def __init__(self,conf={}):
self.date=conf.get("date",Date.getDate())
self.stock = conf.get("stock",Stock(conf=conf))
self.expression=Expression(conf)
self.expressions = self.expression.load(\
path = os.path.join(conf.get("SYS_HOME"),conf.get("STATISTICS_PROJECT_PATH",STATISTICS_PROJECT_PATH)))
self.report = Report(conf=conf)
self.data = {}
self.conf=conf
def compute(self,stock = None):
stock = stock or self.stock
conf={}
conf.update(self.conf)
conf.update({
"date":self.date,
"stock":stock,
"allCode":stock.allCode
})
expression=Expression(conf)
projectPath=os.path.join(conf.get("SYS_HOME"),conf.get("STRATEGIC_PROJECT_PATH"))
expressions=expression.load(projectPath)
result={} #初始化result变量，让result能在公式里直接使用,并且result[name]也能使用
for expr in expressions:
result[expr.get("name")]=[]
expression.execute(expression = expressions,context = {"result":result})
self.data.update({self.date:result})
return result
class Accuracy:
def __init__(self,conf={}):
self.date=conf.get("date",Date.getDate())
self.stock = conf.get("stock",Stock(conf=conf))
self.expression=Expression(conf)
self.expressions = self.expression.load(\
path = os.path.join(conf.get("SYS_HOME"),conf.get("STATISTICS_PROJECT_PATH",STATISTICS_PROJECT_PATH)))
self.report = Report(conf=conf)
self.data = {}
self.conf=conf
def compute(self,date=None):
"""
统计最近15天交易策略的准确性,用法示例见顶部.
>>> accuracy.compute(date = '20110804')
"""
detail=self.collect(date = date)
accuracy = self.statistics(detail)
return accuracy
def collect(self,date=None):
"""
收集需要被统计的数据
>> accuracy.collect(date = "20110825")
"""
conf = self.conf
date = date or self.date or conf.get("date")
detail={}
dateRange = self.conf.get("STATISTICS_DATE_RANGE",STATISTICS_DATE_RANGE)
for i in range(0,dateRange):
for expression in self.expressions:
curDate = Date.getDate(0-i,date)
offsetDate = Date.getDate(expression['offset'],curDate)
trade = self.report.getTrade(date = offsetDate)
execDetail = self.execExpression(data = trade,date = offsetDate)
if not execDetail:
continue
detail.update({offsetDate:execDetail}) #将前一天统计数据加上今日统计数据便得到要生成的统计数据
return detail
def statistics(self,detail):
"""
合并统计数据的结果,传入需要合并的数据，返回合并完的数据。错误返回{}
"""
accuracy = {}
total = {}
for date in detail:
for statisticsName in detail[date]:
if not statisticsName in total:
total[statisticsName] = {'sum':0,'count':0}
match = detail[date][statisticsName].get(MATCH_KEY,[])
nomatch = detail[date][statisticsName].get(NOTMATCH_KEY,[])
total[statisticsName]['sum'] +=len(match)
total[statisticsName]['count'] +=len(match) + len(nomatch)
if not statisticsName in accuracy:
accuracy[statisticsName] = {'detail':{}}
accuracy[statisticsName]['detail'][date] ={MATCH_KEY: match,NOTMATCH_KEY:nomatch}
for statisticsName in total:
if total[statisticsName]['count'] ==0 :
accuracy[statisticsName]['value']=0
else:
accuracy[statisticsName]['value'] = float(total[statisticsName]['sum'])/float(total[statisticsName]['count'])
accuracy[statisticsName]['total']=total[statisticsName]['count']
return accuracy
def execExpression(self,data,date):
"""
date 指买入日期
>> accuracy.execExpression(data = {u'200056': {'statistics': {u'\u4e00\u65e5\u4e0a\u6da81%': 1.0,u'\u4e09\u5341\u65e5\u4e0a\u6da830%': 1.0,u'\u5341\u4e94\u65e5\u4e0a\u6da815%': 1.0000000000000002},'strategic': [u'\u77ed\u65f6\u95f4\u5185\u4e0b\u8dcc19%\u4ee5\u4e0a\u540e\u653e\u91cf\u6536\u7ea2']}}, date = '20110804')
{u'\u5341\u4e94\u65e5\u4e0a\u6da815%': {'matchCode': [], 'notMatchCode': [u'200056']}, u'\u4e00\u65e5\u4e0a\u6da81%': {'matchCode': [], 'notMatchCode': [u'200056']}}
"""
execResult = {}
result = {}
today = Date.getDate()
for code in data:
for statisticsName in data[code].get('statistics',{}):
expression = self.expression.getExpressionByName(name = statisticsName,expressions = self.expressions)
if not expression:
continue
if not code in execResult:
execResult[code]={}
offsetDate = Date.getDate(0-expression["offset"],date)
if int(offsetDate) > int(today):
continue
context = {
"result":execResult,
"code":code,
"name":statisticsName,
"stock":self.stock,
"date":offsetDate
}
self.expression.execExpression(expression = expression.get("content"), context = context)
if execResult[code][statisticsName] == True:
sub = MATCH_KEY
else:
sub = NOTMATCH_KEY
if not statisticsName in result:
result[statisticsName]={MATCH_KEY:[],NOTMATCH_KEY:[]}
result[statisticsName][sub].append(code)
return result