def ins_top_meigaras(self, datestr, meigaras=[], ex_meigaras=[]):
strsql = "truncate table trade.learned_memory2;"
sql.exec_updsql(strsql)
strsql = "select pf.code, pf.fieldid, tp.geneid, tp.score, \
tp.holding_days/tp.n_plays, pf.volume from trade.%s as pf " % (self.pf_table)
strsql = strsql + "inner join trade.%s as tp on pf.fieldid = tp.fieldid " % self.tp_table
wherelist = ["date = \'%s\'" % datestr]
if int(self.min_cnt) > 0:
wherelist.append("tp.fieldcnt>=\'%s\'" % self.min_cnt)
if float(self.min_score) > 0:
wherelist.append("tp.score>=\'%s\'" % self.min_score)
wherelist.append("tp.holding_days>0")
wherelist.append("n_win/(n_lose+n_win)>=0.5")
strwhere = f.list2sqlwhere(wherelist)
where_code_in = kf.where_code_in(meigaras)
if strwhere == "":
strwhere = " where "
else:
if where_code_in != "":
strwhere = strwhere + " and "
strsql = strsql + strwhere + kf.where_code_in(meigaras)
strsql = strsql + " order by tp.score desc"
strsql = strsql + " limit %s;" % self.top_fieldid_num
data = sql.exec_selsql(strsql)
for row in data:
row.insert(0, self.prgname)
if len(data) > 0:
tbl.arr2table(data, "learned_memory2")
def ins_top_meigaras(self, datestr, meigaras=[], ex_meigaras=[], choose_strictly=True):
strsql = "select code from trade.dow "
wherelist = ["date = \'%s\'" % datestr]
if choose_strictly:
if float(self.volsize_limit) > 0:
wherelist.append("volsize>=\'%s\'" % self.volsize_limit)
if self.use_dow == 1:
if self.trade_mode == "BUY":
wherelist.append("dow_sign=\'1'")
if self.trade_mode == "SELL":
wherelist.append("dow_sign=\'-1'")
if float(self.price_moving_rate_limit) > 0:
wherelist.append("mv_range_avg<=\'%s\'" % self.price_moving_rate_limit)
if len(meigaras) > 0:
wherelist.append(kf.where_code_in(meigaras))
if len(ex_meigaras) > 0:
wherelist.append(kf.where_code_in(ex_meigaras, True))
strwhere = f.list2sqlwhere(wherelist)
strsql = strsql + strwhere + ";"
if strwhere != "":
meigaras = sql.exec_selsql(strsql, 0)
else:
meigaras = []
strsql = "select pf.code, pf.fieldid, tp.geneid, tp.points, \
tp.holding_days, tp.trade_mode from trade.%s as pf " % (self.pf_table)
strsql = strsql + "inner join trade.%s as tp on pf.fieldid = tp.fieldid " % self.tp_table
wherelist = ["date = \'%s\'" % datestr]
if int(self.min_cnt) > 0:
wherelist.append("tp.fieldcnt>=\'%s\'" % self.min_cnt)
if float(self.min_points) > 0:
wherelist.append("tp.points>=\'%s\'" % self.min_points)
wherelist.append("tp.trade_mode=\'%s\'" % self.trade_mode)
strwhere = f.list2sqlwhere(wherelist)
where_code_in = kf.where_code_in(meigaras)
if strwhere == "":
strwhere = " where "
else:
if where_code_in != "":
strwhere = strwhere + " and "
strsql = strsql + strwhere + kf.where_code_in(meigaras)
strsql = strsql + " order by tp.points desc"
strsql = strsql + " limit %s;" % self.top_fieldid_num
data = sql.exec_selsql(strsql)
for row in data:
row.insert(0, self.prgname)
if len(data) > 0:
tbl.arr2table(data, "learned_memory")
def _lm2trader(self):
meigaras = self.traders.keys()
if len(meigaras) >= self.division:
f.log("Already holds %d stocks." % len(meigaras))
for i in range(0, self.division):
if len(meigaras) == 0:
wherestr = ""
else:
wherestr = "where %s" % (kf.where_code_in(meigaras, True))
strsql = "select name, code, fieldid, geneid, points, holding_days, trade_mode \
from trade.learned_memory %s order by points desc limit 100;" % (wherestr)
data = sql.exec_selsql(strsql)
if len(data) == 0:
f.log("No good meigaras to get this day.")
break
for row in data:
i = iter(row)
name = next(i)
code = next(i)
fieldid = next(i)
geneid = next(i)
points = next(i)
holding_days = int(next(i))
trade_mode = next(i)
if self.traders.has_key(code) == False:
return Trader(code, geneid, self.tm, trade_mode, holding_days,
"name=%s, fieldid=%s, geneid=%s, points=%s, holding_days=%s, trade_mode=%s" \
% (name, fieldid, geneid, str(points), str(holding_days), trade_mode))
def _lm2trader(self):
meigaras = self.traders.keys()
if len(meigaras) >= self.division:
f.log("Already holds %d stocks." % len(meigaras))
return None
target_codes = {}
#for i in range(0, self.division):
if len(meigaras) == 0:
wherestr = ""
else:
wherestr = "where %s" % (kf.where_code_in(meigaras, True))
strsql = "select name, code, fieldid, geneid, score, holding_days \
from trade.learned_memory2 %s order by score desc limit 100;" % (wherestr)
data = sql.exec_selsql(strsql)
if len(data) == 0:
f.log("No good meigaras to get this day.")
return None
for row in data:
i = iter(row)
name = next(i)
code = next(i)
fieldid = next(i)
geneid = next(i)
score = next(i)
holding_days = int(next(i))
if self.traders.has_key(code):
continue
if target_codes.has_key(code):
continue
target_codes[code] = code
#if self.traders.has_key(code) == False:
if self.kls.has_key(code):
kl = self.kls[code]
else:
kl = KabukaLines(code, dtf.datestrsub(self.startd, self.buffer_days), self.endd)
self.kls[code] = kl
trader = LineTrader(kl, geneid, fieldid, self.tfl, self.trade_mode)
(traded_cnt, traded_price, trade_mode_str) = \
trader.trade_1step(self.date, 0)
if trade_mode_str != "":
trader.reset()
return trader
f.log("No trader entered.")
return None
