import os
from tensorflow.contrib.session_bundle import exporter
days = 5
# df_sh = ts.get_sz50s()['code']
df_sh = gsd.get_code_list_by_classification(classification="上证50成份股")['code']
# print(len(df_sh))
#train dataset
fac = []
ret = []
#test dataset
facT = []
retT = []
for ishare in df_sh:
df = gsd.get_stock_data_daily_df(ishare)
num = math.floor(len(df) / days) * days + 1 - days * 2
newfac = gsd.getDataX(df, num=num, days=days)
newret = gsd.getDataY(df, num=num, days=days)
# if len(newfac)/len(newret) != 5 :
# print(ishare)
# print(num)
# print(len(newfac))
# print(len(newret))
#fac.append(newfac)
for i in range(len(newfac)):
fac.append(newfac[i])
for i in range(len(newret)):
ret.append(newret[i])
"CDLTHRUSTING" ,
"CDLTRISTAR" ,
"CDLUNIQUE3RIVER" ,
"CDLUPSIDEGAP2CROWS" ,
"CDLXSIDEGAP3METHODS"
]
# print(cdls[0])
# print(cdls[1])
db=cx_Oracle.connect('c##stock','didierg160','myoracle') #创建连接
cr=db.cursor()
for code in codes["code"] :
df = gsd.get_stock_data_daily_df(str(code))
df = df.astype(dtype='float64')
df1 = ta.appendAllTAData(df)
dfcdl = pd.DataFrame()
dfcdl['shi_jian'] = df.index
dfcdl["CDL2CROWS" ] = df1["CDL2CROWS" ]
dfcdl["CDL3BLACKCROWS" ] = df1["CDL3BLACKCROWS" ]
dfcdl["CDL3INSIDE" ] = df1["CDL3INSIDE" ]
dfcdl["CDL3LINESTRIKE" ] = df1["CDL3LINESTRIKE" ]
dfcdl["CDL3OUTSIDE" ] = df1["CDL3OUTSIDE" ]
dfcdl["CDL3STARSINSOUTH" ] = df1["CDL3STARSINSOUTH" ]
dfcdl["CDL3WHITESOLDIERS" ] = df1["CDL3WHITESOLDIERS" ]
dfcdl["CDLABANDONEDBABY" ] = df1["CDLABANDONEDBABY" ]
dfcdl["CDLADVANCEBLOCK" ] = df1["CDLADVANCEBLOCK" ]
dfcdl["CDLBELTHOLD" ] = df1["CDLBELTHOLD" ]
dfcdl["CDLBREAKAWAY" ] = df1["CDLBREAKAWAY" ]