def main(argv):
#t = TushareQuotation()
#d = t.get_h_data('002337')
#print d
#return
try:
opts, args = getopt.getopt(argv[1:], "dhe:m:i:t:s:a:")
except getopt.GetoptError as err:
print(err)
return -1
log_level = logging.INFO
mode = ''
index = 0
thread = 1
symbol = '000000'
date = date_time.get_today_str()
for ok, ov in opts:
if ok in ('-d', '--debug'):
log_level = logging.DEBUG
if ok in ('-e', '--expire'):
global g_expire
g_expire = int(ov)
if ok in ('-m', '--mode'):
mode = ov
if ok in ('-i', '--index'):
index = int(ov)
if ok in ('-t', '--thread'):
thread = int(ov)
if ok in ('-s', '--symbol'):
symbol = ov
if ok in ('-a', '--date'):
date = ov
if ok in ('-h', '--help'):
help()
return
logging.basicConfig(
level=log_level,
format=
'%(levelname)s: %(asctime)s [%(pathname)s:%(lineno)d] %(message)s',
datefmt='%Y-%M-%d %H:%M:%S',
filename=CT.LOG_DIR + 'get_history.log',
filemode='a')
log_str = 'running model[%s] index[%d] thread[%d] symbol[%s] date[%s]' % (
mode, index, thread, symbol, date)
print(log_str)
logging.info(log_str)
if mode == 'all':
get_h_data_mul(index, thread)
elif mode == 'symbol':
q = Quotation()
q.get_h_data(symbol, g_expire)
else:
print(('args err mode[%s]' % (mode)))
logging.error('args err mode[%s]' % (mode))
return
def dd_analysis():
t = Quotation()
code = '600066'
d = t.get_h_data(code)
d.to_csv('tt.csv', sep='\t')
date_set = d.index[0:20]
for date in date_set:
buy = 0
sell = 0
total = 0
d = t.get_sina_dd(code, date=date, vol=1)
for i in d.index:
total += d['volume'][i]
print((date + '\t' + str(total/len(d))))
#d = t.get_sina_dd(code, date=date, vol=600)
#if d is None:
# continue
##d.to_csv('tt.csv', sep='\t')
#for i in d.index:
# total += d['volume'][i]
# if d['type'][i].decode('utf-8') == u'买盘':
# buy += d['volume'][i]
# if d['type'][i].decode('utf-8') == u'卖盘':
# sell += d['volume'][i]
#print 'buy: ' + str(buy)
#print 'sell: ' + str(sell)
##print 'arerage: ' + str(total/len(d))
##print date + '\t' + str(total/len(d))
return
def get_h_data_mul(index, thread):
"""
获取所有股票的历史数据
"""
symbols = open(CT.BASICS_DIR + 'symbols.csv')
symbols_list = []
for c in symbols:
symbols_list.append(c.strip())
sep_list_len = (len(symbols_list) + thread - 1) / thread
start = sep_list_len * index
end = sep_list_len * (index + 1)
sep_symbols_list = symbols_list[start:end]
#print sep_symbols_list
for c in sep_symbols_list:
global g_expire
q = Quotation()
q.get_h_data(c, g_expire)
def hsgt_top_analysis():
"""
分析沪深股通 top成交 策略
参数：买入资金比例、买入资金量、沪深股通资金流入、止盈比例
"""
#days = 630
days = 120
q = Quotation()
hsgt_his = q.get_hsgt_his(days + 100, 1, 60 * 6)
jme_statistics = {}
jme_count = {}
ratio_statistics = {}
ratio_count = {}
change_statistics = {}
change_count = {}
statistics = 0
count = 0
profit_count = {}
stock_statistic = {}
days = q.get_trade_date(days)
days = list(reversed(days))
for i,day in enumerate(days):
if i + 2 >= len(days):
break
next_day = days[i + 1]
next_2_day = days[i + 2]
print(('\n' + next_day))
#资金流入
zjlr = 0
day_zjlr = day
if day_zjlr in hsgt_his['zjlr']:
zjlr = hsgt_his['zjlr'][day_zjlr]
print(zjlr)
#if zjlr < 0:
# continue
d = q.get_hsgt_top(day, 60 * 24 * 30)
if d.empty:
continue
#按资金量排名
d = d.sort_index(by='jme', ascending=False)
#d = d.sort_index(by='ratio', ascending=False)
#d = d.head(1)
for l in d.iterrows():
#买入比例
#if l[1]['ratio'] < 0.5:
# continue
#if l[1]['jme'] < 0:
# continue
price = q.get_h_data(l[1]['code'], 60 * 24 *30)
if next_day not in price['open'] or next_2_day not in price['high']:
continue
buy_price = price['open'][next_day]
#buy_price = price['high'][next_day]
high_price = price['high'][next_2_day]
high_profit = (high_price - buy_price)/buy_price
close_price = price['close'][next_2_day]
close_profit = (close_price - buy_price)/buy_price
#止盈比例
profit_percent = 0.02
if high_profit > profit_percent:
sell_price = buy_price * (1 + profit_percent)
profit = profit_percent
else:
sell_price = close_price
profit = close_profit
sell_price = close_price
profit = (close_price - buy_price)/buy_price
#if profit < 0.00136:
# continue
print(('\n%s\t%s\t%f\t%f\t%f\t%f\t%f\t%f\t%d\t%f\t%f\t%f' % (l[1]['code'], l[1]['name'].encode('utf-8'), l[1]['change'], l[1]['jme'], l[1]['mrje'], l[1]['mcje'], l[1]['cjje'], l[1]['ratio'], l[1]['market'], buy_price, sell_price, profit)))
jme_key = int(l[1]['jme']/10000000)
if jme_key > 20 or jme_key < -20:
jme_key = int(jme_key/10) * 10
if jme_key not in jme_statistics:
jme_statistics[jme_key] = 0
jme_count[jme_key] = 0
#jme_statistics[jme_key] += profit
if profit >= 0.00136:
jme_statistics[jme_key] += 1
jme_count[jme_key] += 1
ratio_key = int(l[1]['ratio']*100)
if ratio_key < 70:
ratio_key = int(ratio_key/10) * 10
if ratio_key not in ratio_statistics:
ratio_statistics[ratio_key] = 0
ratio_count[ratio_key] = 0
#ratio_statistics[ratio_key] += profit
if profit >= 0.00136:
ratio_statistics[ratio_key] += 1
ratio_count[ratio_key] += 1
change_key = int(l[1]['change']*10)
if change_key > 20 or change_key < -20:
change_key = int(change_key/10) * 10
if change_key not in change_statistics:
change_statistics[change_key] = 0
change_count[change_key] = 0
#change_statistics['change_key'] += profit
if profit >= 0.00136:
change_statistics[change_key] += 1
change_count[change_key] += 1
profit_key = int(profit * 1000)
if profit_key > 20 or profit_key < -20:
profit_key = int(profit_key/10)*10
if profit_key not in profit_count:
profit_count[profit_key] = 0
profit_count[profit_key] += 1
stock_key = l[1]['name']
if stock_key not in stock_statistics:
stock_statistics[stock_key] = []
statistics += profit
count += 1
# 只取第一个
#break
print('\njme:\n')
keys = list(jme_statistics.keys())
keys.sort()
for k in keys:
print((str(k) + '\t' + str(jme_count[k]) + '\t' + str(float(jme_statistics[k])/jme_count[k])))
print('\nratio:\n')
keys = list(ratio_statistics.keys())
keys.sort()
for k in keys:
print((str(k) + '\t' + str(ratio_count[k]) + '\t' + str(float(ratio_statistics[k])/ratio_count[k])))
print('\nchange:\n')
keys = list(change_statistics.keys())
keys.sort()
for k in keys:
print((str(k) + '\t' + str(change_count[k]) + '\t' + str(float(change_statistics[k])/change_count[k])))
print('\n=================')
win = 0
for k,v in list(profit_count.items()):
if k >= 1:
win = win + v
print('\ncount:')
print(count)
print('\nwin:')
print((float(win)/count))
print('\naverage:')
print((statistics/count))
print('\ntotal:')
print(statistics)
print('\n=================')
keys = list(profit_count.keys())
keys.sort()
for k in keys:
print((str(k) + '\t' + str(profit_count[k])))
return