def dailyfp(now, t1ztdic):
now = someday(now, 0)
before = someday(now, -70)
Market(before, now, ['399317.ZICN'])
#T日复盘
_tradedate = now
allgp, allDivhis = MktequGet(_tradedate)
_Tret, _Tchance, _Thighvolret, _Thchance, _Thighvolval, _Tratio, _Tzt, _Tdf5, _Tztdic, _Thturnrate, _Tturnrate, _Tdtdic = dailyReview(
allgp, allDivhis)
_lxzt = msum.lxztordt(_Tztdic.keys(), _tradedate)
_lxdt = msum.lxztordt(_Tdtdic.keys(), _tradedate, False)
print "高换手赚钱概率%.2f%%(收益%.2f%%)成交量%.1f(换手率%.2f%% 大盘换手率%.2f%%)" % (
round(_Thchance, 3) * 100, round(_Thighvolret, 3) * 100,
_Thighvolval / 100000000., _Thturnrate * 100, _Tturnrate * 100)
print "赚钱概率%.2f%%(收益%.2f%%)" % (round(_Tchance, 3) * 100,
round(_Tret, 3) * 100)
print "真实涨跌停比 %d:%d" % (len(_Tztdic), len(_Tdtdic))
#print [ k[0:6] for k,v in _Tztdic.iteritems()]
_retlxzt = []
for k, v in _lxzt.iteritems():
if k > 1:
_retlxzt = _retlxzt + v
print "%d连板股票 %d %s" % (
k, len(v),
map(lambda x: [x[0][:6],
'%.2f%%' % (round(x[1], 3) * 100)], v))
else:
print "真实涨停 %d %s" % (
len(v),
map(lambda x: [x[0][:6],
'%.2f%%' % (round(x[1], 3) * 100)], v))
for k, v in _lxdt.iteritems():
if k > 1:
print "连续%d个跌停股票 %d %s" % (
k, len(v),
map(lambda x: [x[0][:6],
'%.2f%%' % (round(x[1], 3) * 100)], v))
else:
print "跌停股票 %d %s" % (
len(v),
map(lambda x: [x[0][:6],
'%.2f%%' % (round(x[1], 3) * 100)], v))
print "跌幅超5股票 %d" % (_Tdf5)
if len(t1ztdic) != 0:
_T1ztret, _T1ztchance = yesterdayztret(t1ztdic, _date) #昨日涨停赚钱效应
print "昨日涨停赚钱概率%.2f%%(收益%.2f%%)" % (round(_T1ztchance, 3) * 100,
round(_T1ztret, 3) * 100)
return [_e[0] for _e in _retlxzt], _Tztdic, _Tdtdic
x[0],
'%.2f%%' % (round(x[1], 3) * 100),
'%.2f%%' % (round(x[2], 3) * 100)
], _temp))
#export excel
templist = _T1ztdic.keys() + _T1dtdic.keys()
df = DataAPI.MktEqudAdjGet(
beginDate=_his['tradeDate'].iloc[-1],
endDate=_his['tradeDate'].iloc[-1],
secID=templist,
field=['tradeDate', 'ticker', 'secID', 'secShortName', 'highestPrice'])
df[u'涨跌停次数'] = range(0, len(df))
for i in df.index:
if _T1ztdic.has_key(df['secID'][i]):
dic = msum.lxztordt([df['secID'][i]], _his['tradeDate'].iloc[-1])
if len(dic) == 1:
df[u'涨跌停次数'][i] = dic.keys()[0]
else:
df[u'涨跌停次数'][i] = 1
elif _T1dtdic.has_key(df['secID'][i]):
dic = msum.lxztordt([df['secID'][i]], _his['tradeDate'].iloc[-1],
False)
if len(dic) == 1:
df[u'涨跌停次数'][i] = -dic.keys()[0]
else:
df[u'涨跌停次数'][i] = -1
firstzt = range(0, len(df))
lastzt = range(0, len(df))
kbnumber = range(0, len(df))