forked from flysoso/py_tdx
/
watterson_lib.py
119 lines (99 loc) · 2.92 KB
/
watterson_lib.py
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#coding: utf8
import tdx2
import math
qlist = []
def wattIndex(dline):
return 0
def delta_d1(dline, pd, preday=0):
ud = [0 for k in range(pd)]
for k in range(pd):
ud[k] = dline[-1-preday -pd+k].cl
for k in range(pd-1):
ud[k] = ud[k+1]-ud[k]
for k in range(pd-1):
if ud[k] > ud[k+1]: return 0
return 1
def variance(dline, tlength, preday=0):
st = len(dline) - preday - tlength
en = len(dline) - preday
avrg = average(dline, tlength, preday)
ssum = 0
for k in dline[st:en]:
ssum += math.pow(k.cl - avrg,2)
ssum = math.sqrt(ssum / (en-st))
return ssum
def average(dline, tlength, preday=0):
sum = 0
st = len(dline) - preday - tlength
en = len(dline) - preday
for k in dline[st:en]:
sum += k.cl
return float(sum) / tlength
def tdx_delta(fid, preday):
return snm.get_tdx_delta(fid)
def fast_grow(dline, daylength, preday):
st = len(dline) - daylength - preday
en = len(dline) - preday
maxr = -9999
for k in range(st+3,en):
a = dline[k].cl
b = dline[k-3].cl
if (a-b)/b > maxr:
maxr = (a-b)/b
return maxr*100
def fast_fall(dline, daylength, preday):
st = len(dline) - daylength - preday
en = len(dline) - preday
minr = 9999
for k in range(st+3,en):
a = dline[k].cl
b = dline[k-3].cl
if (a-b)/b < minr:
minr = (a-b)/b
return minr*100
def delta_ratio_reverse(dline, daylength, preday):
# delta_ratio(-30, -1)
a = dline[-1-preday].cl
if -1-preday-daylength < -len(dline): return 0
b = dline[-1-preday-daylength].cl
return (float(a-b)/b*100)
def get_last_dline_ftime(dline, preday=0):
return tdx2.parse_time_reverse(dline[-1-preday].ftime+1)
def reInit():
snm.reInit()
class StNameManager():
def __init__(self):
self.reInit()
def reInit(self):
f = open(u'C:\\new_tdx\\T0002\\export\\深沪Ａ股.TXT', 'r')
qlist = []
for k in range(9999):
s = f.readline()
if not s: break
s = s.split('\t')
qlist.append(s)
self.qlist = qlist
def get_stname(self, fid):
if len(fid)==12: fid = fid[2:8]
for k in self.qlist:
if k[0] == fid:
return k[1] + ('=' + k[3]).encode('utf8')
return 'na'
def get_tdx_delta(self, fid):
if len(fid)==12: fid = fid[2:8]
for k in self.qlist:
if k[0] == fid:
try:
return float(k[2])
except:
print 'tdx_data,', k[2],'not float'
return -99
return -99
def get_stname(fid):
return snm.get_stname(fid)
snm = StNameManager()
if __name__ == '__main__':
#print get_stname('sh000001.day')
dl = tdx2.get_dayline_by_fid('sz002245', restrictSize=30)
print len(dl)
print fast_fall(dl, 30, 0)