def fun(stocks):
# print(os.getpid(), stocks)
kline = 'hk_kline_day'
table_name='MA_'+kline
pixel=64
interval = KlineInfo.get_interval(kline)
for sc in stocks:
end_time = dt.datetime(2018, 6, 25)
start_time = dt.datetime(2016, 1, 1)
data = KlineData.read_data(code=sc, start_date=Calendar.calc(start_time, -203)['date'], end_date=end_time,
kline=kline, timemerge=True)
if len(data) <= 200:
continue
data = CalMa.cal_ma(data, interval)
data = data.dropna()
print(sc)
while end_time > dt.datetime(2016, 1, 1):
data0 = data.tail(pixel)
data0 = data0.reset_index(drop=True)
profit = data0['profit']
date = data0['date']
price=data0.close.iloc[0]
data0 = CalMa.data_normalization(data0,pixel=pixel)
data0['date'] = date
data0['profit'] = profit
if len(data0) < pixel or price<2:
break
date = data0.date.iloc[len(data0) - 1]
profit = data0.profit.iloc[len(data0) - 1]
if 'min' in kline:
if abs(profit) > 0.11:
data = data[data.date < dt.datetime(date.year, date.month, date.day)]
continue
else:
if abs(profit) > 0.1*interval:
data = data[data.date < dt.datetime(date.year, date.month, date.day)]
continue
data0 = data0.reset_index(drop=True)
try:
visualization.draw_ma_line(data=data0, profits=profit,
date=date, code=sc,
table_name=table_name,pixel=pixel)
except Exception as e:
print(e)
pass
data = data[data.date<dt.datetime(date.year,date.month,date.day)]
end_time = date
return 1
def fun(data):
stocks=data['stocks']
kline=data['kline']
# print(os.getpid(), stocks)
table_name='MA_A_'+kline
interval = KlineInfo.get_interval(kline)
detal=KlineInfo.get_detal(kline)
off=KlineInfo.get_off(kline=kline)
day_interval=KlineInfo.get_day_interval(kline)
pixel=64
for sc in stocks:
end_time = Calendar.today()
start_time = Calendar.calc(end_time,-day_interval)['date']
# end_time = dt.datetime(2018,8,1)
# start_time=dt.datetime(2018,6,20)
data = KlineData.read_data(code=sc, start_date=Calendar.calc(start_time, -off)['date'], end_date=end_time,
kline=kline, timemerge=True)
if len(data) <= 200:
continue
data = CalMa.cal_ma(data, interval,detal)
data = data.dropna()
print(sc)
while end_time > start_time:
data0 = data.tail(pixel)
data0 = data0.reset_index(drop=True)
profit = data0['profit']
profitself = data0['profit_self']
date = data0['date']
data0 = CalMa.data_normalization(data0,pixel)
data0['date'] = date
data0['profit'] = profit
data0['profitself'] = profitself
if len(data0) < pixel:
break
data0 = data0.reset_index(drop=True)
profit = data0.profit.iloc[len(data0)-1]
profitself = data0.profitself.iloc[len(data0)-1]
date = data0.date.iloc[len(data0)-1]
if 'min' in kline:
if 'A' in table_name:
if date.hour != 15:
data = data[data.date < dt.datetime(date.year, date.month, date.day)]
break
if abs(profit) > 0.11 or abs(profitself) > 0.097:
data = data[data.date < dt.datetime(date.year, date.month, date.day)]
continue
else:
if abs(profit) > 0.1 * interval:
data = data[data.date < dt.datetime(date.year, date.month, date.day)]
continue
if 'A' in table_name:
if abs(profitself) > 0.097:
data = data[data.date < dt.datetime(date.year, date.month, date.day)]
continue
try:
visualization.draw_ma_line(data=data0, profits=profit,
date=date, code=sc,
table_name=table_name,pixel=pixel)
except Exception as e:
print(e)
pass
data = data[data.date < dt.datetime(date.year, date.month, date.day)]
end_time = date
return 1
def fun(stocks):
# print(os.getpid(), stocks)
kline = 'index_min5'
pixel=64
length=5
count=12
interval =48
hour=9
minute=50
detal=KlineInfo.get_detal(kline=kline)
# wave=0.02
# amount_data=50000000
table_name='A_MA_Stub_'+kline+'_version6'
print(table_name)
for sc in stocks:
print(sc)
end_time = dt.datetime(2018, 9, 10)
start_time = dt.datetime(2016, 1, 1)
data = KlineData.read_data(code=sc, start_date=Calendar.calc(start_time, -8)['date'], end_date=end_time,
kline=kline, timemerge=True)
if len(data) <= 200:
continue
# data = CalMacd.cal_macd(data=data, interval=interval, detal=detal)
data=CalMa.cal_ma_stub(data=data,interval=interval,detal=detal)
data = data.dropna()
d = data.date.iloc[-1]
data = data[data.date <= dt.datetime(d.year, d.month, d.day, hour, minute)]
while end_time > start_time:
# print(sc,dt.datetime.now())
data0 = data.tail(length)
data0 = data0.reset_index(drop=True)
profit = data0['profit']
profit_self = data0['profit_self']
date = data0['date']
# amin, amax = data0.low.min(), data0.high.max()
if len(data0) < length:
break
date1 = date.iloc[length - 1]
date2 = date.iloc[length - 10]
# data0 = CalMacd.data_normalization(data0,pixel=pixel)
data0=CalMa.data_normalization(data0,pixel=pixel)
profit = profit.iloc[length - 1]
profitself = profit_self.iloc[length - 1]
profit_relative = 0
if 'min' in kline:
if 'A' in table_name:
if date1.hour != hour and date1.minute!=minute:
# data = data[data.date < dt.datetime(date2.year, date2.month, date2.day)]
break
if abs(profit) > 0.11 or abs(profitself)>0.097:
data = data[data.date <= dt.datetime(date2.year, date2.month, date2.day, hour, minute)]
continue
else:
if abs(profit) > 0.1 * interval:
data = data[data.date <= dt.datetime(date2.year, date2.month, date2.day, hour, minute)]
continue
if 'A' in table_name:
if abs(profitself) > 0.097:
data = data[data.date <= dt.datetime(date2.year, date2.month, date2.day, hour, minute)]
print(sc, str(profitself) + '_' + str(date1))
continue
try:
visualization.draw_ma_stub_line(data=data0, profits=profit,
date=date1, code=sc,
table_name=table_name, pixel=pixel, length=length,
profit_relative=profit_relative,
count=count)
pass
except Exception as e:
print(e)
pass
data = data[data.date <= dt.datetime(date2.year, date2.month, date2.day,hour,minute)]
end_time = date2
# break
return 1