class ENDataCrawl:
def __init__(self):
self.dm = DBManager("fcr_w_details")
def start_crawl(self):
bs.login(user_id="anonymous", password="******")
code_list = self.dm.get_code_list_02()
for item in code_list:
ticker = item["ticker"]
max_try = 8
for tries in range(max_try):
rs = bs.query_history_k_data(
ticker,
"date,code,open,high,low,close,volume,amount,adjustflag,turn,pctChg",
frequency="w",
adjustflag="3")
if rs.error_code == '0':
self.parse_pager(rs, ticker)
break
elif tries < (max_try - 1):
sleep(2)
continue
bs.logout()
def parse_pager(self, content, ticker):
timer_list = [
x["date"]
for x in self.dm.find_one_by_key({"ticker": ticker})["price_list"]
]
while content.next():
item_row = content.get_row_data()
__dict = {
"date": item_row[0],
"code": item_row[1],
"open": item_row[2],
"high": item_row[3],
"low": item_row[4],
"close": item_row[5],
"volume": item_row[6],
"amount": item_row[7],
"adjustflag": item_row[8],
"turn": item_row[9],
"pctChg": item_row[10]
}
if __dict["date"] not in timer_list:
self.dm.add_tk_item(ticker, __dict)
print(ticker, "success")
class EmaManager:
def __init__(self):
self.db_manager_tk = DBManager("fcr_w_details")
def get_buy_list(self, date):
code_list = [x for x in self.db_manager_tk.get_code_list_02()]
buy_list = list()
for code_item in code_list:
ticker = code_item["ticker"]
# 获取数据
close_list = list()
tk_details = self.db_manager_tk.find_one_by_key({"ticker": ticker})
for tk_item in [x for x in tk_details["price_list"]]:
if time_cmp(str(date), tk_item["date"]):
close_list.append(float(tk_item["close"]))
# 执行判断条件
if len(close_list) > 20:
ema_20_1 = np.mean(close_list[-20:])
ema_20_2 = np.mean(close_list[-21:-1])
if close_list[-1] > ema_20_1 and close_list[-2] < ema_20_2:
buy_list.append(ticker)
return buy_list
def get_sell_list(self, date):
code_list = [x for x in self.db_manager_tk.get_code_list_02()]
sell_list = list()
for code_item in code_list:
ticker = code_item["ticker"]
# 获取数据
close_list = list()
tk_details = self.db_manager_tk.find_one_by_key({"ticker": ticker})
for tk_item in [x for x in tk_details["price_list"]]:
if time_cmp(str(date), tk_item["date"]):
close_list.append(float(tk_item["close"]))
# 执行判断条件
if len(close_list) > 20:
ema_10_1 = np.mean(close_list[-10:])
ema_10_2 = np.mean(close_list[-11:-1])
if close_list[-1] < ema_10_1 and close_list[-2] > ema_10_2:
sell_list.append(ticker)
return sell_list
def fun_01(self):
code_list = [x for x in self.db_manager_tk.get_code_list_02()]
result_list = list()
for code_item in code_list:
ticker = code_item["ticker"]
# 获取数据
tk_details = self.db_manager_tk.find_one_by_key({"ticker": ticker})
close_list = [
float(x["close"]) for x in tk_details["price_list"]
if x["close"] != ""
]
open_list = [
float(x["open"]) for x in tk_details["price_list"]
if x["close"] != ""
]
volume_list = [
float(x["volume"]) for x in tk_details["price_list"]
if x["close"] != ""
]
ema_list = list()
for i in range(len(close_list)):
if i >= 20:
ema_list.append(np.mean(close_list[i - 20:i]))
else:
ema_list.append(close_list[i])
# 执行判断条件
for date in range(len(close_list) - 1):
# 均线呈现向上趋势
if ema_list[date] > ema_list[date - 4]:
# K线上穿且连续8周位于均线之下
if close_list[date] > ema_list[date]:
if close_list[date - 1] < ema_list[
date - 1] and close_list[date - 2] < ema_list[
date -
2] and close_list[date - 3] < ema_list[
date - 3] and close_list[
date - 4] < ema_list[date - 4]:
profit_rate = (
close_list[date + 1] -
open_list[date + 1]) / open_list[date + 1]
result_list.append(profit_rate)
print(len(result_list))
result_list_up = [x for x in result_list if x > 0]
result_list_down = [x for x in result_list if x < 0]
print(len(result_list_up), max(result_list_up),
np.mean(result_list_up))
print(len(result_list_down), min(result_list_down),
np.mean(result_list_down))
# 绘图
plt.subplot(111)
lable_x = np.arange(len(result_list))
lable_y = [x * 0 for x in range(len(result_list))]
# 绘制中轴线
plt.plot(lable_x,
lable_y,
color="#404040",
linewidth=1.0,
linestyle="-")
plt.bar(lable_x, result_list, color="g", width=1.0)
plt.xlim(lable_x.min(), lable_x.max() * 1.1)
plt.ylim(min(result_list) * 1.1, max(result_list) * 1.1)
plt.grid(True)
plt.show()
# 绘制中轴线
plt.plot(lable_x, lable_y, color="#404040", linewidth=1.0, linestyle="-")
plt.bar(lable_x, data_list, color="g", width=1.0)
plt.xlim(lable_x.min(), lable_x.max() * 1.1)
plt.ylim(min(data_list) * 1.1, max(data_list) * 1.1)
plt.grid(True)
plt.show()
if __name__ == "__main__":
# 获取数据
db_manager_tk = DBManager("fcr_w_details")
code_list = [x for x in db_manager_tk.get_code_list_02()]
result_list = list()
for item in code_list:
tk_item = db_manager_tk.find_one_by_key({"ticker": item["ticker"]})
# 计算成交量
tk_details = tk_item["price_list"]
close_list = [
float(x["close"]) for x in tk_details if x["close"] != ""
]
open_list = [float(x["open"]) for x in tk_details if x["close"] != ""]
high_list = [float(x["high"]) for x in tk_details if x["close"] != ""]
low_list = [float(x["low"]) for x in tk_details if x["close"] != ""]
volume_list = [
float(x["volume"]) for x in tk_details if x["close"] != ""
]
for date in range(len(close_list)):
close = close_list[date]
open = open_list[date]
high = high_list[date]