def recog_history_boll(pl, x, p, code):
"""在历史数据中找到相似的曲线
x : np.ndarray 基准曲线
p : float pearson相似度
"""
df = stock.getFiveHisdatDf(code, method='local')
upper, middle, lower = stock.TDX_BOLL(df['c'].values)
df['upper'] = upper
df = df[-1000:]
#upper = upper[np.isnan(upper) == False]
upper = df['upper'].values
n = 30
report_list = []
x = stock.GuiYiHua(x - np.min(x))
for i in range(0, len(upper) - 30, 2):
y = upper[i:i + n]
assert (len(y) == 30)
y = stock.GuiYiHua(y - np.min(y))
pearson_v = pearson(x, y)
if pearson_v > p:
df2 = pd.DataFrame(x)
df2['2'] = y
df2.plot()
pl.show()
pl.close()
fimg = pl.get_CurImgFname()
report_list.append([code, pearson_v, df.index[i], fimg])
return report_list
def get_boll_up_base():
"""获取一个用来作为标准的曲线
return : np.ndarray
"""
code = jx.HCGD
t = '2018-12-3 10:30:00'
t = '2018-11-30 10:00:00'
key = myredis.gen_keyname(__file__, get_boll_up_base)
df = myredis.createRedisVal(
key, lambda: stock.getFiveHisdatDf(code, method='tdx')).get()
upper, middle, lower = stock.TDX_BOLL(df['c'].values)
df['upper'] = upper
df = df[t:]
df = df[df.index[20]:]
df = df[:df.index[29]]
#ui.DrawTs(pl, df['upper'].values)
#pl.show()
return df['upper'].values
def _test_AsynDrawKline(self):
code = '300033'
start_day = '2017-8-25'
#df = stock.getHisdatDataFrameFromRedis(code, start_day)
df = stock.getFiveHisdatDf(code, start_day=start_day)
import account
account = account.LocalAcount(account.BackTesting())
#随机找三个交易点
indexs = agl.GenRandomArray(len(df), 3)
trade_bSell = [0, 1, 0]
df_trades = df[df.index.map(lambda x: x in df.index[indexs])]
df_trades = df_trades.copy()
df_trades[AsynDrawKline.enum.trade_bSell] = trade_bSell
plt.ion()
for i in range(10):
AsynDrawKline.drawKline(df[i * 10:], df_trades)
plt.ioff()
def _test_horizontal(self):
code = jx.THS
df = stock.getFiveHisdatDf(code)
df = df['2017-5-1':]
df = df['2017-11-1':]
rects = []
bHit = False
for i in range(100, len(df), 5):
cur_df = df[:i]
#bFind, (h,l,left,right) = horizontal(cur_df)
bFind, (h, l, left, right) = Combo(cur_df)
if bFind:
bHit = True
print(cur_df.index[-1], bFind, (h, l, left, right))
left = i + left
right = i
rects.append((h, l, left, right))
if bHit:
ui.drawKlineUseDf(pl, df, rects)
def _test_drawKline2(self):
code = jx.CYJM
start_day = '2017-8-25'
df = stock.getFiveHisdatDf(code, start_day=start_day)
drawKlineUseDf(pl, df)
def _test_DrawZZ(self):
code = '300033'
df_five_hisdat = stock.getFiveHisdatDf(code)
closes = df_five_hisdat['c'][-500:]
zz = stock.ZigZag(closes, percent=1)
DrawDvsAndZZ(pl, closes, zz)
def getData(code):
df = stock.getFiveHisdatDf(code)
upper, middle, lower = stock.TDX_BOLL(df['c'].values)
return upper, middle, lower, df
