def run():
fpath = env.get_root_path()
for code in stock.get_codes():
fname = '/datasources/%s.csv' % (code)
fname = fpath + fname
df = stock.getFiveHisdatDf(code)
df.to_csv(fname)
def main_run():
cpu_num = 2
codes = stock.get_codes(stock.myenum.randn, cpu_num)
#agl.startDebug()
if agl.IsDebug():
codes = [jx.HCGD]
exec(agl.Marco.IMPLEMENT_MULTI_PROCESS)
def main():
code = stock.get_codes(stock.myenum.randn, 1)[0]
points = []
df_result = pd.DataFrame([])
for i, df in enumerate(mydata(code)):
df_result, sign = find_trade_pos(df, df_result, code, i)
if sign:
points.append(i)
#print(points)
fname = 'out/myadx_%s.csv' % (code)
agl.createDir(os.path.dirname(os.path.abspath(fname)))
df_result.to_csv(fname)
#查看信号出现的概率
x = np.arange(len(mydata(code)))
y = np.zeros(len(x))
y[points] = 1
pl.scatter(x, y)
pl.show()
#统计出现的概率
print(len(points) / len(x))
count = 0
for i in range(1, len(points)):
if points[i] - points[i - 1] > 1:
count += 1
print(count)
def test_strategy():
cpu_num = 2
codes = stock.get_codes(flag=myenum.randn, n=cpu_num)
#codes = ['300434']
#agl.startDebug()
#if agl.IsDebug():
#codes = [jx.ZCKJ.b]
backtest_policy.MultiProcessRun(cpu_num, codes, Run, __file__)
def main_run():
cpu_num = 2
assert (myredis.createRedis() is not None)
codes = stock.get_codes(stock.myenum.randn, cpu_num)
#agl.startDebug()
#if agl.IsDebug():
#codes = [jx.HCGD华灿光电]
exec(agl.Marco.IMPLEMENT_MULTI_PROCESS)
def BackTesting():
p = backtest_runner.BackTestPolicy()
codes = stock.get_codes()
codes = [u'002440']
p.SetStockCodes(codes)
backtesting = backtest_policy.Backtest()
backtesting.createAccount(account_type=None, username=None, pwd=None)
p.Regist(Strategy(backtesting, is_backtesting=True))
p.Run('2014-11-1', '2014-12-10')
def main_run():
cpu_num = 2
if myredis.createRedis() is None:
cpu_num = 1
codes = stock.get_codes(stock.myenum.randn, cpu_num)
#agl.startDebug()
#if agl.IsDebug():
#codes = [jx.ZCKJ至纯科技]
exec(agl.Marco.IMPLEMENT_MULTI_PROCESS)
def test_strategy():
cpu_num = 2
if myredis.createRedis() is None:
cpu_num = 1
codes = stock.get_codes(flag=myenum.randn, n=cpu_num)
#codes = ['300434']
#agl.startDebug()
#if agl.IsDebug():
#codes = [jx.ZCKJ.b]
exec(agl.Marco.IMPLEMENT_MULTI_PROCESS)
def main():
codes = [jx.NDSD宁德时代, jx.PAYH平安银行]
codes = stock.get_codes(stock.myenum.randn, n=10)
#codes = codes[:10]
pl.myimgs += "<table>"
for code in codes:
pl.myimgs += "<tr><td><table>"
run(code)
pl.myimgs += "</table></td></tr>"
pl.myimgs += "</table>"
print(g_c2, count)
def example2():
"""测试排版输出， 让单元数据在一行内"""
from autoxd import stock
import pandas as pd
print(example2.__doc__)
pl = Publish(explicit=True)
codes = stock.get_codes(flag=stock.myenum.randn, n=6)
result = []
for code in codes:
df_five = stock.getFiveHisdatDf(code, method='tdx')
df_five.plot()
pl.show()
pl.close()
img_name = pl.get_CurImgFname()
result.append([code, img_name, img_name])
df = pd.DataFrame(result)
pl.reset(df_to_html_table(df, df_img_col_indexs=[-2, -1]))
pl.publish()
def recog_boll(pl, report_list):
from autoxd import stock_pinyin as jx
codes = [jx.HCGD, jx.HYGY]
codes = stock.get_codes(stock.myenum.randn, 2)
#import tushare_handle as th
up1 = get_upper(codes[0])
up2 = get_upper(codes[1])
#print(len(up1), len(up2))
n = 30
a = up1[-n:]
b = up2[-n:]
a = stock.GuiYiHua(a - np.min(a))
b = stock.GuiYiHua(b - np.min(b))
v = pearson(a, b)
df = pd.DataFrame(a)
df['2'] = b
df.plot()
pl.show()
fimg = pl.get_CurImgFname()
report_list.append([v, fimg])
parser = optparse.OptionParser()
parser.add_option('--single', dest='single', action="store_true", help='单进程执行')
parser.add_option('--multi', dest='multi', action="store_true", help="多进程执行")
parser.add_option('--second', dest='second', action="store_true", help="第二阶段")
parser.add_option('--genimg', dest='genimg', action="store_true", help="生成图片文件")
parser.add_option('--code', dest='code', action="store", type="string", help="get codes")
options, args = parser.parse_args(sys.argv[1:])
#run()
agl.tic()
if options.code is not None:
code = options.code
if code == 'next':
code = MyCode.get()
codes = stock.get_codes()
codes = np.array(codes)
index = int(np.argwhere(codes == code))
if index +1 < len(codes):
code = codes[index+1]
MyCode.set(code)
print("index=%d"%(index))
else:
print("end")
else:
MyCode.set(code)
print("current_code=%s"%(code))
else:
print('\t--single\t单进程执行\n\t--multi\t多进程执行\n\t--second \t第二阶段\n\t--code=code or next\t\n')
#run_myclust()
