]) and (bought == True):
sell_stop = sell_stop -1
if sell_stop == 0:
line[signal_key] = "sell"
bought = False
buy_stop = READY_BUY
else:
if bought == True:
line[signal_key] = "keep"
else:
line[signal_key] = "none"
elif (bought == True) and ((string.atof(line[yf.CLOSE])-price) < 0 and (price - string.atof(line[yf.CLOSE])) > price*ACCEPT_LOSS):
line[signal_key] = "sell"
bought = False
else:
if bought == True:
line[signal_key] = "keep"
else:
line[signal_key] = "none"
bought = False
profit = 0.0
cost = 0.0
price = 0.0
count = 0
# only can order off day
result[0][operation_key] = "none"
for i in range(result.__len__()):
if (i+1) >= result.__len__():
break
if (bought == False) and (result[i][signal_key] == "buy"):
result[i+1][operation_key] = "buy"
bought = True
price = string.atof(result[i+1][yf.HIGH])
count += 1
cost += string.atof(result[i+1][yf.HIGH]) * 1000 * COST_RATE
elif (bought == True) and (result[i][signal_key] == "sell"):
result[i+1][operation_key] = "sell"
bought = False
profit += (string.atof(result[i+1][yf.HIGH]) - price) * 1000
cost += string.atof(result[i+1][yf.HIGH]) * 1000 * (COST_RATE + FAX_RATE)
else:
if bought == True:
result[i+1][operation_key] = "keep"
else:
result[i+1][operation_key] = "none"
result.sort(key=lambda x:x[yf.DATE], reverse=True)
#f = open("data/." + stock + "." + str(ma) + ".normal", "w")
f = open(".normal", "w")
f.write("DATE\t\tOPEN\tCLOSE\tHIGH\tLOW\tVOLUME\t" + ma_key + "\tSIGNAL\tOPERATION\n")
for line in result:
f.write(str(line[yf.DATE]))
f.write("\t")
f.write(str(line[yf.OPEN]))
f.write("\t")
f.write(str(line[yf.CLOSE]))
f.write("\t")
f.write(str(line[yf.HIGH]))
f.write("\t")
f.write(str(line[yf.LOW]))
f.write("\t")
f.write(str(line[yf.VOLUME]/1000))
f.write("\t")
f.write(str(line[ma_key]))
f.write("\t")
f.write(str(line[signal_key]))
f.write("\t")
f.write(str(line[operation_key]))
f.write("\n")
f.close()
if bought == True:
print stock + " kept,\tNORMAL:\tprice = " + str(result[0][yf.HIGH]) + " (" + result[0][yf.DATE] + "),\tresult = " + str(profit - cost) + ",\tprofit = " + str(profit) + ",\tcost = " + str(cost) + ",\tcount = " + str(count) + ",\tROI= " + str((profit-cost)/string.atof(result[0][yf.HIGH]))
else:
print stock + " empty,\tNORMAL:\tprice = " + str(result[0][yf.HIGH]) + " (" + result[0][yf.DATE] + "),\tresult = " + str(profit - cost) + ",\tprofit = " + str(profit) + ",\tcost = " + str(cost) + ",\tcount = " + str(count) + ",\tROI= " + str((profit-cost)/string.atof(result[0][yf.HIGH]))
from financial_statement import *
from yahoo import *
candidates = []
mops = MOPS_fetch()
f = open("stock_list.txt", "r")
for sym in f.readlines():
sym = sym.strip('\n')
result = mops.report(sym)
if result != "no data":
if result['ROE'] > 0.02:
if result['Current Ratio'] >= 1.2:
if result['Real Debt Ratio'] < 0.01:
candidates.append(sym)
f.close()
y = yahoo()
for i in candidates:
records = y.ma(str(i) + ".TW", "2012/1/1", "2012/7/1", 5)
if len(records) < 10:
continue
avg_vol = 0
avg_count = 0
for j in records:
avg_vol += j['Volumn']/1000
avg_count += 1
avg_vol = avg_vol / avg_count
if avg_vol > 1000 and records[0]['Close'] < 50 and records[0]['Close'] > 10:
print "found " + str(i)
#! /usr/bin/env python
from yahoo import *
yf = yahoo()
yf.get_quote("2002.TW", "b4")
#yf.oscillators("2002.TW", "2012/4/1", "2012/6/14", 5)
