def checkStockVolumn(begin, end, step, startDate, endDate):
counter = 0
result = []
start = 0
curTotal = end - begin
engine = DBUtils.db_connection()
while begin <= end:
if (begin <= Utils.MAXSZ):
szSpecial = Utils.change_sz_code(begin)
start = szSpecial
else:
start = str(begin)
currentRs = DBUtils.db_read_k_history_inc(start, engine, startDate,
endDate)
tmpResult = DataAnalysis.check_by_vols(start, currentRs)
if tmpResult is not None:
result.append(tmpResult)
begin = begin + step
counter = counter + 1
if (counter % 100 == 0):
Utils.print_progess(counter, curTotal)
print(result)
result_frame = pandas.DataFrame(result)
filename = SAVE_FILE_PATH + 'from ' + startDate + 'to ' + endDate
if os.path.exists(filename):
result_frame.to_csv(filename, mode='a', header='None')
else:
result_frame.to_csv(filename)
return result
def do_save_basics_pre(share_code, time_to_market):
engine = DBUtils.db_connection()
cur_date = Utils.get_current_date()
change_time = time_to_market
while change_time < cur_date:
next_year = Utils.get_next_year(change_time)
logger.debug('prepare to save next time range data....change_time=' +
str(change_time) + 'next_year=' + str(next_year))
DBUtils.save_stock_h_data(engine, share_code, change_time, next_year)
change_time = Utils.get_next_day(Utils.get_next_year(change_time))
def get_boll_result(rs):
day = Utils.BOLL_DAY
k = 2
# print("rs=============")
# print(rs)
'''计算前day天的平均值'''
tmp_ma = rs[u'close'].rolling(window=day).mean().tail(1).iloc[0]
ma = round(tmp_ma, 2)
# print('ma========'+str(ma))
'''标准差'''
# print("tmp_md============")
# print(np.array(rs[u'close'].rolling(window=day).std()))
tmp_md = rs[u'close'].rolling(window=day).std().tail(1).iloc[0]
md = round(tmp_md, 2)
# print('md========'+str(md))
'''计算前day-1天的平均值'''
# tmp_mb = np.array(rs[u'close'].rolling(day - 1).mean().tail(2).head(1)).tolist()
# print('tmp_mb=============')
# print(rs[u'close'].rolling(window=day - 1).mean())
to_cal_mb = np.array(rs[u'close']).tolist()
# tmp_mb = rs[u'close'].rolling(window=day - 1).mean().tail(1).iloc[0]
tmp_mb = Utils.cal_std_dev(to_cal_mb)
mb = round(tmp_mb, 2)
# print('mb========='+str(mb))
# print("mb,k,md======="+str(mb)+' '+str(k)+' '+str(md))
up = round(mb + k * md, 2)
# print(up)
dn = round(mb - k * md, 2)
# print(dn)
print("up,ma,dn======" + str(up) + ' ' + str(ma) + ' ' + str(dn))
return up, ma, dn
def save_data(begin, end, step, start_date, end_date):
counter = 0
cur_total = end - begin
print("start db connection")
engine = db_connection()
print("end db connection")
while begin <= end:
if begin <= Utils.MAXSZ:
sz_special = Utils.change_sz_code(begin)
start = sz_special
else:
start = str(begin)
db_save(engine, start, start_date, end_date, 'k_his_data')
begin = begin + step
counter = counter + 1
if counter % 100 == 0:
Utils.print_progess(counter, cur_total)
def sell_share(self, share_numbers, share_price):
if self.is_enough_shares() is True:
return
self.ware_house += share_numbers * share_price
self.share_value -= share_numbers * share_price
self.share_numbers -= share_numbers
self.counter = self.counter - 1
self.last_kick = 'sell'
self.last_kick_day = Utils.get_current_date()
def __init__(self, ware_house, share_code):
self.ware_house = ware_house
self.share_code = share_code
self.share_value = 0
self.share_price = 0
self.share_numbers = 0
self.counter = 0
self.last_kick = 'buy/sell'
self.last_kick_day = Utils.get_current_date()
'''logger配置'''
logging.config.fileConfig('logging.conf')
self.logger = logging.getLogger(__name__)
def get_stock_basics():
basics = pd.DataFrame(ts.get_stock_basics())
'''更改timeToMarket格式为2018-01-01'''
time_to_market_list = list(basics[u'timeToMarket'])
begin = 0
end = len(time_to_market_list)
to_replace_list = []
while begin < end:
orign_date = str(time_to_market_list[begin])
# old_date=time_to_market_list[begin]
logger.debug("old_date:::::::" + str(orign_date))
begin = begin + 1
if orign_date == '0':
to_replace_list.append('0')
continue
convert_date = Utils.change_date_format(orign_date)
to_replace_list.append(convert_date)
basics['timeToMarketNew'] = to_replace_list
return basics
def buy_share(self, buy_value, share_price):
is_have = self.is_enough_money(buy_value)
'''检查持仓货币是否足够，如果不足够提示退出'''
if is_have is not True:
print("Error!!!, There is not enough money to buy shares")
return False
if self.last_kick == 'buy':
trigger = (self.share_price - share_price) / self.share_price
if trigger < 0.05:
self.logger.info('Not to trigger to buy')
return False
# price_trigger=round(self.share_price*0.91,2)
# if share_price > price_trigger and self.share_value!=0:
# print("Error!!! Not have to trigger the 0.91 line!")
# return False
'''购买股票，向下取整'''
cur_share_numbers = (buy_value // (share_price * 100)) * 100
self.counter = self.counter + 1
self.ware_house -= cur_share_numbers * share_price
self.last_kick = 'buy'
self.last_kick_day = Utils.get_current_date()
'''
计算持仓成本
STEP1:计算持仓股票当前市值 当前价格*持有数量
STEP2:本次购买市值 当前价格*本次购买数量
STEP3:计算平均成本 （持仓市值+本次购买市值）/持有数量
'''
# tmp_price=(self.share_value + cur_share_numbers * share_price) / (self.share_numbers + cur_share_numbers)
self.share_value += cur_share_numbers * share_price
pre_buy_value = self.share_price * self.share_numbers
self.share_numbers += cur_share_numbers
self.share_price = round(
(pre_buy_value + cur_share_numbers * share_price) /
self.share_numbers, 2)
# self.share_price = round(self.share_value / self.share_numbers, 2)
return cur_share_numbers
def market_simulate(ware_house, share_code, start_date, end_date):
result = []
mm = MoneyMaker.MoneyMaker(ware_house, share_code)
engine = DBUtils.db_connection()
fronter_date = Utils.get_front_day(start_date, 60)
print('fronter_date=' + fronter_date)
rs = DBUtils.db_read_k_history_des(share_code, engine, fronter_date,
end_date)
trade_cal = DBUtils.read_trad_cal(engine)
# print("rs:::::::::::::::::::::::::")
# print(rs)
cur_date = start_date
'''买入日期，如果前一天买入，第二天触发买入条件则不买入'''
# sell_day = Utils.get_current_date()
'''卖出日期，如果前一天卖出，第二天触发卖出条件则不卖出'''
# buy_day = Utils.get_current_date()
while cur_date <= end_date:
is_today_open = trade_cal.loc[trade_cal[u'calendarDate'] ==
cur_date].iloc[0, 2]
# is_yesterday_open=np.array(trade_cal.loc[trade_cal[u'calendarDate']==Utils.get_front_day(cur_date,1)][u'isOpen']).tolist()[0]
logger.debug('begin:::::::::::::' + str(cur_date))
'''获取当前日期前的集合'''
temp_rs = rs.loc[(rs[u'date'] < cur_date)]
# print("temp_rs====================")
# print(temp_rs)
'''从当前日期前的集合获取排序前20个的集合'''
days = Utils.BOLL_DAY
filter_rs = temp_rs.iloc[0:days]
# print("filter_rs==================")
# print(filter_rs)
(up, mi, dn) = get_boll_result(filter_rs)
'''看当天日期，如果为休市状态，则跳到下一日'''
if is_today_open == Utils.CLOSE_SALE:
cur_date = Utils.get_next_day(cur_date)
continue
tmp_today = rs.loc[(rs[u'date'] == cur_date)]
yest_tmp = Utils.get_front_day(cur_date, 1)
# is_yesterday_open = \
# np.array(trade_cal.loc[trade_cal[u'calendarDate'] == yest_tmp][u'isOpen']).tolist()[
# 0]
is_yesterday_open = trade_cal.loc[trade_cal[u'calendarDate'] ==
yest_tmp].iloc[0, 2]
'''如果前一个交易日不开市，一直往前找到最近一个交易日'''
while is_yesterday_open != Utils.OPEN_SALE:
yest_tmp = Utils.get_front_day(yest_tmp, 1)
is_yesterday_open = trade_cal.loc[trade_cal[u'calendarDate'] ==
yest_tmp].iloc[0, 2]
tmp_yesterday = rs.loc[(rs[u'date'] == yest_tmp)]
# today_info = np.array(tmp_today[u'close']).tolist()[0]
# today_info = tmp_today.iloc[0,3]
close_price = round(tmp_today.iloc[0, 3], 4)
# yesterday_info = np.array(tmp_yesterday[u'close']).tolist()[0]
close_yesterday = round(tmp_yesterday.iloc[0, 3], 4)
# close_yesterday = round(yesterday_info, 4)
logger.debug('close_yesterday::::::::::::' + str(close_yesterday))
logger.debug('close_price::::::::::::' + str(close_price))
logger.debug("MainProcess:::::up,mi,dn======" + str(up) + ' ' +
str(mi) + ' ' + str(dn))
logger.debug(close_price)
# print(temp_date)
is_up_or_down = check_k_trend(close_yesterday, close_price)
if is_up_or_down == Utils.TREND_DOWN:
'''现根据当天close价格刷新市值'''
mm.refresh_market_price(close_price)
# cur_today=Utils.get_current_frontday(1)
if 0 <= close_price - mi < 0.1:
ware_house = mm.mm_buy_policy()
buy_result = mm.buy_share(ware_house, close_price)
# buy_day = Utils.get_current_date()
if buy_result:
logger.info("buy=========date:" + cur_date + "price:" +
str(close_price) + "buy stock:" +
str(ware_house))
logger.info("mm value:" + mm.print_moneymaker())
if 0 <= close_price - dn < 0.1:
ware_house = mm.mm_buy_policy()
buy_result = mm.buy_share(ware_house, close_price)
if buy_result:
logger.info("buy=========date:" + cur_date + "price:" +
str(close_price) + "buy stock:" +
str(ware_house))
logger.info("mm value:" + mm.print_moneymaker())
elif is_up_or_down == Utils.TREND_UP:
"""清仓时删除趋势判断"""
if up - close_price <= 0.1 or close_price > up:
sell_numbers = mm.mm_sell_policy()
'''现根据当前价位刷新市值'''
mm.refresh_market_price(close_price)
mm.sell_share(sell_numbers, close_price)
logger.info("sell=========date:" + cur_date + "price:" +
str(close_price) + "sell stock:" +
str(sell_numbers))
logger.info("mm value:" + mm.print_moneymaker())
if mi - close_price <= 0.1 or close_price > mi:
sell_numbers = mm.mm_sell_policy()
mm.refresh_market_price(close_price)
mm.sell_share(sell_numbers, close_price)
logger.info("sell=========date:" + cur_date + "price:" +
str(close_price) + "sell stock:" +
str(sell_numbers))
logger.info("mm value:" + mm.print_moneymaker())
mm.refresh_market_price(close_price)
result.append(mm.share_value + mm.ware_house)
cur_date = Utils.get_next_day(cur_date)
logger.debug('end:::::::' + str(cur_date))
logger.debug("total result+" + str(result))
return result
def get_current_boll(share_code, start_date):
return get_boll(share_code, start_date, Utils.get_current_date())
def save_index_data(begin_date):
save_index_data_end_date(begin_date, Utils.get_current_date())
def save_data_current_day(begin, end, step):
save_data_from_now_on(begin, end, step, Utils.get_current_date())
def save_data_from_now_on(begin, end, step, start_date):
save_data(begin, end, step, start_date, Utils.get_current_date())
def db_read(code, start_date, engine):
rs = db_read_k_history(code, engine, start_date, Utils.get_current_date(), 'asc')
return rs
def do_save_basics_batch():
engine = DBUtils.db_connection()
basic_info_rs = DBUtils.get_stock_basics(engine)
logger.info('get basic info total::::' + str(basic_info_rs.count()))
share_code_list = list(basic_info_rs[u'code'])
# time_to_market_list=list(basic_info_rs[u'timeToMarketNew'])
counter = 0
end = len(share_code_list)
while counter <= end:
threads = []
'''第一个线程'''
share_code = share_code_list[counter]
time_to_market = Utils.get_pre_year(Utils.get_current_date())
# time_to_market=time_to_market_list[counter]
logger.debug("prepare to run:::::share_code=" + str(share_code) +
"time_to_market=" + str(time_to_market))
# t1=threading.Thread(target=do_save_basics_pre, args=(share_code,time_to_market))
do_save_basics_pre(share_code, time_to_market)
# threads.append(t1)
# counter=counter+1
# if counter > end:
# logger.info("out of end!!! end="+end+'counter='+counter)
# else:
# '''第二个线程'''
# share_code = share_code_list[counter]
# time_to_market = time_to_market_list[counter]
# t2=threading.Thread(target=do_save_basics_pre, args=(share_code,time_to_market))
# threads.append(t2)
#
# counter = counter + 1
# if counter > end:
# logger.info("out of end!!! end=" + end + 'counter=' + counter)
# break
# else:
# '''第三个线程'''
# share_code = share_code_list[counter]
# time_to_market = time_to_market_list[counter]
# t3 = threading.Thread(target=do_save_basics_pre, args=(share_code, time_to_market))
# threads.append(t3)
#
# counter = counter + 1
# if counter > end:
# logger.info("out of end!!! end=" + end + 'counter=' + counter)
# break
# else:
# '''第5个线程'''
# share_code = share_code_list[counter]
# time_to_market = time_to_market_list[counter]
# t5 = threading.Thread(target=do_save_basics_pre, args=(share_code, time_to_market))
# threads.append(t5)
#
#
# counter = counter + 1
# if counter > end:
# logger.info("out of end!!! end=" + end + 'counter=' + counter)
# break
# else:
# '''第6个线程'''
# share_code = share_code_list[counter]
# time_to_market = time_to_market_list[counter]
# t6 = threading.Thread(target=do_save_basics_pre, args=(share_code, time_to_market))
# threads.append(t6)
#
counter = counter + 1
def static_change(share_code, start_date, finish_date):
stock_change = DataAnalysis.static_single_wave(share_code, start_date,
end_date)
market_pro = Utils.check_market(share_code)
market_change = DataAnalysis.static_a_wave(market_pro, start_date,
finish_date)