action=u'store',
dest='qr_date',
required=False,
help=u'计算策略的日期')
args = parser.parse_args()
if args.qr_date:
try:
qr_date = datetime.datetime.strptime(args.qr_date, '%Y-%m-%d')
except Exception as e:
print('Wrong date form')
raise e
else:
today = datetime.date.today()
qr_date = datetime.datetime(year=today.year,
month=today.month,
day=today.day)
return int(args.short_ema), int(args.long_ema), int(args.dif_ema), qr_date
if __name__ == '__main__':
setup_logging(__file__, logging.WARNING)
short_ema, long_ema, dif_ema, qr_date = setup_argparse()
real_time_res = start_quant_analysis(short_ema=short_ema,
long_ema=long_ema,
dif_ema=dif_ema,
qr_date=qr_date,
quant_stock=quant_stock)
try:
qr_date = datetime.datetime.strptime(args.qr_date, '%Y-%m-%d')
except Exception as e:
print('Wrong date form')
raise e
else:
qr_date = datetime.date.today()
return int(args.short_ema), int(args.long_ema), int(
args.dif_ema), qr_date, args.real_time, args.week_long
if __name__ == '__main__':
setup_logging(__file__, logging.WARNING)
short_ema, long_ema, dif_ema, qr_date, real_time, week_long = setup_argparse(
)
today_trading = {}
if real_time:
today_trading = collect_stock_daily_trading()
real_time_res = start_quant_analysis(short_ema=short_ema,
long_ema=long_ema,
dif_ema=dif_ema,
qr_date=qr_date,
quant_stock=quant_stock,
real_time=real_time,
today_trading=today_trading,
week_long=week_long)
if real_time_res and real_time:
display_quant(real_time_res)
def setup_argparse():
parser = argparse.ArgumentParser(description=u'根据k线背离来选股')
parser.add_argument(u'-t',
action=u'store',
dest='qr_date',
required=False,
help=u'计算背离策略的日期')
args = parser.parse_args()
if args.qr_date:
try:
qr_date = datetime.datetime.strptime(args.qr_date, '%Y-%m-%d')
except Exception as e:
print('Wrong date form')
raise e
else:
today = datetime.date.today()
qr_date = datetime.datetime(year=today.year,
month=today.month,
day=today.day)
return qr_date
if __name__ == '__main__':
setup_logging(__file__, logging.WARNING)
qr_date = setup_argparse()
start_quant_analysis(qr_date=qr_date, quant_stock=quant_stock)
args = parser.parse_args()
if args.qr_date:
try:
qr_date = datetime.datetime.strptime(args.qr_date, '%Y-%m-%d')
except Exception as e:
print('Wrong date form')
raise e
else:
today = datetime.date.today()
qr_date = datetime.datetime(year=today.year,
month=today.month,
day=today.day)
return int(args.length), qr_date, args.real_time
if __name__ == '__main__':
setup_logging(__file__, logging.WARNING)
length, qr_date, real_time = setup_argparse()
today_trading = {}
if real_time:
today_trading = collect_stock_daily_trading()
real_time_res = start_quant_analysis(length=length,
qr_date=qr_date,
quant_stock=quant_stock,
real_time=real_time,
today_trading=today_trading)
if real_time_res and real_time:
display_quant(real_time_res)
required=False,
help=u'是否实时计算')
parser.add_argument(u'-w',
action=u'store_true',
dest='week_long',
required=False,
help=u'是否处于周线多头')
args = parser.parse_args()
if args.qr_date:
try:
qr_date = datetime.datetime.strptime(args.qr_date, '%Y-%m-%d')
except Exception as e:
print('Wrong date form')
raise e
else:
qr_date = datetime.date.today()
return qr_date, args.week_long
if __name__ == '__main__':
setup_logging(__file__, logging.WARNING)
qr_date, week_long = setup_argparse()
today_trading = {}
real_time_res = start_quant_analysis(qr_date=qr_date,
quant_stock=quant_stock,
today_trading=today_trading,
week_long=week_long)
parser.add_argument(u'-d', action=u'store', dest='dif_ema', required=True, help=u'dif指数加权均线数')
parser.add_argument(u'-t', action=u'store', dest='qr_date', required=False, help=u'执行策略的日期')
# parser.add_argument(u'-r', action=u'store_true', dest='real_time', required=False, help=u'是否实时计算')
args = parser.parse_args()
if args.qr_date:
try:
qr_date = datetime.datetime.strptime(args.qr_date, '%Y-%m-%d').date()
except Exception as e:
print('Wrong date form')
raise e
else:
qr_date = datetime.date.today()
return int(args.short_ma), int(args.long_ma), int(args.short_ema), int(args.long_ema), int(args.dif_ema), \
qr_date, args.real_time
if __name__ == '__main__':
setup_logging(__file__, logging.WARNING)
short_ma, long_ma, short_ema, long_ema, dif_ema, qr_date, real_time = setup_argparse()
quant_result = start_quant_analysis(short_ma=short_ma, long_ma=long_ma, short_ema=short_ema, long_ema=long_ema, dif_ema=dif_ema,
qr_date=qr_date, real_time=real_time, quant_stock=quant_stock)
parser = argparse.ArgumentParser(description=u'根据突破短均线的策略选股')
parser.add_argument(u'-s', action=u'store', dest='short_ma', required=True, help=u'短期均线数')
parser.add_argument(u'-l', action=u'store', dest='long_ma', required=True, help=u'长期均线数')
parser.add_argument(u'-t', action=u'store', dest='qr_date', required=False, help=u'计算均线的日期')
parser.add_argument(u'-r', action=u'store_true', dest='real_time', required=False, help=u'是否实时计算')
args = parser.parse_args()
if args.qr_date:
try:
qr_date = datetime.datetime.strptime(args.qr_date, '%Y-%m-%d').date()
except Exception, e:
print 'Wrong date form'
raise e
else:
qr_date = datetime.date.today()
return int(args.short_ma), int(args.long_ma), qr_date, args.real_time
if __name__ == '__main__':
setup_logging(__file__, logging.WARNING)
short_ma, long_ma, qr_date, real_time = setup_argparse()
today_trading = {}
if real_time:
today_trading = collect_stock_daily_trading()
real_time_res = start_quant_analysis(short_ma=short_ma, long_ma=long_ma, qr_date=qr_date, quant_stock=quant_stock,
real_time=real_time, today_trading=today_trading)
if real_time_res and real_time:
display_quant(real_time_res)
