コード例 #1
0
ファイル: Common.py プロジェクト: jacklaiu/feature_analysis
def getZhangTingCodeConceptAnd2DB(date=fd.getLastestOpenDate()):
    soups = hg.getSoupsFromWencai(date + "日涨跌幅>=9.89;" + date +"涨停原因;按"+date+"日首次涨停时间排序")
    for soup in soups:
        eles_codes = soup.select('#resultWrap .static_con_outer .tbody_table tr td.item div.em')
        index = 0
        codes = []
        while index < eles_codes.__len__():
            o_str = eles_codes[index].text.strip()
            if (o_str.isdigit()):
                codes.append(o_str)
            index = index + 1
        eles_reason = soup.select('#resultWrap .scroll_tbody_con .tbody_table tr td[colnum="5"] div.em')
        reasons = []
        for elem in eles_reason:
            o_str = elem.text.strip()
            reasons.append(o_str)
        count = 0
        for code in codes:
            r = reasons[count]
            dao.update("delete from zhangting_concept where date=%s and code=%s", (date, code))
            dao.update("insert into zhangting_concept(code, date, concept) values(%s,%s,%s)", (code, date, r))
            count = count + 1
コード例 #2
0
def crawlSecurityData_AtRear(dayCount):
    securities = fd.get_all_securities()
    max_date = dao.select("select max(date) max_date from security_data",
                          ())[0]['max_date']
    endDate = fd.getLastestOpenDate()
    if max_date is not None:
        startDate = fd.nextOpenDate(max_date, 1)
    else:
        startDate = fd.preOpenDate(endDate, dayCount)
    isFromHist = False
    if startDate > endDate: return
    for code in securities:
        count = 0
        df = ts.get_k_data(code, startDate, endDate)
        if df.index.__len__() == 0:
            isFromHist = True
            df = ts.get_hist_data(code, startDate, endDate)
        arr_values = []
        while count < df.index.__len__():
            open = str(df['open'].values[count])
            close = str(df['close'].values[count])
            high = str(df['high'].values[count])
            low = str(df['low'].values[count])
            volume = str(df['volume'].values[count])
            if isFromHist is True:
                date = df.index[count]
            else:
                date = str(df['date'].values[count])
            arr_values.append((code, date, open, close, high, low, volume))
            count = count + 1
            print("Date: " + date + " Code: " + code)

        dao.update("delete from security_data where code=%s and date=%s",
                   (code, date))
        dao.updatemany(
            "insert into security_data(code, date, open, close, high, low, volume) values(%s,%s,%s,%s,%s,%s,%s)",
            arr_values)
コード例 #3
0
def caculateMarketAnd2DB():
    openDates = fd.getOpenDates()
    openDates.reverse()
    max_date = dao.select("select max(date) max_date from security_data",
                          ())[0]['max_date']
    min_date = dao.select("select min(date) min_date from security_data",
                          ())[0]['min_date']
    startDate = min_date
    endDate = max_date
    pdv = None
    for date in openDates:
        if date == '' or date > endDate or date < fd.nextOpenDate(
                startDate, 10):
            continue

        arr = dao.select(
            "select code, date, open, close, high, low, volume from "
            "security_data where date=%s", (date))

        ye_arr = dao.select(
            "select code, date, open, close, high, low, volume from "
            "security_data where date=(select max(date) from security_data where date<%s) ",
            (date))

        ty_arr = dao.select(
            "select code, date, open, close, high, low, volume from "
            "security_data where date=(select max(date) from security_data where date<%s) ",
            (fd.preOpenDate(date, 1)))

        pre_ty_arr = dao.select(
            "select code, date, open, close, high, low, volume from "
            "security_data where date=(select max(date) from security_data where date<%s) ",
            (fd.preOpenDate(date, 2)))

        code_item = {}
        code_ye_item = {}
        code_ty_item = {}
        code_pre_ty_item = {}
        for item in arr:
            code_item[item['code']] = item
        for ye_item in ye_arr:
            code_ye_item[ye_item['code']] = ye_item
        for ty_item in ty_arr:
            code_ty_item[ty_item['code']] = ty_item
        for pre_ty_item in pre_ty_arr:
            code_pre_ty_item[pre_ty_item['code']] = pre_ty_item
        yzzt_count = 0
        yzdt_count = 0
        dt = 0
        zrzt = 0

        zt_count = 0
        zt_high_count = 0
        _1bzt_count = 0
        _1bzt_high_count = 0
        _2bzt_count = 0
        _2bzt_high_count = 0
        _3bzt_count = 0
        _3bzt_high_count = 0
        _4bzt_count = 0
        _4bzt_high_count = 0
        _5bzt_count = 0
        _5bzt_high_count = 0
        _6bzt_count = 0
        _6bzt_high_count = 0
        sum_chg = 0
        ye_zt_count = 0

        for item in arr:
            code = item['code']
            # if code != '000760': continue
            try:
                ye_item = code_ye_item[code]
            except:
                _date = item['date']
                ye_items = dao.select(
                    "select code, date, open, close, high, low, volume from security_data "
                    "where code=%s and date=(select max(date) from security_data where date<%s and code=%s) ",
                    (code, _date, code))
                if ye_items is None or ye_items.__len__() == 0:
                    continue
                else:
                    ye_item = ye_items[0]
            try:
                ty_item = code_ty_item[code]
            except:
                _date = ye_item['date']
                ty_items = dao.select(
                    "select code, date, open, close, high, low, volume from security_data "
                    "where code=%s and date=(select max(date) from security_data where date<%s and code=%s) ",
                    (code, _date, code))
                if ty_items is None or ty_items.__len__() == 0: continue
                else: ty_item = ty_items[0]

            try:
                pre_ty_item = code_pre_ty_item[code]
            except:
                _date = ty_item['date']
                pre_ty_items = dao.select(
                    "select code, date, open, close, high, low, volume from security_data "
                    "where code=%s and date=(select max(date) from security_data where date<%s and code=%s) ",
                    (code, _date, code))
                if pre_ty_items is None or pre_ty_items.__len__() == 0:
                    continue
                else:
                    pre_ty_item = pre_ty_items[0]

            if (_is_yzzt(item, ye_item) == True): yzzt_count = yzzt_count + 1
            if (_is_yzdt(item, ye_item) == True): yzdt_count = yzdt_count + 1
            if (_is_dt(ye_item, ty_item) == True): dt = dt + 1
            if (_is_zrzt(ye_item, ty_item) == True): zrzt = zrzt + 1
            lb = _is_lb(code, date, item, ye_item, ty_item)
            if (lb == 6): _6bzt_count = _6bzt_count + 1
            elif (lb == 5): _5bzt_count = _5bzt_count + 1
            elif (lb == 4): _4bzt_count = _4bzt_count + 1
            elif (lb == 3): _3bzt_count = _3bzt_count + 1
            elif (lb == 2): _2bzt_count = _2bzt_count + 1
            elif (lb == 1): _1bzt_count = _1bzt_count + 1

            if is_zt(item, ye_item) == True: zt_count = zt_count + 1
            if is_high_zt(item, ye_item) == True:
                zt_high_count = zt_high_count + 1

            pre_lb = _is_ye_lb(code, date, ye_item, ty_item, pre_ty_item)

            if pre_lb == 0 and is_high_zt(item, ye_item):
                _1bzt_high_count = _1bzt_high_count + 1
            if pre_lb == 1 and is_high_zt(item, ye_item) == True:
                _2bzt_high_count = _2bzt_high_count + 1
            if pre_lb == 2 and is_high_zt(item, ye_item) == True:
                _3bzt_high_count = _3bzt_high_count + 1
            if pre_lb == 3 and is_high_zt(item, ye_item) == True:
                _4bzt_high_count = _4bzt_high_count + 1
            if pre_lb == 4 and is_high_zt(item, ye_item) == True:
                _5bzt_high_count = _5bzt_high_count + 1
            if pre_lb == 5 and is_high_zt(item, ye_item) == True:
                _6bzt_high_count = _6bzt_high_count + 1

            if is_ye_zt(ye_item, ty_item) == True:
                today_chg = get_chg(item, ye_item)
                sum_chg = sum_chg + today_chg
                ye_zt_count = ye_zt_count + 1

            print("Code: " + code + " Date: " + date)

        zt_success = None
        if zt_high_count > 0: zt_success = round((zt_count / zt_high_count), 2)
        _1bzt_success = -1
        if _1bzt_high_count > 0:
            _1bzt_success = round((_1bzt_count / _1bzt_high_count), 2)
        _2bzt_success = -1
        if _2bzt_high_count > 0:
            _2bzt_success = round((_2bzt_count / _2bzt_high_count), 2)
        _3bzt_success = -1
        if _3bzt_high_count > 0:
            _3bzt_success = round((_3bzt_count / _3bzt_high_count), 2)
        _4bzt_success = -1
        if _4bzt_high_count > 0:
            _4bzt_success = round((_4bzt_count / _4bzt_high_count), 2)
        _5bzt_success = -1
        if _5bzt_high_count > 0:
            _5bzt_success = round((_5bzt_count / _5bzt_high_count), 2)
        _6bzt_success = -1
        if _6bzt_high_count > 0:
            _6bzt_success = round((_6bzt_count / _6bzt_high_count), 2)

        today_avg_chg_when_yezt = round((sum_chg / ye_zt_count), 2)

        print('Date: ' + date + ' yzzt_count: ' + str(yzzt_count) +
              ' yzdt_count: ' + str(yzdt_count) + ' dt: ' + str(dt) +
              ' zrzt:' + str(zrzt))

        dao.update("delete from market_environment where date=%s", (date))

        if pdv is None:

            dao.update(
                "insert into market_environment(date, yzzt_count, yzdt_count, dt_count, zrzt_count, "
                "1bzt_count, 2bzt_count, 3bzt_count, 4bzt_count, 5bzt_count, 6bzt_count, "
                "1bzt_success, 2bzt_success, 3bzt_success, 4bzt_success, 5bzt_success, 6bzt_success, "
                "zt_success, today_avg_chg_when_yezt) values(%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
                (date, yzzt_count, yzdt_count, dt, zrzt, _1bzt_count,
                 _2bzt_count, _3bzt_count, _4bzt_count, _5bzt_count,
                 _6bzt_count, _1bzt_success, _2bzt_success, _3bzt_success,
                 _4bzt_success, _5bzt_success, _6bzt_success, zt_success,
                 today_avg_chg_when_yezt))
        else:

            dao.update(
                "insert into market_environment(date, yzzt_count, ye_yzzt_count, yzdt_count, ye_yzdt_count, dt_count, ye_dt_count, zrzt_count, ye_zrzt_count, "
                "1bzt_count, ye_1bzt_count, 2bzt_count, ye_2bzt_count, 3bzt_count, ye_3bzt_count, 4bzt_count, ye_4bzt_count, 5bzt_count, ye_5bzt_count, 6bzt_count, ye_6bzt_count, "
                "1bzt_success, ye_1bzt_success, 2bzt_success, ye_2bzt_success, 3bzt_success, ye_3bzt_success, 4bzt_success, ye_4bzt_success, 5bzt_success, ye_5bzt_success, 6bzt_success, ye_6bzt_success, "
                "zt_success, ye_zt_success, today_avg_chg_when_yezt, ye_today_avg_chg_when_yezt) values(%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,"
                "%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
                (date, yzzt_count, pdv[1], yzdt_count, pdv[2], dt, pdv[3],
                 zrzt, pdv[4], _1bzt_count, pdv[5], _2bzt_count, pdv[6],
                 _3bzt_count, pdv[7], _4bzt_count, pdv[8], _5bzt_count, pdv[9],
                 _6bzt_count, pdv[10], _1bzt_success, pdv[11], _2bzt_success,
                 pdv[12], _3bzt_success, pdv[13], _4bzt_success, pdv[14],
                 _5bzt_success, pdv[15], _6bzt_success, pdv[16], zt_success,
                 pdv[17], today_avg_chg_when_yezt, pdv[18]))

        pdv = (date, yzzt_count, yzdt_count, dt, zrzt, _1bzt_count,
               _2bzt_count, _3bzt_count, _4bzt_count, _5bzt_count, _6bzt_count,
               _1bzt_success, _2bzt_success, _3bzt_success, _4bzt_success,
               _5bzt_success, _6bzt_success, zt_success,
               today_avg_chg_when_yezt)
コード例 #4
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def appendRecord(code, date, ye_chg, continuous_rise_day_count, continuous_z_day_count, ye_qrr, ye_tr, open_chg, close_chg, res):
    if isinstance(code, str) == False:
        code = code['code'].values[0]
    delRecord(code, date)
    dao.update("insert into security_feature_record(code, date, ye_chg, continuous_rise_day_count, continuous_z_day_count, ye_qrr, ye_tr, open_chg, close_chg, res) value(%s, %s, %s, %s, %s, %s, %s, %s, %s, %s)",
               (code, date, ye_chg, continuous_rise_day_count, continuous_z_day_count, ye_qrr, ye_tr, open_chg, close_chg, res))
コード例 #5
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def updateColume(code, date, colName, colVal):
    dao.update("update security_feature_record set " + colName + " =%s where code=%s and date=%s", (colVal, code, date))
コード例 #6
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def delRecord(code, date):
    dao.update("delete from security_feature_record where code = %s and date = %s", (code, date))