# top_now.to_hdf("testhdf5", 'marketDD', format='table', complevel=9)
now_count = len(top_now)
radio_t = cct.get_work_time_ratio()
# top_now = top_now[top_now.buy > 0]
time_d = time.time()
if time_d - time_s > delay_time:
status_change = True
time_s = time.time()
top_all = pd.DataFrame()
else:
status_change = False
# print ("Buy>0:%s" % len(top_now[top_now['buy'] > 0])),
if len(top_now) > 10 or cct.get_work_time():
time_Rt = time.time()
if len(top_all) == 0 and len(lastpTDX_DF) == 0:
cct.get_terminal_Position(position=sys.argv[0])
time_Rt = time.time()
top_all, lastpTDX_DF = tdd.get_append_lastp_to_df(
top_now,
lastpTDX_DF=None,
dl=duration_date,
end=end_date,
ptype=ptype,
filter=filter,
power=ct.lastPower,
lastp=False,
newdays=newdays)
log.debug("len:%s" % (len(top_all)))
# codelist = top_all.index.tolist()
# log.info('toTDXlist:%s' % len(codelist))
# top_now = tdd.getSinaAlldf(market=u'次新股',filename='cxg', vol=ct.json_countVol, vtype=ct.json_countType)
now_count = len(top_now)
radio_t = cct.get_work_time_ratio()
# top_now = top_now[top_now.buy > 0]
time_d = time.time()
if time_d - time_s > delay_time:
status_change = True
time_s = time.time()
top_all = pd.DataFrame()
else:
status_change = False
# print ("Buy>0:%s" % len(top_now[top_now['buy'] > 0])),
if len(top_now) > 0 or cct.get_work_time():
# time_Rt = time.time()
if len(top_all) == 0 and len(lastpTDX_DF) == 0:
cct.get_terminal_Position(position=sys.argv[0])
# time_Rt = time.time()
print "term:%s" % (cct.get_terminal_Position(
cmd='DurationDn.py')),
if cct.get_terminal_Position(cmd='DurationDn.py') > 1:
top_all, lastpTDX_DF = tdd.get_append_lastp_to_df(
top_now,
lastpTDX_DF=None,
dl=duration_date,
end=end_date,
ptype=ptype,
filter=filter,
power=ct.lastPower,
lastp=lastp,
newdays=newdays)