import os from tensorflow.contrib.session_bundle import exporter days = 5 # df_sh = ts.get_sz50s()['code'] df_sh = gsd.get_code_list_by_classification(classification="上证50成份股")['code'] # print(len(df_sh)) #train dataset fac = [] ret = [] #test dataset facT = [] retT = [] for ishare in df_sh: df = gsd.get_stock_data_daily_df(ishare) num = math.floor(len(df) / days) * days + 1 - days * 2 newfac = gsd.getDataX(df, num=num, days=days) newret = gsd.getDataY(df, num=num, days=days) # if len(newfac)/len(newret) != 5 : # print(ishare) # print(num) # print(len(newfac)) # print(len(newret)) #fac.append(newfac) for i in range(len(newfac)): fac.append(newfac[i]) for i in range(len(newret)): ret.append(newret[i])
"CDLTHRUSTING" , "CDLTRISTAR" , "CDLUNIQUE3RIVER" , "CDLUPSIDEGAP2CROWS" , "CDLXSIDEGAP3METHODS" ] # print(cdls[0]) # print(cdls[1]) db=cx_Oracle.connect('c##stock','didierg160','myoracle') #创建连接 cr=db.cursor() for code in codes["code"] : df = gsd.get_stock_data_daily_df(str(code)) df = df.astype(dtype='float64') df1 = ta.appendAllTAData(df) dfcdl = pd.DataFrame() dfcdl['shi_jian'] = df.index dfcdl["CDL2CROWS" ] = df1["CDL2CROWS" ] dfcdl["CDL3BLACKCROWS" ] = df1["CDL3BLACKCROWS" ] dfcdl["CDL3INSIDE" ] = df1["CDL3INSIDE" ] dfcdl["CDL3LINESTRIKE" ] = df1["CDL3LINESTRIKE" ] dfcdl["CDL3OUTSIDE" ] = df1["CDL3OUTSIDE" ] dfcdl["CDL3STARSINSOUTH" ] = df1["CDL3STARSINSOUTH" ] dfcdl["CDL3WHITESOLDIERS" ] = df1["CDL3WHITESOLDIERS" ] dfcdl["CDLABANDONEDBABY" ] = df1["CDLABANDONEDBABY" ] dfcdl["CDLADVANCEBLOCK" ] = df1["CDLADVANCEBLOCK" ] dfcdl["CDLBELTHOLD" ] = df1["CDLBELTHOLD" ] dfcdl["CDLBREAKAWAY" ] = df1["CDLBREAKAWAY" ]