def identify_data_hist_price_wave(periods=10, start='2015-05-01'):
ps = Postgresql()
cs = getinfo.get_codes()
i, s = 0, len(cs)
for c in cs:
starttime = datetime.datetime.now()
i += 1
sql = "SELECT date, close, qfq, high, low FROM data_hist WHERE code='%s' AND date>='%s' ORDER BY date DESC" % (
c, start)
rs = ps.fetchall(sql)
rows = len(rs)
if rows <= periods:
continue
sql = "UPDATE data_hist SET ispeak=null, isbott=null WHERE (ispeak OR isbott) AND code='%s';" % c
for j in range(rows - periods):
ispeak = isbott = True
for k in range(1, periods + 1):
j_k = max([j - k, 0])
hn = rs[j][3] * rs[j][2]
hb = rs[j + k][3] * rs[j + k][2]
ha = rs[j_k][3] * rs[j_k][2]
ln = rs[j][4] * rs[j][2]
lb = rs[j + k][4] * rs[j + k][2]
la = rs[j_k][4] * rs[j_k][2]
if hn <= hb or hn < ha: ispeak = False
if ln >= lb or ln > la: isbott = False
if ispeak:
sql += "UPDATE data_hist SET ispeak=true WHERE code='%s' AND date='%s';" % (
c, rs[j][0])
if isbott:
sql += "UPDATE data_hist SET isbott=true WHERE code='%s' AND date='%s';" % (
c, rs[j][0])
ps.execute(sql)
endtime = datetime.datetime.now()
print(
"[%d/%d=%.1f%%] [%s] ispeak and isbott are identified! time=[%s]" %
(i, s, float(i) / float(s) * 100, c, endtime - starttime))
ps.close()
print('is ok')
def reflesh_profit_stock_info():
fb.write('start refleshing stock info on table [profit] .')
ps = Postgresql()
sql = "SELECT code, name, industry, area, bvps, esp, outstanding, totals, \"timeToMarket\" FROM stock_basics ORDER BY code"
rs = ps.fetchall(sql)
i = 0
for r in rs:
ps.update_insert(table='profit',
where="code='%s'" % r[0],
code=r[0],
name=r[1],
industry=r[2],
area=r[3],
bvps=r[4],
esp=r[5],
outs=r[6],
tots=r[7],
market=str(r[8]))
i += 1
if i % 100 == 0:
fb.write('.')
ps.close()
fb.write(' is done!\n')
def reflesh_data_hist_fq():
print('start refleshing hfq & qfq values on table [data_hist] ...')
ps = Postgresql()
rs = ps.fetchall("SELECT DISTINCT code FROM data_hist ORDER BY code;")
j, jj, s = 0, 0, len(rs)
for r in rs:
starttime = datetime.datetime.now()
c = r[0]
j += 1
date = '1975-09-02'
#r = ps.fetchone("SELECT date FROM data_hist WHERE code='%s' AND hfq>0 ORDER BY date DESC LIMIT 1;" % c)
r = ps.fetchone(
"SELECT max(date) FROM data_hist WHERE code='%s' AND hfq>0;" % c)
if r[0] is not None: # if r: = if r is not None:
date = r[0]
else:
tmp = ps.fetchone(
"SELECT min(date) FROM data_hist WHERE code='%s';" % c)
if tmp[0] is None: continue
date = tmp[0]
ps.execute(
"UPDATE data_hist SET hfq=1 WHERE code='%s' AND date='%s';" %
(c, date))
# start set hfq value
b_cls, b_hfq, hfq, i, sql = 0, 0, 0, 0, ''
rs = ps.fetchall(
"SELECT date, close, price_change, hfq FROM data_hist WHERE code='%s' AND date>='%s' ORDER BY date;"
% (c, date))
if rs is not None:
for R in rs:
i += 1
cls, pcg = float(R[1]), float(R[2])
if i == 1:
hfq = R[3]
else:
if cls - pcg - b_cls < -0.02:
hfq = b_cls / (cls - pcg) * b_hfq
else:
hfq = b_hfq
sql += "UPDATE data_hist SET hfq=%f WHERE code='%s' AND date='%s';" % (
hfq, c, R[0])
b_cls = cls
b_hfq = hfq
# start set qfq value
mr = ps.fetchone(
"SELECT hfq FROM data_hist WHERE code='%s' AND qfq is null ORDER BY date DESC"
% c) #second newly hfq
if mr is not None:
if hfq == mr[0]:
sql += "UPDATE data_hist SET qfq=hfq/%f WHERE code='%s' AND qfq is null;" % (
hfq, c)
else:
sql += "UPDATE data_hist SET qfq=hfq/%f WHERE code='%s';" % (
hfq, c)
if sql != '': ps.execute(sql)
endtime = datetime.datetime.now()
print(
'[%d/%d=%.1f%%] [%s] hfq & qfq values is computed and saved! time=[%s]'
% (j, s, float(j) / float(s) * 100, c, endtime - starttime))
print('all hfq & qfq data on table [data_hist] computed and saved!')