def refreshHotSecurities(self):
result: Dict[str, List[CodeInfo]] = dict()
blockList = SecuritiesMgr.instance().blockList
for block in blockList:
for codeInfo in block.codeList:
securities = SecuritiesMgr.instance().getSecurities(codeInfo)
if securities is None or len(securities.klines) < 200:
continue
count = securities.getCountOfGreatIncrease(self.day)
if count < self.limitCount:
continue
if result.get(block.name) is None:
result[block.name] = []
result[block.name].append(codeInfo)
self.storeToExcel(result)
def findTouchHigh():
result: list[CodeInfo] = list()
for securities in SecuritiesMgr.instance().securitiesList:
lastIndex = len(securities.klines) - 1
if lastIndex < 0:
continue
if securities.isST() or securities.isSTIB():
continue
if securities.toatlCapital() > 100 or securities.toatlCapital() < 30:
continue
if securities.isDecrease():
result.append(securities.codeInfo)
return result
def getGreatIncreaseInDay(self, klineCount: int,
increase: float) -> List[CodeInfo]:
result: List[CodeInfo] = list()
for securities in SecuritiesMgr.instance().securitiesList:
if securities.isSTIB() or securities.isST():
continue
kLines = self.findKLines(securities.klines)
if len(kLines) < 200:
continue
if kLines[len(kLines) - 1].close < 4:
continue
if kLines[len(kLines) - 1].greateChangeRatio():
continue
for i in range(len(kLines) - klineCount, len(kLines) - 3):
if (kLines[i + 3].close -
kLines[i].preClose) / kLines[i].preClose > increase:
result.append(securities.codeInfo)
break
return result
def getInIncreaase():
result: List[CodeInfo] = []
securitiesList: List[Securities] = SecuritiesMgr.instance().securitiesList
for securities in securitiesList:
if len(securities.klines) < 200:
continue
if securities.isSTIB() or securities.isST():
continue
billion = 1000000000
lastIndex = len(securities.klines) - 1
if securities.capital * securities.klines[lastIndex].close < 2 * billion or securities.capital * securities.klines[lastIndex].close > 20 * billion:
continue
if len(securities.crest) > 1 and len(securities.trough) > 0:
if securities.crest[len(securities.crest) - 1].date > securities.trough[len(securities.trough) - 1].date:
if securities.crest[len(securities.crest) - 1].high > securities.crest[len(securities.crest) - 2].high:
result.append(securities.codeInfo)
return result
def getWWave():
result: List[Securities] = []
securitiesList: List[Securities] = SecuritiesMgr.instance().securitiesList
for securities in securitiesList:
klineOfDate = None
if len(securities.klines) < 200:
continue
billion = 1000000000
lastIndex = len(securities.klines) - 1
if securities.capital * securities.klines[lastIndex].close < 2 * billion or securities.capital * securities.klines[lastIndex].close > 50 * billion:
continue
if securities.isSTIB() or securities.isST() or securities.pe == '--':
continue
if securities.isWShape():
result.append(securities)
return result
def testFun():
allSecurities = SecuritiesMgr.instance().securitiesList
result = []
for securities in allSecurities:
close = [x.close for x in securities.klines]
dates = [x.date for x in securities.klines]
data = numpy.array([dates, close])
data = numpy.transpose(data)
df = pandas.DataFrame(data=data[0:, 1:],
index=data[0:, 0],
columns=[securities.codeInfo.name])
result.append(df)
df = pandas.concat(result, axis=1)
corr = df.corr(method="pearson", min_periods=1)
corr.to_excel("total.xlsx")
def getHotSecuritiesEx(self) -> List[CodeInfo]:
result: List[CodeInfo] = list()
for securities in SecuritiesMgr.instance().securitiesList:
if securities.isSTIB() or securities.isST():
continue
kLines = self.findKLines(securities.klines)
if len(kLines) < 200:
continue
if kLines[len(kLines) - 1].close < 4:
continue
count = self.getCountOfGreatIncrease(self.day, kLines)
if count != self.limitCount:
continue
if kLines[len(kLines) - 1].greateChangeRatio():
continue
result.append(securities.codeInfo)
return result
def findIncreaseCount():
inHighRange: List[Securities] = []
inLowRange: List[Securities] = []
securitiesList = SecuritiesMgr.instance().securitiesList
for securities in securitiesList:
result = securities.isInEdgeRange()
lastIndex = len(securities.klines) - 1
if result[
0] is True and 20000000000 < securities.capital * securities.klines[
lastIndex].close < 35000000000:
inHighRange.append(securities)
if result[
1] is True and 5000000000 > securities.capital * securities.klines[
lastIndex].close > 2000000000:
inLowRange.append(securities)
print("在低位的股票数目为 " + str(len(inLowRange)))
for item in inLowRange:
print(item.codeInfo.name)
def refreshHistoryIncrease(self):
result: Dict[str, List[CodeInfo]] = dict()
blockList = SecuritiesMgr.instance().blockList
for block in blockList:
for codeInfo in block.codeList:
securities = SecuritiesMgr.instance().getSecurities(codeInfo)
if securities is None:
continue
today = self.endTime
error = False
for i in range(0, self.year):
temp = int(today / 10000) - i - 1
start = temp * 10000 + today % 10000
end = (temp + 1) * 10000 + today % 10000
count = securities.getCountOfLimitUp(start, end)
if count < self.limitCount:
error = True
break
if error is True:
continue
if result.get(block.name) is None:
result[block.name] = []
result[block.name].append(codeInfo)
self.storeToExcel(result)
def getReachLimitUp(count:int):
result: List[Securities] = []
securitiesList: List[Securities] = SecuritiesMgr.instance().securitiesList
for securities in securitiesList:
klineOfDate = None
if len(securities.klines) < 200:
continue
billion = 1000000000
lastIndex = len(securities.klines) - 1 - count
# for kLine in reversed(securities.klines):
#
# if kLine.date > lastDate:
#
# lastIndex -= 1
if securities.capital * securities.klines[lastIndex].close < 2 * billion or securities.capital * securities.klines[lastIndex].close > 50 * billion:
continue
if securities.isST() or securities.isSTIB():
continue
klineOfDate = securities.klines[lastIndex]
if klineOfDate is not None:
if securities.isSecondBoard():
if (klineOfDate.close - klineOfDate.preClose)/klineOfDate.preClose > 0.19:
result.append(securities)
else:
if (klineOfDate.close - klineOfDate.preClose)/klineOfDate.preClose > 0.097:
result.append(securities)
return result
def getGreatIncreaseInThreeDay(self) -> List[CodeInfo]:
result: List[CodeInfo] = list()
for securities in SecuritiesMgr.instance().securitiesList:
if len(securities.klines) < 200:
continue
lastkLine = securities.klines[len(securities.klines) - 1]
if securities.checkGreatIncreaseInDay(10, 0.20):
result.append(securities.codeInfo)
return result
def getInNarrowVibrate():
result: List[CodeInfo] = []
securitiesList: List[Securities] = SecuritiesMgr.instance().securitiesList
for securities in securitiesList:
if len(securities.klines) < 200:
continue
billion = 1000000000
lastIndex = len(securities.klines) - 1
if securities.capital * securities.klines[lastIndex].close < 3 * billion or securities.capital * securities.klines[lastIndex].close > 50 * billion:
continue
high = -999
low = 999
i = 0
for kLine in reversed(securities.klines):
high = max(kLine.high, high)
low = max(kLine.low, low)
if high < 1.15 * low:
i += 1
else:
break
if i < 25:
continue
result.append(securities.codeInfo)
return result
def post(self, *args, **kwargs):
data = json.loads(self.request.body.decode('utf-8'))
result = list()
count = int(data["count"])
startIndex = int(data["startIndex"])
print(startIndex, count)
for securities in SecuritiesMgr.instance(
).securitiesList[startIndex:startIndex + count]:
result.append(securities.toJson())
self.write({'success': 1, "data": {"securities": result}})
def test():
result:list[CodeInfo] = list()
for securities in SecuritiesMgr.instance().securitiesList:
lastIndex = len(securities.klines) - 1
if lastIndex < 0:
continue;
if securities.toatlCapital() > 500 or securities.toatlCapital() < 50:
continue
if securities.touchHighServeralTimes():
pass
result.append(securities.codeInfo)
def getHotSecurities():
result: List[CodeInfo] = []
securitiesList: List[Securities] = SecuritiesMgr.instance().securitiesList
for securities in securitiesList:
if len(securities.klines) < 200:
continue
billion = 1000000000
lastIndex = len(securities.klines) - 1
if securities.capital * securities.klines[lastIndex].close < 3 * billion or securities.capital * securities.klines[lastIndex].close > 50 * billion:
continue
if securities.getGreatIncreaseCountOf(20) >= 3:
result.append(securities.codeInfo)
continue
if securities.getGreatIncreaseCountOf(10) == 2:
result.append(securities.codeInfo)
continue
if securities.isGreatIncreaseInPast(day = 12, increase = 0.2):
result.append(securities.codeInfo)
continue
return result
securitiesList.append(stock)
stocks.append(stock.toJson())
DatabaseMgr.instance().stocks.remove({})
DatabaseMgr.instance().stocks.insert_many(stocks)
result = []
for stock in stocks:
codeInfo = CodeInfo()
codeInfo.code = stock['code']
codeInfo.name = stock['name']
result.append(codeInfo.toJson())
DatabaseMgr.instance().stockInfos.remove({})
DatabaseMgr.instance().stockInfos.insert_many(result)
SecuritiesMgr.instance()
refreshWWave()
refreshReachLimitUp()
import numpy
import pandas
from data.securities import Securities
from storemgr.storemgr import SecuritiesMgr
from data.codeInfo import CodeInfo
from data.klineModel import KLineModel
import matplotlib.pyplot as plt
cdkj = SecuritiesMgr.instance().getSecurities(
codeInfo=CodeInfo(code="600584", name="长电科技"))
jfkj = SecuritiesMgr.instance().getSecurities(
codeInfo=CodeInfo(code="600519", name="贵州茅台"))
print(cdkj)
cdkjClose = [x.close for x in cdkj.klines]
jfkjClose = [x.close for x in jfkj.klines]
df1 = pandas.DataFrame(numpy.array(cdkjClose), columns=[cdkj.codeInfo.name])
df2 = pandas.DataFrame(numpy.array(jfkjClose), columns=[jfkj.codeInfo.name])
df = pandas.concat([df1, df2], axis=1)
corr = df.corr(method="pearson", min_periods=1)
df1.to_csv("cdkj_jfkj.csv")
df.plot(figsize=(20, 12))
values += ";"
return values
def securitiesValue(securitiesInfo: Securities):
value = "('%s', '%s', %f)" % (securitiesInfo.codeInfo.code,
securitiesInfo.codeInfo.name,
securitiesInfo.capital)
return value
for securities in SecuritiesMgr.instance().securitiesList:
if securities.isST() or securities.isSTIB():
continue
sql = "insert into securities (code, name, capital) values %s" % securitiesValue(
securities)
cur.execute(sql)
cur.execute(
"CREATE TABLE if not exists kline_day_%s (id serial PRIMARY key, date integer, high real, low real, open real, close real, preClose real)"
% securities.codeInfo.code)
cur.execute("delete from kline_day_%s" % securities.codeInfo.code)