def synthesis(input, dir=''):
file_name = os.path.split(input)[1]
if dir == '':
file_path = 'data/dgn/dgn_%s' % (file_name, )
else:
path = 'data/dgn/%s' % dir
u_mk_dir(path)
file_path = '%s/dgn_%s' % (path, file_name)
# no = 1
# while True:
# file_path = 'dgn_%s_%s.txt' % (file_name, no,)
# if os.path.exists(file_path):
# no += 1
# else:
# break
with open(file_path, 'w', encoding='utf-8') as wfile:
codes = u_read_input(input)
codes = Fundamental.name_to_codes(codes)
for code in codes:
wfile.writelines(code + '\n')
for code in codes:
fundamental = Fundamental.get_fundamental(code)
picking_info = get_picking_info(code)
tech_info = DataHandler.get_tech_index_info(code)
synthesis_info = '%s\n%s\n%s' % (fundamental, tech_info,
picking_info)
wfile.write(synthesis_info)
wfile.write("\n\n\n")
pass
def check_acti():
table_name = 'allacti'
last_wave = 28
last_dif = 10
overflow = 2.8
concepts = u_read_input('data/hot_concepts')
concepts_codes = Fundamental.get_codes_by_concept(concepts)
conn = sqlite3.connect(PICKING_DB)
cursor = conn.cursor()
cursor.execute(
"select distinct code from '%s' where last_wave < %s and activity < %s and waves > %s and avg_limit > %s and last_dif < %s"
% (table_name, last_wave, ACTIVITY_THRESHOLD, WAVE_COUNT_THRESHOLD,
LIMIT_COUNT_THRESHOLD, last_dif))
codes = [row[0] for row in cursor if row[0] in concepts_codes]
codes = Fundamental.remove_st(codes)
if codes:
results = {}
df = get_realtime_quotes([key for key in codes])
for index, row in df.iterrows():
code = row['code']
pre_close = float(row['pre_close'])
price = float(row['price'])
rcp = round((price / pre_close - 1) * 100, 2)
if rcp > overflow:
results[code] = price
u_write_to_file(u_create_path_by_system('t_acti_check.txt'), results)
return results
return {}
def all_acti():
table_name = 'allacti'
scope = WAVE_SCOPE_THRESHOLD
indent = 7
stat_activity('allacti', True, scope, u_month_befor(indent * 4),
u_month_befor(0))
# (waves > 30 and activity < 32) or (waves > 20 and activity < 30)
conn = sqlite3.connect(PICKING_DB)
cursor = conn.cursor()
cursor.execute(
"select distinct code from '%s' where activity < %s and waves > %s and avg_limit > %s order by activity"
% (table_name, ACTIVITY_THRESHOLD, WAVE_COUNT_THRESHOLD,
LIMIT_COUNT_THRESHOLD))
u_write_to_file(u_create_path_by_system('t_acti_all.txt'),
Fundamental.remove_st([row[0] for row in cursor]))
cursor.execute(
"select distinct code from '%s' where l_close_p > 1 and last_wave < 0 and activity < %s and waves > %s and avg_limit > %s and last_dif < 10 order by activity"
% (table_name, ACTIVITY_THRESHOLD, WAVE_COUNT_THRESHOLD,
LIMIT_COUNT_THRESHOLD))
u_write_to_file(u_create_path_by_system('t_acti_today.txt'),
Fundamental.remove_st([row[0] for row in cursor]))
u_write_to_file(u_create_path_by_system('t_acti_lht.txt'),
picking_get_lht())
def daily_run():
# DataHandler.run_daily_batch()
# DataHandler.download_concept_detail()
# DataHandler.cook_raw_db()
# DataHandler.create_today_table()
# DataHandler.download_index()
# DataHandler.create_attention_ex()
#
# dh_daily_run()
# picking_daily()
# find_macd_target()
Fundamental.daily_run()
PositionMgr.daily_run()
daily_synthesis()
daily_stat_rtm()
def check_attention():
overflow = 2.8
# concepts = u_read_input('data/hot_concepts')
# concepts_codes = Fundamental.get_codes_by_concept(concepts)
codes1 = u_read_input('data/attention.txt')
codes2 = u_read_input('data/selection.txt')
codes = Fundamental.name_to_codes(set(codes1 + codes2))
codes = Fundamental.remove_st(codes)
# codes = [e for e in codes if e in concepts_codes]
if codes:
results = {}
df = get_realtime_quotes([key for key in codes])
for index, row in df.iterrows():
code = row['code']
pre_close = float(row['pre_close'])
price = float(row['price'])
rcp = round((price / pre_close - 1) * 100, 2)
if rcp > overflow:
results[code] = price
u_write_to_file(u_create_path_by_system('t_attention_check.txt'),
results)
return results
return {}
def analyze_activity(table_name, activity, avg_limit, count_limit):
print('analyze_activity...')
conn = sqlite3.connect(PICKING_DB)
cursor = conn.cursor()
cursor.execute("select distinct code from '%s'" % table_name)
codes = [row[0] for row in cursor]
result = []
for code in codes:
cursor.execute(
"select activity,avg_limit from '%s' where code = '%s'" %
(table_name, code))
select = True
count = 0
for row in cursor:
count += 1
if row[0] > activity or row[0] == 0 or row[1] < avg_limit:
select = False
if select and count > count_limit:
result.append(code)
result = Fundamental.remove_st(result)
u_write_to_file(u_create_path_by_system('t_acti_jx.txt'), result)
def analyze_backtest_by_code(table_name, begin_date, end_date, output):
print('begin analyze by code')
codesql = "select distinct code from '%s'" % table_name
selsql = "select * from '%s'" % table_name
conds = []
conds.append("s_date>='%s'" % begin_date)
conds.append("s_date<='%s'" % end_date)
codesql += " where " + ' and '.join(conds)
conn = sqlite3.connect(BT_RESULT_DB)
cursor = conn.cursor()
cursor.execute(codesql)
codes = []
for row in cursor:
codes.append(row[0])
# 回测分析表
analyze_table = 'analyze_code_%s' % table_name
insert_sql = "insert into '%s' values (?,?,?,?,?,?,?,?,?)" % analyze_table
cursor.execute("drop table if exists '%s'" % analyze_table)
cursor.execute(
"create table if not exists '%s' (code TEXT,win_time INT,loss_time INT,win_rate REAL,rt_rate REAL,max_win_rt REAL ,max_loss_rt REAL,avg_win_rt REAL,avg_loss_rt REAL)" % analyze_table)
for code in codes:
print('analyze code:%s' % code)
codeconds = conds + ["code='%s'" % code]
cursor.execute(selsql + " where " + ' and '.join(codeconds))
win_time = 0
loss_time = 0
win_rate = 0
max_rt_rate = 0
min_rt_rate = 0
avg_win_rt_rate = 0
avg_loss_rt_rate = 0
rt_rate = 0
for row in cursor:
if row[5] > 0:
win_time += 1
avg_win_rt_rate += row[5]
if row[5] > max_rt_rate:
max_rt_rate = row[5]
else:
loss_time += 1
if row[5] < min_rt_rate:
min_rt_rate = row[5]
avg_loss_rt_rate += row[5]
if win_time or loss_time:
rt_rate = round((avg_loss_rt_rate + avg_win_rt_rate) / (win_time + loss_time), 3)
if win_time:
avg_win_rt_rate /= win_time
if loss_time:
avg_loss_rt_rate /= loss_time
if win_time > 0:
win_rate = round(win_time * 100 / (win_time + loss_time), 3)
cursor.execute(insert_sql, (
code, win_time, loss_time, win_rate, rt_rate, max_rt_rate, min_rt_rate, round(avg_win_rt_rate, 3),
round(avg_loss_rt_rate, 3)))
conn.commit()
cursor.execute(
"select code from '%s' where win_time >= 8 and win_rate > 50 and rt_rate > 0 order by win_rate desc" % analyze_table)
u_write_to_file(output, Fundamental.remove_st([row[0] for row in cursor]))
def rtm(debug=False):
already_notify = rtm_get_already_notified()
# import itchat
# itchat.auto_login(hotReload=True)
# groups = itchat.get_chatrooms(update=True)
# target_group = ''
# nickname = '三语股票测试'
# # nickname = '三语股票测试' if debug else '三语股票'
# for group in groups:
# if group['NickName'] == nickname:
# target_group = group['UserName']
# break
def notify_fu(type, result, already_notify):
need_notify = set(result) - already_notify
already_notify |= set(result)
if need_notify:
rtm_save_item({e: result[e] for e in need_notify}, type)
msg = '%s tagrgets:\n%s' % (type, ' '.join(need_notify))
tempname = '%s_%s_%s.txt' % (u_time_now_filename(),
random.randint(1, 5), type)
temppath = 'data/%s' % u_day_befor(0)
u_mk_dir(temppath)
u_write_to_file('%s/%s' % (temppath, tempname), need_notify)
all_notify = 'data/%s/all_notify.txt' % u_day_befor(0)
u_write_to_file(all_notify, already_notify)
synthesis(all_notify, u_day_befor(0))
synthesis('%s/%s' % (temppath, tempname), u_day_befor(0))
# itchat.send(msg, toUserName=target_group)
# u_itchat_send_file('data/dgn/%s/dgn_%s' % (u_day_befor(0),tempname), toUserName=target_group)
print('enter while')
while True:
result = check_attention()
if result:
synthesis(u_create_path_by_system('t_attention_check.txt'))
notify_fu('attention', result, already_notify)
result = dh_check_macd()
if result:
synthesis(u_create_path_by_system('t_macd_check.txt'))
notify_fu('macd', result, already_notify)
result = check_acti()
if result:
synthesis(u_create_path_by_system('t_acti_check.txt'))
notify_fu('acti', result, already_notify)
result = Fundamental.check_doctor()
if result:
synthesis(u_create_path_by_system('t_doctor_check.txt'))
notify_fu('doctor', result, already_notify)
result = Fundamental.check_yuzen()
if result:
synthesis(u_create_path_by_system('t_yuzen_check.txt'))
notify_fu('yuzen', result, already_notify)
now = datetime.datetime.now()
if now.hour >= 15:
break
if (now.hour == 11 and now.minute >= 30) or (
now.hour >= 12 and now.hour < 13) or (now.hour == 9
and now.minute < 26):
time.sleep(5)
continue
u_write_to_file(u_create_path_by_system('t_notified.txt'), already_notify)
synthesis(u_create_path_by_system('t_notified.txt'))
# u_itchat_send_file('data/dgn/dgn_t_notified.txt', toUserName=target_group)
daily_stat_rtm()
print('safe quit')
def stat_rtm(days):
conn = sqlite3.connect(RTM_DB)
cursor = conn.cursor()
table_name = RTM_TB
cursor.execute(
"select distinct date_ from '%s' order by date_ desc limit %s" %
(table_name, days))
dates = [row[0] for row in cursor]
cursor.execute("select * from '%s' where date_ in (%s)" %
(table_name, ','.join(['%s' % e for e in dates])))
records = [row for row in cursor]
code_prices = u_get_realtime_price({e[0] for e in records})
code_names = Fundamental.get_codes()
code_details = []
types = set()
result = []
codes = []
for rc in records:
code = rc[0]
codes.append(code)
ntfy_price = rc[3]
now_price = code_prices[rc[0]]
range = round((now_price / ntfy_price - 1) * 100, 2)
type = rc[4]
code_details.append(
'%-6s %s %s %-10s 当时价格:%6s元 现价:%6s元 价格变化幅度:%6s%%' %
(code_names[code], rc[1], rc[2], type, ntfy_price, now_price,
range))
types.add(type)
result.append({'type': type, 'range': range})
types.add('')
stat_detail = []
for type in types:
win = len([
e for e in result
if (type == '' or e['type'] == type) and e['range'] > 0
])
los = len([
e for e in result
if (type == '' or e['type'] == type) and e['range'] <= 0
])
avg_rr = round(
sum([
e['range'] for e in result if (type == '' or e['type'] == type)
]) / (win + los), 2)
win_r = round(win * 100 / (win + los), 2)
stat_detail.append(
'%-10s 成功:%2s 次 失败:%2s 次 平均回报:%6s%% 胜率:%6s%%' %
(type if type != '' else 'total', win, los, avg_rr, win_r))
info = '''%s
%s
''' % ('\n'.join(stat_detail), '\n'.join(code_details))
with open('data/reports/rtm_%s.txt' % (days), 'w',
encoding='utf-8') as wfile:
wfile.write(info)
u_write_to_file(u_create_path_by_system('t_notified_%s.txt') % days, codes)
# synthesis('/Users/hero101/Documents/t_notified_%s.txt' % days)
pass