def loadAllStockMst() :
fileName = u'StockMst.des'
stockFile = cxFile(fileName)
sep = u'\t'
lines = stockFile.readlines()
print lines[0]
def getDayVariance(code) :
if type(code) != str and type(code) != unicode :
print 'invalid code type', type(code)
return None
#dataPath = u'database\\day\\'
dataPath = u'D:\\user\\clark\\MyWork\\codes\\RapidSnowBall\\database\\day\\'
#dataPath = u'D:\\user\\MyProject_old\\codes\\RapidSnowBall\\database\\day\\'
fileName = dataPath + code + u'.data'
#fileName = u'D:\\user\\MyProject_old\\codes\\RapidSnowBall\\database\\day\\A000020.data'
from cxFile import cxFile
try :
dataFile = cxFile(fileName)
except :
print 'file open failed :', fileName
return None
lines = dataFile.readlines()
if len(lines) == 0 :
print 'no data in %s'%(code)
return None
dataList = []
from common import getFieldDataList
for index in range(1,len(lines)) :
dataList.append(int(getFieldDataList(lines[index])[6]))
result = cal_mean_and_variance(dataList)
print result
return result
def testStockMst_ver_1() :
from cxCybosPlus import gCybosPlusClassDic
stockMst = gCybosPlusClassDic['cxCpStockMst']
stockMst.SetInputValue(0, u'A000660')
stockMst.BlockRequest()
option = 1
if option == 1 :
headerValueIndexList = [u'0',u'1',u'2',u'3',4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,
19,20,21,22,23,24,25,26,27,28,u'31',32,33,34,u'35',36,37,38,39,
40,42,43,44,45,46,47,48,49,50,51,52,53,54,55,56,57,58,59,
60,61,62,63,64,65,66,67,68,69,70]
for headerValueIndex in headerValueIndexList :
print headerValueIndex, stockMst.GetHeaderValue(headerValueIndex)
else :
from cxFile import cxFile
from common import UNI
resultFile = cxFile()
for headerValueIndex in stockMst.headerIndexDic.keys() :
name = stockMst.headerIndexDic[headerValueIndex][1]
value = stockMst.GetHeaderValue(headerValueIndex)
#print UNI(name) + u' ' + UNI(value)
#print name, stockMst.GetHeaderValue(headerValueIndex)
resultFile.write(UNI(name)+u' : '+UNI(value) + u'\n')
resultFile.close()
del stockMst
def testGetFieldDataList() :
from cxFile import cxFile
fileName = u'database\day\A000020.data'
dataFile = cxFile(fileName)
dataLines = dataFile.readlines()
fieldDataList = getFieldDataList(dataLines[1])
print fieldDataList
dataFile.close()
def test_cpBlockRequest() :
from cxFile import cxFile
resultFile = cxFile()
paramList = [
[ 0, 'A000660'],
]
testBlockRequest( 'cxCpStockMst', paramList, 1, 1, 1, 0, resultFile, sys.stderr )
resultFile.close()
def test() :
from cxFile import cxFile
resultFile = cxFile()
stock = cxStock('A153360','오진원','KR71521304506')
resultFile.write(stock.dump())
resultFile.write(u'\n')
resultFile.close()
del stock
def test_01():
from cxFile import cxFile
resultFile = cxFile()
stockMgr = cxStockMgr()
if stockMgr.update() > 0:
resultFile.write(stockMgr.dump())
#for result in stockMgr.searchStockCode( u'삼성' ) :
# print result[0], result[1]
resultFile.close()
del stockMgr
def test_01() :
from cxFile import cxFile
resultFile = cxFile()
stockMgr = cxStockMgr()
if stockMgr.update() > 0 :
resultFile.write(stockMgr.dump())
#for result in stockMgr.searchStockCode( u'삼성' ) :
# print result[0], result[1]
resultFile.close()
del stockMgr
def getAllStockMst() :
import time
from cxCybosPlus import constants
from cxCybosPlus import gCybosPlusClassDic
from cxStockMgr import stockMgr
cpCybos = gCybosPlusClassDic['cxCpCybos']
stockMst = gCybosPlusClassDic['cxCpStockMst']
stockList = stockMgr.getStockList()
sep = u'\t'
newLine = u'\n'
fileName = u'StockMst.des'
if common.checkFileExist(fileName) == True :
os.remove(fileName)
stockMstFile = cxFile(fileName)
strLine = u''
for key in stockMst.headerIndexDic.keys() :
strLine += stockMst.headerIndexDic[key][1] + sep
strLine += newLine
print strLine
stockMstFile.write(strLine)
#stockList = [[u'A000660',u'SK하이닉스']]
for stockItem in stockList :
print stockItem[0]
stockMst.SetInputValue(u'0',stockItem[0])
stockMst.BlockRequest()
result = stockMst.getResult()
print 'getResult (',result[0],')'
if result[0] != 0 :
print stockItem[0], ': BlockRequest is failed (%d).'%(result[0])
continue
strLine = u''
for key in stockMst.headerIndexDic.keys() :
strLine += unicode(result[5][0][key][2]) + sep
strLine += newLine
print strLine
stockMstFile.write(strLine)
remainCount = cpCybos.GetLimitRemainCount(constants.LT_NONTRADE_REQUEST)
remainTime = cpCybos.LimitRequestRemainTime()
print remainCount, remainTime
if remainCount <= 0 :
time.sleep((remainTime/1000)+1)
stockMstFile.close()
def testStockMst_ver_2() :
from common import testBlockRequest
from cxFile import cxFile
stockCode = u'A000660'
paramList = [ [ 0, stockCode ], ]
option = 1
if option == 1 :
print testBlockRequest('cxCpStockMst', paramList, 1, 1, 0, 0)
else :
resultFile = cxFile()
testBlockRequest( 'cxCpStockMst', paramList, 1, 1, 0, 0,resultFile )
resultFile.close()
def test_cpBlockRequest():
from cxFile import cxFile
resultFile = cxFile()
paramList = [
[0, 'A000660'],
]
testBlockRequest('cxCpStockMst', paramList, 1, 1, 1, 0, resultFile,
sys.stderr)
resultFile.close()
def test_cxStockChart():
from cxCybosPlus import getCybosPlusClassDic
from cxLog import cxLog
from cxFile import cxFile
log = cxLog()
resultFile = cxFile()
cpClsDic = getCybosPlusClassDic()
className = 'cxStockChart'
fieldList = [ 0, 1, 2, 3, 4, 5, 6, 8, 9, 10, 11, 12, 13, \
14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, \
25, 26, 37 ]
paramList = [
[0, u'A000660'], # 하이닉스
[1, ord('1')],
[2, 20121010],
[3, 19920901],
[4, len(fieldList)],
[5] + fieldList,
[6, ord('D')],
[10, ord('3')]
]
resultList = templateBlockRequest(cpClsDic[className],
paramList,
errLog=log)
bFirst = 1
for results in resultList:
resultFile.write(
getResultStringLandscape(
results,
statusOption=0,
headerValue=0, #len(results[5]),
dataValue=1, #len(results[6]),
titleOption=bFirst))
bFirst = 0
#resultFile.write( getHeaderResultString(results[5], 1 ) )
#resultFile.write( '\n' )
#resultFile.write( getDataResultString(results[6], 1 ) )
log.close()
resultFile.close()
del cpClsDic
def install(self) :
import time
from cxCybosPlus import constants
cpCybos = self.cpClsDic['cxCpCybos']
self.updateFailedStockList = []
stockList = stockMgr.getStockList()
updateFailedStockCodeListFileName = self.basePath + u'updateFailedStockCodeList.txt'
updateFailedStockCodeListFile = cxFile(updateFailedStockCodeListFileName)
for chartType in self.chartType.keys() :
#{
for code, name, fullcode in stockList :
#{
print chartType, code, name,
resultList = self.update(chartType,code)
if resultList.result != u'ok' :
#{
failedString = common.UNI(code) + u' ' + \
common.UNI(name) + u' ' + \
common.UNI(chartType) + u' ' + \
common.UNI(resultList.result) + u'\n'
print failedString
updateFailedStockCodeListFile.write(failedString)
self.updateFailedStockList.append([ chartType, code, name ])
#}
remainCount = cpCybos.GetLimitRemainCount(constants.LT_NONTRADE_REQUEST)
remainTime = cpCybos.LimitRequestRemainTime()
print '\tremainCount : %d, remainTime : %d'%(remainCount, remainTime)
if remainCount <= 0 :
#{
print '\ttime.sleep for %d msec. [%d sec.]'%(remainTime, (remainTime/1000)+1 )
time.sleep((remainTime/1000) + 1)
#}
#}
#}
updateFailedStockCodeListFile.close()
if len(self.updateFailedStockList) > 0 :
#{
print 'update failed stock list'
for chartType, code, name in self.updateFailedStockList :
print chartType, code, name
#}
return True
def test_cxStockChart() :
from cxCybosPlus import gCybosPlusClassDic
from cxLog import cxLog
from cxFile import cxFile
log = cxLog()
resultFile = cxFile()
className = 'cxStockChart'
cpClsDic = gCybosPlusClassDic[className]
fieldList = [ 0, 1, 2, 3, 4, 5, 6, 8, 9, 10, 11, 12, 13, \
14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, \
25, 26, 37 ]
paramList = [
[ 0, u'A000660' ], # 하이닉스
[ 1, ord('1') ],
[ 2, 20121010 ],
[ 3, 19920901 ],
[ 4, len(fieldList) ],
[ 5 ] + fieldList,
[ 6, ord('D') ],
[ 10, ord('3') ]
]
resultList = templateBlockRequest( cpClsDic[className], paramList, errLog = log )
bFirst = 1
for results in resultList :
resultFile.write( getResultStringLandscape( results,
statusOption = 0,
headerValue = 0, #len(results[5]),
dataValue = 1, #len(results[6]),
titleOption = bFirst ) )
bFirst = 0
#resultFile.write( getHeaderResultString(results[5], 1 ) )
#resultFile.write( '\n' )
#resultFile.write( getDataResultString(results[6], 1 ) )
log.close()
resultFile.close()
del cpClsDic
def loadLogData(self, stockCode, chartType ) :
try :
ct = self.chartTypeDic[chartType]
except KeyError :
print 'ERROR: cxEmulator.loadLogData : param chartType : "%s" is not valid.\n'%\
(chartType)
return None
cpStockCode = self.cpClsDic['cxCpStockCode']
stockName = cpStockCode.CodeToName(stockCode)
#print '"%s"'%(stockName)
if stockName == u'' :
print 'Can not find stock name for stock code "%s".'%(stockCode)
return
path = 'log\\%s\\'%(chartType.lower())
fileName = u'%s%s_%s.log'%(path,stockCode,stockName)
print fileName
if checkFileExist(fileName) == False : return None
dataFile = cxFile(fileName)
tmpList = []
dataList = []
i = 0
for lines in dataFile.readlines() :
if i < 5 :
i += 1
continue
tmpList = []
for item in lines[:-1].split() :
tmpList.append(item)
dataList.append(tmpList)
dataFile.close()
del dataFile
#print 'len of dataList', len(dataList)
#print dataList[0]
#print dataList[len(dataList)-1]
return dataList
def saveLogDataToFile(self, fileName=u"stockDayData.txt", condition=19910100):
if (self.data == None) or (len(self.data) == 0):
return False
try:
dataFile = cxFile(fileName)
except BaseException as e:
print e
return False
for stockCode, dayLog in self.data:
dataFile.write("%s\n" % stockCode)
for date, highPrice, lowPrice, currentPrice, tradingVolumn, tradingCost in dayLog:
if date >= condition:
dataFile.write(
"\t%d %d %d %d %d %d\n" % (date, highPrice, lowPrice, currentPrice, tradingVolumn, tradingCost)
)
dataFile.close()
return True
def update(self, argChartType, argStockCode, argClear=False, argFileName=u'') :
# filtering chart type
chartType = self.getChartType(argChartType)
if chartType.result != u'ok' :
#{
return cxReturnValue(chartType.value, chartType.result)
#}
# filtering file name or set default file name
fileName = u''
if argFileName == u'' : # if there aren't specific file name
#{
dataFileName = self.getFileName(chartType.value, argStockCode)
if dataFileName.result != u'ok' :
#{
return cxReturnValue(dataFileName.value, dataFileName.result)
#}
fileName = dataFileName.value
#}
else : # specific file name are given.
#{
fileName = argFileName
#}
# filtering argClear
if chartType.value == u'M' or chartType.value == u'W':
argClear = True
dataFile = cxFile(fileName)
if argClear == True : # delete file and update file
if dataFile.isExist() == True :
dataFile.delete()
dataFile = cxFile(fileName)
# call updateDataList
import time
if dataFile.isEmpty() == False : # not empty
# get last date time info from file
lastDate = 19900101
lastLine = dataFile.getLastLine()
#####print u"'"+lastLine+u"'"
#####print lastLine.split()
if lastLine != None and lastLine != u'' :
parsedDate = lastLine.split()[0]
if parsedDate.isdigit() == True :
lastDate = common.getOneDayPlus(int(parsedDate))
# request data from last date time to today.
today = int(time.strftime('%Y%m%d'))
todayTime = int(time.strftime('%H%M%S'))
if (today > lastDate) or (today == lastDate and todayTime > 153000) :
#오후 3시까지가 장 시간이지만,
#데이타 정리가 될 때까지 기다리는 시간을 감안하여
#오후 3시 30분까지 기다렸다가 update하려 함.
requestArg = [lastDate, today]
print '(',lastDate,'-',today,')',
result = self.updateDataList( chartType.value,
u'period',
requestArg,
0,
self.fieldDic.keys(),
argStockCode )
else :
result = cxReturnValue(None, u'invalid period (%d-%d)'%(lastDate,today))
bFirstWrite = False
else : # empty file means new file
# update all. (from 1900 ~ )
reqType = u'period'
requestArg = [19900101,int(time.strftime('%Y%m%d'))]
if chartType.value == u'M' or chartType.value == u'W' : # month
reqType = u'count'
requestArg = 2048
print requestArg,
result = self.updateDataList( chartType.value,
reqType,
requestArg,
0,
self.fieldDic.keys(),
argStockCode )
bFirstWrite = True
# writing result to file
if result.result != u'ok' :
dataFile.close()
del dataFile
return cxReturnValue(result.value, result.result)
else :
fieldNameList = []
lineList = []
bFirst = True
for resultList in result.value :
#print common.getResultStringPortrait( resultList, 1, 1, 1, 1 )
for itemDic in resultList[6] :
valueList = []
for key in itemDic.keys() :
if bFirst == True :
fieldNameList.append(itemDic[key][1])
valueList.append(itemDic[key][2])
lineList.append(valueList)
if bFirst == True :
bFirst = False
if len(lineList) == 0 :
dataFile.close()
del dataFile
return cxReturnValue(None,u'no data')
print len(lineList),
if bFirstWrite == True :
for fieldName in fieldNameList :
dataFile.write(common.UNI(fieldName)+u' ')
dataFile.write(u'\n')
bFirstWrite = False
for i in range(len(lineList)-1,-1,-1) :
for value in lineList[i] :
dataFile.write(common.UNI(value) + u' ')
dataFile.write(u'\n')
# write results to file with reverse order.
dataFile.close()
del dataFile
return cxReturnValue(fileName)
def updateData(self,
argStockCode,
argChartType,
argFileName = u'') :
import common
import os
cpStockCode = self.cpClsDic['cxCpStockCode']
stockName = cpStockCode.CodeToName(argStockCode)
if stockName == u'' :
return E_FIND_STOCK_NAME
chartType = self.getChartTypeParam(argChartType)
if chartType == u'' :
return E_FIND_CHART_TYPE
if argFileName == u'' :
path = u'log\\%s\\'%(chartType.lower())
if os.path.exists(path) == False :
os.makedirs(path)
fileName = u'%s%s_%s.log' %\
( path,
argStockCode,
stockName )
else :
fileName = argFileName
if common.checkFileExist(fileName) == True :
os.remove(fileName)
#return W_FILE_EXIST
fieldList = [
0, # 날짜
1, # 시간
3, # 고가
4, # 저가
5, # 종가
8, # 거래량
9, # 거래대금
] # refer to CybosPlus manual
paramList = [
[ 0, argStockCode ],
[ 1, ord(u'1') ], # 기간요청
[ 3, 19500101 ], # 1950.01.01 ~
# [ 3, 20121124 ], # 1950.01.01 ~
[ 4, len(fieldList) ],
[5] + fieldList , # Field List
[ 6, ord(chartType) ], # Chart Type
[ 9, ord(u'1') ], # 수정주가
[ 10, ord(u'3') ], # 시간외 거래량 모두 제외
]
stockChart = self.cpClsDic[u'cxStockChart']
resultList = common.templateBlockRequest( stockChart,
paramList )
if resultList == None :
return E_BLOCKREQUEST_RESULT_NONE
if len(resultList) == 0 :
return E_BLOCKREQUEST_RESULT_BLANK
#print common.dumpList(resultList)
bFirstLoop = True
dataNum = 0
fieldNameList = []
fileHeader = []
fileData = []
for result in resultList :
#print common.getResultStringLandscape( result,
# statusOption=1,
# headerValue=1,
# dataValue=1,
# titleOption=1 )
dibStatus = common.getResultDibStatus(result)
if dibStatus != 0 :
return E_DIB_STATUS
dataList = common.getResultDataList(result)
for dataDic in dataList :
tempList = []
for key in dataDic.keys() :
tempList.append(dataDic[key][2])
if bFirstLoop == True :
fieldNameList.append(dataDic[key][1])
fileData.append(tempList)
bFirstLoop = False
fileHeader.append(fieldNameList)
#end of 'for result in resultList :'
#print common.dumpList(fieldNameList)
#print common.dumpList(fileData)
"""
[0] : field list
[1] ~ : data
"""
from cxFile import cxFile
dataLogFile = cxFile(fileName)
fieldNameString = u''
for fieldName in fieldNameList :
fieldNameString += fieldName + u' '
fieldNameString += u'\n'
dataLogFile.write(fieldNameString)
#print fieldNameString
for i in range(len(fileData)-1,-1,-1):
itemString = u''
itemList = fileData[i]
for item in itemList :
itemString += common.UNI(item) + u' '
itemString += u'\n'
dataLogFile.write(itemString)
#print itemString
dataLogFile.close()
return 0
def makeLogData(self, stockCode, chartType ) :
cpStockCode = self.cpClsDic['cxCpStockCode']
stockName = cpStockCode.CodeToName(stockCode)
#print '"%s"'%(stockName)
if stockName == u'' :
print 'Can not find stock name for stock code "%s".'%(stockCode)
return False
path = 'log\\%s\\'%(chartType.lower())
fileName = u'%s%s_%s.log'%(path,stockCode,stockName)
if checkFileExist(fileName) == True :
return True
try :
ct = self.chartTypeDic[chartType]
except KeyError :
print 'ERROR: cxStockLogData.makeLogData : param chartType : "%s" is not valid.\n'%\
(chartType)
return False
fieldList = [
0, # 날짜
1, # 시간
3, # 고가
4, # 저가
5, # 종가
8, # 거래량
9, # 거래대금
25, # 주식회전율
]
#if ct == 'T' or ct == 'm' :
# fieldList += [1] # 시간 - hhmm
paramList = [
[ 0, stockCode ],
[ 1, ord(u'1') ], # 기간요청
[ 3, 19500101 ],
[ 4, len(fieldList) ],
[ 5 ] + fieldList,
[ 6, ord(ct) ], # 차트종류
[ 9, ord(u'1') ], # 수정주가
[ 10, ord(u'3') ] # 시간외거래량 모두 제외
]
stockChart = getCybosPlusClassDic()[u'cxStockChart']
resultList = templateBlockRequest( stockChart, paramList )
if resultList == None :
print 'templateBlockRequest("cxStockChart"): result is none.\n'
return False
if len(resultList) == 0 :
print 'templateBlockRequest("cxStockChart") : result length is zero.\n'
return False
bFirst = 1
fieldNum = 0
storeList = []
dataNum = 0
for result in resultList :
if getResultDibStatus(result) != 0 :
break
headerList = result[5]
if len(headerList) == 0 :
print 'header result is empty.'
continue
dataNum += headerList[0][3][2]
print 'dataNum', dataNum, type(dataNum)
if bFirst == 1 :
fieldNum = headerList[0][1][2]
fieldNameList = headerList[0][2][2]
print 'fieldNum', fieldNum, type(fieldNum)
print 'fieldNameList'
for fieldName in fieldNameList :
print fieldName,
print
storeList.insert(3,fieldNum)
storeList.insert(4,fieldNameList)
bFirst = 0
dataList = result[6]
print 'len of dataList', len(dataList)
if len(dataList) == 0 :
print 'failed to make data list for %s'%(stockCode)
self.failedList.append([stockCode,chartType])
return True
#return False
tmpList = []
for dataDic in dataList :
tmpList = []
for fieldType in range( 0, fieldNum ) :
key = stockChart.fieldNameDic[fieldNameList[fieldType]]
tmpList.append( dataDic[key][2] )
storeList.append(tmpList)
storeList.insert(0,dataNum)
storeList.insert(1,storeList[len(storeList)-1][0])
storeList.insert(2,storeList[4][0])
print 'len of storeList',len(storeList)
#print storeList
"""
[0] : dataNum
[1] : start date
[2] : end date
[3] : fieldNum
[4] : field Name List
[5] ~ : data
"""
print fileName
dataFile = cxFile(fileName)
dataFile.write('%s\n'%(storeList[0]))
dataFile.write('%s\n'%(storeList[1]))
dataFile.write('%s\n'%(storeList[2]))
dataFile.write('%s\n'%(storeList[3]))
for fieldName in storeList[4] :
dataFile.write('%s\t'%(fieldName))
dataFile.write('\n')
tmpList = storeList[5:]
tmpList.reverse()
for itemList in tmpList :
for item in itemList :
dataFile.write('%s\t'%(item))
dataFile.write('\n')
dataFile.close()
del dataFile
return True
def test_getStockDayData() :
from cxCybosPlus import cxCpStockCode
from cxFile import cxFile
#stockCode = u'A000660' #하이닉스
#stockCode = u'A005930' #삼성전자
stockCode = u'A005380' #현대자동차
#stockCode = u'A004990' #롯데제과
cpStockCode = cxCpStockCode()
stockName = cpStockCode.CodeToName(stockCode)
chartType = u'D'
fileName = u'%s_%s_%s.log'%(stockCode, stockName, chartType)
refreshLog = 1
if refreshLog == 1 :
resultFile = cxFile(fileName)
fieldList = [
0, # 날짜
3, # 고가
4, # 저가
5, # 종가
8, # 거래량
9, # 거래대금
25, # 주식회전율
]
paramList = [
[ 0, stockCode ],
[ 1, ord(u'1') ],
[ 3, 19920901 ],
[ 4, len(fieldList) ],
[ 5 ] + fieldList,
[ 6, ord(chartType) ],
[ 9, ord(u'1') ], # 수정주가
[ 10, ord(u'3') ]
]
testBlockRequest(u'cxStockChart', paramList, 0, 0, 1, 1, resultFile )
resultFile.close()
resultFile = cxFile(fileName)
lines = resultFile.readlines()
"""
value = lines[1].split(u'\t')
print value
print value[0], value[3]
"""
dataLog = []
for i in range(0, len(lines)) :
if i == 0 : continue
value = lines[i].split(u'\t')
#print value[0],value[3]
dataLog.append( [ value[0], value[3] ] )
resultFile.close()
dataLogLen = len(dataLog)
print dataLogLen
flagBuy = False
earningMoney = 0
resultFile = cxFile()
buyCount = 0
buyedMoney = 0
maxBuyedMoney = 0
for i in range(dataLogLen -1 -20, -1, -1 ) :
currentValue = int(dataLog[i][1])
avr = 0
total = 0
maxValue = 0
minValue = 10000000000
#resultFile.write(u'%d\t'%(i))
resultFile.write(u'%s\t'%(dataLog[i][0]))
for j in range(i+20,i,-1) :
oldValue = int(dataLog[j][1])
#resultFile.write(u'%d(%s,%d),'%(j,dataLog[i][0],oldValue))
total += oldValue
if maxValue < oldValue :
maxValue = oldValue
if minValue > oldValue :
minValue = oldValue
resultFile.write(u' ')
avr = int(total/20)
resultFile.write(u'current:%d,avr:%d,20s min:%d,20s max:%d\n'%( currentValue,
avr,
minValue,
maxValue))
if (currentValue > maxValue) and (flagBuy == False) :
resultFile.write(u'BUY at cv:%d for mv:%d in bm:%d (em:%d, bc:%d)\n'%( currentValue,
maxValue,
buyedMoney,
earningMoney,
buyCount))
flagBuy = True
buyedMoney += currentValue
buyCount += 1
maxBuyedMoney = max(maxBuyedMoney, buyedMoney)
elif flagBuy == True and currentValue < minValue :
earningMoney += (currentValue*buyCount)-buyedMoney
resultFile.write(u'SELL at cv:%d for mv:%d in bm:%d (em:%d, bc:%d)\n'%( currentValue,
minValue,
buyedMoney,
earningMoney,
buyCount))
flagBuy = False
buyCount = 0
buyedMoney = 0
resultFile.write(u'earned Money :%d, max buyed money : %d, (%f)\n'%(earningMoney,
maxBuyedMoney,
float(earningMoney)/float(maxBuyedMoney)*(100.0)))
resultFile.write(u'%s~%s:%d~%d(%d)\n'%( dataLog[dataLogLen-1][0],
dataLog[0][0],
int(dataLog[dataLogLen-1][1]),
int(dataLog[0][1]),
int(int(dataLog[0][1])/int(dataLog[dataLogLen-1][1]))))
print
def testStrategy006(self, dataList ) :
resultFile = cxFile('log\\day\\st06.txt')
dataListLen = len(dataList)
if dataListLen == 0 :
print 'data가 없습니다.'
return
desc = u'현재가가\n20일 고가의 75%에서 사서, 20일 저가의 125%에서 판다.\n'
flagBuy = False
earningMoney = 0
buyCount = 0
buyedMoney = 0
maxBuyedMoney = 0
for i in range( 20, dataListLen ) :
data = dataList[i]
date = data[0]
currentValue = int(data[3])
avr = 0
total = 0
maxValue = 0
minValue = 10000000000
for j in range( i - 20, i ) :
oldValue = int(dataList[j][3])
total += oldValue
if maxValue < oldValue :
maxValue = oldValue
if minValue > oldValue :
minValue = oldValue
avr = int(total/20)
resultFile.write(u'%s:current:%d,avr:%d,20s min:%d,20s max:%d\n'%(date,
currentValue,
avr,
minValue,
maxValue))
buyValue = int(float(maxValue)*0.75)
sellValue = int(float(minValue)*1.25)
if (currentValue > buyValue )and (flagBuy == False ) :
resultFile.write(u'BUY at cv:%d > bv:%d in bm:%d (em:%d, bc:%d)\n' \
%(currentValue,
buyValue,
buyedMoney,
earningMoney,
buyCount))
flagBuy = True
buyedMoney = currentValue
buyCount += 1
maxBuyedMoney = max(maxBuyedMoney, buyedMoney)
elif flagBuy == True and \
( currentValue > sellValue ) :
#(currentValue < sellValue ) :
earningMoney += (currentValue*buyCount)-buyedMoney
resultFile.write(u'SELL at cv:%d < sv:%d in bm:%d (em:%d, bc:%d)\n'%
( currentValue,
sellValue,
buyedMoney,
earningMoney,
buyCount))
flagBuy = False
buyCount = 0
buyedMoney = 0
resultFile.write(u'earned Money :%d, max buyed money : %d, (%f)\n'%(earningMoney,
maxBuyedMoney,
float(earningMoney)/float(maxBuyedMoney)*(100.0)))
resultFile.write(u'%s~%s:%d~%d(%d)\n'%( dataList[0][0],
dataList[dataListLen-1][0],
int(dataList[0][3]),
int(dataList[dataListLen-1][3]),
int(int(dataList[dataListLen-1][3])/int(dataList[0][3]))))
resultFile.write(desc)
resultFile.close()
print
def testStrategy005(self, dataList ) :
resultFile = cxFile('log\\day\\st05.txt')
dataListLen = len(dataList)
if dataListLen == 0 :
print 'data가 없습니다.'
return
desc = u'현재가가\n산 가격의 20% 이상 오를 때 이익실현하고\n산 가격의 5% 이하일 때 청산한다.'
flagBuy = False
earningMoney = 0
buyCount = 0
buyedMoney = 0
maxBuyedMoney = 0
for i in range( 20, dataListLen ) :
data = dataList[i]
date = data[0]
currentValue = int(data[3])
avr = 0
total = 0
maxValue = 0
minValue = 10000000000
for j in range( i - 20, i ) :
oldValue = int(dataList[j][3])
total += oldValue
if maxValue < oldValue :
maxValue = oldValue
if minValue > oldValue :
minValue = oldValue
avr = int(total/20)
resultFile.write(u'%s:current:%d,avr:%d,20s min:%d,20s max:%d\n'%(date,
currentValue,
avr,
minValue,
maxValue))
if (currentValue > maxValue) and (flagBuy == False ) :
resultFile.write(u'BUY at cv:%d for mv:%d in bm:%d (em:%d, bc:%d)\n' \
%(currentValue,
maxValue,
buyedMoney,
earningMoney,
buyCount))
flagBuy = True
buyedMoney = currentValue
buyCount += 1
maxBuyedMoney = max(maxBuyedMoney, buyedMoney)
elif flagBuy == True and \
( currentValue > int(float(buyedMoney)*1.2) ) :
earningMoney += (currentValue*buyCount)-buyedMoney
resultFile.write(u'SELL at cv:%d for av:%d in > bm:%d (em:%d, bc:%d)\n'%
( currentValue,
avr,
int(float(buyedMoney)*1.2),
earningMoney,
buyCount))
flagBuy = False
buyCount = 0
buyedMoney = 0
elif flagBuy == True and \
( currentValue < int(float(buyedMoney)*0.95) ):
earningMoney += (currentValue*buyCount)-buyedMoney
resultFile.write(u'SELL at cv:%d for av:%d in < bm:%d (em:%d, bc:%d)\n'%
( currentValue,
avr,
int(float(buyedMoney)*0.95),
earningMoney,
buyCount))
flagBuy = False
buyCount = 0
buyedMoney = 0
resultFile.write(u'earned Money :%d, max buyed money : %d, (%f)\n'%(earningMoney,
maxBuyedMoney,
float(earningMoney)/float(maxBuyedMoney)*(100.0)))
resultFile.write(u'%s~%s:%d~%d(%d)\n'%( dataList[0][0],
dataList[dataListLen-1][0],
int(dataList[0][3]),
int(dataList[dataListLen-1][3]),
int(int(dataList[dataListLen-1][3])/int(dataList[0][3]))))
resultFile.write(desc)
resultFile.close()
print
def test_getStockDayData() :
from cxCybosPlus import cxCpStockCode
from cxFile import cxFile
#stockCode = u'A000660' #하이닉스
#stockCode = u'A005930' #삼성전자
stockCode = u'A005380' #현대자동차
#stockCode = u'A004990' #롯데제과
cpStockCode = cxCpStockCode()
stockName = cpStockCode.CodeToName(stockCode)
chartType = u'D'
fileName = u'%s_%s_%s.log'%(stockCode, stockName, chartType)
refreshLog = 1
if refreshLog == 1 :
resultFile = cxFile(fileName)
fieldList = [
0, # 날짜
3, # 고가
4, # 저가
5, # 종가
8, # 거래량
9, # 거래대금
25, # 주식회전율
]
paramList = [
[ 0, stockCode ],
[ 1, ord(u'1') ],
[ 3, 19920901 ],
[ 4, len(fieldList) ],
[ 5 ] + fieldList,
[ 6, ord(chartType) ],
[ 9, ord(u'1') ], # 수정주가
[ 10, ord(u'3') ]
]
testBlockRequest(u'cxStockChart', paramList, 0, 0, 1, 1, resultFile )
resultFile.close()
resultFile = cxFile(fileName)
lines = resultFile.readlines()
"""
value = lines[1].split(u'\t')
print value
print value[0], value[3]
"""
dataLog = []
for i in range(0, len(lines)) :
if i == 0 : continue
value = lines[i].split(u'\t')
#print value[0],value[3]
dataLog.append( [ value[0], value[3] ] )
resultFile.close()
dataLogLen = len(dataLog)
print dataLogLen
flagBuy = False
earningMoney = 0
resultFile = cxFile()
buyCount = 0
buyedMoney = 0
maxBuyedMoney = 0
for i in range(dataLogLen -1 -20, -1, -1 ) :
currentValue = int(dataLog[i][1])
avr = 0
total = 0
maxValue = 0
minValue = 10000000000
#resultFile.write(u'%d\t'%(i))
resultFile.write(u'%s\t'%(dataLog[i][0]))
for j in range(i+20,i,-1) :
oldValue = int(dataLog[j][1])
#resultFile.write(u'%d(%s,%d),'%(j,dataLog[i][0],oldValue))
total += oldValue
if maxValue < oldValue :
maxValue = oldValue
if minValue > oldValue :
minValue = oldValue
resultFile.write(u' ')
avr = int(total/20)
resultFile.write(u'current:%d,avr:%d,20s min:%d,20s max:%d\n'%( currentValue,
avr,
minValue,
maxValue))
if (currentValue > maxValue) and (flagBuy == False) :
resultFile.write(u'BUY at cv:%d for mv:%d in bm:%d (em:%d, bc:%d)\n'%( currentValue,
maxValue,
buyedMoney,
earningMoney,
buyCount))
flagBuy = True
buyedMoney += currentValue
buyCount += 1
maxBuyedMoney = max(maxBuyedMoney, buyedMoney)
elif flagBuy == True and currentValue < minValue :
earningMoney += (currentValue*buyCount)-buyedMoney
resultFile.write(u'SELL at cv:%d for mv:%d in bm:%d (em:%d, bc:%d)\n'%( currentValue,
minValue,
buyedMoney,
earningMoney,
buyCount))
flagBuy = False
buyCount = 0
buyedMoney = 0
resultFile.write(u'earned Money :%d, max buyed money : %d, (%f)\n'%(earningMoney,
maxBuyedMoney,
float(earningMoney)/float(maxBuyedMoney)*(100.0)))
resultFile.write(u'%s~%s:%d~%d(%d)\n'%( dataLog[dataLogLen-1][0],
dataLog[0][0],
int(dataLog[dataLogLen-1][1]),
int(dataLog[0][1]),
int(int(dataLog[0][1])/int(dataLog[dataLogLen-1][1]))))
print
def testStrategy001(self, dataList ) :
resultFile = cxFile('log\\day\\st01.txt')
dataListLen = len(dataList)
if dataListLen == 0 :
print 'data가 없습니다.'
return
desc = u'현재가가\n20일 고가보다 높을 때 사고,\n20일 저가보다 낮을 때 판다.\n'
flagBuy = False
earningMoney = 0
buyCount = 0
buyedMoney = 0
maxBuyedMoney = 0
for i in range( 20, dataListLen ) :
data = dataList[i]
date = data[0]
currentValue = int(data[4])
avr = 0
total = 0
maxValue = 0
minValue = 10000000000
for j in range( i - 20, i ) :
oldValue = int(dataList[j][3])
total += oldValue
if maxValue < oldValue :
maxValue = oldValue
if minValue > oldValue :
minValue = oldValue
avr = int(total/20)
resultFile.write(u'%s:current:%d,avr:%d,20s min:%d,20s max:%d\n'%(date,
currentValue,
avr,
minValue,
maxValue))
if (currentValue > maxValue) and (flagBuy == False ) :
resultFile.write(u'BUY at cv:%d for mv:%d in bm:%d (em:%d, bc:%d)\n' \
%(currentValue,
maxValue,
buyedMoney,
earningMoney,
buyCount))
flagBuy = True
buyedMoney += currentValue
buyCount += 1
maxBuyedMoney = max(maxBuyedMoney, buyedMoney)
elif flagBuy == True and currentValue < minValue :
earningMoney += (currentValue*buyCount)-buyedMoney
resultFile.write(u'SELL at cv:%d for mv:%d in bm:%d (em:%d, bc:%d)\n'%( currentValue,
minValue,
buyedMoney,
earningMoney,
buyCount))
flagBuy = False
buyCount = 0
buyedMoney = 0
resultFile.write(u'earned Money :%d, max buyed money : %d, (%f)\n'%(earningMoney,
maxBuyedMoney,
float(earningMoney)/float(maxBuyedMoney)*(100.0)))
resultFile.write(u'%s~%s:%d~%d(%d)\n'%( dataList[0][0],
dataList[dataListLen-1][0],
int(dataList[0][4]),
int(dataList[dataListLen-1][4]),
int(int(dataList[dataListLen-1][4])/int(dataList[0][4]))))
resultFile.write(desc)
resultFile.close()
print
def save_data_of_turtle_trading_per_stock() :
S1_entryCondition = 20
S1_exitCondition = 10
S2_entryCondition = 55
S2_exitCondition = 20
N_condition = 20
stockDayData = cxStockDayData()
print 'start : load stockDayData'
rawDataList = stockDayData.loadLogDataFromFile(fileName = \
u'cxStockDayDataRemovedNotTradingStock.dat')
print 'end : load stockDayData'
if rawDataList == None :
print 'loading stockDayData : failed'
return None
#remove_not_trading_stocks(rawDataList)
turtleDataPerStockFile = cxFile(u'turtleDataPerStockFile.txt')
stockNum = len(rawDataList)
#stockNum = 1
for stockIndex in range(0,stockNum) :
turtleDataPerStockFile.write(u'%s\n'%rawDataList[stockIndex][0])
dayDataList = rawDataList[stockIndex][1]
dayDataLen = len(dayDataList)
for dayIndex in range(0, dayDataLen) :
( currentDate, currentMaxPrice, currentMinPrice,
currentClosingPrice, currentTradingVolumn, currentTradingCost ) = \
dayDataList[dayIndex]
S1_entryPrice = 0
S1_exitPrice = 0
S2_entryPrice = 0
S2_exitPrice = 0
n = 0 # 오늘의 변동성
N = 0.0
if dayIndex >= 1 :
( prevDate, prevMaxPrice, prevMinPrice, prevClosingPrice,
prevTradingVolumn, prevTradingCost ) = dayDataList[dayIndex-1]
n = max( [ fabs( currentMaxPrice - currentMinPrice ),
fabs( currentMaxPrice - prevClosingPrice ),
fabs( prevClosingPrice - currentMinPrice ) ] )
if dayIndex >= S1_entryCondition :
S1_entryPrice = \
max( [ maxPrice
for date, maxPrice, minPrice, closingPrice,
tradingVolumn, tradingCost
in dayDataList[(dayIndex-S1_entryCondition):dayIndex] ] )
if dayIndex >= S1_exitCondition :
S1_exitPrice = \
min( [ minPrice
for date, maxPrice, minPrice, closingPrice,
tradingVolumn, tradingCost
in dayDataList[(dayIndex-S1_exitCondition):dayIndex] ] )
if dayIndex >= S2_entryCondition :
S2_entryPrice = \
max( [ maxPrice
for date, maxPrice, minPrice, closingPrice,
tradingVolumn, tradingCost
in dayDataList[(dayIndex-S2_entryCondition):dayIndex] ] )
if dayIndex >= S2_exitCondition :
S2_exitPrice = \
min( [ minPrice
for date, maxPrice, minPrice, closingPrice,
tradingVolumn, tradingCost
in dayDataList[(dayIndex-S2_exitCondition):dayIndex] ] )
if dayIndex >= ( N_condition + 1 ) :
N = calculate_N( [ [ maxPrice, minPrice, closingPrice ]
for date, maxPrice, minPrice, closingPrice,
tradingVolumn, tradingCost
#in dayDataList[(dayIndex-N_condition-1):dayIndex] ] ,
in dayDataList[(dayIndex-N_condition):dayIndex+1] ] ,
N_condition )
turtleDataPerStockFile.write(u'\t%d %d %d %d %d %d %d %d %d %f\n' \
% ( currentDate, currentMaxPrice, currentMinPrice, currentClosingPrice,
S1_entryPrice, S1_exitPrice, S2_entryPrice, S2_exitPrice, n, N ) )
del rawDataList
turtleDataPerStockFile.close()
def loadSubscribeStockList() :
#import os
subFile = cxFile(u'subStockList.cfg')
subStockList = [stock.rstrip(u'\r\n') for stock in filter(lambda x : x!=u'\r\n',subFile.readlines())]
# os.sep can be used.
return subStockList
def RapidSnowBall() :
reportQueue = Queue()
conclusionQueue = Queue()
resultFile = cxFile()
cpTdUtil = gCybosPlusClassDic['cxCpTdUtil']
result = cpTdUtil.TradeInit()
if result != 0 :
resultString = u'cpTdUtil.init failed'
resultFile.write(resultString)
return
accountList = cpTdUtil.AccountNumber()
goodsList = cpTdUtil.GoodsList(accountList[0],3)
cpConclusion = gCybosPlusClassDic['cxCpConclusion']
cpConclusion.open()
cpConclusion.set_result_queue(conclusionQueue)
cpConclusion.Subscribe()
cpTd0311 = gCybosPlusClassDic['cxCpTd0311']
cpTd0311.open()
cpTd0311.set_result_queue(reportQueue)
# TODO :initial subscribe
subscribeStockList = loadSubscribeStockList()
#if len(subscribeStockList) :
while True :
#if reportQueue.qsize() != 0 :
#resultList = reportQueue.get()
#resultString = getResultStringPortrait(resultList, 1, 1, 1, 1)
#resultFile.write(resultString)
# TODO : if it gets some value changes,
# determines whether buy or sell.
# determines stockCode, amount, unitPrice, tradeCondition,
# tradType also.
# TODO : if it determines to buy, buy it.
# TODO : if it determines to sell, sell it.
#cpTd0311.SetInputValue(0, 1 or 2 ) # 1 : sell, 2 : buy
#cpTd0311.SetInputValue(1, accountList[0])
#cpTd0311.SetInputValue(2, goodsList[0])
#cpTd0311.SetInputValue(3, stockCode) # stockCode
#cpTd0311.SetInputValue(4, amount) # amount
#cpTd0311.SetInputValue(5, unitPrice) # unitPrice
#cpTd0311.SetInputValue(7, tradeCondition) # tradeCondition
#cpTd0311.SetInputValue(8, tradeType) # tradeType
#result = cpTd0311.Request()
#print 'result', result
#print 'GetDibStatus', cpTd0311.GetDibStatus()
#print 'GetDibMsg1', cpTd0311.GetDibMsg1()
#bContinue = cpTd0311.Continue()
#print 'Continue', bContinue
#if bContinue == 1 :
# cpTd0311.Request()
if conclusionQueue.qsize() != 0 :
resultList = conclusionQueue.get()
resultString = getResultStringPortrait(resultList, 1, 1, 1, 1)
print resultString
resultFile.write(resultString)
# TODO : check the loop-end conditions.
# keystroke or some other conditions.
win32gui.PumpWaitingMessages()
#time.sleep(1)
time.sleep(0.01) #0.01 for 10 msec.
resultFile.close()
cpTd0311.close()
cpConclusion.Unsubscribe()
cpConclusion.close()
def loadSubscribeStockList(self) :
subFile = cxFile(u'subStockList.cfg')
self.subStockList = [stock.rstrip(u'\r\n') for stock \
in filter(lambda x : x!=u'\r\n', subFile.readlines())]
def test_turtle_trading_per_stock(fileName = u'turtleDataPerStockFile.txt') :
initTotalAsset = 5000000
totalAsset = initTotalAsset
stockCode = u''
bFirst = True
wishList = cxList()
purchasedList = cxList()
goodsList = cxList()
transactionList = cxList()
resultFile = cxFile()
for line in open(fileName) :
strDataList = line.split()
if len(strDataList) == 1 :
if stockCode != strDataList[0] :
if bFirst == True :
stockCode = strDataList[0]
bFirst = False
else :
# calculating result of turtle trading for stockCode
# clean or reset the data for turtle trading
if purchasedList.has(stockCode) :
sellingList = purchasedList.getListOf(stockCode)
totalPurchasedNum = 0
totalPurchasedPrice = 0
for code, num, price, n_entryPrice, n_exitPrice in sellingList :
totalPurchasedNum += num
totalPurchasedPrice = totalPurchasedNum * closingPrice
totalAsset += totalPurchasedPrice
purchasedList.delete(stockCode,1)
resultFile.write( u'\t%s %s %s %d %d\n'% \
('now','total',stockCode,totalPurchasedPrice,totalAsset))
wishList.delete(stockCode)
goodsList.delete(stockCode)
stockCode = strDataList[0]
totalAsset = initTotalAsset
else :
#print 'purchasedList len', purchasedList.len()
#for item in purchasedList.dataList :
# resultFile.write(u'%s %d %d %f %f\n'%(item[0],item[1],item[2],item[3],item[4]))
# process turtle trading
( date, maxPrice, minPrice, closingPrice, S1_entryPrice, S1_exitPrice,
S2_entryPrice, S2_exitPrice, n, N ) = strDataList
maxPrice = int(maxPrice)
minPrice = int(minPrice)
closingPrice = int(closingPrice)
S1_entryPrice = int(S1_entryPrice)
S1_exitPrice = int(S1_exitPrice)
S2_entryPrice = int(S2_entryPrice)
S2_exitPrice = int(S2_exitPrice)
n = int(n)
N = float(N)
#print stockCode,
#print date,maxPrice,minPrice,closingPrice,
#print S1_entryPrice,S1_exitPrice,S2_entryPrice,S2_exitPrice,n,N
if wishList.has(stockCode) :
entryPrice = wishList.getListOf(stockCode)[0][-2]
condition = wishList.getListOf(stockCode)[0][-1]
# calculate max trading cost
maxTradingCost = 100000 #int(totalAsset * 0.02)
# calculate unit for max risk cost
unit = int(maxTradingCost * 0.02)
# calculate stock num to buy.
if N == 0 :
wishList.delete(stockCode,1)
continue
stockNum = int(unit/N)
# calculate transaction cost.
#purchasedPrice = maxPrice
purchasedPrice = closingPrice
transactionCost = stockNum * purchasedPrice
if transactionCost > maxTradingCost :
stockNum = int(maxTradingCost/purchasedPrice)
transactionCost = stockNum * purchasedPrice
# add transaction info. to transaction list
transactionList.add( [ 'buy', stockCode, stockNum, purchasedPrice,
purchasedPrice + N,
purchasedPrice - 2*N ] )
purchasedList.add( [ stockCode, stockNum, purchasedPrice,
purchasedPrice + N,
purchasedPrice - 2*N ] )
#wishList.pop(stockCode)
wishList.delete(stockCode,1)
totalAsset -= transactionCost
resultFile.write( u'\t%s %s %s %d %s %dx%d=%d, %d, %d, %d\n'% \
(date,'buy ', condition, entryPrice, stockCode,stockNum,purchasedPrice,
transactionCost,unit,maxTradingCost,totalAsset) )
# end of if wishList.has(stockCode)
if goodsList.has(stockCode) :
exitPrice = goodsList.getListOf(stockCode)[0][-2]
condition = goodsList.getListOf(stockCode)[0][-1]
# get stock list from purhcased list
stockList = purchasedList.getListOf( stockCode )
# get total stock num from stock list
totalPurchasedNum = 0
totalPurchasedPrice = 0
for code, num, price, n_entryPrice, n_exitPrice in stockList :
totalPurchasedNum += num
totalPurchasedPrice += num * price
# calculated total earning price by selling
#sellPrice = minPrice
sellPrice = closingPrice
earningPrice = sellPrice * totalPurchasedNum
# add transaction info. to transaction list
transactionList.add( [ 'sell', stockCode, totalPurchasedNum, sellPrice ] )
# delete stock in purchased list
purchasedList.delete(stockCode,1)
goodsList.delete(stockCode,1)
totalAsset += earningPrice
resultFile.write( u'\t%s %s %s %d %s %dx%d=%d, %d, %d\n'% \
(date,'sell',condition,exitPrice,
stockCode,totalPurchasedNum,sellPrice,
earningPrice,earningPrice-totalPurchasedPrice,
totalAsset) )
# end of if goodsList.has(stockCode)
if closingPrice > S1_entryPrice :
wishList.add( [ stockCode, closingPrice, S1_entryPrice, 'S1_entry' ] )
# end of if closingPrice > S1_entryPrice
if closingPrice > S2_entryPrice :
wishList.add( [ stockCode, closingPrice, S2_entryPrice, 'S2_entry' ] )
# end of if closingPrice > S2_entryPrice
if purchasedList.has( stockCode ) :
stockDataList = purchasedList.getListOf( stockCode )
#print purchasedList.has(stockCode)
#print stockDataList[0]
( purchasedStockCode, purchasedStockNum, purchasedStockPrice, \
purchasedN_entryPrice, purchasedN_exitPrice ) = stockDataList[-1]
if closingPrice > purchasedN_entryPrice :
wishList.add( [ stockCode, closingPrice, purchasedN_entryPrice, 'N_entry' ] )
if closingPrice < S1_exitPrice :
goodsList.add( [ stockCode, closingPrice, S1_exitPrice, 'S1_exit' ] )
if closingPrice < S2_exitPrice :
goodsList.add( [ stockCode, closingPrice, S2_exitPrice, 'S2_exit' ] )
if closingPrice < purchasedN_exitPrice :
goodsList.add( [ stockCode, closingPrice, purchasedN_exitPrice, 'N_exit' ] )
# end of if purchasedList.has(stockCode)
# end of for statement
resultFile.close()
def makeLogData(self, stockCode, chartType ) :
cpStockCode = self.cpClsDic['cxCpStockCode']
stockName = cpStockCode.CodeToName(stockCode)
#print '"%s"'%(stockName)
if stockName == u'' :
print 'Can not find stock name for stock code "%s".'%(stockCode)
return False
path = 'log\\%s\\'%(chartType.lower())
fileName = u'%s%s_%s.log'%(path,stockCode,stockName)
if checkFileExist(fileName) == True :
return True
try :
ct = self.chartTypeDic[chartType]
except KeyError :
print 'ERROR: cxEmulator.makeLogData : param chartType : "%s" is not valid.\n'%\
(chartType)
return False
fieldList = [
0, # 날짜
1, # 시간
3, # 고가
4, # 저가
5, # 종가
8, # 거래량
9, # 거래대금
25, # 주식회전율
]
#if ct == 'T' or ct == 'm' :
# fieldList += [1] # 시간 - hhmm
paramList = [
[ 0, stockCode ],
[ 1, ord(u'1') ], # 기간요청
[ 3, 19500101 ],
[ 4, len(fieldList) ],
[ 5 ] + fieldList,
[ 6, ord(ct) ], # 차트종류
[ 9, ord(u'1') ], # 수정주가
[ 10, ord(u'3') ] # 시간외거래량 모두 제외
]
stockChart = getCybosPlusClassDic()[u'cxStockChart']
resultList = templateBlockRequest( stockChart, paramList )
if resultList == None :
print 'templateBlockRequest("cxStockChart"): result is none.\n'
return False
if len(resultList) == 0 :
print 'templateBlockRequest("cxStockChart") : result length is zero.\n'
return False
bFirst = 1
fieldNum = 0
storeList = []
dataNum = 0
for result in resultList :
if getResultDibStatus(result) != 0 :
break
headerList = result[5]
if len(headerList) == 0 :
print 'header result is empty.'
continue
dataNum += headerList[0][3][2]
print 'dataNum', dataNum, type(dataNum)
if bFirst == 1 :
fieldNum = headerList[0][1][2]
fieldNameList = headerList[0][2][2]
print 'fieldNum', fieldNum, type(fieldNum)
print 'fieldNameList'
for fieldName in fieldNameList :
print fieldName,
print
storeList.insert(3,fieldNum)
storeList.insert(4,fieldNameList)
bFirst = 0
dataList = result[6]
print 'len of dataList', len(dataList)
if len(dataList) == 0 :
print 'failed to make data list for %s'%(stockCode)
self.failedList.append([stockCode,chartType])
return True
#return False
tmpList = []
for dataDic in dataList :
tmpList = []
for fieldType in range( 0, fieldNum ) :
key = stockChart.fieldNameDic[fieldNameList[fieldType]]
tmpList.append( dataDic[key][2] )
storeList.append(tmpList)
storeList.insert(0,dataNum)
storeList.insert(1,storeList[len(storeList)-1][0])
storeList.insert(2,storeList[4][0])
print 'len of storeList',len(storeList)
#print storeList
"""
[0] : dataNum
[1] : start date
[2] : end date
[3] : fieldNum
[4] : field Name List
[5] ~ : data
"""
print fileName
dataFile = cxFile(fileName)
dataFile.write('%s\n'%(storeList[0]))
dataFile.write('%s\n'%(storeList[1]))
dataFile.write('%s\n'%(storeList[2]))
dataFile.write('%s\n'%(storeList[3]))
for fieldName in storeList[4] :
dataFile.write('%s\t'%(fieldName))
dataFile.write('\n')
tmpList = storeList[5:]
tmpList.reverse()
for itemList in tmpList :
for item in itemList :
dataFile.write('%s\t'%(item))
dataFile.write('\n')
dataFile.close()
del dataFile
return True
def testCalculateStochaostic() :
from cxFile import cxFile
dataPath = u'database\\day\\'
data1FileName = u'A005930.data' #u'A000660.data' #u'A000020.data'
data2FileName = u'A000660.data' #u'A005930.data' #u'A000060.data'
#print dataPath + data1FileName
#print 'what\'s happened'
data1File = cxFile(dataPath + data1FileName)
data2File = cxFile(dataPath + data2FileName)
data1Lines = data1File.readlines()
data2Lines = data2File.readlines()
print len(data1Lines), len(data2Lines)
#print data1Lines[1]
#print data2Lines[1]
#print data1Lines[0]
srcDic = {}
cmpDic = {}
for i in range(1, len(data1Lines)) :
data1FieldDataList = getFieldDataList(data1Lines[i])
srcDic[data1FieldDataList[0]] = i
for i in range(1, len(data2Lines)) :
data2FieldDataList = getFieldDataList(data2Lines[i])
cmpDic[data2FieldDataList[0]] = i
#print srcDic
#print cmpDic
intersectionKeyList = list(set(srcDic.keys()) & set(cmpDic.keys()))
#print len(intersectionKeyList)
if len(intersectionKeyList) == 0 :
print 'no intersection period'
return
#print intersectionKeyList
intersectionKeyList.sort()
#print intersectionKeyList
srcAcc = 0
cmpAcc = 0
amount = 0
UpUp = 0
UpDown = 0
DownUp = 0
DownDown = 0
for i in range(1, len(intersectionKeyList) ) :
srcDate = intersectionKeyList[i-1]
cmpDate = intersectionKeyList[i]
srcIndex = srcDic[srcDate]
cmpIndex = cmpDic[cmpDate]
srcValue = int(getFieldDataList(data1Lines[srcIndex])[6])
cmpValue = int(getFieldDataList(data2Lines[cmpIndex])[6])
srcAcc += srcValue
cmpAcc += cmpValue
amount += 1
#print srcDate, srcValue, u'|', cmpDate, cmpValue
if srcValue > 0 and cmpValue > 0 :
UpUp += 1
elif srcValue < 0 and cmpValue > 0 :
DownUp += 1
elif srcValue > 0 and cmpValue < 0 :
UpDown += 1
elif srcValue < 0 and cmpValue < 0 :
DownDown += 1
print float(srcAcc)/amount, amount, u'A000660', u'A005930',
print intersectionKeyList[0], u'~', intersectionKeyList[-1]
print u'UpUp', UpUp, float(UpUp)/amount
print u'DownUp', DownUp, float(DownUp)/amount
print u'UpDown', UpDown, float(UpDown)/amount
print u'DownDown', DownDown, float(DownDown)/amount
"""
for date in intersectionKeyList :
srcIndex = srcDic[date]
cmpIndex = cmpDic[date]
srcValue = int(getFieldDataList(data1Lines[srcIndex])[6])
cmpValue = int(getFieldDataList(data2Lines[cmpIndex])[6])
srcAcc += srcValue
cmpAcc += cmpValue
print date, srcValue, cmpValue
print srcAcc, cmpAcc
print intersectionKeyList[0], u'~', intersectionKeyList[-1]
"""
return
#print data1FieldDataList[6] #전일대비
#print data2FieldDataList[6] #전일대비
#for 아이템1 에 대해 (전체 주식아이템 리스트 중)
#해당 아이템1의 파일을 읽는다.
#for 아이템2 에 대해 (아이템1을 제외한 리스트 중)
#해당 아이템2의 파일을 읽는다.
#for yesterdayValue (전날의 전일대비값) in 아이템1 리스트
# todayValue = 아이템2의 오늘의 전일대비값
#if yesterdayValue > 0 and todayValue > 0 :
# 아이템1이 어제 올랐을 때, 아이템2가 오늘 올랐다.
# 정확히는 아이템1이 오늘 올랐을 때, 내일 아이템2가 오를 확률은?의 뜻이다.
# 데이타[아이템1][아이템2][UpUp] += 1
#elif yesterdayValue > 0 and todayValue < 0 :
# 아이템1이 어제 올랐을 때, 아이템2가 오늘 내렸다.
# 정확히는 아이템1이 오늘 올랐을 때, 내일 아이템2가 내릴 확률은?의 뜻이다.
# 데이타[아이템1][아이템2][UpDown] += 1
#elif yesterdayValue < 0 and todayValue > 0 :
# 아이템1이 어제 내렸을 때, 아이템2가 오늘 올랐다.
# 정확히는 아이템1이 오늘 내렸을 때, 내일 아이템2가 오를 확률은?의 뜻이다.
# 데이타[아이템1][아이템2][DownUp] += 1
#elif yesterdayValue < 0 and todayValue > 0 :
# 아이템1이 어제 내렸을 때, 아이템2가 오늘 내렸다.
# 정확히는 아이템1이 오늘 내렸을 때, 내일 아이템2가 내릴 확률은?의 뜻이다.
# 데이타[아이템1][아이템2][DownDown] += 1
#elif => y = 0 and t = 0, y = 0 and t < 0, y = 0 and t > 0,
# => y > 0 and t = 0, y < 0 and t = 0, y = 0 and t = 0.
# 이 부분들이 어떤 의미가 있을까? 생략해도 될 듯...
#전체 카운트 증가.
#아이템2의 파일을 닫는다
#해당
from cxStockMgr import stockMgr
stockList = stockMgr.getStockList()
dataPath = u'database\\day\\'
srcStockFileName = u''
cmpStockFileName = u''
fileType = u'.data'
for srcStockCode, srcStockName, srcStockFullCode in stockList :
srcStockFileName = dataPath + srcStockCode + fileType
srcStockFile = cxFile(srcStockFileName)
srcDataLines = srcStockFile.readlines()
srcStockFile.close()
del srcStockFile
for cmpStockCode, cmpStockName, cmpStockFullCode in stockList :
if srcStockCode == cmpStockCode :
continue
cmpStockFileName = dataPath + cmpStockCode + fileType
cmpStockFile = cxFile(cmpStockFileName)
cmpDataLines = cmpStockFile.readlines()
cmpStockFile.close()
del cmpStockFile
# find starting offset time for comparing each other.
# or
# travel reverse order from recent day time to most old day time.
#for day in dayList[startingDay, lastDay] :
srcFieldDataList = []
cmpFieldDataList = []
if len(srcDataLines) >= len(cmpDataLines) :
numLines = len(cmpDataLines)
else : numLines = len(srcDataLines)
# src >= cmp , cmp
# src < cmp, src
# +++++++++++++++++++++++++++ (src)
# ++++++++++++++++++++++++++++++ (cmp)
# | |
# Offset (Offset+num)
# ++++++++++++++++++++++++++++++++ (src)
# ++++++++++++++++++++++++ (cmp)
# | |
# Offset (Offset+num)
# +++++++++++++++++ (src)
# ++++++++++++++++++++++++++++++++++++++ (cmp)
# | |
# Offset (Offset+num)
for i in range(1, numLines) :
srcFieldDataList.append([ data for data in filter(lambda x : x!= u'\n', \
srcDataLines[i].split(u' '))])
cmpFieldDataList.append([ data for data in filter(lambda x : x!= u'\n', \
cmpDataLines[i].split(u' '))])
offset = 0
num = 0
i = 0
minLen = numLines - 1
while i < minLen :
if int(srcFieldDataList[i][0]) > int(cmpFieldDataList[i][0]) :
for j in range(i, numLines) :
if int(srcFieldDataList[i][0]) == int(cmpFieldDataList[j][0]) :
offset = j
i = j
break
elif int(srcFieldDataList[i][0]) < int(cmpFieldDataList[i][0]) :
for j in range(i, numLines) :
if int(srcFieldDataList[j][0]) == int(cmpFieldDataList[i][0]) :
offset = j
i = j
break
else : num += 1
i += 1
print offset, num + offset
for i in range(offset, offset + num) :
print srcFieldDataList[i][0], cmpFieldDataList[i][0],
if srcFieldDataList[i][0] != cmpFieldDataList[i][0] :
print 'Different!!'
else : print
def testBuy() :
from Queue import Queue
from cxCybosPlus import gCybosPlusClassDic
import win32gui
import time
from common import getResultStringPortrait
from cxFile import cxFile
reportQueue = Queue()
conclusionQueue = Queue()
cpTdUtil = gCybosPlusClassDic['cxCpTdUtil']
result = cpTdUtil.TradeInit()
if result != 0 :
print 'cpTdUtil.init failed'
return
accountList = cpTdUtil.AccountNumber()
goodsList = cpTdUtil.GoodsList(accountList[0], 3)
cpConclusion = gCybosPlusClassDic['cxCpConclusion']
cpConclusion.open()
cpConclusion.set_result_queue(conclusionQueue)
cpConclusion.Subscribe()
cpTd0311 = gCybosPlusClassDic['cxCpTd0311']
cpTd0311.open()
cpTd0311.set_result_queue(reportQueue)
cpTd0311.SetInputValue(0, 2) # 1 : sell, 2 : buy
cpTd0311.SetInputValue(1, accountList[0])
cpTd0311.SetInputValue(2, goodsList[0])
stockCode = u'A005180' #빙그레
amount = 1
unitPrice = 1
tradeCondition = 0
tradeType = '03'
cpTd0311.SetInputValue(3, stockCode)
cpTd0311.SetInputValue(4, amount)
cpTd0311.SetInputValue(5, unitPrice)
cpTd0311.SetInputValue(7, tradeCondition)
cpTd0311.SetInputValue(8, tradeType)
# result = cpTd0311.BlockRequest()
result = cpTd0311.Request()
print 'result', result
print 'GetDibStatus',cpTd0311.GetDibStatus()
print 'GetDibMsg1', cpTd0311.GetDibMsg1()
print 'Continue', cpTd0311.Continue()
#print cpTd0311.get_header_value_list()
cntConclusion = 0
resultFile = cxFile()
while True :
if reportQueue.qsize() != 0 :
print reportQueue.qsize()
resultList = reportQueue.get()
resultString = getResultStringPortrait(resultList, 1, 1, 1, 1 )
print resultString
resultFile.write(resultString)
print resultList[0]
print resultList[4]
if ( resultList[0] == -1 ) and ( resultList[4] == u'cxCpTd0311' ) :
del resultList
del resultString
break
del resultList
del resultString
if conclusionQueue.qsize() != 0 :
resultList = conclusionQueue.get()
resultString = getResultStringPortrait(resultList, 1, 1, 1, 1)
print resultString
resultFile.write(resultString)
print resultList[0]
print resultList[4]
cntConclusion += 1
if cntConclusion >= 2 :
break
win32gui.PumpWaitingMessages()
time.sleep(0.5)
resultFile.close()
cpConclusion.Unsubscribe()
cpConclusion.close()
