def up_in_day(stock, xup=200): #xup为涨停次日的开盘涨幅，万分位表示
''' 次日开盘小于x%则不追，追进次日开盘小于2%则卖出,收盘未涨停也卖出
需要屏蔽一字涨停的情况
my_pricer = (lambda s : s.buyprice,lambda s : s.sellprice)
myMediator=nmediator_factory(trade_strategy=B0S0_N,pricer = my_pricer)
200/-25,-50
评估:总盈亏值=-10690,交易次数=1194 期望值=-237
总盈亏率(1/1000)=-10690,平均盈亏率(1/1000)=-9,盈利交易率(1/1000)=268
平均持仓时间=1,持仓效率(1/1000000)=-9000
赢利次数=321,赢利总值=22580
亏损次数=862,亏损总值=33270
平盘次数=11
最后发现，第一小时涨停的，第二天追击的风险最大，第二小时涨停的最好,但也都是负的
'''
linelog('%s:%s' % (up_in_day.__name__, stock.code))
t = stock.transaction
climit = xfollow(limitup1(t[CLOSE]), t[VOLUME])
#yup = rollx(gand(stock.slup1,climit),1) #昨日开盘前两小时涨停并且收盘封住
yup = rollx(climit, 1)
pre = rollx(t[CLOSE], 1)
tup = np.sign(t[OPEN] * 10000 / pre >= xup + 10000) #今日开盘大于xup
tx = np.sign(t[LOW] * 10000 / pre <= 10990) #非一字涨停，追
#tv = xfollow(t[VOLUME].copy(),t[VOLUME]) #不能更改t[VOLUME]本身
#xmacd = rollx((stock.diff-stock.dea) * 1000 / stock.ma3 > 10,1)
#fmacd = rollx(stock.diff > stock.dea,1)
#tdea = strend(stock.dea) < 30
#u30 = rollx(t[CLOSE]>stock.ma3,1)
#fma = rollx(gand(stock.ma1 > stock.ma2),1)#,stock.ma2>stock.ma4,stock.ma3>stock.ma4),1)
#lol = rollx( t[OPEN] * 97 < t[LOW]*100,1) #昨日涨停，但反向震荡不超过3%
#tlimit = tv / 6 < rollx(tv,1) #量不能超过前日6倍，越等于开盘量小于前日1/3?
#tt = rollx(gand(stock.t5,stock.t4,stock.t3,strend(ma(t[CLOSE],250))>0),1) #以昨日趋势为准
tt = gand(stock.t5, stock.t4,
strend(ma(t[CLOSE], 250)) > 0) #不采用跳点法，可能这是一个敏感位置
#mg5 = ma(stock.g5,5)
#xcross = gand(cross(mg5,stock.g5)>0,strend(stock.g5)>0)
#g = rollx(gand(stock.g60>9000,stock.g20>9000,xcross),1)
#涨停需要领袖群雄10天
#hh10 = tmax(t[HIGH],10)
#peak = pre > rollx(hh10,2)
ama = fama(t[CLOSE])
rama = rollx(ama * 1000 / rollx(ama) > 995) #-284, p=342
signal = gand(yup, tup, tx, t[VOLUME] > 0,
tt) #,rama) #,tt,peak)#,fmacd,xmacd) #rama
dsignal = decover(signal, 3)
stock.buyprice = select([dsignal > 0], [t[OPEN]])
#print signal
return dsignal
def up_in_day(stock,xup=200):#xup为涨停次日的开盘涨幅，万分位表示
''' 次日开盘小于x%则不追，追进次日开盘小于2%则卖出,收盘未涨停也卖出
需要屏蔽一字涨停的情况
my_pricer = (lambda s : s.buyprice,lambda s : s.sellprice)
myMediator=nmediator_factory(trade_strategy=B0S0_N,pricer = my_pricer)
200/-25,-50
评估:总盈亏值=-10690,交易次数=1194 期望值=-237
总盈亏率(1/1000)=-10690,平均盈亏率(1/1000)=-9,盈利交易率(1/1000)=268
平均持仓时间=1,持仓效率(1/1000000)=-9000
赢利次数=321,赢利总值=22580
亏损次数=862,亏损总值=33270
平盘次数=11
最后发现，第一小时涨停的，第二天追击的风险最大，第二小时涨停的最好,但也都是负的
'''
linelog('%s:%s' % (up_in_day.__name__,stock.code))
t = stock.transaction
climit = xfollow(limitup1(t[CLOSE]),t[VOLUME])
#yup = rollx(gand(stock.slup1,climit),1) #昨日开盘前两小时涨停并且收盘封住
yup = rollx(climit,1)
pre = rollx(t[CLOSE],1)
tup = np.sign(t[OPEN] * 10000 / pre >= xup + 10000) #今日开盘大于xup
tx = np.sign(t[LOW] * 10000 / pre <= 10990) #非一字涨停，追
#tv = xfollow(t[VOLUME].copy(),t[VOLUME]) #不能更改t[VOLUME]本身
#xmacd = rollx((stock.diff-stock.dea) * 1000 / stock.ma3 > 10,1)
#fmacd = rollx(stock.diff > stock.dea,1)
#tdea = strend(stock.dea) < 30
#u30 = rollx(t[CLOSE]>stock.ma3,1)
#fma = rollx(gand(stock.ma1 > stock.ma2),1)#,stock.ma2>stock.ma4,stock.ma3>stock.ma4),1)
#lol = rollx( t[OPEN] * 97 < t[LOW]*100,1) #昨日涨停，但反向震荡不超过3%
#tlimit = tv / 6 < rollx(tv,1) #量不能超过前日6倍，越等于开盘量小于前日1/3?
#tt = rollx(gand(stock.t5,stock.t4,stock.t3,strend(ma(t[CLOSE],250))>0),1) #以昨日趋势为准
tt = gand(stock.t5,stock.t4,strend(ma(t[CLOSE],250))>0) #不采用跳点法，可能这是一个敏感位置
#mg5 = ma(stock.g5,5)
#xcross = gand(cross(mg5,stock.g5)>0,strend(stock.g5)>0)
#g = rollx(gand(stock.g60>9000,stock.g20>9000,xcross),1)
#涨停需要领袖群雄10天
#hh10 = tmax(t[HIGH],10)
#peak = pre > rollx(hh10,2)
ama = fama(t[CLOSE])
rama = rollx(ama*1000/rollx(ama)>995) #-284, p=342
signal = gand(yup,tup,tx,t[VOLUME]>0,tt)#,rama) #,tt,peak)#,fmacd,xmacd) #rama
dsignal = decover(signal,3)
stock.buyprice = select([dsignal>0],[t[OPEN]])
#print signal
return dsignal
def prepare_up1(stock):
#linelog('prepare up1:%s' % stock.code)
#up = stock.hour * 10000 / rollx(stock.hour,1) >= 10200
down =stock.hour_high - stock.hour < (stock.hour-stock.hour_open)*2/3
ol = stock.hour > stock.hour_open
tk = stock.hour_low > rollx(stock.hour_high)
up = stock.hour * 10000 / gmin(rollx(stock.hour,1),stock.hour_open) > 10200
stock.up1 = xfollow(hour2day1(gand(up,down,ol,tk)),stock.transaction[VOLUME])
stock.open2 = hour2day2(stock.hour_open)
def attack2(stock, xup=200): #
''' 盘中追第二个涨停
'''
linelog('%s:%s' % (attack2.__name__, stock.code))
t = stock.transaction
ama = fama(t[CLOSE])
rama = rollx(t[CLOSE] * 1000 / rollx(ama) >= 1030) #-284, p=342
lup1 = gand((limitup1(t[CLOSE])), t[OPEN] * 10000 / t[LOW] < 10050)
climit = xfollow(lup1, t[VOLUME])
#climit = xfollow(limitup2(t[HIGH],t[LOW]),t[VOLUME]) #一字板
#yup = rollx(gand(stock.slup2,climit,bnot(stock.slup1)),1) #昨日第二小时涨停并且收盘封住
yup = rollx(gand(stock.slup2, stock.stoped3, climit, bnot(stock.slup1)),
1) #昨日第二小时涨停并且至收盘都没打开过，含第一小时
#大盘因素
#smarket = rollx(gand(stock.ref.t2,stock.ref.t1,stock.ref.t0),1)
smarket = gand(stock.ref.t2, stock.ref.t1, stock.ref.t0)
#smarket = gand(strend(stock.ref.diff)>0,strend(stock.ref.diff-stock.ref.dea)>0)
#yup = gand(stock.slup3,bnot(stock.stoped4)) #前3小时涨停,并且在第四小时打开过
#yup2 = gand(stock.slup2,bnot(gand(stock.stoped3,stock.stoped4)),bnot(stock.slup1)) #第2小时开始涨停,并且在第3-4小时打开过，否则买不到
#yup3 = gand(stock.slup3,bnot(stock.stoped4),bnot(gand(stock.slup1,stock.slup2)))
#yup2 = gand(stock.touch2,bnot(stock.slup1)) #第2小时开始触及涨停
#yup3 = gand(stock.touch3,bnot(gand(stock.slup1,stock.slup2)))
#yup=gor(yup2,yup3)
cup = gand(stock.up1, yup,
bnot(gand(stock.stoped3, stock.stoped4, stock.stoped2)))
#因为此时追击点在下午开盘，所以可以观察大盘
#yup = gand(stock.slup1,bnot(gand(stock.stoped2,stock.stoped3,stock.stoped4))) #前1小时涨停,并且在第四小时打开过
#无法判断第四小时涨停的个股涨停后是否打开过
#必须是跳空且缺口不补
pre = rollx(t[CLOSE], 1)
tup = np.sign(t[OPEN] * 10000 / pre <= xup + 10000) #今日开盘大于xup,这个条件是反作用
#c_ex = lambda c,s:gand(c.g60>3000,s>3000)
#cs = catalog_signal_cs(stock.c60,c_ex)
signal = gand(cup, t[VOLUME] > 0, stock.ref.up1
) #smarket)#,rama) #,rama #,tt,peak)#,fmacd,xmacd) #rama
#signal = gand(cup,t[VOLUME]>0,rama,r1,smarket,tup)#,rama) #,tt,peak)#,fmacd,xmacd) #rama
dsignal = decover(signal, 3)
#stock.buyprice = select([dsignal>0],[t[HIGH]]) #涨停价
stock.buyprice = select([dsignal > 0], [stock.open2]) #第二小时开盘
#print signal
return dsignal
def prepare_up1(stock):
linelog('prepare hour:%s' % stock.code)
#up = stock.hour * 10000 / rollx(stock.hour,1) >= 10200
down = stock.hour_high - stock.hour < (stock.hour -
stock.hour_open) * 2 / 3
ol = stock.hour > stock.hour_open
tk = stock.hour_low > rollx(stock.hour_high)
up = stock.hour * 10000 / gmin(rollx(stock.hour, 1),
stock.hour_open) > 10200
stock.up1 = xfollow(hour2day1(gand(up, down, ol, tk)),
stock.transaction[VOLUME])
stock.open2 = hour2day2(stock.hour_open)
def prepare_index(stock,begin,end):
linelog('prepare hour:%s' % stock.code)
t = get_hour(stock.code,begin,end)
stock.hour = t[CLOSE].copy()
stock.hour_open = t[OPEN].copy()
stock.hour_low = t[LOW].copy()
stock.hour_high = t[HIGH].copy()
stock.hour_v = t[VOLUME].copy()
stock.hour[range4(len(stock.hour))] = np.cast['int32'](stock.transaction[CLOSE]) #消除第4小时数据收盘与当日收盘价的差异，日收盘价为最后均价
down =stock.hour_high - stock.hour < (stock.hour-stock.hour_open)*2/3
ol = stock.hour > stock.hour_open
stock.up1 = xfollow(hour2day1(gand(down,ol)),stock.transaction[VOLUME])
stock.open2 = hour2day2(stock.hour_open)
def attack2(stock,xup=200):#
''' 盘中追第二个涨停
'''
linelog('%s:%s' % (attack2.__name__,stock.code))
t = stock.transaction
ama = fama(t[CLOSE])
rama = rollx(t[CLOSE]*1000/rollx(ama)>=1030) #-284, p=342
lup1 = gand((limitup1(t[CLOSE])),t[OPEN]*10000/t[LOW]<10050)
climit = xfollow(lup1,t[VOLUME])
#climit = xfollow(limitup2(t[HIGH],t[LOW]),t[VOLUME]) #一字板
#yup = rollx(gand(stock.slup2,climit,bnot(stock.slup1)),1) #昨日第二小时涨停并且收盘封住
yup = rollx(gand(stock.slup2,stock.stoped3,climit,bnot(stock.slup1)),1) #昨日第二小时涨停并且至收盘都没打开过，含第一小时
#大盘因素
#smarket = rollx(gand(stock.ref.t2,stock.ref.t1,stock.ref.t0),1)
smarket = gand(stock.ref.t2,stock.ref.t1,stock.ref.t0)
#smarket = gand(strend(stock.ref.diff)>0,strend(stock.ref.diff-stock.ref.dea)>0)
#yup = gand(stock.slup3,bnot(stock.stoped4)) #前3小时涨停,并且在第四小时打开过
#yup2 = gand(stock.slup2,bnot(gand(stock.stoped3,stock.stoped4)),bnot(stock.slup1)) #第2小时开始涨停,并且在第3-4小时打开过，否则买不到
#yup3 = gand(stock.slup3,bnot(stock.stoped4),bnot(gand(stock.slup1,stock.slup2)))
#yup2 = gand(stock.touch2,bnot(stock.slup1)) #第2小时开始触及涨停
#yup3 = gand(stock.touch3,bnot(gand(stock.slup1,stock.slup2)))
#yup=gor(yup2,yup3)
cup = gand(stock.up1,yup,bnot(gand(stock.stoped3,stock.stoped4,stock.stoped2)))
#因为此时追击点在下午开盘，所以可以观察大盘
#yup = gand(stock.slup1,bnot(gand(stock.stoped2,stock.stoped3,stock.stoped4))) #前1小时涨停,并且在第四小时打开过
#无法判断第四小时涨停的个股涨停后是否打开过
#必须是跳空且缺口不补
pre=rollx(t[CLOSE],1)
tup = np.sign(t[OPEN] * 10000 / pre <= xup + 10000) #今日开盘大于xup,这个条件是反作用
#c_ex = lambda c,s:gand(c.g60>3000,s>3000)
#cs = catalog_signal_cs(stock.c60,c_ex)
signal = gand(cup,t[VOLUME]>0,stock.ref.up1)#smarket)#,rama) #,rama #,tt,peak)#,fmacd,xmacd) #rama
#signal = gand(cup,t[VOLUME]>0,rama,r1,smarket,tup)#,rama) #,tt,peak)#,fmacd,xmacd) #rama
dsignal = decover(signal,3)
#stock.buyprice = select([dsignal>0],[t[HIGH]]) #涨停价
stock.buyprice = select([dsignal>0],[stock.open2]) #第二小时开盘
#print signal
return dsignal
def up_in_hour1(stock,xup=200):#xup为涨停次日的开盘涨幅，万分位表示
'''第1小时涨停'''
linelog('%s:%s' % (up_in_hour1.__name__,stock.code))
t = stock.transaction
climit = xfollow(limitup1(t[CLOSE]),t[VOLUME])
yup = rollx(gand(stock.slup1,climit),1) #昨日开盘第一小时涨停并且收盘封住
pre = rollx(t[CLOSE],1)
tup = np.sign(t[OPEN] * 10000 / pre >= xup + 10000) #今日开盘大于xup
tx = np.sign(t[LOW] * 10000 / pre <= 10990) #非一字涨停，追
tt = gand(stock.t5,stock.t4,strend(ma(t[CLOSE],250))>0) #不采用跳点法，可能这是一个敏感位置
signal = gand(yup,tup,tx,t[VOLUME]>0,tt)#,rama) #,tt,peak)#,fmacd,xmacd) #rama
dsignal = decover(signal,3)
stock.buyprice = select([dsignal>0],[t[OPEN]])
#print signal
return dsignal
def up_in_hour1(stock, xup=200): #xup为涨停次日的开盘涨幅，万分位表示
'''第1小时涨停'''
linelog('%s:%s' % (up_in_hour1.__name__, stock.code))
t = stock.transaction
climit = xfollow(limitup1(t[CLOSE]), t[VOLUME])
yup = rollx(gand(stock.slup1, climit), 1) #昨日开盘第一小时涨停并且收盘封住
pre = rollx(t[CLOSE], 1)
tup = np.sign(t[OPEN] * 10000 / pre >= xup + 10000) #今日开盘大于xup
tx = np.sign(t[LOW] * 10000 / pre <= 10990) #非一字涨停，追
tt = gand(stock.t5, stock.t4,
strend(ma(t[CLOSE], 250)) > 0) #不采用跳点法，可能这是一个敏感位置
signal = gand(yup, tup, tx, t[VOLUME] > 0,
tt) #,rama) #,tt,peak)#,fmacd,xmacd) #rama
dsignal = decover(signal, 3)
stock.buyprice = select([dsignal > 0], [t[OPEN]])
#print signal
return dsignal
def prepare_touch4(stock):
linelog('prepare hour:%s' % stock.code)
touch4 = np.sign(stock.hour_high * 10000 / rollx(stock.hour,4) >= 10990)
stock.touch4 = xfollow(hour2day4(touch4),stock.transaction[VOLUME]) #第1小时涨停. 确保第二天停盘也能够使信号延递
def up_in_hour2(stock,xup=200):#xup为涨停次日的开盘涨幅，万分位表示
'''第2小时涨停,接近有利可图
评估:总盈亏值=-172,交易次数=268 期望值=-27
总盈亏率(1/1000)=-172,平均盈亏率(1/1000)=-1,盈利交易率(1/1000)=309
平均持仓时间=1,持仓效率(1/1000000)=-1000
赢利次数=83,赢利总值=6739
亏损次数=180,亏损总值=6911
平盘次数=5
12.
评估:总盈亏值=-8219,交易次数=700 期望值=-286
总盈亏率(1/1000)=-8219,平均盈亏率(1/1000)=-12,盈利交易率(1/1000)=255
平均持仓时间=1,持仓效率(1/1000000)=-12000
赢利次数=179,赢利总值=13627
亏损次数=515,亏损总值=21846
平盘次数=6
前面如果是一字涨停，则可忽略大盘
'''
linelog('%s:%s' % (up_in_hour2.__name__,stock.code))
t = stock.transaction
climit = xfollow(limitup1(t[CLOSE]),t[VOLUME])
#climit = xfollow(limitup2(t[HIGH],t[LOW]),t[VOLUME]) #一字板
#yup = rollx(gand(stock.slup2,climit,bnot(stock.slup1)),1) #昨日第二小时涨停并且收盘封住
yup = rollx(gand(stock.slup2,climit),1) #昨日第二小时涨停并且至收盘都没打开过，含第一小时
#yup = rollx(climit,1)
pre = rollx(t[CLOSE],1)
tup = np.sign(t[OPEN] * 10000 / pre >= xup + 10000) #今日开盘大于xup
tx = np.sign(t[LOW] * 10000 / pre < 10990) #非一字涨停，追
#tt = gand(stock.t5,stock.t4,stock.t3,strend(ma(t[CLOSE],250))>0) #不采用跳点法，可能这是一个敏感位置
tt = gand(stock.t5,stock.t4,strend(ma(t[CLOSE],250))>0) #不采用跳点法，可能这是一个敏感位置
ama = fama(t[CLOSE])
rama = rollx(ama*1000/rollx(ama)<=1000) #-284, p=342
#cswing = t[CLOSE] * 1000 / pre - 1000 #涨幅
#cup = select([cswing>0],[cswing])
#mcup1 = ma(cup,13)
#mcup2 = ma(cup,30)
#sm = rollx(gand(mcup1<mcup2),1)
rlimit = limitup1(t[CLOSE])
times = msum2(rlimit,5)
r1 = rollx(gand(times==2),1) #第n个涨停
#大盘因素
#smarket = rollx(gand(stock.ref.t2,stock.ref.t1,stock.ref.t0),1)
#smarket = gand(stock.ref.t2,stock.ref.t1,stock.ref.t0) #使用当日的大盘情况，差别巨大
smarket = rollx(gand(stock.ref.t2,stock.ref.t1,stock.ref.t0),1) #使用当日的大盘情况，差别巨大
#smart优于tt,这两类条件貌似重合,叠加无效果
#signal = gand(yup,tup,tx,t[VOLUME]>0,smarket,tt)#,r1) #,tt,peak)#,fmacd,xmacd) #rama
signal = gand(yup,tup,tx,t[VOLUME]>0,smarket,r1,rama) #,tt,peak)#,fmacd,xmacd) #rama
#一字涨停,忽略大盘
pup = rollx(t[LOW]*10000/pre >=10990,1)
psignal = gand(yup,tup,tx,t[VOLUME]>0,r1,rama,pup)
signal = gor(signal,psignal)
dsignal = decover(signal,3)
stock.buyprice = select([dsignal>0],[t[OPEN]])
#print signal
return dsignal
def prepare_slup4(stock):
linelog('prepare hour:%s' % stock.code)
slup4 = np.sign(stock.hour * 10000 / rollx(stock.hour,4) >= 10990)
stock.slup4 = xfollow(hour2day4(slup4),stock.transaction[VOLUME]) #第1小时涨停. 确保第二天停盘也能够使信号延递
def prepare_touch4(stock):
linelog('prepare hour:%s' % stock.code)
touch4 = np.sign(stock.hour_high * 10000 / rollx(stock.hour, 4) >= 10990)
stock.touch4 = xfollow(hour2day4(touch4),
stock.transaction[VOLUME]) #第1小时涨停. 确保第二天停盘也能够使信号延递
def up_in_hour2(stock, xup=200): #xup为涨停次日的开盘涨幅，万分位表示
'''第2小时涨停,接近有利可图
评估:总盈亏值=-172,交易次数=268 期望值=-27
总盈亏率(1/1000)=-172,平均盈亏率(1/1000)=-1,盈利交易率(1/1000)=309
平均持仓时间=1,持仓效率(1/1000000)=-1000
赢利次数=83,赢利总值=6739
亏损次数=180,亏损总值=6911
平盘次数=5
12.
评估:总盈亏值=-8219,交易次数=700 期望值=-286
总盈亏率(1/1000)=-8219,平均盈亏率(1/1000)=-12,盈利交易率(1/1000)=255
平均持仓时间=1,持仓效率(1/1000000)=-12000
赢利次数=179,赢利总值=13627
亏损次数=515,亏损总值=21846
平盘次数=6
前面如果是一字涨停，则可忽略大盘
'''
linelog('%s:%s' % (up_in_hour2.__name__, stock.code))
t = stock.transaction
climit = xfollow(limitup1(t[CLOSE]), t[VOLUME])
#climit = xfollow(limitup2(t[HIGH],t[LOW]),t[VOLUME]) #一字板
#yup = rollx(gand(stock.slup2,climit,bnot(stock.slup1)),1) #昨日第二小时涨停并且收盘封住
yup = rollx(gand(stock.slup2, climit), 1) #昨日第二小时涨停并且至收盘都没打开过，含第一小时
#yup = rollx(climit,1)
pre = rollx(t[CLOSE], 1)
tup = np.sign(t[OPEN] * 10000 / pre >= xup + 10000) #今日开盘大于xup
tx = np.sign(t[LOW] * 10000 / pre < 10990) #非一字涨停，追
#tt = gand(stock.t5,stock.t4,stock.t3,strend(ma(t[CLOSE],250))>0) #不采用跳点法，可能这是一个敏感位置
tt = gand(stock.t5, stock.t4,
strend(ma(t[CLOSE], 250)) > 0) #不采用跳点法，可能这是一个敏感位置
ama = fama(t[CLOSE])
rama = rollx(ama * 1000 / rollx(ama) <= 1000) #-284, p=342
#cswing = t[CLOSE] * 1000 / pre - 1000 #涨幅
#cup = select([cswing>0],[cswing])
#mcup1 = ma(cup,13)
#mcup2 = ma(cup,30)
#sm = rollx(gand(mcup1<mcup2),1)
rlimit = limitup1(t[CLOSE])
times = msum2(rlimit, 5)
r1 = rollx(gand(times == 2), 1) #第n个涨停
#大盘因素
#smarket = rollx(gand(stock.ref.t2,stock.ref.t1,stock.ref.t0),1)
#smarket = gand(stock.ref.t2,stock.ref.t1,stock.ref.t0) #使用当日的大盘情况，差别巨大
smarket = rollx(gand(stock.ref.t2, stock.ref.t1, stock.ref.t0),
1) #使用当日的大盘情况，差别巨大
#smart优于tt,这两类条件貌似重合,叠加无效果
#signal = gand(yup,tup,tx,t[VOLUME]>0,smarket,tt)#,r1) #,tt,peak)#,fmacd,xmacd) #rama
signal = gand(yup, tup, tx, t[VOLUME] > 0, smarket, r1,
rama) #,tt,peak)#,fmacd,xmacd) #rama
#一字涨停,忽略大盘
pup = rollx(t[LOW] * 10000 / pre >= 10990, 1)
psignal = gand(yup, tup, tx, t[VOLUME] > 0, r1, rama, pup)
signal = gor(signal, psignal)
dsignal = decover(signal, 3)
stock.buyprice = select([dsignal > 0], [t[OPEN]])
#print signal
return dsignal
def prepare_slup4(stock):
linelog('prepare hour:%s' % stock.code)
slup4 = np.sign(stock.hour * 10000 / rollx(stock.hour, 4) >= 10990)
stock.slup4 = xfollow(hour2day4(slup4),
stock.transaction[VOLUME]) #第1小时涨停. 确保第二天停盘也能够使信号延递