def _wrap_kline(f, measurement, code, reset_flag=False):
"""
推送缠论kline
"""
for ktype in conf.HDF5_SHARE_WRAP_KTYPE:
ctags = {"kcode": code, "ktype": ktype}
wrap_ds_name = conf.HDF5_INDEX_WRAP + "_" + ktype
if f.get(wrap_ds_name) is None:
console.write_msg(code + "缠论数据不存在")
continue
wrap_df = tool.df_from_dataset(f, wrap_ds_name, None)
wrap_df = _datetime_index(wrap_df)
last_datetime = influx.get_last_datetime(measurement, ctags)
if last_datetime is not None and reset_flag is False:
wrap_df = wrap_df.loc[wrap_df.index > last_datetime]
else:
wrap_df = wrap_df.tail(DF_INIT_LIMIT)
if len(wrap_df) > 0:
try:
influx.reset_df(wrap_df, measurement, ctags)
console.write_exec()
except Exception as er:
print(str(er))
else:
console.write_pass()
return
def filter_share(code_list, start_date):
"""
整理筛选的股票缠论k线
"""
f = h5py.File(conf.HDF5_FILE_SHARE, 'a')
console.write_head(conf.HDF5_OPERATE_WRAP, conf.HDF5_RESOURCE_TUSHARE,
conf.HDF5_INDEX_WRAP)
for code in code_list:
code_prefix = code[0:3]
code_group_path = '/' + code_prefix + '/' + code
if f.get(code_group_path) is None:
continue
# 忽略停牌、退市、无法获取的情况
if f[code_prefix][code].attrs.get(
conf.HDF5_BASIC_QUIT
) is not None or f[code_prefix][code].attrs.get(
conf.HDF5_BASIC_ST) is not None:
continue
for ktype in conf.HDF5_SHARE_WRAP_KTYPE:
ds_name = ktype
if f[code_prefix][code].get(ds_name) is None:
continue
share_df = tool.df_from_dataset(f[code_prefix][code], ds_name,
None)
wrap_df = one_df(share_df)
if wrap_df is not None:
ds_name = conf.HDF5_INDEX_WRAP + "_" + ktype
if f[code_prefix][code].get(ds_name) is not None:
tool.delete_dataset(f[code_prefix][code], ds_name)
tool.create_df_dataset(f[code_prefix][code], ds_name, wrap_df)
console.write_exec()
else:
console.write_pass()
console.write_blank()
console.write_tail()
f.close()
return
def _basic_info(f, measurement, code, reset_flag):
ctags = {"kcode": code}
basic_ds_name = conf.HDF5_BASIC_DETAIL
if f.get(basic_ds_name) is None:
console.write_msg(code + "基本面数据不存在")
return
basic_df = tool.df_from_dataset(f, basic_ds_name, None)
basic_df = _datetime_index(basic_df)
last_datetime = influx.get_last_datetime(measurement, ctags)
if last_datetime is not None and reset_flag is False:
basic_df = basic_df.loc[basic_df.index > last_datetime]
else:
basic_df = basic_df.tail(DF_INIT_LIMIT)
if len(basic_df) > 0:
try:
influx.reset_df(basic_df, measurement, ctags)
console.write_exec()
except Exception as er:
print(str(er))
else:
console.write_pass()
return
def _raw_kline(f, measurement, code, reset_flag=False):
"""
推送原始kline
"""
for ktype in conf.HDF5_SHARE_KTYPE:
ctags = {"kcode": code, "ktype": ktype}
detail_ds_name = ktype
index_ds_name = conf.HDF5_INDEX_DETAIL + "_" + ktype
if f.get(detail_ds_name) is None:
console.write_msg(code + "的detail数据不存在")
continue
if f.get(index_ds_name) is None:
console.write_msg(code + "的index数据不存在")
continue
detail_df = tool.df_from_dataset(f, detail_ds_name, None)
index_df = tool.df_from_dataset(f, index_ds_name, None)
detail_df = detail_df.merge(index_df,
left_on=conf.HDF5_SHARE_DATE_INDEX,
right_on=conf.HDF5_SHARE_DATE_INDEX,
how='left')
detail_df = _datetime_index(detail_df)
last_datetime = influx.get_last_datetime(measurement, ctags)
if last_datetime is not None and reset_flag is False:
detail_df = detail_df.loc[detail_df.index > last_datetime]
else:
detail_df = detail_df.tail(DF_INIT_LIMIT)
detail_df = detail_df.drop("ma_border", axis=1)
if len(detail_df) > 0:
try:
influx.reset_df(detail_df, measurement, ctags)
console.write_exec()
except Exception as er:
print(str(er))
else:
console.write_pass()
return
def all_exec(omit_list):
"""
筛选出存在背离的股票
"""
# 筛选记录内容如下:
# 1. 月线macd趋势
# 2. 周线macd趋势
# 3. 日线macd趋势，是否背离，数值差距
# 4. 30min的macd趋势，是否背离，数值差距，震荡中枢数量
# 5. 5min的macd趋势，是否背离，数值差距，震荡中枢数量
console.write_head(conf.HDF5_OPERATE_SCREEN, conf.HDF5_RESOURCE_TUSHARE,
conf.STRATEGY_TREND_AND_REVERSE)
f = h5py.File(conf.HDF5_FILE_SHARE, 'a')
filter_df = tool.init_empty_df(_ini_filter_columns())
for code_prefix in f:
if code_prefix in omit_list:
continue
for code in f[code_prefix]:
code_group_path = '/' + code_prefix + '/' + code
if f.get(code_group_path) is None:
console.write_blank()
console.write_msg(code + "的tushare数据不存在")
continue
# 忽略停牌、退市、无法获取的情况
if f[code_prefix][code].attrs.get(
conf.HDF5_BASIC_QUIT
) is not None or f[code_prefix][code].attrs.get(
conf.HDF5_BASIC_ST) is not None:
console.write_blank()
console.write_msg(code + "已退市或停牌")
continue
try:
code_dict = code_exec(f, code)
if code_dict is None:
console.write_pass()
continue
else:
console.write_exec()
filter_df = filter_df.append(code_dict, ignore_index=True)
except Exception as er:
console.write_msg("[" + code + "]" + str(er))
f.close()
f_screen = h5py.File(conf.HDF5_FILE_SCREEN, 'a')
if f_screen.get(conf.STRATEGY_TREND_AND_REVERSE) is None:
f_screen.create_group(conf.STRATEGY_TREND_AND_REVERSE)
if f_screen[conf.STRATEGY_TREND_AND_REVERSE].get(
conf.SCREEN_SHARE_FILTER) is None:
f_screen[conf.STRATEGY_TREND_AND_REVERSE].create_group(
conf.SCREEN_SHARE_FILTER)
today_str = tradetime.get_today()
tool.delete_dataset(
f_screen[conf.STRATEGY_TREND_AND_REVERSE][conf.SCREEN_SHARE_FILTER],
today_str)
tool.merge_df_dataset(
f_screen[conf.STRATEGY_TREND_AND_REVERSE][conf.SCREEN_SHARE_FILTER],
today_str, filter_df)
f_screen.close()
console.write_blank()
console.write_tail()
return