def get_context_data(self, **kwargs):
context = super(StockKLView, self).get_context_data(**kwargs)
if not self.sid:
return context
KLdatas = []
hisData = ReadLocalData()
rows = hisData.getLocalData(self.sid)
for row in rows:
KLdata = [row[DATE_COL_DATE].strftime('%Y%m%d'),0,row[DATE_COL_OPEN],row[DATE_COL_HIGH],row[DATE_COL_LOW],row[DATE_COL_CLOSE],\
row[DATE_COL_VOL], float(row[DATE_COL_CLOSE])*int(row[DATE_COL_VOL])]
KLdatas.append(KLdata)
#print 'KLdata',KLdata
context['KLdatas'] = KLdatas
return context
def get_context_data(self, **kwargs):
try:
context = super(EarningsOverView, self).get_context_data(**kwargs)
kdataproc = ReadLocalData()
shDapanRows = kdataproc.getLocalData(DPshzhongzhi)
shDapanDict = {}
print 'shDapanRows=',len(shDapanRows)
for row in shDapanRows:
shDapanDict[row[DATE_COL_DATE]]=row
allOperRows = Operations.objects.all()
ownerDict = {}
sinaIds = []
for row in allOperRows:
if ownerDict.has_key(row.owner):
if ownerDict[row.owner].has_key(row.stockId):
ownerDict[row.owner][row.stockId].append(row)
else:
ownerDict[row.owner][row.stockId] = [row]
sinaIds.append(stockIDforSina(row.stockId))
else:
ownerDict[row.owner] = {row.stockId:[row]}
sinaIds.append(stockIDforSina(row.stockId))
sinadata = getCurDataFromSina.sinaStockAPI()
resultmap = sinadata.getCurPriFromSina(sinaIds)
realSinaData = {}
for i in range(len(sinaIds)):
realSinaData[sinaIds[i]] = resultmap[i]
allOwnerInfo = []
idManager = getAllIdFromSina.sinaIdManage()
idManager.initLocalData()
for owner, stockrows in ownerDict.items():
curCostTotal, curEarningTotal, historyEarningTotal = 0,0,0
i = 0
listTableDatas = []
alreadyHolderDatas = []
for sid, onestock in stockrows.items():
if not sid in idManager.allstockmap:
continue
detailinfo = idManager.allstockmap[sid]
sortdata = sorted(onestock,key = lambda x:x.time,reverse = False)
#print onestock,'--',sortdata
curCost, curEarning, historyEarning = self.analysisTrade(sortdata, realSinaData[stockIDforSina(sid)], listTableDatas, alreadyHolderDatas, detailinfo, shDapanDict)
curCostTotal += curCost
curEarningTotal += curEarning
historyEarningTotal += historyEarning
print owner,curCostTotal, curEarningTotal, historyEarningTotal
allOwnerInfo.append([owner, listTableDatas,alreadyHolderDatas,curCostTotal, curEarningTotal, historyEarningTotal])
context['allOwnerInfo'] = allOwnerInfo
except Exception as e:
logger.exception(u'加载基本信息出错[%s]！', e)
return context
def analysisTrade(self, alltrade, currdata, tabledata, alreadyHolderDatas, detailinfo, shDapanDict):
historyEarning, curCost,curHoldCount, curEarning = 0, 0, 0, 0
stockId = alltrade[0].stockId
name = currdata[COL('股票名称')]
KLurl = '/stockKL?s='+stockId
sinaUrl = "http://vip.stock.finance.sina.com.cn/moneyflow/#!ssfx!"+stockIDforSina(stockId)
nextTime = datetime.datetime.strptime(currdata[COL('日期')],'%Y-%m-%d')
op = '无操作'
kdataproc = ReadLocalData()
hisrows = kdataproc.getLocalData(stockId, -1, alltrade[0].time)
print 'hisrows=',len(hisrows)
newPrice = float(currdata[COL('当前价格')])
if newPrice == 0.0:
if len(hisrows) > 1:
newPrice = float(hisrows[-1][DATE_COL_CLOSE])
else:
print name,"can't find new price and history record"
return (0,0,0)
nextPrice = newPrice
totalStockNum = 10000*detailinfo[getAllIdFromSina.SCOL_MKTCAP]/newPrice
currDayInfo = self.showCurDayInfo(currdata, totalStockNum)
for i in range(len(alltrade)):
trade = alltrade[i]
curTime = trade.time
curPri = float(trade.costPrice)
stockCount = trade.stockCount
cc = trade.costPrice*trade.stockCount
moneyIncrease = 0
if trade.operation == 0:
#买入
op = "买%d"%(trade.stockCount)
curCost += cc
curHoldCount += stockCount
elif trade.operation == 1:
#卖出
op = "卖%d"%(trade.stockCount)
curCost -= cc
curHoldCount -= stockCount
stockCount=-stockCount
else:
print "error",trade.operation
print name, curCost,curHoldCount, curEarning, trade.stockCount,trade.operation
if i == len(alltrade)-1:
nextTime = datetime.datetime.strptime(currdata[COL('日期')],'%Y-%m-%d').date()
nextPrice = newPrice
else:
nextTime = alltrade[i+1].time
nextPrice = float(alltrade[i+1].costPrice)
priIncreasePercent = 100*(nextPrice-curPri)/curPri
moneyIncrease = stockCount*(nextPrice-curPri)
curEarningInfo = ''
curEarn = 0
if curHoldCount == 0:
curEarningInfo = "若仍然持有，那么将盈利%d%%"%(priIncreasePercent)
else:
curEarn = moneyIncrease
curEarningInfo = "盈利%d%%"%(priIncreasePercent)
#print stockId,curTime,"curPri=",curPri,'nextPrice=',nextPrice,nextTime
hisHighPri,hisHighInfo = nextPrice,currDayInfo
hisHighVol,hisHighVolInfo = int(currdata[COL('成交量')]),currDayInfo
hisLowPri,hisLowInfo = nextPrice,currDayInfo
dayCount = 0
volSum = 0
nextDayInfo = currDayInfo
thisDayInfo = ''
dapanStrong,dapanWeak = 0,0
for i in range(len(hisrows)):
hisrow = hisrows[i]
histime = hisrow[DATE_COL_DATE]
if histime == nextTime:
nextDayInfo = self.showDayInfo(hisrow, totalStockNum)
elif histime == curTime:
thisDayInfo = self.showDayInfo(hisrow, totalStockNum)
if histime > curTime and histime < nextTime:
dayCount+=1
hisclosepri = float(hisrow[DATE_COL_CLOSE])
hisopenpri = float(hisrow[DATE_COL_OPEN])
hisvol = int(hisrow[DATE_COL_VOL])
volSum+=hisvol
if hisclosepri > hisHighPri:
hisHighPri = hisclosepri
hisHighInfo = self.showDayInfo(hisrow, totalStockNum)
if hisclosepri < hisLowPri:
hisLowPri = hisclosepri
hisLowInfo = self.showDayInfo(hisrow, totalStockNum)
if hisvol > hisHighVol:
hisHighVol = hisvol
hisHighVolInfo = self.showDayInfo(hisrow, totalStockNum)
lastClosePri = float(hisrows[i-1][DATE_COL_CLOSE])
#print hisrows[i-1][DATE_COL_DATE]
if False== shDapanDict.has_key(hisrows[i-1][DATE_COL_DATE]):
#print "dapan not find",hisrows[i-1][DATE_COL_DATE]
continue
if False== shDapanDict.has_key(hisrows[i][DATE_COL_DATE]):
#print "dapan not find",hisrows[i][DATE_COL_DATE]
continue
lastSHClose = float(shDapanDict[hisrows[i-1][DATE_COL_DATE]][DATE_COL_CLOSE])
thisSHClose = float(shDapanDict[hisrows[i][DATE_COL_DATE]][DATE_COL_CLOSE])
if (thisSHClose-lastSHClose)/lastSHClose > (hisclosepri-lastClosePri)/lastClosePri:
dapanStrong+=1
else:
dapanWeak+=1
avgVol = 0
avgTurnover = 0
if dayCount > 0:
avgVol = float(volSum)/dayCount
avgTurnover = 100*avgVol/totalStockNum
hisHighVolInfo+=("\n日均换手：%.2f"%(avgTurnover))
else:
print "get nothing:",stockId
tableLine = [name, sinaUrl, self.showFormat(curTime), thisDayInfo,\
trade.costPrice, op, "金额：%d"%(trade.costPrice*trade.stockCount),\
curHoldCount, "持有金额：%d"%(trade.costPrice*curHoldCount), nextDayInfo,\
nextPrice, curEarn, curEarningInfo, \
"%.2f"%(hisHighPri), hisHighInfo,\
"%.2f"%(hisLowPri), hisLowInfo,\
"%.2f"%(100*hisHighVol/totalStockNum), hisHighVolInfo,\
"%d/%d"%(dapanWeak,dapanStrong),
trade.info]
tabledata.append(tableLine)
print name, curCost,curHoldCount, curEarning, historyEarning
if curHoldCount != 0:
curEarning = newPrice*curHoldCount - curCost
alreadyHolderDatas.append([stockId, KLurl, name, sinaUrl, \
curHoldCount, curCost, curEarning, newPrice])
else:
historyEarning = -curCost
curEarning = 0
curCost = 0
print name, curCost,curHoldCount, curEarning, historyEarning
return (curCost, curEarning, historyEarning)
