def daily2(self):
if not w.isconnected():
w.start()
conn = sqlite3.connect(DATABASE, isolation_level=None, timeout=3)
cur = conn.cursor()
cur.execute('''select code from Strategy_s''')
# 获取数据库中维护的股票代码
codes = (code[0] for code in cur.fetchall())
# 仅保留美股代码
codes = tuple(filter(lambda x: not x[0].isdigit() and x != hsi, codes))
# 获取今日日期时间戳，需要用美国东部时区的时间
today = date.today()
# 如果今天是北京时间周一
if not today.weekday():
# 换算成美国东部时间的上周五，减去三天
stamp = today - timedelta(days=3)
else:
# 换算成美国时间的上个交易日，减去一天
stamp = today - timedelta(days=1)
stamp = stamp.strftime("%Y-%m-%d")
# 格式化今日时间戳
locale.setlocale(locale.LC_CTYPE, "chinese")
stampf = "{}年{}月{}日 tz=US/Eastern".format(*stamp.split("-"))
self.chgList = []
high_p = w.wsd(",".join(codes), "high", stamp, stamp).Data[0]
low_p = w.wsd(",".join(codes), "low", stamp, stamp).Data[0]
# high_p = w.wsd(",".join(codes), "high", '2018-11-27', '2018-11-27').Data[0]
# low_p = w.wsd(",".join(codes), "low", "2018-11-27", "2018-11-27").Data[0]
for dd in codes:
# 提取总表中信息
# 取出今天数据
dd_i = codes.index(dd)
high = high_p[dd_i]
low = low_p[dd_i]
if not high or not low or high == nan or low == nan:
continue
print("正在更新：" + dd)
cur.execute(f'''select * from Strategy_s where code="{dd}"''')
dd_dict = dict(zip(Col_stg, cur.fetchone()))
stock_tb = code_helper(dd)
trd = dd_dict["trend"]
hl = dd_dict["next_hl"]
temp_hl = dd_dict["temp_hl"]
temp_m = dd_dict['temp_m']
from_hl = dd_dict["from_hl"]
from_temp = dd_dict["from_temp"]
use_space = dd_dict["use_space"]
space_h = dd_dict["space_h"]
space_l = dd_dict["space_l"]
# 取出高点数据
cur.execute(
f'''select price from "{stock_tb}" where hl='H' order by date'''
)
highs = [h[0] for h in cur.fetchall()]
pre_high = highs[-1]
pre2_high = highs[-2]
# 取出低点数据
cur.execute(
f'''select price from "{stock_tb}" where hl='L' order by date'''
)
lows = [l[0] for l in cur.fetchall()]
pre_low = lows[-1]
pre2_low = lows[-2]
cur.execute(f'''select hl from "{stock_tb}" order by date''')
first_hl = cur.fetchone()[0]
if first_hl == "H":
n1 = min(len(highs) - 1, len(lows))
n2 = min(len(highs), len(lows))
l2h = [(lows[i], highs[i + 1]) for i in range(n1)]
h2l = [(highs[i], lows[i]) for i in range(n2)]
else:
n1 = min(len(highs), len(lows))
n2 = min(len(highs), len(lows) - 1)
l2h = [(lows[i], highs[i]) for i in range(n1)]
h2l = [(highs[i], lows[i + 1]) for i in range(n2)]
# 新增数据对策略影响
hl_res = HLPoint.step_hl_s(hl, high, low, temp_hl, temp_m, from_hl,
from_temp, pre_high, pre_low, use_space,
space_h, space_l, l2h, h2l)
if hl_res["is_high"]:
t = w.tdaysoffset(-(from_temp + 1),
stamp).Times[0].strftime("%Y-%m-%d")
cur.execute(f"insert into '{stock_tb}' values (?,?,?,?)",
(t, "H", temp_hl, stamp))
pre2_high = pre_high
pre_high = hl_res["pre_high"]
elif hl_res["is_low"]:
t = w.tdaysoffset(-(from_temp + 1),
stamp).Times[0].strftime("%Y-%m-%d")
cur.execute(f"insert into '{stock_tb}' values (?,?,?,?)",
(t, "L", temp_hl, stamp))
pre2_low = pre_low
pre_low = hl_res["pre_low"]
trdmax_res = Trend.step_trdmax_s(hl_res["hl"], low, high,
hl_res["from_temp"],
hl_res["from_hl"],
hl_res["temp_hl"], trd)
if trdmax_res[1]:
self.chgList.append((dd, trdmax_res[0], trd))
trd = trdmax_res[0]
else:
trd_res = Trend.step_trd_s(trd, hl_res["hl"], low, high,
pre_low, pre_high, pre2_low,
pre2_high)
if trd_res != trd:
self.chgList.append((dd, trd_res, trd))
trd = trd_res
try:
cur.execute(
f'''update Strategy_s set date="{stamp}", trend="{trd}",
next_hl={hl_res["hl"]}, temp_hl={hl_res["temp_hl"]},
temp_m={hl_res["temp_m"]},
from_hl={hl_res["from_hl"]}, from_temp={hl_res[
"from_temp"]},
use_space={hl_res["use_space"]}, space_h={hl_res[
"space_h"]},
space_l={hl_res["space_l"]} where code="{dd}"'''
)
except sqlite3.OperationalError as e:
print(e)
print(
f'''Sqlite error: {dd} new info: trend:{trd}, next_hl:{hl_res['hl']},
temp_hl:{hl_res['temp_hl']}, temp_m:{hl_res['temp_m']}, from_hl:{hl_res[
'from_hl']}, from_temp:{hl_res['from_temp']}, use_space:{hl_res[
'use_space']}, space_h={hl_res['space_h']}, space_l={hl_res['space_l']}'''
)
cur.close()
conn.close()
if len(codes) <= 1:
pass
else:
res = self.sent()
if res:
mail_obj = SendEmail()
mail_obj.buildHTML(res["chg"], res["up"], res["down"],
res["consd"], res["img"], stampf)
mail_obj.imageHTML(res["chg_img"])
subject = ["趋势策略每日报告", "趋势策略变动报告-美股"][FREQ]
mail_obj.setSend(subject, SENDER, RECEIVER, SENDER_KEY)
print(stampf + f"邮件是否成功发送？{mail_obj.isSent}")
def daily1(self):
if not w.isconnected():
w.start()
conn = sqlite3.connect(DATABASE, isolation_level=None, timeout=3)
cur = conn.cursor()
cur.execute('''select code from Strategy_s''')
# 获取数据库中维护的股票代码
codes = (code[0] for code in cur.fetchall())
# 仅保留港股和A股代码
codes = tuple(filter(lambda x: x[0].isdigit() or x == hsi, codes))
# 获取今日日期时间戳
stamp = str(date.today())
# stamp = '2018-10-25'
# 格式化今日时间戳
locale.setlocale(locale.LC_CTYPE, "chinese")
stampf = date.today().strftime("%Y年%m月%d日")
# stampf = '2018年10月19日'
self.chgList = []
# 提取全部样本股的价格数据
high_p = w.wsd(",".join(codes), "high", stamp, stamp).Data[0]
low_p = w.wsd(",".join(codes), "low", stamp, stamp).Data[0]
trade_status = w.wsd(",".join(codes), "trade_status", stamp,
stamp).Data[0]
# high_p = w.wsd(",".join(codes), "high", '2018-11-23', '2018-11-23').Data[0]
# low_p = w.wsd(",".join(codes), "low", '2018-11-23', '2018-11-23').Data[0]
# trade_status = w.wsd(",".join(codes), "trade_status", '2018-11-23', '2018-11-23').Data[0]
for dd in codes:
# 提取总表中信息
# 取出今天数据
print("正在更新：" + dd)
dd_i = codes.index(dd)
high = high_p[dd_i]
low = low_p[dd_i]
status = trade_status[dd_i]
# 提取总表中信息
if dd not in [sh, hsi] and status == "停牌一天":
continue
if not high or not low or high == nan or low == nan:
continue
cur.execute(f'''select * from Strategy_s where code="{dd}"''')
dd_dict = dict(zip(Col_stg, cur.fetchone()))
stock_tb = code_helper(dd)
# dat = dd_dict["date"]
# if dat == stamp:
# continue
trd = dd_dict["trend"]
hl = dd_dict["next_hl"]
temp_hl = dd_dict["temp_hl"]
temp_m = dd_dict["temp_m"]
from_hl = dd_dict["from_hl"]
from_temp = dd_dict["from_temp"]
use_space = dd_dict["use_space"]
space_h = dd_dict["space_h"]
space_l = dd_dict["space_l"]
# 取出高点数据
cur.execute(
f'''select price from "{stock_tb}" where hl='H' order by date'''
)
#print(cur.fetchall())
highs = [h[0] for h in cur.fetchall()]
pre_high = highs[-1]
pre2_high = highs[-2]
# 取出低点数据
cur.execute(
f'''select price from "{stock_tb}" where hl='L' order by date'''
)
lows = [l[0] for l in cur.fetchall()]
pre_low = lows[-1]
pre2_low = lows[-2]
cur.execute(f'''select hl from "{stock_tb}" order by date''')
first_hl = cur.fetchone()[0]
if first_hl == "H":
n1 = min(len(highs) - 1, len(lows))
n2 = min(len(highs), len(lows))
l2h = [(lows[i], highs[i + 1]) for i in range(n1)]
h2l = [(highs[i], lows[i]) for i in range(n2)]
else:
n1 = min(len(highs), len(lows))
n2 = min(len(highs), len(lows) - 1)
l2h = [(lows[i], highs[i]) for i in range(n1)]
h2l = [(highs[i], lows[i + 1]) for i in range(n2)]
# 新增数据对策略影响
hl_res = HLPoint.step_hl_s(hl, high, low, temp_hl, temp_m, from_hl,
from_temp, pre_high, pre_low, use_space,
space_h, space_l, l2h, h2l)
if hl_res["is_high"]:
t = w.tdaysoffset(-(from_temp + 1),
stamp).Times[0].strftime("%Y-%m-%d")
cur.execute(f"insert into '{stock_tb}' values (?,?,?,?)",
(t, "H", temp_hl, stamp))
pre2_high = pre_high
pre_high = hl_res["pre_high"]
elif hl_res["is_low"]:
t = w.tdaysoffset(-(from_temp + 1),
stamp).Times[0].strftime("%Y-%m-%d")
cur.execute(f"insert into '{stock_tb}' values (?,?,?,?)",
(t, "L", temp_hl, stamp))
pre2_low = pre_low
pre_low = hl_res["pre_low"]
trdmax_res = Trend.step_trdmax_s(hl_res["hl"], low, high,
hl_res["from_temp"],
hl_res["from_hl"],
hl_res["temp_hl"], trd)
if trdmax_res[1]:
self.chgList.append((dd, trdmax_res[0], trd))
trd = trdmax_res[0]
else:
trd_res = Trend.step_trd_s(trd, hl_res["hl"], low, high,
pre_low, pre_high, pre2_low,
pre2_high)
if trd_res != trd:
self.chgList.append((dd, trd_res, trd))
trd = trd_res
try:
cur.execute(
f'''update Strategy_s set date="{stamp}", trend="{trd}",
next_hl={hl_res["hl"]}, temp_hl={hl_res["temp_hl"]},
temp_m={hl_res["temp_m"]},
from_hl={hl_res["from_hl"]}, from_temp={hl_res[
"from_temp"]},
use_space={hl_res["use_space"]}, space_h={hl_res[
"space_h"]},
space_l={hl_res["space_l"]} where code="{dd}"'''
)
except sqlite3.OperationalError as e:
print(e)
print(
f'''Sqlite error: {dd} new info: trend:{trd}, next_hl:{hl_res['hl']},
temp_hl:{hl_res['temp_hl']}, temp_m:{hl_res['temp_m']}, from_hl:{hl_res[
'from_hl']}, from_temp:{hl_res['from_temp']}, use_space:{hl_res[
'use_space']}, space_h={hl_res['space_h']}, space_l={hl_res['space_l']}'''
)
cur.close()
conn.close()
if len(codes) > 2:
res = self.sent()
if res:
mail_obj = SendEmail()
mail_obj.buildHTML(res["chg"], res["up"], res["down"],
res["consd"], res["img"], stampf)
mail_obj.imageHTML(res["chg_img"])
subject = ["趋势策略每日报告", "趋势策略变动报告-A股、港股"][FREQ]
mail_obj.setSend(subject, SENDER, RECEIVER, SENDER_KEY)
print(stampf + f"邮件是否成功发送？{mail_obj.isSent}")
self.daily2()
