def start_5(self, codes, n):
time0 = time.time()
self.Rice = interface_Rice()
self.Record = stock_orderForm()
Base = stock_baseInfo()
self.dict = Base.getDict(isBound=0)
#l = [str(c) for c in self.Rice.getValidDate1(start='1999-01-01', end=public.getDate())]
#self.validDates= pd.Series(l,name='date')
#print(self.validDates)
dfs = self.Rice.get_financials(codes, years=20)
for c in codes:
if c not in dfs.keys(): continue
self.uid = '%s_stock5' % (c)
df = dfs[c]
df = df.iloc[::-1]
df.loc[:, 'code'] = c
#df['code'] = c
df['date'] = df['announce_date'].apply(lambda x: public.parseTime(
str(x), format='%Y%m%d', style='%Y-%m-%d')
if not np.isnan(x) else '')
df['powm'] = df['adjusted_return_on_equity_diluted'].apply(
lambda x: 1 if x >= self.incomeRatioLine else 0)
df['sum'] = ta.SUM(df['powm'], timeperiod=5)
if self.keyCode == c:
print(df)
self.saveStage(df)
print(n, 'finished time:', time.time() - time0)
def pool(self, Func=None):
pool = Pool(processes=5)
#self.empty()
Base = stock_baseInfo()
lists = Base.getCodes(isBound=0)
self.dict = Base.getDict(isBound=0)
self.Rice = interface_Rice()
df = []
for k in range(0, len(lists), self.pageCount):
codes = lists[k:k + self.pageCount]
docs = self.start(codes, int(k / self.pageCount + 1))
df += docs
#break
try:
#pool.apply_async(self.start, (codes, int(k/self.pageCount+1)))
pass
except Exception as e:
print(e)
continue
if len(docs) > 0:
df0 = pd.DataFrame(docs, columns=self.columns)
df0 = df0.sort_values(['code', 'date'], ascending=[True, False])
file = self.Rice.basePath + 'stock_finacial_pre.csv'
print('---------------------------- to_cvs', file, df0.columns)
df0.to_csv(file, index=0)
pool.close()
pool.join()
def subFilter(self, codes, k):
Rice = interface_Rice()
Base = stock_baseInfo()
period = 180
line = 0.35
res = Rice.kline(codes,
period=self.period,
start=self.startDate,
end=self.endDate,
pre=90)
codeList = []
for code in codes:
df = res[code]
# 计算跌幅和回跌幅度
close = df['close']
mx = close[-period:].max()
mi = close[-period:].min()
miw = ta.MININDEX(close, timeperiod=period).values[-1]
mid = close[miw:].max()
# 超过M5
ma5 = ta.MA(close, timeperiod=5)
last = close.values[-1]
opt1 = (mx - mi) / mx > line and (mid - mi) / (mx - mi) < 0.372
opt2 = (last > ma5.values[-1] or last > ma5.values[-2])
if opt1 and opt2:
codeList.append(code)
#print(code, (mx-mi)/mx, (mid-mi)/(mx-mi))
print(k, len(codeList))
Base.updateBound(codeList)
def pool_5(self, Func=None):
pool = Pool(processes=5)
Base = stock_baseInfo()
lists = Base.getCodes(isBound=0)
Record = stock_orderForm()
print('total', len(lists))
if self.isEmptyUse:
Record.empty()
if Func is None:
Func = self.start_5
for k in range(0, len(lists), self.pageCount):
codes = lists[k:k + self.pageCount]
#if self.keyCode not in codes: continue
#print(codes)
#Func(codes, int(k/self.pageCount+1))
#break
try:
pool.apply_async(Func, (codes, int(k / self.pageCount + 1)))
pass
except Exception as e:
print(e)
continue
pool.close()
pool.join()
def control(self):
Rice = interface_Rice()
Rice.TimeArea = self.TimeArea
Base = stock_baseInfo()
#lists = Base.getCodes(isBound=1)
#print(lists[0], len(lists))
lists = self.csvList
logger.info(('model_stock_pop scan list:', len(lists)))
tt0 = int(time.time()) // 3
while True:
# 满足时间
valid = Rice.isValidTime()
tt, rr = int(time.time()) // 3 , int(time.time()) % 3
if valid[0] and tt0 != tt and rr==0 :
self.pool(lists)
#print(time.time())
tt0 = tt
# 非交易日和收盘则结束
elif not valid[1]:
break
time.sleep(self.timeInterval)
def pool(self):
pool = Pool(processes=5)
# T+0历史记录
T0 = stock_record_t0()
lists = T0.getCodes()
self.uniformEmpty()
# base信息
BI = stock_baseInfo()
time0 = time.time()
indList = []
for code in lists:
# 查询行业代码及所有成员股
ind, codes = BI.getSameIndustry(code)
# 检查行业是否存在
if ind in indList: continue
indList.append(ind)
# 组合遍历
print(ind, codes)
#break
# 遍历
for kline in self.klineTypeList:
#self.start(rs, time0, kline)
try:
pool.apply_async(self.start, (codes, code, time0, kline))
pass
except Exception as e:
print(e)
continue
pool.close()
pool.join()
def pool_filter(self):
time0 = time.time()
Base = stock_baseInfo()
Base.iniBound()
lists = Base.getCodes(isBound=0)
pool = Pool(processes=4)
for k in range(0, len(lists), self.pageCount):
codes = lists[k:k + self.pageCount]
self.subFilter(codes, k)
#pool.apply_async(self.subFilter, (codes, k))
pool.close()
pool.join()
# 添加持仓股票
Base = stock_baseInfo()
Record = stock_orderForm()
pos = Record.getPosition(method=self.methodName, codes=None)
Base.updateBound([pos[c]['code'] for c in pos.keys()])
def int_stockBase(self):
# 更新stockBase
Base = stock_baseInfo()
Base.empty()
df = self.allCodes(type='CS')
df['code'] = df['order_book_id'].apply(lambda x: x[:x.find('.')])
s = self.index_compose('000980.XSHG')
df['is50'] = df['order_book_id'].apply(lambda x: 1 if x in s else 0)
df['isST'] = df['symbol'].apply(lambda x: 1
if x.find('*ST') > -1 else 0)
Base.insertAll(df.to_dict('records'))
def pool_filter(self):
#Rice = interface_Rice()
#Rice.int_stockBase()
Base = stock_baseInfo()
Base.iniBound()
lists = Base.getCodes(isBound=0)
pool = Pool(processes=6)
for k in range(0, len(lists), self.pageCount):
codes = lists[k:k + self.pageCount]
pool.apply_async(self.subFilter, (codes, k))
pool.close()
pool.join()
def pool(self):
pool = Pool(processes=6)
self.empty()
Base = stock_baseInfo()
lists = Base.getCodes(isBound=0)
for k in range(0, len(lists), self.pageCount):
codes = lists[k:k+self.pageCount]
#self.start(codes, int(k/self.pageCount+1))
try:
print(k)
pool.apply_async(self.start, (codes, int(k/self.pageCount+1)))
pass
except Exception as e:
print(e)
continue
pool.close()
pool.join()
def update_stockBase(self):
# 更新stockBase
Base = stock_baseInfo()
Rice = interface_Rice()
codes = Base.getAllCodes()
#Base.empty()
df0 = Rice.allCodes(type='CS')
df = df0[~df0['order_book_id'].isin(codes)]
#print(df)
df['code'] = df['order_book_id'].apply(lambda x: x[:x.find('.')])
s = Rice.index_compose('000980.XSHG')
df['is50'] = df['order_book_id'].apply(lambda x: 1 if x in s else 0)
df['isST'] = df['symbol'].apply(lambda x: 1
if x.find('*ST') > -1 else 0)
print(len(df))
Base.insertAll(df.to_dict('records'))
def subFilter(self, codes, k):
print("stock filter subprocess start:", k / self.pageCount)
Rice = interface_Rice()
Base = stock_baseInfo()
startDate = public.getDatetime(diff=-200)
res = Rice.kline(codes, period=self.period, start=startDate, pre=90)
period = 180
line1 = 0.5
codeList = []
for code in codes:
df = res[code]
# 计算跌幅和回跌幅度
close = df['close']
mx0 = ta.MAX(close, timeperiod=60).values[-1]
last = close.values[-1]
opt0 = (mx0 - last) / mx0 > 0.2
mx = close[-period:].max()
mi = close[-period:].min()
miw = ta.MININDEX(close, timeperiod=period).values[-1]
mid = close[miw:].max()
# 超过M5
ma5 = ta.MA(close, timeperiod=5)
opt1 = (mx - mi) / mx > line1 and (mid - mi) / (
mx - mi) < 0.30 and (mx0 - last) / mx0 > 0.12
opt2 = (last > ma5.values[-1] or last > ma5.values[-2])
if (opt0) or (opt1 and opt2):
codeList.append(code)
print(k, len(codes), len(codeList))
Base.updateBound(codeList)
Base.closecur()
