def test_remove_not_trading_stocks() :
stockDayData = cxStockDayData()
dataList = stockDayData.loadLogDataFromFile()
remove_not_trading_stocks(dataList)
del stockDayData.data[0:-1]
stockDayData.data = dataList
stockDayData.saveLogDataToFile(fileName = u'cxStockDayDataRemovedNotTradingStock.dat')
del dataList
del stockDayData
def save_data_of_turtle_trading_per_stock() :
S1_entryCondition = 20
S1_exitCondition = 10
S2_entryCondition = 55
S2_exitCondition = 20
N_condition = 20
stockDayData = cxStockDayData()
print 'start : load stockDayData'
rawDataList = stockDayData.loadLogDataFromFile(fileName = \
u'cxStockDayDataRemovedNotTradingStock.dat')
print 'end : load stockDayData'
if rawDataList == None :
print 'loading stockDayData : failed'
return None
#remove_not_trading_stocks(rawDataList)
turtleDataPerStockFile = cxFile(u'turtleDataPerStockFile.txt')
stockNum = len(rawDataList)
#stockNum = 1
for stockIndex in range(0,stockNum) :
turtleDataPerStockFile.write(u'%s\n'%rawDataList[stockIndex][0])
dayDataList = rawDataList[stockIndex][1]
dayDataLen = len(dayDataList)
for dayIndex in range(0, dayDataLen) :
( currentDate, currentMaxPrice, currentMinPrice,
currentClosingPrice, currentTradingVolumn, currentTradingCost ) = \
dayDataList[dayIndex]
S1_entryPrice = 0
S1_exitPrice = 0
S2_entryPrice = 0
S2_exitPrice = 0
n = 0 # 오늘의 변동성
N = 0.0
if dayIndex >= 1 :
( prevDate, prevMaxPrice, prevMinPrice, prevClosingPrice,
prevTradingVolumn, prevTradingCost ) = dayDataList[dayIndex-1]
n = max( [ fabs( currentMaxPrice - currentMinPrice ),
fabs( currentMaxPrice - prevClosingPrice ),
fabs( prevClosingPrice - currentMinPrice ) ] )
if dayIndex >= S1_entryCondition :
S1_entryPrice = \
max( [ maxPrice
for date, maxPrice, minPrice, closingPrice,
tradingVolumn, tradingCost
in dayDataList[(dayIndex-S1_entryCondition):dayIndex] ] )
if dayIndex >= S1_exitCondition :
S1_exitPrice = \
min( [ minPrice
for date, maxPrice, minPrice, closingPrice,
tradingVolumn, tradingCost
in dayDataList[(dayIndex-S1_exitCondition):dayIndex] ] )
if dayIndex >= S2_entryCondition :
S2_entryPrice = \
max( [ maxPrice
for date, maxPrice, minPrice, closingPrice,
tradingVolumn, tradingCost
in dayDataList[(dayIndex-S2_entryCondition):dayIndex] ] )
if dayIndex >= S2_exitCondition :
S2_exitPrice = \
min( [ minPrice
for date, maxPrice, minPrice, closingPrice,
tradingVolumn, tradingCost
in dayDataList[(dayIndex-S2_exitCondition):dayIndex] ] )
if dayIndex >= ( N_condition + 1 ) :
N = calculate_N( [ [ maxPrice, minPrice, closingPrice ]
for date, maxPrice, minPrice, closingPrice,
tradingVolumn, tradingCost
#in dayDataList[(dayIndex-N_condition-1):dayIndex] ] ,
in dayDataList[(dayIndex-N_condition):dayIndex+1] ] ,
N_condition )
turtleDataPerStockFile.write(u'\t%d %d %d %d %d %d %d %d %d %f\n' \
% ( currentDate, currentMaxPrice, currentMinPrice, currentClosingPrice,
S1_entryPrice, S1_exitPrice, S2_entryPrice, S2_exitPrice, n, N ) )
del rawDataList
turtleDataPerStockFile.close()