def update_day():
def f(iterrow):
try:
code = iterrow[0]
info = iterrow[1]
print(code)
filename = 'd:/analyze_data/k/{}.csv'.format(code)
if os.path.exists(filename):
text = open(filename, encoding='GBK').read()
text = text.replace('--', '')
hist = pd.read_csv(StringIO(text), dtype={'date': 'object'})
hist = hist.set_index('date')
hist_close = hist['close']
for i in range(len(hist)):
k = hist.iloc[i]
date = k.name
d = {'code': code, 'date': date, 'outstanding': info['outstanding'], 'totals': info['totals'],
'totalAssets': info['totals'] * k['close']}
d['bbi'] = (hist_close.iloc[i:i + 3].mean() + hist_close.iloc[i:i + 6].mean()
+ hist_close.iloc[i:i + 12].mean() + hist_close.iloc[i:i + 24].mean()) / 4
d['量比'] = k['volume'] / (hist['volume'].iloc[i:i + 6].tail(5).mean())
d['turnover'] = k['turnover']
mu.acquire()
df = all_days[date] if date in all_days else pd.DataFrame(columns=columns)
df = df.append(d, ignore_index=True)
all_days[date] = df
mu.release()
except Exception as e:
print(e)
print(iterrow)
all_days = {}
columns = ['code', 'date', 'outstanding', 'totals', 'totalAssets', 'bbi', '量比', 'turnover']
basics = get_stock_basics()
# basics = basics.head(50)
mu = threading.Lock()
tp = ThreadPool()
tp.map(f, basics.iterrows())
# for iterrow in basics.iterrows():
# f(iterrow)
path = 'd:/analyze_data/day'
if not os.path.exists(path):
os.makedirs(path)
for (k, v) in all_days.items():
v = v.set_index('code')
v.to_csv('{}/{}.csv'.format(path, k))
def get_bbi_match(date):
ignore_list = json.load(open('ignore_list.json', encoding='utf8'))
ignore_list = []
pool = pd.DataFrame(
columns=['code', 'bbi', '量比', 'turnover', 'totalAssets'])
mu = threading.Lock()
# basics = get_stock_basics()
basics = get_stock_basics()
for index, row in basics.iterrows():
if index in ignore_list:
# print(index)
continue
filename = 'd:/analyze_data/k/{}.csv'.format(index)
if os.path.exists(filename):
text = open(filename, encoding='GBK').read()
text = text.replace('--', '')
hist = pd.read_csv(StringIO(text), dtype={'date': 'object'})
hist = hist.set_index('date')
hist = hist[hist.index <= date]
if len(hist) == 0:
continue
if hist.index[0] == date:
row['bbi'] = (hist['close'].head(3).mean() +
hist['close'].head(6).mean() +
hist['close'].head(12).mean() +
hist['close'].head(24).mean()) / 4
row['量比'] = hist['volume'][0] / (
hist['volume'].head(6).tail(5).mean())
row['turnover'] = hist['turnover'][0]
pool = pool.append(
{
'code': index,
'bbi': row['bbi'],
'量比': row['量比'],
'turnover': row['turnover'],
'totalAssets': row['totals'] * hist['close'][0]
},
ignore_index=True)
# print(pool)
pool = pool[pool['turnover'].between(2, 7)]
pool = pool[pool['量比'].between(0.5, 3)]
pool = pool[pool['bbi'].between(5, 10)]
pool = pool.sort_values('totalAssets')
# print(pool)
if len(pool) > 0:
return pool.iloc[0]['code']
def update(self):
t = datetime.datetime.now()
today = str(t.date())
# redis_pool = redis.ConnectionPool(host='127.0.0.1', port='6379')
basics = get_stock_basics()
index_pool = list(basics.iterrows())
self.fail_pool = []
tp = ThreadPool()
while len(index_pool) > 0:
tp.map(self.update_tick_and_dd, index_pool)
index_pool = self.fail_pool
self.fail_pool = []
sleep(5)
print(datetime.datetime.now() - t)
def update(code):
hist = get_hist_data(code, start='2016-02-13')
if hist is None or len(hist) < 10:
return
settlement = get_settlement(hist)
amplitude = ((hist['high'] - hist['low']) / settlement * 100).round(2)
hist['amplitude'] = amplitude
hist = hist[amplitude > 12]
hist = hist[hist['p_change'] > 0]
hist = hist[[
'open', 'high', 'low', 'close', 'p_change', 'turnover', 'amplitude'
]]
if len(hist) > 0:
print(code)
print(hist['p_change'].mean())
print(hist)
if __name__ == '__main__':
t = datetime.datetime.now()
basics = get_stock_basics()
tp = ThreadPool()
tp.map(update, basics.index)
print(datetime.datetime.now() - t)
