def calAnalyseDataForOneDay(data, analysData):
preData = analysData[-1:]
if preData[0][1] == data[len(data)-1][1]:
return
TR = (max(data[len(data)-1][3]-data[len(data)-1][5], data[len(data)-1][3]-data[len(data)-2][4],
data[len(data)-2][4]-data[len(data)-1][5]))
n = (preData[0][4] * 19 + TR) / 20
m25 = (preData[0][2] * 24 + data[len(data)-1][4]) / 25
m300 = (preData[0][3] * 299 + data[len(data)-1][4]) / 300
dao.add_stock_analyse_data(data[0][0], data[len(data) - 1][1], m25, m300, n)
def calAnalyseDataForSeveralDays(data):
(m25, m300) = calMList(data)
N = calN(data)
i = 21
while i < len(data): # 21, 24, 299
date = data[i][1]
n = N[i-21]
m_25 = None
m_300 = None
if i >= 24:
m_25 = m25[i-24]
if i >= 299:
m_300 = m300[i-299]
dao.add_stock_analyse_data(data[i][0], date, m_25, m_300, n)
i += 1
