def test_ohlc_add_all_feature(self):
data = pd.read_csv('d:/stock/new-data/SH600741.TXT', sep='\t')
ohlc = OHLCVD(data.values)
ohlc.add_all_ta_feature()
data = ohlc.get_dataframe()
result = data.replace(np.nan, -1.0).replace(np.inf, -2.0).replace(-np.inf, -3.0)
sql_line = '''insert into stock_with_feature values('sh600741', '%s', %s )'''%(result.values[1, 0],
','.join([str(x) for x in result.values[1, 1:]]), )
print sql_line
db = MySQLUtils('root', '1988', 'stock', 'stock_with_feature')
db.execute_sql(sql_line)
self.assertEqual(ohlc.data.shape[1], 149)
def test_ohlc_add_all_feature(self):
data = pd.read_csv('d:/stock/new-data/SH600741.TXT', sep='\t')
ohlc = OHLCVD(data.values)
ohlc.add_all_ta_feature()
data = ohlc.get_dataframe()
result = data.replace(np.nan,
-1.0).replace(np.inf,
-2.0).replace(-np.inf, -3.0)
sql_line = '''insert into stock_with_feature values('sh600741', '%s', %s )''' % (
result.values[1, 0],
','.join([str(x) for x in result.values[1, 1:]]),
)
print sql_line
db = MySQLUtils('root', '1988', 'stock', 'stock_with_feature')
db.execute_sql(sql_line)
self.assertEqual(ohlc.data.shape[1], 149)
ohlc.add_jump_empty_down()
ohlc.normalize()
results.append(ohlc.data)
label = ohlc.future_return(5)
labels.append(label)
print len(results)
print len(labels)
return results
if __name__ == '__main__':
db = MySQLUtils('root', '1988', 'stock', 'stock_with_feature')
import pandas as pd
data = pd.read_csv('d:/stock/new-data/sh600741.txt', sep='\t')
result = OHLCVD(data.values)
result.add_all_ta_feature()
result = result.data_frame.replace(np.nan, -1.0).replace(np.inf, -2.0).replace(-np.inf, -3.0)
db_name = "stock_with_feature"
db.create_feature_db(db_name)
db.insert_feature_data(db_name, result.values, 'sh600741')
# result = db.get_array('sh600741', begin='2007-10-10', end='2015-12-12')
# ohlc = OHLCVD(data=result)
# ohlc.add_macd()
# ohlc.add_fall_days(5)
# ohlc.add_raise_day(5)
# ohlc.add_raise_day(3)
# ohlc.add_ma(60)
# ohlc.add_jump_empty_down()
# ohlc.normalize()
#
# print ohlc.columns
ohlc.add_jump_empty_down()
ohlc.normalize()
results.append(ohlc.data)
label = ohlc.future_return(5)
labels.append(label)
print len(results)
print len(labels)
return results
if __name__ == '__main__':
db = MySQLUtils('root', '1988', 'stock', 'stock_with_feature')
import pandas as pd
data = pd.read_csv('d:/stock/new-data/sh600741.txt', sep='\t')
result = OHLCVD(data.values)
result.add_all_ta_feature()
result = result.data_frame.replace(np.nan, -1.0).replace(np.inf,
-2.0).replace(
-np.inf, -3.0)
db_name = "stock_with_feature"
db.create_feature_db(db_name)
db.insert_feature_data(db_name, result.values, 'sh600741')
# result = db.get_array('sh600741', begin='2007-10-10', end='2015-12-12')
# ohlc = OHLCVD(data=result)
# ohlc.add_macd()
# ohlc.add_fall_days(5)
# ohlc.add_raise_day(5)
# ohlc.add_raise_day(3)
# ohlc.add_ma(60)
# ohlc.add_jump_empty_down()
# ohlc.normalize()
