예제 #1
0
파일: c8.py 프로젝트: fuimaz/abu
def sample_821_2():
    """
    8.2.1_2 ABuPickStockExecute
    :return:
    """
    stock_pickers = [{
        'class': AbuPickRegressAngMinMax,
        'threshold_ang_min': 0.0,
        'threshold_ang_max': 10.0,
        'reversed': False
    }]

    choice_symbols = [
        'usNOAH', 'usSFUN', 'usBIDU', 'usAAPL', 'usGOOG', 'usTSLA', 'usWUBA',
        'usVIPS'
    ]
    benchmark = AbuBenchmark()
    capital = AbuCapital(1000000, benchmark)
    kl_pd_manager = AbuKLManager(benchmark, capital)

    print(
        'ABuPickStockExecute.do_pick_stock_work:\n',
        ABuPickStockExecute.do_pick_stock_work(choice_symbols, benchmark,
                                               capital, stock_pickers))

    kl_pd_sfun = kl_pd_manager.get_pick_stock_kl_pd('usSFUN')
    print('sfun 选股周期内角度={}'.format(
        round(ABuRegUtil.calc_regress_deg(kl_pd_sfun.close), 3)))
예제 #2
0
def sample_821_1():
    """
    8.2.1_1 选股使用示例
    :return:
    """
    # 选股条件threshold_ang_min=0.0, 即要求股票走势为向上上升趋势
    stock_pickers = [{'class': AbuPickRegressAngMinMax,
                      'threshold_ang_min': 0.0, 'reversed': False}]

    # 从这几个股票里进行选股,只是为了演示方便
    # 一般的选股都会是数量比较多的情况比如全市场股票
    choice_symbols = ['usNOAH', 'usSFUN', 'usBIDU', 'usAAPL', 'usGOOG',
                      'usTSLA', 'usWUBA', 'usVIPS']
    benchmark = AbuBenchmark()
    capital = AbuCapital(1000000, benchmark)
    kl_pd_manager = AbuKLManager(benchmark, capital)
    stock_pick = AbuPickStockWorker(capital, benchmark, kl_pd_manager,
                                    choice_symbols=choice_symbols,
                                    stock_pickers=stock_pickers)
    stock_pick.fit()
    # 打印最后的选股结果
    print('stock_pick.choice_symbols:', stock_pick.choice_symbols)

    # 从kl_pd_manager缓存中获取选股走势数据,注意get_pick_stock_kl_pd为选股数据,get_pick_time_kl_pd为择时
    kl_pd_noah = kl_pd_manager.get_pick_stock_kl_pd('usNOAH')
    # 绘制并计算角度
    deg = ABuRegUtil.calc_regress_deg(kl_pd_noah.close)
    print('noah 选股周期内角度={}'.format(round(deg, 3)))
예제 #3
0
파일: abutest.py 프로젝트: lostime/Lianghua
def sample_711():
    """
    7.1.1 趋势跟踪和均值回复的周期重叠性
    :return:
    """

    sns.set_context(rc={'figure.figsize': (14, 7)})
    sns.regplot(x=np.arange(0, kl_pd.shape[0]), y=kl_pd.CLOSE.values, marker='+')
    plt.show()

    from abupy import ABuRegUtil
    deg = ABuRegUtil.calc_regress_deg(kl_pd.CLOSE.values)
    plt.show()
    print('趋势角度:' + str(deg))

    start = 0
    # 前1/4的数据
    end = int(kl_pd.shape[0] / 4)
    # 将x也使用arange切割
    x = np.arange(start, end)
    # y根据start,end进行切片
    y = kl_pd.CLOSE.values[start:end]
    sns.regplot(x=x, y=y, marker='+')
    plt.show()

    start = int(kl_pd.shape[0] / 4)
    # 向前推1/4单位个时间
    end = start + int(kl_pd.shape[0] / 4)
    sns.regplot(x=np.arange(start, end), y=kl_pd.CLOSE.values[start:end],
                marker='+')
    plt.show()
예제 #4
0
파일: p7.py 프로젝트: fuimaz/abu
def sample_821_2():
    """
    8.2.1_2 ABuPickStockExecute
    :return:
    """
    stock_pickers = [{
        'class': AbuPickRegressAngMinMax,
        'threshold_ang_min': 0.0,
        'threshold_ang_max': 10.0,
        'reversed': False
    }]

    choice_symbols = [
        '601398', '601988', '601939', '603993', '600999', '300059', '600900',
        '601328', '601288', '600887', '600029', '000002'
    ]
    benchmark = AbuBenchmark()
    capital = AbuCapital(1000000, benchmark)
    kl_pd_manager = AbuKLManager(benchmark, capital)

    print(
        'ABuPickStockExecute.do_pick_stock_work:\n',
        ABuPickStockExecute.do_pick_stock_work(choice_symbols, benchmark,
                                               capital, stock_pickers))

    kl_pd_sfun = kl_pd_manager.get_pick_stock_kl_pd('601398')
    print('sfun 选股周期内角度={}'.format(
        round(ABuRegUtil.calc_regress_deg(kl_pd_sfun.close), 3)))
예제 #5
0
파일: c7.py 프로젝트: 3774257/abu
def sample_711():
    """
    7.1.1 趋势跟踪和均值回复的周期重叠性
    :return:
    """

    sns.set_context(rc={'figure.figsize': (14, 7)})
    sns.regplot(x=np.arange(0, kl_pd.shape[0]), y=kl_pd.close.values, marker='+')
    plt.show()

    from abupy import ABuRegUtil
    deg = ABuRegUtil.calc_regress_deg(kl_pd.close.values)
    plt.show()
    print('趋势角度:' + str(deg))

    start = 0
    # 前1/4的数据
    end = int(kl_pd.shape[0] / 4)
    # 将x也使用arange切割
    x = np.arange(start, end)
    # y根据start,end进行切片
    y = kl_pd.close.values[start:end]
    sns.regplot(x=x, y=y, marker='+')
    plt.show()

    start = int(kl_pd.shape[0] / 4)
    # 向前推1/4单位个时间
    end = start + int(kl_pd.shape[0] / 4)
    sns.regplot(x=np.arange(start, end), y=kl_pd.close.values[start:end],
                marker='+')
    plt.show()
 def fit_pick(self, kl_pd, target_symbol):
     """开始根据自定义拟合角度边际参数进行选股"""
     # 计算走势角度
     ang = ABuRegUtil.calc_regress_deg(kl_pd.close, show=False)
     # 根据参数进行角度条件判断
     if self.threshold_ang_min < ang < self.threshold_ang_max:
         return True
     return False
예제 #7
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def trendSingle(stock):
    """
    calculate the trend of given data length, if you need latest month then you can pass like pdDataFrame[-20:-1]
    """
    from abupy import ABuRegUtil
    return stock, ABuRegUtil.calc_regress_deg(
        alldata[alldata.code == stock].reset_index(drop=True).close.values,
        show=False)
예제 #8
0
파일: p1.py 프로젝트: fuimaz/abu
def sample_12():
    from abupy import ABuRegUtil

    # kl_pd = ABuSymbolPd.make_kl_df('601398', start='2015-03-01', end='2015-04-01', parallel=False, n_folds=1)
    kl_pd = ABuSymbolPd.make_kl_df('601398',
                                   start='2011-03-01',
                                   parallel=False,
                                   n_folds=1)
    deg = ABuRegUtil.calc_regress_deg(kl_pd.close.values, show=False)
    print('趋势角度:' + str(deg))
    pd = calc_wave_std(kl_pd, show=False)

    print(pd)
    print(pd.high)
    print(pd.low)
    print(pd.close)
예제 #9
0
파일: c8.py 프로젝트: 3774257/abu
def sample_821_2():
    """
    8.2.1_2 ABuPickStockExecute
    :return:
    """
    stock_pickers = [{'class': AbuPickRegressAngMinMax,
                      'threshold_ang_min': 0.0, 'threshold_ang_max': 10.0,
                      'reversed': False}]

    choice_symbols = ['usNOAH', 'usSFUN', 'usBIDU', 'usAAPL', 'usGOOG',
                      'usTSLA', 'usWUBA', 'usVIPS']
    benchmark = AbuBenchmark()
    capital = AbuCapital(1000000, benchmark)
    kl_pd_manager = AbuKLManager(benchmark, capital)

    print('ABuPickStockExecute.do_pick_stock_work:\n', ABuPickStockExecute.do_pick_stock_work(choice_symbols, benchmark,
                                                                                              capital, stock_pickers))

    kl_pd_sfun = kl_pd_manager.get_pick_stock_kl_pd('usSFUN')
    print('sfun 选股周期内角度={}'.format(round(ABuRegUtil.calc_regress_deg(kl_pd_sfun.close), 3)))
예제 #10
0
파일: job.py 프로젝트: mildone/ecap
def calAngle(df):
    """
    trend angle based on provided dataframe
    """
    return ABuRegUtil.calc_regress_deg(df.close.values,show=False)
예제 #11
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    # 开始执行
    benchmark = AbuBenchmark()
    capital = AbuCapital(1000000, benchmark)
    kl_pd_manager = AbuKLManager(benchmark, capital)
    stock_pick = AbuPickStockWorker(capital,
                                    benchmark,
                                    kl_pd_manager,
                                    choice_symbols=choice_symbols,
                                    stock_pickers=stock_pickers)
    stock_pick.fit()

    print(stock_pick.choice_symbols)

    # 绘图
    kl_pd_SFUN = kl_pd_manager.get_pick_stock_kl_pd('usNOAH')
    deg = ABuRegUtil.calc_regress_deg(kl_pd_SFUN.close)
    print(deg)

    # 上面使用worker的操作太麻烦,下面可以直接使用executer
    stock_pickers = [{
        'class': AbuPickRegressAngMinMax,
        'threshold_ang_min': 0.0,
        'threshold_ang_max': 10.0,
        'reversed': False
    }]
    result = ABuPickStockExecute.do_pick_stock_work(choice_symbols, benchmark,
                                                    capital, stock_pickers)
    print(result)
    '''
        2)
        同样,上面是采用了一种选股因子,那么,当我采用多种选股因子时会怎样呢?
예제 #12
0
파일: ln5.py 프로젝트: momantang/cobrass
from abupy import ABuRegUtil,EMarketTargetType

abupy.env.enable_example_env_ipython()
abupy.env.g_market_target = EMarketTargetType.E_MARKET_TARGET_CN

# 选股条件threshold_ang_min=0.0, 即要求股票走势为向上上升趋势
stock_pickers = [{'class': AbuPickRegressAngMinMax,
                  'threshold_ang_min': 0.0, 'reversed': False}]

# 从这几个股票里进行选股,只是为了演示方便
# 一般的选股都会是数量比较多的情况比如全市场股票
choice_symbols = ['usNOAH', 'usSFUN', 'usBIDU', 'usAAPL', 'usGOOG',
                  'usTSLA', 'usWUBA', 'usVIPS']

benchmark = AbuBenchmark()
capital = AbuCapital(1000000, benchmark)
kl_pd_manger = AbuKLManager(benchmark, capital)
stock_pick = AbuPickStockWorker(capital, benchmark, kl_pd_manger,
                                choice_symbols=choice_symbols,
                                stock_pickers=stock_pickers)
stock_pick.fit()
# 打印最后的选股结果
print(stock_pick.choice_symbols)

# 从kl_pd_manger缓存中获取选股走势数据,
# 注意get_pick_stock_kl_pd()为选股数据,get_pick_time_kl_pd()为择时
kl_pd_noah = kl_pd_manger.get_pick_stock_kl_pd('usNOAH')
# 绘制并计算角度
deg = ABuRegUtil.calc_regress_deg(kl_pd_noah.close)
print('noah 选股周期内角度={}'.format(round(deg, 3)))
예제 #13
0
  from abupy import AbuPickStockWorker;
  stock_pick = AbuPickStockWorker(capital, benchmark, kl_pd_manager, choice_symbols = list(symbols.keys()), stock_pickers = stock_pickers);
  stock_pick.fit();
  print('candidates:', list(symbols.keys()));
  print('picked:', stock_pick.choice_symbols);
  '''
    # simple way
    from abupy import ABuPickStockExecute
    from abupy import ABuRegUtil
    picked_stocks = ABuPickStockExecute.do_pick_stock_work(
        list(symbols.keys()), benchmark, capital, stock_pickers)
    print('candidates:', list(symbols.keys()))
    for stock in picked_stocks:
        kl = kl_pd_manager.get_pick_stock_kl_pd(stock)
        print('stock name: ' + stock + ' degree: {}'.format(
            round(ABuRegUtil.calc_regress_deg(kl.close), 3)))
    # 2) pick stocks with multiple processes
    from abupy import AbuPickStockMaster
    picked_stocks = AbuPickStockMaster.do_pick_stock_with_process(
        capital, benchmark, stock_pickers, list(symbols.keys()))
    print(picked_stocks)
    # 3) pick stocks with multiple processes and threads
    picked_stocks = AbuPickStockMaster.do_pick_stock_with_process_mix_thread(
        capital,
        benchmark,
        stock_pickers,
        list(symbols.keys()),
        n_process=8,
        n_thread=3)
    print(picked_stocks)
예제 #14
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industry_data = industry_data[~industry_data.name.str.contains('ST')]
industry_data2 = industry_data['code'][industry_data.c_name == '公路桥梁']  #过滤
# industry_data2 = industry_data['code']
choice_symbols2 = industry_data2.values
choice_symbols = choice_symbols2

# choice_symbols = ['000895']

benchmark = AbuBenchmark(n_folds=1, start=None, end=None)
kl_pd = benchmark.kl_pd

pd_len = kl_pd.shape[0]
kl_pd = kl_pd[kl_pd.key > pd_len - 16][kl_pd.key < pd_len - 11]

plt.plot(kl_pd.index, kl_pd.close)
plt.show()

ang = ABuRegUtil.calc_regress_deg(kl_pd.close, show=True)
print('test OK')
# factor_dict = {'class': AbuPickRegressAngMinMax,
#                        'xd': self.xd.value,
#                        'reversed': self.reversed.value,
#                        'threshold_ang_min': ang_min,
#                        'threshold_ang_max': ang_max}
#
# factor_desc_key = u'角度选股最大:{}最小:{},周期:{},反转:{}'.format(
#     ang_max, ang_min, self.xd.value, self.reversed.value)

# abu_result_tuple,kl_pd_manager = abu.run_loop_back(read_cash,buy_factors,sell_factors,stock_pickers,choice_symbols=choice_symbols,n_folds = 1)
# store_abu_result_out_put(abu_result_tuple)