def get_stock_modle(list, name, c_continue, c_break): manager = stockmanager.stockmanager() trainer = stockcrf.stockcrftrainer() run = stockcrfrun.stockcrfrun() flow = stockflow.stockflow() for index in list: index = index[0] print index e = manager.get_stock_index(index) size = len(e) if e == []: continue run.feed(e) rflow, rmiss = flow.read_flow(index) filter = cal_filter(rmiss) run.feed_flow(rflow) count = 0 for tag, feature in run.tag_feature(): count = count + 1 if count <= 30: continue if c_continue(count, size) == 1: continue if c_break(count, size) == 1: break if filter_skip(filter, count - 1) == 1: continue trainer.set_tag_feature(tag, feature) trainer.get_model(name) trainer.clear()
def update_flow(self, index):
db = stockdb.stockdb()
flow = self.__read_flow(index)
size = len(flow)
manager = stockmanager.stockmanager()
days = manager.get_stock_index(index)
for i, item in enumerate(days):
if i < size:
continue
day = item[0].split('-')
year = string.atoi(day[0])
month = string.atoi(day[1])
day = string.atoi(day[2])
new = manager.get_stock_detailed(index, year, month, day)
if new == []:
print 'BUG(miss data): ' + str(year) + str(month) + str(day)
parser = stockparser.stock_parser()
detail = parser.get_detailed_exchange(index, year, month, day)
if len(detail) > 0:
db.write_data_day(index, detail, year, month, day)
new = manager.get_stock_detailed(index, year, month, day)
print 'Fixed OK!'
record = []
record.append(item[0])
if new != []:
sum, all, big, sl, sh, el, eh = self.cal_flow(new, item[1], item[2])
record.append(str(sum))
record.append(str(all))
record.append(str(big))
record.append(str(sl))
record.append(str(sh))
record.append(str(el))
record.append(str(eh))
flow.append(record)
db.write_data_flow(index, flow)
def get_vol():
manager = stockmanager.stockmanager()
list = manager.get_stock_list()
result = []
for stock in list:
print stock
e = manager.get_stock_index(stock)
if e == []:
continue
if len(e) < stockconfig.FIG_MIX_CRF:
continue
sum = 0
count = 0
result_day = []
result_day.append(str(stock))
for day in e:
volume = day[6]
sum = sum + volume
count = count + 1
result_day.append(str(sum / count))
result.append(result_day)
result.sort(cmp=lambda x, y: cmp(x[1], y[1]))
return result
def __normalize(list):
sum = 0
ret = []
for item in list:
sum = sum + item
for item in list:
nor = 0
if sum != 0:
nor = (float(item) / float(sum)) * 100.0
ret.append(nor)
return ret
manager = stockmanager.stockmanager()
list = manager.get_stock_list()
result = []
for i in range(0, 41):
result.append(0)
for index in list:
print index
e = manager.get_stock_index(index)
if e == []:
continue
kline = manager.cal_kline(e)
for item in kline:
state = item[0]
if state < -10:
state = -10
elif state > 10:
import sys sys.path.insert(0, '.') from stockmanager import stockmanager s = stockmanager() s.get_near_high52()
class stockemu(): score = stockscore.stockscore() manager = stockmanager.stockmanager() score.reset() macd = [] kdj = [] boll = [] ma = [] volume_ma = [] price_range_low = [] price_range_high = [] volume_range_low = [] volume_range_high = [] closeprice_range_low = [] closeprice_range_high = [] kline = [] exchange = [] size = 0 current_index = 0 def reset(self): self.score.reset() def fix_index(self, adjust): if adjust > 0: adjust = 0 index = self.current_index + adjust if index < 0: index = 0 return index def run(self): index = 0 for item in self.exchange: current = item[2]#close price if self.filter(index) == 1: self.score.update(current, index, self.closeprice_range_low, self.ma, self.closeprice_range_high) index = index + 1 def feed(self, exchange): self.size = len(exchange) self.exchange = exchange self.macd = self.manager.cal_macd(exchange) self.kdj = self.manager.cal_kdj(exchange) self.boll = self.manager.cal_boll(exchange) self.ma = self.manager.cal_ma(exchange) self.volume_ma = self.manager.cal_volume_ma(exchange) self.price_range_low, self.price_range_high = self.manager.cal_price_range(exchange) self.volume_range_low, self.volume_range_high = self.manager.cal_volume_range(exchange) self.closeprice_range_low, self.closeprice_range_high = self.manager.cal_closeprice_range(exchange) self.kline = self.manager.cal_kline(exchange) def filter(self, index): self.current_index = index if self.filter_macd(self.exchange, index, self.macd) != 1: return 0 if self.filter_kdj(self.exchange, index, self.kdj) != 1: return 0 if self.filter_boll(self.exchange, index, self.boll) != 1: return 0 if self.filter_ma(self.exchange, index, self.ma) != 1: return 0 if self.filter_volume_ma(self.exchange, index, self.volume_ma) != 1: return 0 if self.filter_price_range(self.exchange, index, self.price_range_low, self.price_range_high) != 1: return 0 if self.filter_volume_range(self.exchange, index, self.volume_range_low, self.volume_range_high) != 1: return 0 if self.filter_closeprice_range(self.exchange, index, self.closeprice_range_low, self.closeprice_range_high) != 1: return 0 if self.filter_kline(self.exchange, index, self.kline) != 1: return 0 if self.filter_exchange(index, self.exchange) != 1: return 0 return 1 def filter_macd(self, exchange, index, macd): return 1 def filter_kdj(self, exchange, index, kdj): return 1 def filter_boll(self, exchange, index, boll): return 1 def filter_ma(self, exchange, index, ma): return 1 def filter_volume_ma(self, exchange, index, volume_ma): return 1 def filter_price_range(self, exchange, index, low, high): return 1 def filter_volume_range(self, exchange, index, low, high): return 1 def filter_closeprice_range(self, exchange, index, low, high): return 1 def filter_kline(self, exchange, index, kline): return 1 def filter_exchange(self, index, exchange): return 1 def get_low(self): return self.score.get_low() def get_middle(self): return self.score.get_middle() def get_high(self): return self.score.get_high()
def filter_kdj(self, exchange, index, kdj):
if kdj[index][2] > 0:
return 0
adj1 = self.fix_index(-1)
if kdj[adj1][2] > kdj[index][2]:
return 0
return 1
def filter_macd(self, exchange, index, macd):
return 1
def filter_boll(self, exchange, index, macd):
return 1
manager = stockmanager.stockmanager()
list = manager.get_stock_list()
list = ['600015', '600030', '600036', '600050', '600029']
for index in list:
print index
e = manager.get_stock_index(index)
if e == []:
continue
emu = myemu()
emu.feed(e)
emu.run()
x = emu.get_middle()
for i in x:
print '----------------------'
for j in i:
print j