m = item
else:
m = (item - expection)/(deviation *(2 **0.5))
#res = 0.5 * (1 + norm.cdf(m))
res = 0.5 * (1 + special.erf(m))
if preValue !=None :
ret = res - preValue
else:
preValue = res
ret = res
return ret
if __name__ == '__main__':
import doctest
SYS_HOME=os.path.join(LIB_HOME,"..","..")
sys.path.insert(0,SYS_HOME)
from lib.util import Log,Conf
conf=Conf.load(\
os.path.join(SYS_HOME,"conf","stock.yaml"),
os.path.join(SYS_HOME,"conf","downloader.yaml")
)
conf["SYS_HOME"] = SYS_HOME
logPath=os.path.join(SYS_HOME , conf.get("LOG_PATH",""))
Log.set(logPath = logPath)
gaussian = Gaussian()
stock = Stock(conf)
stock.date = '20111024'
doctest.testmod()
pre="sz"
else:
pre="sh"
symbol=pre+strNum
formatDate=time.strftime("%Y%m%d",time.strptime(date,"%Y%m%d"))
url=detailSource.get("qq2") %(symbol, formatDate)
return url
def handleDetail(code,date,parser , conf):
url=getUrl(num = code,date = date,conf=conf)
fetchData=Fetcher.fetch(url)
parseData=parser.parse(fetchData)
path = Dumper.getPath(code = code , date = date ,dataType = "detail" ,conf = conf)
Dumper.dump(path = path,data = parseData)
return True
if __name__ == '__main__':
import doctest
SYS_HOME=os.path.join(__dir__,"..","..","..")
sys.path.insert(0,SYS_HOME)
from lib.util import Conf,Log
conf=Conf.load(\
os.path.join(SYS_HOME,"conf","stock.yaml"),
os.path.join(SYS_HOME,"conf","downloader.yaml"))
Fetcher.DEBUG=True
logPath=os.path.join(SYS_HOME , conf.get("LOG_PATH",""))
Log.set(logPath = logPath , printLevel=logging.DEBUG)
conf["SYS_HOME"]=SYS_HOME
conf["DEBUG"]=True
doctest.testmod()
logging.error("No %s commands." % cmd_name)
else:
cmd = imp.load_module(cmd_name, fp, pathname, description)
cmd.run(conf = conf)
finally:
if fp:
fp.close()
if __name__=="__main__" :
if sys.argv[1:]:
conf=Conf.load(\
os.path.join(SYS_HOME,"conf","stock.yaml"),
os.path.join(SYS_HOME,"conf","downloader.yaml"))
conf["SYS_HOME"]=SYS_HOME
conf.update(parseArgs(conf))
Log.set(os.path.join(SYS_HOME,conf.get("LOG_PATH")))
action=conf.get("action","run")
dates=conf.get("dates") #如果指定多个日期，则按顺序启动实例一个一个运行
stockCache = {} #@todo add stockCache
if not dates or len(dates)==0:
conf['date']=Date.getDate()
execute(cmd_name = action,conf=conf)
elif len(dates)>=1:
for sDate in dates:
conf["date"]=sDate
if stockCache:
conf['stock']=stockCache
execute(cmd_name = action,conf=conf)
else:
print __doc__
"""
"""
init
"""
import os,sys,logging
from lib.stk.element import Stock,Date,Dumper
from lib.util import Log,Conf
__dir__ = os.path.realpath(os.path.dirname(__file__))
APP_HOME=os.path.join(__dir__,"..")
SYS_HOME=os.path.join(APP_HOME,"..")
SYS_LIB_HOME=os.path.join(SYS_HOME,"lib")
sys.path.insert(0,SYS_HOME)
conf=Conf.load(os.path.join(SYS_HOME,"conf","stock.yaml"),os.path.join(SYS_HOME,"conf","downloader.yaml"))
conf["SYS_HOME"] = SYS_HOME
logPath=os.path.join(SYS_HOME , conf.get("LOG_PATH",""))
Log.set(logPath = logPath,printLevel = logging.ERROR)
stock = Stock(conf)
###################### TRAIN
"""
训练 整体 statistics 和 strategic likelihood
用 element/statistics来载入这些数据
"""
TRAIN_DATA_PATH = os.path.join(SYS_HOME,"data","train")
#train all days data and gaussian data
from lib.stk.statistics.Gaussian import Gaussian
subject = [[-0.1,-0.09],[-0.09,-0.08],[-0.08,-0.07],[-0.07,-0.06],[-0.06,-0.05],[-0.05,-0.04],[-0.04,-0.03],[-0.03,-0.02],[-0.02,-0.01],[-0.01,0],[0,0.01],[0.01,0.02],[0.02,0.03],[0.03,0.04],[0.04,0.05],[0.05,0.06],[0.06,0.07],[0.07,0.08],[0.08,0.09],[0.09,0.1]]
# strategic likelihood
from lib.stk.element.Strategic import Strategic
