# 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])),