def __init__(self, dbinfo=ct.DB_INFO, redis_host=None):
self.dbinfo = dbinfo
self.logger = getLogger(__name__)
self.index_objs = dict()
self.stock_objs = dict()
self.updating_date = None
self.combination_objs = dict()
self.cal_client = CCalendar(dbinfo, redis_host)
self.index_info_client = IndexInfo()
self.reviewer = CReivew(dbinfo, redis_host)
self.comb_info_client = CombinationInfo(dbinfo, redis_host)
self.stock_info_client = CStockInfo(dbinfo, redis_host)
self.rindex_stock_data_client = RIndexStock(dbinfo, redis_host)
self.industry_info_client = IndustryInfo(dbinfo, redis_host)
self.rindustry_info_client = RIndexIndustryInfo(dbinfo, redis_host)
self.limit_client = CLimit(dbinfo, redis_host)
self.animation_client = CAnimation(dbinfo, redis_host)
self.subscriber = Subscriber()
self.quote_handler = StockQuoteHandler()
self.ticker_handler = TickerHandler()
self.connect_client = StockConnect(market_from=ct.SH_MARKET_SYMBOL,
market_to=ct.HK_MARKET_SYMBOL,
dbinfo=dbinfo,
redis_host=redis_host)
self.margin_client = Margin(dbinfo=dbinfo, redis_host=redis_host)
self.emotion_client = Emotion(dbinfo=dbinfo, redis_host=redis_host)
self.sh_exchange_client = StockExchange(ct.SH_MARKET_SYMBOL)
self.sz_exchange_client = StockExchange(ct.SZ_MARKET_SYMBOL)
def set_score(self, cdate=datetime.now().strftime('%Y-%m-%d')):
stock_info = self.rstock_client.get_data(cdate)
limit_info = CLimit(self.dbinfo).get_data(cdate)
if stock_info.empty or limit_info.empty:
self.logger.error("info is empty failed")
return False
limit_up_list = limit_info[(limit_info.pchange > 0)
& (limit_info.prange != 0)].reset_index(
drop=True).code.tolist()
limit_down_list = limit_info[limit_info.pchange < 0].reset_index(
drop=True).code.tolist()
limit_up_list.extend(limit_down_list)
total = 0
for _index, pchange in stock_info.pchange.iteritems():
code = stock_info.loc[_index, 'code']
if code in limit_up_list:
total += 2 * pchange
else:
total += pchange
aver = total / len(stock_info)
data = {'date': [cdate], 'score': [aver]}
df = pd.DataFrame.from_dict(data)
return self.mysql_client.set(df, self.emotion_table)
def update(self, cdate=datetime.now().strftime('%Y-%m-%d')):
start_date = get_day_nday_ago(cdate, 200, dformat="%Y-%m-%d")
end_date = cdate
try:
self.doc.move_old_files()
#market info
sh_df = self.get_market_data(ct.SH_MARKET_SYMBOL, start_date,
end_date)
sz_df = self.get_market_data(ct.SZ_MARKET_SYMBOL, start_date,
end_date)
date_list = list(
set(sh_df.date.tolist()).intersection(set(
sz_df.date.tolist())))
sh_df = sh_df[sh_df.date.isin(date_list)]
sh_df = sh_df.reset_index(drop=True)
sz_df = sz_df[sz_df.date.isin(date_list)]
sz_df = sz_df.reset_index(drop=True)
#rzrq info
sh_rzrq_df = self.get_rzrq_info(ct.SH_MARKET_SYMBOL, start_date,
end_date)
sz_rzrq_df = self.get_rzrq_info(ct.SZ_MARKET_SYMBOL, start_date,
end_date)
date_list = list(
set(sh_rzrq_df.date.tolist()).intersection(
set(sz_rzrq_df.date.tolist())))
sh_rzrq_df = sh_rzrq_df[sh_rzrq_df.date.isin(date_list)]
sh_rzrq_df = sh_rzrq_df.reset_index(drop=True)
sz_rzrq_df = sz_rzrq_df[sz_rzrq_df.date.isin(date_list)]
sz_rzrq_df = sz_rzrq_df.reset_index(drop=True)
#average price info
av_df = self.get_index_df('880003', start_date, end_date)
#limit up and down info
limit_info = CLimit(self.dbinfo).get_data(cdate)
stock_info = self.rstock_client.get_data(cdate)
stock_info = stock_info[stock_info.volume >
0] #get volume > 0 stock list
stock_info = stock_info.reset_index(drop=True)
#index info
index_info = self.get_index_data(end_date)
#industry analysis
industry_info = self.get_industry_data(cdate)
#all stock info
all_stock_info = self.rstock_client.get_k_data_in_range(
start_date, end_date)
#get bull ration data
bull_ration_df = self.bullration_client.get_bull_ratios(
'000001', start_date, end_date)
#gen review file and make dir for new data
self.doc.generate(cdate, sh_df, sz_df, sh_rzrq_df, sz_rzrq_df,
av_df, limit_info, stock_info, industry_info,
index_info, all_stock_info, bull_ration_df)
##gen review animation
#self.gen_animation()
return True
except Exception as e:
traceback.print_exc()
self.logger.error(e)
return False
def create_stats_figure(mdate):
limit_info = CLimit().get_data(mdate)
stock_info = RIndexStock().get_data(mdate)
stock_info = stock_info[stock_info.volume > 0] #get volume > 0 stock list
stock_info = stock_info.reset_index(drop=True)
limit_up_list = limit_info[(limit_info.pchange > 0)
& (limit_info.prange != 0)].reset_index(
drop=True).code.tolist()
limit_down_list = limit_info[limit_info.pchange < 0].reset_index(
drop=True).code.tolist()
limit_list = limit_up_list + limit_down_list
stock_info = stock_info[~stock_info.code.isin(limit_list)]
changepercent_list = [9, 7, 5, 3, 1, 0, -1, -3, -5, -7, -9]
num_list = list()
name_list = list()
num_list.append(len(limit_up_list))
name_list.append("涨停")
c_length = len(changepercent_list)
for index in range(c_length):
pchange = changepercent_list[index]
if 0 == index:
num_list.append(len(stock_info[stock_info.pchange > pchange]))
name_list.append(">%s" % pchange)
elif c_length - 1 == index:
num_list.append(len(stock_info[stock_info.pchange < pchange]))
name_list.append("<%s" % pchange)
else:
p_max_change = changepercent_list[index - 1]
num_list.append(
len(stock_info[(stock_info.pchange > pchange)
& (stock_info.pchange < p_max_change)]))
name_list.append("%s-%s" % (pchange, p_max_change))
num_list.append(len(limit_down_list))
name_list.append("跌停")
num_list.reverse()
name_list.reverse()
source = ColumnDataSource(
data=dict(names=name_list, values=num_list, colors=Category20_13))
p = figure(x_range=name_list,
y_range=(0, max(num_list) + 100),
title="涨跌幅统计")
p.vbar(x='names', top='values', width=0.9, color='colors', source=source)
p.xgrid.grid_line_color = None
p.add_tools(HoverTool(tooltips=[("涨跌幅", "@names"), ("数量", "@values")]))
return p
class DataManager:
def __init__(self, dbinfo=ct.DB_INFO, redis_host=None):
self.dbinfo = dbinfo
self.logger = getLogger(__name__)
self.index_objs = dict()
self.stock_objs = dict()
self.updating_date = None
self.combination_objs = dict()
self.cal_client = CCalendar(dbinfo, redis_host)
self.index_info_client = IndexInfo()
self.reviewer = CReivew(dbinfo, redis_host)
self.comb_info_client = CombinationInfo(dbinfo, redis_host)
self.stock_info_client = CStockInfo(dbinfo, redis_host)
self.rindex_stock_data_client = RIndexStock(dbinfo, redis_host)
self.industry_info_client = IndustryInfo(dbinfo, redis_host)
self.rindustry_info_client = RIndexIndustryInfo(dbinfo, redis_host)
self.limit_client = CLimit(dbinfo, redis_host)
self.animation_client = CAnimation(dbinfo, redis_host)
self.subscriber = Subscriber()
self.quote_handler = StockQuoteHandler()
self.ticker_handler = TickerHandler()
self.connect_client = StockConnect(market_from=ct.SH_MARKET_SYMBOL,
market_to=ct.HK_MARKET_SYMBOL,
dbinfo=dbinfo,
redis_host=redis_host)
self.margin_client = Margin(dbinfo=dbinfo, redis_host=redis_host)
self.emotion_client = Emotion(dbinfo=dbinfo, redis_host=redis_host)
self.sh_exchange_client = StockExchange(ct.SH_MARKET_SYMBOL)
self.sz_exchange_client = StockExchange(ct.SZ_MARKET_SYMBOL)
def is_collecting_time(self):
now_time = datetime.now()
_date = now_time.strftime('%Y-%m-%d')
y, m, d = time.strptime(_date, "%Y-%m-%d")[0:3]
aft_open_hour, aft_open_minute, aft_open_second = (17, 30, 00)
aft_open_time = datetime(y, m, d, aft_open_hour, aft_open_minute,
aft_open_second)
aft_close_hour, aft_close_minute, aft_close_second = (23, 59, 59)
aft_close_time = datetime(y, m, d, aft_close_hour, aft_close_minute,
aft_close_second)
#self.logger.info("collecting now time. open_time:%s < now_time:%s < close_time:%s" % (aft_open_time, now_time, aft_close_time))
return aft_open_time < now_time < aft_close_time
def is_morning_time(self, now_time=datetime.now()):
_date = now_time.strftime('%Y-%m-%d')
y, m, d = time.strptime(_date, "%Y-%m-%d")[0:3]
mor_open_hour, mor_open_minute, mor_open_second = (0, 0, 0)
mor_open_time = datetime(y, m, d, mor_open_hour, mor_open_minute,
mor_open_second)
mor_close_hour, mor_close_minute, mor_close_second = (6, 30, 0)
mor_close_time = datetime(y, m, d, mor_close_hour, mor_close_minute,
mor_close_second)
return mor_open_time < now_time < mor_close_time
def collect_combination_runtime_data(self):
def _combination_run(code_id):
self.combination_objs[code_id].run()
return (code_id, True)
todo_iplist = list(self.combination_objs.keys())
return concurrent_run(_combination_run, todo_iplist, num=10)
def collect_stock_runtime_data(self):
if self.ticker_handler.empty(): return
datas = self.ticker_handler.getQueue()
while not datas.empty():
df = datas.get()
df = df.set_index('time')
df.index = pd.to_datetime(df.index)
for code_str in set(df.code):
code_id = code_str.split('.')[1]
self.stock_objs[code_id].run(df.loc[df.code == code_str])
def init_real_stock_info(self):
concerned_list = self.comb_info_client.get_concerned_list()
prefix_concerned_list = [add_prifix(code) for code in concerned_list]
ret = self.subscriber.subscribe(prefix_concerned_list, SubType.TICKER,
self.ticker_handler)
if 0 == ret:
for code in concerned_list:
if code not in self.stock_objs:
self.stock_objs[code] = CStock(code,
self.dbinfo,
should_create_influxdb=True,
should_create_mysqldb=True)
return ret
def init_index_info(self):
index_list = ct.INDEX_DICT.keys()
prefix_index_list = [add_index_prefix(code) for code in index_list]
ret = self.subscriber.subscribe(prefix_index_list, SubType.QUOTE,
self.quote_handler)
if 0 != ret:
self.logger.error("subscribe for index list failed")
return ret
for code in index_list:
if code not in self.index_objs:
self.index_objs[code] = CIndex(code,
should_create_influxdb=True,
should_create_mysqldb=True)
return 0
def collect_index_runtime_data(self):
if self.quote_handler.empty(): return
datas = self.quote_handler.getQueue()
while not datas.empty():
df = datas.get()
df['time'] = df.data_date + ' ' + df.data_time
df = df.drop(['data_date', 'data_time'], axis=1)
df = df.set_index('time')
df.index = pd.to_datetime(df.index)
for code_str in set(df.code):
code_id = code_str.split('.')[1]
self.index_objs[code_id].run(df.loc[df.code == code_str])
def run(self, sleep_time):
while True:
try:
self.logger.debug("enter run")
if self.cal_client.is_trading_day():
if is_trading_time():
t_sleep_time = 1
if not self.subscriber.status():
self.subscriber.start()
if 0 == self.init_index_info(
) and 0 == self.init_real_stock_info():
self.init_combination_info()
else:
self.logger.debug("enter stop subscriber")
self.subscriber.stop()
else:
self.collect_stock_runtime_data()
self.collect_combination_runtime_data()
self.collect_index_runtime_data()
self.animation_client.collect()
else:
t_sleep_time = sleep_time
if self.subscriber.status():
self.subscriber.stop()
else:
t_sleep_time = sleep_time
except Exception as e:
#traceback.print_exc()
self.logger.error(e)
gevent.sleep(t_sleep_time)
def set_update_info(self,
step_length,
exec_date,
cdate=None,
filename=ct.STEPFILE):
step_info = dict()
if cdate is None: cdate = 'none'
step_info[cdate] = dict()
step_info[cdate]['step'] = step_length
step_info[cdate]['date'] = exec_date
with open(filename, 'w') as f:
json.dump(step_info, f)
self.logger.info("finish step :%s" % step_length)
def get_update_info(self,
cdate=None,
exec_date=None,
filename=ct.STEPFILE):
if cdate is None: cdate = 'none'
if not os.path.exists(filename): return (0, exec_date)
with open(filename, 'r') as f:
step_info = json.load(f)
if cdate not in step_info: return (0, exec_date)
return (step_info[cdate]['step'], step_info[cdate]['date'])
def bootstrap(self,
cdate=None,
exec_date=datetime.now().strftime('%Y-%m-%d'),
ndays=2):
finished_step, exec_date = self.get_update_info(cdate, exec_date)
self.logger.info("enter updating.%s" % finished_step)
if finished_step < 1:
if not self.cal_client.init():
self.logger.error("cal client init failed")
return False
self.set_update_info(1, exec_date, cdate)
if finished_step < 2:
if not self.index_info_client.update():
self.logger.error("index info init failed")
return False
self.set_update_info(2, exec_date, cdate)
if finished_step < 3:
if not self.stock_info_client.update():
self.logger.error("stock info init failed")
return False
self.set_update_info(3, exec_date, cdate)
if finished_step < 4:
if not self.comb_info_client.update():
self.logger.error("comb info init failed")
return False
self.set_update_info(4, exec_date, cdate)
if finished_step < 5:
if not self.industry_info_client.update():
self.logger.error("industry info init failed")
return False
self.set_update_info(5, exec_date, cdate)
if finished_step < 6:
if not self.download_and_extract(exec_date, num=ndays):
self.logger.error("download and extract failed")
return False
self.set_update_info(6, exec_date, cdate)
if finished_step < 7:
if not self.init_tdx_index_info(cdate, num=ndays):
self.logger.error("init tdx index info failed")
return False
self.set_update_info(7, exec_date, cdate)
if finished_step < 8:
if not self.sh_exchange_client.update(exec_date, num=ndays):
self.logger.error("sh exchange update failed")
return False
self.set_update_info(8, exec_date, cdate)
if finished_step < 9:
if not self.sz_exchange_client.update(exec_date, num=ndays):
self.logger.error("sz exchange update failed")
return False
self.set_update_info(9, exec_date, cdate)
if finished_step < 10:
if not self.init_index_components_info(exec_date):
self.logger.error("init index components info failed")
return False
self.set_update_info(10, exec_date, cdate)
if finished_step < 11:
if not self.init_industry_info(cdate, num=ndays):
self.logger.error("init industry info failed")
return False
self.set_update_info(11, exec_date, cdate)
if finished_step < 12:
if not self.rindustry_info_client.update(exec_date, num=ndays):
self.logger.error("init %s rindustry info failed" % exec_date)
return False
self.set_update_info(12, exec_date, cdate)
if finished_step < 13:
if not self.limit_client.update(exec_date, num=ndays):
self.logger.error("init limit info failed")
return False
self.set_update_info(13, exec_date, cdate)
if finished_step < 14:
if not self.init_yesterday_hk_info(exec_date, num=ndays):
self.logger.error("init yesterday hk info failed")
return False
self.set_update_info(14, exec_date, cdate)
if finished_step < 15:
if not self.margin_client.update(exec_date, num=ndays):
self.logger.error("init yesterday margin failed")
return False
self.set_update_info(15, exec_date, cdate)
if finished_step < 16:
if not self.init_stock_info(cdate):
self.logger.error("init stock info set failed")
return False
self.set_update_info(16, exec_date, cdate)
if finished_step < 17:
if not self.init_base_float_profit():
self.logger.error("init base float profit for all stock")
return False
self.set_update_info(17, exec_date, cdate)
if finished_step < 18:
if not self.rindex_stock_data_client.update(exec_date, num=ndays):
self.logger.error("rstock data set failed")
return False
self.set_update_info(18, exec_date, cdate)
if finished_step < 19:
if not self.set_bull_stock_ratio(exec_date, num=ndays):
self.logger.error("bull ratio set failed")
return False
self.set_update_info(19, exec_date, cdate)
if finished_step < 20:
if not self.reviewer.update(cdate):
self.logger.error("generate review for %s failed", cdate)
return False
self.set_update_info(20, exec_date, cdate)
self.logger.info("updating succeed")
return True
def clear_network_env(self):
kill_process("google-chrome")
kill_process("renderer")
kill_process("Xvfb")
kill_process("zygote")
kill_process("defunct")
kill_process("show-component-extension-options")
def update(self, sleep_time):
succeed = False
while True:
self.logger.debug("enter daily update process. %s" %
datetime.now().strftime('%Y-%m-%d %H:%M:%S'))
try:
if self.cal_client.is_trading_day():
#self.logger.info("is trading day. %s, succeed:%s" % (datetime.now().strftime('%Y-%m-%d %H:%M:%S'), succeed))
if self.is_collecting_time():
self.logger.debug(
"enter collecting time. %s, succeed:%s" %
(datetime.now().strftime('%Y-%m-%d %H:%M:%S'),
succeed))
if not succeed:
self.clear_network_env()
mdate = datetime.now().strftime('%Y-%m-%d')
ndate = get_latest_data_date()
if ndate is not None:
if ndate >= transfer_date_string_to_int(mdate):
if self.updating_date is None:
self.updating_date = mdate
succeed = self.bootstrap(
cdate=self.updating_date,
exec_date=self.updating_date)
if succeed: self.updating_date = None
else:
self.logger.debug("%s is older for %s" %
(ndate, mdate))
else:
succeed = False
gevent.sleep(sleep_time)
except Exception as e:
time.sleep(1)
self.logger.error(e)
def init_combination_info(self):
trading_info = self.comb_info_client.get()
for _, code_id in trading_info['code'].iteritems():
if str(code_id) not in self.combination_objs:
self.combination_objs[str(code_id)] = Combination(
code_id, self.dbinfo)
def init_base_float_profit(self):
def _set_base_float_profit(code_id):
if CStock(code_id).set_base_floating_profit():
self.logger.info("%s set base float profit success" % code_id)
return (code_id, True)
else:
self.logger.error("%s set base float profit failed" % code_id)
return (code_id, False)
failed_list = self.stock_info_client.get().code.tolist()
return process_concurrent_run(_set_base_float_profit,
failed_list,
num=50)
def init_stock_info(self, cdate=None):
def _set_stock_info(_date, bonus_info, index_info, code_id):
try:
if CStock(code_id).set_k_data(bonus_info, index_info, _date):
self.logger.info("%s set k data success for date:%s",
code_id, _date)
return (code_id, True)
else:
self.logger.error("%s set k data failed for date:%s",
code_id, _date)
return (code_id, False)
except Exception as e:
self.logger.error("%s set k data for date %s exception:%s",
code_id, _date, e)
return (code_id, False)
#get stock bonus info
bonus_info = pd.read_csv("/data/tdx/base/bonus.csv",
sep=',',
dtype={
'code': str,
'market': int,
'type': int,
'money': float,
'price': float,
'count': float,
'rate': float,
'date': int
})
index_info = CIndex('000001').get_k_data()
if index_info is None or index_info.empty: return False
df = self.stock_info_client.get()
failed_list = df.code.tolist()
if cdate is None:
cfunc = partial(_set_stock_info, cdate, bonus_info, index_info)
return process_concurrent_run(cfunc, failed_list, num=5)
else:
cfunc = partial(_set_stock_info, cdate, bonus_info, index_info)
succeed = True
if not process_concurrent_run(cfunc, failed_list, num=5):
succeed = False
return succeed
#start_date = get_day_nday_ago(cdate, num = 4, dformat = "%Y-%m-%d")
#for mdate in get_dates_array(start_date, cdate, asending = True):
# if self.cal_client.is_trading_day(mdate):
# self.logger.info("start recording stock info: %s", mdate)
# cfunc = partial(_set_stock_info, mdate, bonus_info, index_info)
# if not process_concurrent_run(cfunc, failed_list, num = 500):
# self.logger.error("compute stock info for %s failed", mdate)
# return False
#return True
def init_industry_info(self, cdate, num):
def _set_industry_info(cdate, code_id):
return (code_id, CIndex(code_id).set_k_data(cdate))
df = self.industry_info_client.get()
if cdate is None:
cfunc = partial(_set_industry_info, cdate)
return concurrent_run(cfunc, df.code.tolist(), num=5)
else:
succeed = True
start_date = get_day_nday_ago(cdate, num=num, dformat="%Y-%m-%d")
for mdate in get_dates_array(start_date, cdate, asending=True):
if self.cal_client.is_trading_day(mdate):
cfunc = partial(_set_industry_info, mdate)
if not concurrent_run(cfunc, df.code.tolist(), num=5):
succeed = False
return succeed
def init_yesterday_hk_info(self, cdate, num):
succeed = True
for data in ((ct.SH_MARKET_SYMBOL, ct.HK_MARKET_SYMBOL),
(ct.SZ_MARKET_SYMBOL, ct.HK_MARKET_SYMBOL)):
if not self.connect_client.set_market(data[0], data[1]):
self.logger.error("connect_client for %s failed" % data)
succeed = False
continue
if not self.connect_client.update(cdate, num=num):
succeed = False
self.connect_client.close()
self.connect_client.quit()
return succeed
def get_concerned_index_codes(self):
index_codes = list(ct.INDEX_DICT.keys())
#添加MSCI板块
index_codes.append('880883')
return index_codes
def init_index_components_info(self, cdate=None):
if cdate is None: cdate = datetime.now().strftime('%Y-%m-%d')
def _set_index_info(code_id):
if code_id in self.index_objs:
_obj = self.index_objs[code_id]
else:
_obj = CIndex(code_id) if code_id in list(
ct.INDEX_DICT.keys()) else TdxFgIndex(code_id)
return (code_id, _obj.set_components_data(cdate))
index_codes = self.get_concerned_index_codes()
return concurrent_run(_set_index_info, index_codes, num=10)
def set_bull_stock_ratio(self, cdate, num=10):
def _set_bull_stock_ratio(code_id):
return (code_id, BullStockRatio(code_id).update(cdate, num))
index_codes = self.get_concerned_index_codes()
return concurrent_run(_set_bull_stock_ratio, index_codes, num=num)
def init_tdx_index_info(self, cdate=None, num=10):
def _set_index_info(cdate, code_id):
try:
if code_id in self.index_objs:
_obj = self.index_objs[code_id]
else:
_obj = CIndex(code_id) if code_id in list(
ct.TDX_INDEX_DICT.keys()) else TdxFgIndex(code_id)
return (code_id, _obj.set_k_data(cdate))
except Exception as e:
self.logger.error(e)
return (code_id, False)
#index_code_list = self.get_concerned_index_codes()
index_code_list = list(ct.TDX_INDEX_DICT.keys())
if cdate is None:
cfunc = partial(_set_index_info, cdate)
return concurrent_run(cfunc, index_code_list, num=5)
else:
succeed = True
start_date = get_day_nday_ago(cdate, num=num, dformat="%Y-%m-%d")
for mdate in get_dates_array(start_date, cdate, asending=True):
if self.cal_client.is_trading_day(mdate):
cfunc = partial(_set_index_info, mdate)
if not concurrent_run(cfunc, index_code_list, num=5):
succeed = False
return succeed
def download_and_extract(self, cdate, num=10):
try:
if not download(ct.ZIP_DIR, cdate, num): return False
list_files = os.listdir(ct.ZIP_DIR)
for filename in list_files:
if not filename.startswith('.'):
file_path = os.path.join(ct.ZIP_DIR, filename)
if os.path.exists(file_path):
unzip(file_path, ct.TIC_DIR)
return True
except Exception as e:
self.logger.error(e)
return False
#market info
sh_df = get_market_data(ct.SH_MARKET_SYMBOL, start_date, end_date)
sz_df = get_market_data(ct.SZ_MARKET_SYMBOL, start_date, end_date)
date_list = list(set(sh_df.date.tolist()).intersection(set(sz_df.date.tolist())))
sh_df = sh_df[sh_df.date.isin(date_list)]
sz_df = sz_df[sz_df.date.isin(date_list)]
#rzrq info
sh_rzrq_df = get_rzrq_info(ct.SH_MARKET_SYMBOL, start_date, end_date)
sz_rzrq_df = get_rzrq_info(ct.SZ_MARKET_SYMBOL, start_date, end_date)
date_list = list(set(sh_rzrq_df.date.tolist()).intersection(set(sz_rzrq_df.date.tolist())))
sh_rzrq_df = sh_rzrq_df[sh_rzrq_df.date.isin(date_list)]
sz_rzrq_df = sz_rzrq_df[sz_rzrq_df.date.isin(date_list)]
#average price info
av_df = get_index_df('880003', start_date, end_date)
#limit up and down info
limit_info = CLimit().get_data(cdate)
stock_info = RIndexStock().get_data(cdate)
stock_info = stock_info[stock_info.volume > 0] #get volume > 0 stock list
stock_info = stock_info.reset_index(drop = True)
#index info
index_info = get_index_data(end_date)
#industry analysis
industry_info = get_industry_data(cdate)
#all stock info
all_stock_info = RIndexStock().get_k_data_in_range(start_date, end_date)
stm = StrongerThanMarketSelecter()
stm_code_list = stm.choose(all_stock_info, av_df)
amus = AntiMarketUpSelecter()
amus_code_list = amus.choose(stock_info)
def get_limitup_data(self, date):
return CLimit(self.dbinfo).get_data(date)