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))