def prepare():
#securities
securities = [
item['code'] for item in dao.select(
"select distinct code from t_security_concept", ())
]
me.setdefault('securities', securities)
#code_items_rel
code_items_rel = {}
starttime = util.preOpenDate(util.getLastestOpenDate(), Prepare_TimeLen)
total = dao.select(
'select count(0) count from t_security_daily where date>=%s order by date desc',
(starttime))[0]['count']
fromindex = 0
pagesize = 100
count = 0
while True:
print("Range: " + str(fromindex) + "->" + str(fromindex + pagesize))
tem_codes = me['securities'][fromindex:(fromindex + pagesize)]
items = dao.select(
'select code, date, pre_close, high, low, close, open from t_security_daily where code in %s and date>=%s order by date desc',
(tem_codes, starttime))
for item in items:
code = item['code']
date = item['date']
if code not in code_items_rel.keys():
code_items_rel.setdefault(code, [item])
else:
code_items_rel[code].append(item)
count = count + 1
log.log('Code: ' + code + " Date: " + date)
if tem_codes.__len__() != pagesize or count >= total:
break
fromindex = fromindex + pagesize
me.setdefault('code_items_rel', code_items_rel)
#code_lastestClose_rel
code_lastestItem_rel = {}
items = dao.select(
'select code, date, pre_close, high, low, close, open from t_security_daily where date in (select max(date) max from t_security_daily) order by date desc',
())
for item in items:
code = item['code']
code_lastestItem_rel.setdefault(code, item)
me.setdefault('code_lastestItem_rel', code_lastestItem_rel)
close_rate = round((close - pre_close) / pre_close * 100, 2)
open_rate = round((open - pre_close) / pre_close * 100, 2)
high_rate = round((high - pre_close) / pre_close * 100, 2)
if open_rate > 5:
continue
if high_rate >= 9.89:
highIsZhangting_count = highIsZhangting_count + 1
if close_rate >= 9.89:
closeIsZhangting_count = closeIsZhangting_count + 1
_log("Success Code: " + code)
if high_rate >= 9.89 and close_rate < 9.89:
_log("Fail Code: " + code)
if highIsZhangting_count == 0:
_log("tradingDate: " + tradingDate + " sr: 0.00")
else:
_log("tradingDate: " + tradingDate + " sr: " +
str(round(closeIsZhangting_count / highIsZhangting_count *
100, 2)))
tradingDate = '2018-08-17'
while True:
_log("@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@Start Testing: " +
tradingDate)
prepare(tradingDate)
testZhangtingSuccessRate(tradingDate)
tradingDate = util.preOpenDate(tradingDate, 1)
me = {}
