def get_all_trans(ifcode, ammout=1):
rs = []
total = 0
pos_num = 0
nag_num = 0
trans_all = 0
date_list = ifcode_day_map(ifcode)
for day in date_list:
profit_infos = DataAnalyzer.boll(day, ifcode)
profit_all = 0
trans_num = (len(profit_infos) - 1) / 2
trans_all += trans_num
for item in profit_infos:
if item['gain'] != '-':
profit_all += int(item['gain']) * ammout
rs.append({day: profit_all, 'trans_num': trans_num})
total += profit_all
if profit_all >= 0:
pos_num += 1
elif profit_all < 0 :
nag_num += 1
pprint(rs)
print '%s total: %s' % (ifcode, total)
print '%s profit rate: %.2f' % (ifcode, pos_num*1.0/nag_num)
print '%s trans all number: %s' % (ifcode, trans_all)
print '%s fees : %s' % (ifcode, trans_all * 2300)
print '%s real profit : %s' % (ifcode, total - trans_all * 2300)
def macd(date, ifcode, period_short, period_long):
if not date or not ifcode or not period_short or not period_long:
return {'error': u'params is fault'}
date = str2day(date, DATE_DISPLAY_FORMAT).strftime(DATE_DISPLAY_FORMAT)
period_short = int(period_short)
period_long = int(period_long)
return DataAnalyzer.macd_chart(date, ifcode, period_short, period_long)
def macd_report():
if not req.args.get('ifcode'):
ifcode = get_ifcode(str2day(days_ago(0)))
display_num = 6
period_short = 12
period_long = 26
trans_amount = 1
return redirect('/backtest/report/macd?ifcode=%s&period_short=%s&period_long=%s&display_num=%s&trans_amount=%s' % \
(ifcode, period_short, period_long, display_num, trans_amount))
display_num = int(req.args.get('display_num'))
ifcode = req.args.get('ifcode')
period_short = int(req.args.get('period_short'))
period_long = int(req.args.get('period_long'))
trans_amount = int(req.args.get('trans_amount'))
date_list = ifcode_day_map(ifcode)
if len(date_list) > int(display_num):
date_list = date_list[:int(display_num)]
rs = []
total = 0
pos_num = 0
nag_num = 0
trans_total_num = 0
date_list = ifcode_day_map(ifcode)
for day in date_list:
profit_infos = DataAnalyzer.macd(day, ifcode, period_short,
period_long)
profit_all = 0
trans_num = (len(profit_infos) - 1) / 2
trans_total_num += trans_num
for item in profit_infos:
if item['gain'] != '-':
profit_all += int(item['gain']) * trans_amount
rs.append({'date': day, 'profit': profit_all, 'trans_num': trans_num})
total += profit_all
if profit_all >= 0:
pos_num += 1
elif profit_all < 0:
nag_num += 1
if nag_num == 0:
profit_rate = pos_num
else:
profit_rate = pos_num * 1.0 / nag_num
fees = trans_total_num * 2300
real_profit = total - fees
ctx = {
'req': req,
'total': total,
'profit_rate': profit_rate,
'trans_total_num': trans_total_num,
'fees': fees,
'real_profit': real_profit,
'detail': rs,
'trans_amount': trans_amount
}
return tpl('/backtest/macd_report.html', **ctx)
def main(ifcode, date):
'''
ema_signals = DataAnalyzer.ema(date, ifcode, 480, 1400)
macd_signals = DataAnalyzer.macd(date, ifcode, period_short=12, period_long=26, period_dif=9, \
pre_point=init_point, pre_time=init_time, offset=init_offset)
conbine_sig(ema_signals, macd_signals)
'''
boll_sig = DataAnalyzer.boll(date, ifcode)
print len(boll_sig)
for item in boll_sig:
print item['event']
def analysis_by_param(params_conbine, ifcode, period_short, period_long,
trans_amount):
rs = {}
for param, v in params_conbine.items():
pre_time = v[0]
pre_offset = v[1]
pre_point = v[2]
print '************'
print param
rs[param] = DataAnalyzer.macd_if_analysis(ifcode, pre_point, pre_time, pre_offset, \
period_short=12, period_long=26, period_dif=9)
_file = '%s/%s' % (macd_param_analysis_dir, ifcode)
f = open(_file, 'w')
f.write(simplejson.dumps(rs))
f.close()
def get_first_trans(ifcode):
rs = []
total = 0
pos_num = 0
nag_num = 0
date_list = ifcode_day_map(ifcode)
for day in date_list:
profit_infos = DataAnalyzer.boll(day, ifcode)
profit_first = 0
for item in profit_infos:
if item['gain'] != '-':
profit_first = int(item['gain'])
break
rs.append({day: profit_first})
if profit_first >= 0:
pos_num += 1
elif profit_first < 0 :
nag_num += 1
print '每天第一笔交易'
pprint(rs)
print '%s profit rate: %.2f' % (ifcode, pos_num*1.0/nag_num)
def macd():
if not req.args.get('date'):
date = day2str(get_week_day(str2day(days_ago(1))))
period_short = 12
period_long = 26
today = str2day(days_ago(0))
ifcode = get_ifcode(today)
return redirect(
'/backtest/macd?date=%s&ifcode=%s&period_short=%s&period_long=%s' %
(date, ifcode, period_short, period_long))
_date = str2day(req.args.get('date'))
ifcode = req.args.get('ifcode')
date = _date.strftime(DATE_DISPLAY_FORMAT)
if _date.weekday() in [5, 6]:
ctx = {
'req': req,
'date': date,
'ifcode': ifcode,
'profit_infos': [],
'profit_all': 0
}
return tpl('/backtest/macd.html', **ctx)
period_short = int(req.args.get('period_short'))
period_long = int(req.args.get('period_long'))
profit_infos = DataAnalyzer.macd(date, ifcode, period_short, period_long)
profit_all = 0
for item in profit_infos:
if item['gain'] != '-':
profit_all += int(item['gain'])
ctx = {
'req': req,
'date': date,
'ifcode': ifcode,
'profit_infos': profit_infos,
'profit_all': profit_all
}
return tpl('/backtest/macd.html', **ctx)