Esempio n. 1
0
def fun(stocks):
    # print(os.getpid(), stocks)
    kline = 'hk_kline_day'
    table_name='MA_'+kline
    pixel=64
    interval = KlineInfo.get_interval(kline)
    for sc in stocks:
        end_time = dt.datetime(2018, 6, 25)
        start_time = dt.datetime(2016, 1, 1)
        data = KlineData.read_data(code=sc, start_date=Calendar.calc(start_time, -203)['date'], end_date=end_time,
                                   kline=kline, timemerge=True)
        if len(data) <= 200:
            continue
        data = CalMa.cal_ma(data, interval)
        data = data.dropna()
        print(sc)
        while end_time > dt.datetime(2016, 1, 1):
            data0 = data.tail(pixel)
            data0 = data0.reset_index(drop=True)
            profit = data0['profit']
            date = data0['date']
            price=data0.close.iloc[0]
            data0 = CalMa.data_normalization(data0,pixel=pixel)
            data0['date'] = date
            data0['profit'] = profit
            if len(data0) < pixel or price<2:
                break
            date = data0.date.iloc[len(data0) - 1]
            profit = data0.profit.iloc[len(data0) - 1]
            if 'min' in kline:
                    if abs(profit) > 0.11:
                        data = data[data.date < dt.datetime(date.year, date.month, date.day)]
                        continue
            else:
                if abs(profit) > 0.1*interval:
                    data = data[data.date < dt.datetime(date.year, date.month, date.day)]
                    continue
            data0 = data0.reset_index(drop=True)



            try:
                visualization.draw_ma_line(data=data0, profits=profit,
                                           date=date, code=sc,
                                           table_name=table_name,pixel=pixel)
            except Exception as e:
                print(e)
                pass
            data = data[data.date<dt.datetime(date.year,date.month,date.day)]
            end_time = date
    return 1
Esempio n. 2
0
def fun(data):
    stocks=data['stocks']
    kline=data['kline']
    # print(os.getpid(), stocks)
    table_name='MA_A_'+kline
    interval = KlineInfo.get_interval(kline)
    detal=KlineInfo.get_detal(kline)
    off=KlineInfo.get_off(kline=kline)
    day_interval=KlineInfo.get_day_interval(kline)
    pixel=64
    for sc in stocks:
        end_time = Calendar.today()
        start_time = Calendar.calc(end_time,-day_interval)['date']
        # end_time = dt.datetime(2018,8,1)
        # start_time=dt.datetime(2018,6,20)

        data = KlineData.read_data(code=sc, start_date=Calendar.calc(start_time, -off)['date'], end_date=end_time,
                                   kline=kline, timemerge=True)
        if len(data) <= 200:
            continue
        data = CalMa.cal_ma(data, interval,detal)
        data = data.dropna()
        print(sc)
        while end_time > start_time:
            data0 = data.tail(pixel)
            data0 = data0.reset_index(drop=True)
            profit = data0['profit']
            profitself = data0['profit_self']
            date = data0['date']
            data0 = CalMa.data_normalization(data0,pixel)
            data0['date'] = date
            data0['profit'] = profit
            data0['profitself'] = profitself
            if len(data0) < pixel:
                break
            data0 = data0.reset_index(drop=True)
            profit = data0.profit.iloc[len(data0)-1]
            profitself = data0.profitself.iloc[len(data0)-1]
            date = data0.date.iloc[len(data0)-1]

            if 'min' in kline:
                if 'A' in table_name:
                    if date.hour != 15:
                        data = data[data.date < dt.datetime(date.year, date.month, date.day)]
                        break
                if abs(profit) > 0.11 or abs(profitself) > 0.097:
                    data = data[data.date < dt.datetime(date.year, date.month, date.day)]
                    continue
            else:
                if abs(profit) > 0.1 * interval:
                    data = data[data.date < dt.datetime(date.year, date.month, date.day)]
                    continue
                if 'A' in table_name:
                    if abs(profitself) > 0.097:
                        data = data[data.date < dt.datetime(date.year, date.month, date.day)]
                        continue


            try:
                visualization.draw_ma_line(data=data0, profits=profit,
                                           date=date, code=sc,
                                           table_name=table_name,pixel=pixel)
            except Exception as e:
                print(e)
                pass
            data = data[data.date < dt.datetime(date.year, date.month, date.day)]
            end_time = date

    return 1
Esempio n. 3
0
def fun(stocks):
    # print(os.getpid(), stocks)
    kline = 'index_min5'
    pixel=64
    length=5
    count=12
    interval =48
    hour=9
    minute=50
    detal=KlineInfo.get_detal(kline=kline)
    # wave=0.02
    # amount_data=50000000
    table_name='A_MA_Stub_'+kline+'_version6'

    print(table_name)
    for sc in stocks:
        print(sc)
        end_time = dt.datetime(2018, 9, 10)
        start_time = dt.datetime(2016, 1, 1)
        data = KlineData.read_data(code=sc, start_date=Calendar.calc(start_time, -8)['date'], end_date=end_time,
                                   kline=kline, timemerge=True)



        if len(data) <= 200:
            continue
        # data = CalMacd.cal_macd(data=data, interval=interval, detal=detal)

        data=CalMa.cal_ma_stub(data=data,interval=interval,detal=detal)


        data = data.dropna()
        d = data.date.iloc[-1]




        data = data[data.date <= dt.datetime(d.year, d.month, d.day, hour, minute)]


        while end_time > start_time:
            # print(sc,dt.datetime.now())
            data0 = data.tail(length)
            data0 = data0.reset_index(drop=True)
            profit = data0['profit']
            profit_self = data0['profit_self']
            date = data0['date']
            # amin, amax = data0.low.min(), data0.high.max()


            if len(data0) < length:
                break

            date1 = date.iloc[length - 1]
            date2 = date.iloc[length - 10]


            # data0 = CalMacd.data_normalization(data0,pixel=pixel)
            data0=CalMa.data_normalization(data0,pixel=pixel)
            profit = profit.iloc[length - 1]
            profitself = profit_self.iloc[length - 1]



            profit_relative = 0
            if 'min' in kline:
                if 'A' in table_name:
                    if date1.hour != hour and date1.minute!=minute:
                        # data = data[data.date < dt.datetime(date2.year, date2.month, date2.day)]
                        break
                if abs(profit) > 0.11 or abs(profitself)>0.097:
                    data = data[data.date <= dt.datetime(date2.year, date2.month, date2.day, hour, minute)]
                    continue
            else:
                if abs(profit) > 0.1 * interval:
                    data = data[data.date <= dt.datetime(date2.year, date2.month, date2.day, hour, minute)]
                    continue
                if 'A' in table_name:
                    if abs(profitself) > 0.097:
                        data = data[data.date <= dt.datetime(date2.year, date2.month, date2.day, hour, minute)]
                        print(sc, str(profitself) + '_' + str(date1))
                        continue


            try:
                visualization.draw_ma_stub_line(data=data0, profits=profit,
                                                date=date1, code=sc,
                                                table_name=table_name, pixel=pixel, length=length,
                                                profit_relative=profit_relative,
                                                count=count)

                pass
            except Exception as e:
                print(e)
                pass
            data = data[data.date <= dt.datetime(date2.year, date2.month, date2.day,hour,minute)]
            end_time = date2
            # break

    return 1