def getTradeDay(d1, d2, dtype=backtest_runner.BackTestPolicy.enum.hisdat_mode):
"""确定是交易日
return: (d1, d2)"""
if dtype == backtest_runner.BackTestPolicy.enum.hisdat_mode:
df = stock.getHisdatDataFrameFromRedis(code, start_day=d1)
else:
df = stock.getFenshiDfUseRedis(code, d1, d2)
d2 = agl.datetime_to_date(df.index[-1])
if agl.DateTimeCmp(d1, agl.datetime_to_date(df.index[0])) <0:
d1 = agl.datetime_to_date(df.index[0])
return d1, d2
def genOne(code):
#print code
#先清理5分钟分时redis
stock.FenshiCodeCache(code).delKey()
try:
#通过日线来取最近的5天
df_hisdat = stock.getHisdatDataFrameFromRedis(code)
df_hisdat = df_hisdat.tail()
start_day = agl.datetime_to_date(df_hisdat.index[0])
end_day = agl.datetime_to_date(df_hisdat.index[-1])
df_fenshi = stock.getFenshiDfUseRedis(code, start_day,
end_day).dropna()
except:
return
stock.FenshiCodeCache(code).set(df_fenshi)
def getTradeDay(d1, d2, dtype=backtest_runner.BackTestPolicy.enum.hisdat_mode):
"""确定是交易日
return: (d1, d2)"""
try:
if dtype == backtest_runner.BackTestPolicy.enum.hisdat_mode:
df = stock.getHisdatDataFrameFromRedis(code, d1, d2)
else:
df = stock.getFenshiDfUseRedis(code, d1,d2)
if len(df) == 0:
#在指定日期内没有数据，应该是新股或次新股
return d2,d2
d2 = agl.datetime_to_date(df.index[-1])
if agl.DateTimeCmp(d1, agl.datetime_to_date(df.index[0])) <0:
d1 = agl.datetime_to_date(df.index[0])
except:
pass
return d1, d2
def _test_DrawTs(self):
code = '300059'
date = ['2016-1-1', '2016-3-1']
fenshi = stock.getFenshiDfUseRedis(code, date[0], date[1])
print(fenshi)
DrawTs(pl, ts=fenshi['p'])
def _test_fenshi_horizontal(self):
code = jx.THS
df = stock.getFenshiDfUseRedis(code,
start_day='2017-12-1',
end_day='2017-12-5')
ui.drawFenshi(pl, df)
