def check(code_name, data, end_date=None, threshold=15):
origin_data = data
if data.size < 250:
logging.info("{0}:样本小于250天...\n".format(code_name))
return
data['ma250'] = pd.Series(tl.MA(data['close'].values, 250),
index=data.index.values)
begin_date = data.iloc[0].date
if end_date is not None:
if end_date < begin_date: # 该股票在end_date时还未上市
logging.info("{}在{}时还未上市".format(code_name, end_date))
return False
if end_date is not None:
mask = (data['date'] <= end_date)
data = data.loc[mask]
data = data.tail(n=threshold)
flag = False
# 找出涨停日
for index, row in data.iterrows():
try:
if float(row['p_change']) > 9.5:
if turtle_trade.check_enter(code_name, origin_data,
row['date'], threshold):
if check_internal(code_name, data, row):
flag = True
except KeyError as error:
logging.info("{}处理异常：{}".format(code_name, error))
return flag
def check(code_name, data, end_date=None, threshold=15):
origin_data = data
begin_date = data.iloc[0].date
if end_date is not None:
if end_date < begin_date: # 该股票在end_date时还未上市
logging.info("{}在{}时还未上市".format(code_name, end_date))
return False
if end_date is not None:
mask = (data['date'] <= end_date)
data = data.loc[mask]
if len(data) < threshold:
logging.info("{0}:样本小于{1}天...\n".format(code_name, threshold))
return
data = data.tail(n=threshold)
flag = False
# 找出涨停日
for index, row in data.iterrows():
try:
if float(row['p_change']) > 9.5:
if turtle_trade.check_enter(code_name, origin_data,
row['date'], threshold):
if check_internal(code_name, data, row):
flag = True
except KeyError as error:
logging.info("{}处理异常：{}".format(code_name, error))
return flag
def end_date_filter(code_name):
stock = code_name[0]
data = utils.read_data(code_name)
result = enter.check_ma(stock, data, end_date=end_date) \
and turtle_trade.check_enter(stock, data, end_date=end_date) \
and enter.check_volume(stock, data, end_date=end_date)
# and enter.check_volume(code_name, data, end_date=end_date)
if result:
message = turtle_trade.calculate(code_name, data)
logging.info("{0} {1}".format(code_name, message))
notify.notify("{0} {1}".format(code_name, message))
return result