duration_date = 5
print("duaration: %s duration_date:%s" % (cct.get_today_duration(du_date), duration_date))
log.info("duaration: %s duration_date:%s" % (cct.get_today_duration(du_date), duration_date))
set_duration_console(du_date)
# all_diffpath = tdd.get_tdx_dir_blocknew() + '062.blk'
parser = cct.MoniterArgmain()
parserDuraton = cct.DurationArgmain()
st_key_sort = ct.sort_value_key_perd
st = None
while 1:
try:
# df = sina_data.Sina().all
# top_now = tdd.getSinaAlldf(market='cx', vol=ct.json_countVol, vtype=ct.json_countType)
# top_now = tdd.getSinaAlldf(market='次新股',filename='cxg', vol=ct.json_countVol, vtype=ct.json_countType)
if st is None:
st_key_sort = '%s %s'%(st_key_sort.split()[0],cct.get_index_fibl())
time_Rt = time.time()
market_blk = '雄安特区'
top_now = tdd.getSinaAlldf(market=market_blk, filename='xatq', vol=ct.json_countVol, vtype=ct.json_countType)
# top_now = tdd.getSinaAlldf(market=u'次新股',filename='cxg', vol=ct.json_countVol, vtype=ct.json_countType)
# top_now = tdd.getSinaAlldf(market='���', filename='mnbk',vol=ct.json_countVol, vtype=ct.json_countType)
# top_dif = top_now
# 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:
search250.get_roll_mean_all(single=False, tdx=True, app=False)
# all_diffpath = tdd.get_tdx_dir_blocknew() + '062.blk'
parser = cct.MoniterArgmain()
parserDuraton = cct.DurationArgmain()
st_key_sort = '2'
st = None
# st_key_sort = '6'
while 1:
try:
# df = sina_data.Sina().all
time_Rt = time.time()
if st is None:
st_key_sort = '%s %s' % (st_key_sort.split()[0],
cct.get_index_fibl(default=2))
# top_now = tdd.getSinaAlldf(market='060', vol=ct.json_countVol, vtype=ct.json_countType)
# top_now = tdd.getSinaAlldf(market='次新股',filename='cxg', vol=ct.json_countVol, vtype=ct.json_countType)
market_blk = 'rzrq'
# market_blk = '060'
# top_now = tdd.getSinaAlldf(market= market_blk , vol=ct.json_countVol, vtype=ct.json_countType,trend=True)
# top_now = tdd.getSinaAlldf(market='次新股,060', filename='cxg' , vol=ct.json_countVol, vtype=ct.json_countType,trend=True)
top_now = tdd.getSinaAlldf(market=market_blk,
vol=ct.json_countVol,
vtype=ct.json_countType,
trend=False)
# top_now = tdd.getSinaAlldf(market='央企',filename='yqbk', vol=ct.json_countVol, vtype=ct.json_countType,trend=False)
# top_now = tdd.getSinaAlldf(market='all', vol=ct.json_countVol, vtype=ct.json_countType)
st_key_sort)
# st_key_sort = '9'
# st_key_sort = '7'
# st_key_sort = ct.sort_value_key_perd23
st = None
while 1:
try:
# df = rl.get_sina_all_json_dd(vol, type)
# if len(df) > cut_num:
# df = df[:cut_num]
# print len(df),
# top_now = rl.get_sina_dd_count_price_realTime(df)
# print len(top_now)
if st is None and st_key_sort in ['2', '3']:
st_key_sort = '%s %s' % (
st_key_sort.split()[0], cct.get_index_fibl())
time_Rt = time.time()
# top_now = tdd.getSinaAlldf(market='??,rzrq',filename='yqbk', vol=ct.json_countVol, vtype=ct.json_countType)
top_now = tdd.getSinaAlldf(
market='all', vol=ct.json_countVol, vtype=ct.json_countType)
# top_now = tdd.getSinaAlldf(market='??',filename='yqbk', vol=ct.json_countVol, vtype=ct.json_countType,trend=False)
# top_now = tdd.getSinaAlldf(market='rzrq', vol=ct.json_countVol, vtype=ct.json_countType)
# top_now = tdd.getSinaAlldf(market='??¹?060',filename='cxg', vol=ct.json_countVol, vtype=ct.json_countType)
time_d = time.time()
if time_d - time_s > delay_time:
status_change = True
time_s = time.time()
top_all = pd.DataFrame()
# market_sort_value, market_sort_value_key = ct.get_market_sort_value_key('3 2')
# market_sort_value, market_sort_value_key = ct.get_market_sort_value_key('1')
# st_key_sort = '2'
st_key_sort = ct.sort_value_key_perd23
market_sort_value, market_sort_value_key = ct.get_market_sort_value_key(
ct.sort_value_key_perd23)
st = None
top_list = []
while 1:
try:
# df = sina_data.Sina().all
time_Rt = time.time()
if st is None:
st_key_sort = '%s %s' % (st_key_sort.split()[0],
cct.get_index_fibl())
# top_now = tdd.getSinaAlldf(market='060.blk', vol=ct.json_countVol, vtype=ct.json_countType)
# market_blk = '次新股'
market_blk = 'all'
# market_blk = 'cyb'
# market_blk = '060'
top_now = tdd.getSinaAlldf(market=market_blk,
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