def run(self):
count = 0
years = {}
for year in range(self._hstart[0], self._hend[0] + 1):
print "get index from ", year
start = (year, self._rstart[1], self._rstart[2])
end = (year + self._rend[0], self._rend[1], self._rend[2])
#for every stock
ss = Globals.get_instance().stocks()
count2 = 0
thisyear = {}
for s in ss:
S = ss[s]
ids = {}
for index in self._indexs:
idx = index #()
idx.setup(start, end, S)
v = idx.value()
ids[idx.name()] = v
thisyear[s] = ids
count2 += 1
if count2 > 7 and self.DEBUG:
break
# pass
years[year] = thisyear
count += 1
if count > 2 and self.DEBUG:
break
# print years
json.dump(years, open("output/temp/years", 'w'))
pass
def run(self, args, opts):
gbls = Globals.get_instance()
ohr1 = gbls.oneholdedrecord("input/holded/holded-20181110-0930")
ohr2 = gbls.oneholdedrecord("input/holded/holded-20181120-1330")
for s in ohr2.stocks():
if ohr2.gettotal(s) < 1:
continue
if not s in ohr1.stocks():
continue
if not ohr1.gettotalholded(s) == ohr2.gettotalholded(s):
continue
print s, ohr1.gettotal(s), ohr1.getprice(s), ohr1.gettotalholded(s)
print s, ohr2.gettotal(s), ohr2.getprice(s), ohr2.gettotalholded(s)
stock = gbls.getstock(s)
io = InvestOne(stock)
io.buyshare(ohr1.gettotalholded(s), (2018, 11, 12))
hps1 = stock.historypricesshare((2018, 11, 12))
hps2 = stock.historypricesshare((2018, 11, 21))
print s, hps1[0], hps2[0]
money = io.sell((2018, 11, 21))
delta1 = (ohr2.gettotal(s) - ohr1.gettotal(s)) / ohr1.gettotal(s)
delta2 = io.added()
print s, delta1, delta2
print ""
def run(self, args, opts):
gbls = Globals.get_instance()
count = 0
self._stats = {"total":0, "nodata":0, "none": 0, "zero":0, "same": 0, "minidelta":0, "sendingshare":0, "addshare":0, "left": 0,}
for s in gbls.stocks():
S = gbls.stocks()[s]
self.verifytotalshares(S)
count += 1
if count > 10:
pass
# break
total = self._stats["total"]
print "nodata: number of stocks without price data \t", self._stats["nodata"]
print ""
self.printstat("none", "price or marketvalue are None, 比如节假日休市没有数据\t", total)
self.printstat("zero", "price or marketvalue are zero, 比如停牌\t\t", total)
self.printstat("same", "totalshare is not changed\t\t\t", total)
self.printstat("minidelta", "totalshare 变更较小\t\t\t", total)
self.printstat("sendingshare", "送股行为\t\t\t\t", total)
self.printstat("addshare", "增资扩股\t\t\t\t", total)
self.printstat("left", "left cases\t\t\t", total)
print "Left: ", self._stats["left"]
def setup(self, start, end):
try:
startdate = datetime.date(start[0], start[1], start[2])
except:
return
tmptime = time.mktime(startdate.timetuple())
endstr = "%04d-%02d-%02d" % (end[0], end[1], end[2])
init = prev = self._db["%04d-%02d-%02d" % start]
while True:
tmptime += (3600 * 24)
dt = datetime.date.fromtimestamp(tmptime)
if str(dt) > endstr:
break
share = {}
for idx in init:
S = Stock(Globals.get_instance(), idx)
ps = S.historypricesshare((dt.year, dt.month, dt.day))
if ps == None:
share[idx] = (prev[idx][0], prev[idx][1])
else:
if ps[1] == 1:
share[idx] = (prev[idx][0], ps[0])
elif ps[1] == 0:
share[idx] = (prev[idx][0], ps[0])
else:
share[idx] = (prev[idx][0] * ps[1], ps[0])
prev = share
self._db[str(dt)] = share
pass
def run(self, args, opts):
gbls = Globals.get_instance()
fails = 0
for s in gbls.stocks():
S = gbls.stocks()[s]
recent = S.price((2018, 11, 30))
history = S.price((2018, 11, 29))
if self.zero(recent) and self.zero(history):
continue
if self.zero(recent) or self.zero(history):
print s, recent, history
fails += 1
continue
delta = (recent - history) / history
if abs(delta) > 0.10:
print s, delta
fails += 1
continue
delta = (fails * 1.0) / len(gbls.stocks())
print "Mismatch ratio: ", delta * 100, "%"
if delta < 0.1:
self._result = True
else:
self._result = False
def caculateaddings(self, starty, endy, func):
self._ss = Globals.get_instance().stocks()
print "total samples:", (endy - starty) * len(self._ss) / 2
ys = {}
cnt = 0
for y in range(starty, endy):
yp = self.yearprocess(y)
ys[y] = yp
if cnt > 1 and self.DEBUG:
break
cnt += 1
func(ys)
def run(self):
ids = Globals.get_instance().stocks().keys()
os.chdir("./output/historyprices/")
# for each stock
for idx in ids:
self.downloadstock(idx)
# download index
# SZSE.399001 深证成指, SZSE.399006 创业板指, SHSE.000001 上证综指, SZSE.399300 沪深300
for idx in ("1399001", "1399006", "0000001", "0000300"):
self.downloadindex(idx)
os.chdir("../../")
pass
def select(self, ids):
no = 1
for i in ids:
print no, i, Globals.get_instance().getstockidnamemapping(
).getname(i)
no += 1
while True:
choice = raw_input("Please select:")
try:
k = int(choice)
if k < no and k > 0:
return ids[k - 1]
except:
pass
def __init__(self, ss, start, end):
share = {}
for idx in ss:
S = Stock(Globals.get_instance(), idx)
ps = S.historypricesshare(start)
#use 20000 to buy it in 100 shares
if ps == None:
share[idx] = (0, 0)
else:
share[idx] = (int(20000 / ps[0]), ps[0])
self._db = {}
self._db["%04d-%02d-%02d" % start] = share
self.setup(start, end)
pass
def test4(self):
self._totalsample = 0
self._mismatchsample = 0
ss = Globals.get_instance().getff10jqka().allstocks()
count = 0
for s in ss:
self.compare(s, "sales_adding")
count += 1
# if count > 10:
# break
ratio = (self._mismatchsample * 1.0 / self._totalsample)
print "mismatch ratio: ", ratio
if abs(ratio) < 0.06:
print "Test 4 Pass\n"
pass
def run(self):
allstocks = Globals.get_instance().stocks().keys()
count = 0
mylist = ""
self.plist = {}
for item in allstocks:
mylist += StockCommon().stockidlocation(item) + ","
count += 1
if count == 3:
self.request(mylist)
count = 0
mylist = ""
if count > 0:
self.request(mylist)
n = datetime.datetime.now()
name = Config.PRICES_PATH + "/%04d%02d%02d-%02d%02d" % (
n.year, n.month, n.day, n.hour, n.minute)
json.dump(self.plist, open(name, 'w'))
def __init__(
self,
stockid,
source=None
): # consturct from FFNetease, if not suitable, consturct from 10jqka
if source == None:
source = self.NETEASE
self._ff = None
if source == self.TONGHS:
from moneyseav3.globals import Globals
path = Globals.get_instance().getff10jqka().getpath(
stockid) + "/finance"
self._ff = FF10jqka(path)
self._ff.doparse()
else: #netease
self._ff = FFNetEase(Config.STOCKS_PATH_NETEASE + "/zycwzb_" +
stockid + ".html?type=report")
self._ff.doparse()
pass
pass
def run(self, args, opts):
if len(args) < 1:
print "Please specific the stock in id or pinyin"
return
try:
int(args[0])
idx = args[0]
except:
#it is pinyin
ids = Globals.get_instance().getinputstocks().getids(args[0])
if len(ids) == 1:
idx = ids[0]
elif len(ids) > 1:
idx = self.select(ids)
else:
print "Please specific a correct stock"
return
stock = Stock(idx, DefaultAdding(idx))
print stock.id()
print stock.name()
print stock.types()
print "industry:", stock.industry()
print stock.n(), stock.p()
if not stock.ffvalid()[0]:
print "No valid financial data"
return
print "addings: ", stock.addings()
print "select adding:", stock.a()
print "pershareearning:", stock.e()
print "price:", stock.price()
print "e/q:", stock.eq()
print "q(reasonable price):", stock.q()
print "dratio(price adding predict):", stock.dratio()
def run1(self, args, opts):
gbls = Globals.get_instance()
sid = "300230"
S = gbls.stocks()[sid]
startstr = "2010-01-01"
endstr = "2018-11-30"
items = startstr.split("-")
try:
startdate = datetime.date(int(items[0]), int(items[1]), int(items[2]))
except:
#without correct history prices
return
tmptime = time.mktime(startdate.timetuple())
while True:
dt = datetime.date.fromtimestamp(tmptime)
if str(dt) > endstr:
break
p = S.historyprice(self.date(dt))
ps = S.historypricesshare(self.date(dt))
if (p == None or p < 0.001) and ps == None:
tmptime += (3600*24)
continue
if p == None or ps == None:
print "Warning: not match", p, ps
tmptime += (3600*24)
continue
delta = (ps[0] - p)/p
if delta < 0.00001:
tmptime += (3600*24)
continue
print "Warning: mismatch"
tmptime += (3600*24)
eqpa = EQPrevAdding(self._tag, self._range, Settings.REF_PRICE_DATE)
eqpa.setup(Settings.PLAN_BUY_DATE, None, S, reportseason = Settings.REPORT_SEASON)
if eqpa.value() == None:
return (False, "fail")
return (True, eqpa.value())
def name(self): # name of this filter
return "eqpa_" + self._tag + str(self._range)
def selectratio(self, ratio): # the ratio we use to select stocks per this property
return (0.5)
if __name__ == "__main__":
from moneyseav3.globals import Globals
s = Globals.get_instance().getstock("300230")
eqrap = EQRA_Prop("profit", -1)
print eqrap.name()
print eqrap.run(s)
print "---"
eqpap = EQPA_Prop("profit", -1)
print eqpap.name()
print eqpap.run(s)
pass
def __init__(self, start, end):
BaseStat.__init__(self, start, end)
idx = "1399001"
self._S = Stock(Globals.get_instance(), idx)
pass
def run(self, args, opts):
self._db = {}
self._ss = Globals.get_instance().stocks()
for year in range(self.STARTYEAR, self.ENDYEAR + 1):
ydb = {}
sdt = self.startdate(year)
dt = datetime.date(year, sdt[1], sdt[2])
tmptime = time.mktime(dt.timetuple())
ydb["starttime"] = tmptime
self._db[year] = ydb
#for every date
cnt1 = 0
ax = []
ay = []
for i in range(0, self.DAYS):
cnt2 = 0
total = 0
for year in range(self.STARTYEAR, self.ENDYEAR):
ydb = self._db[year]
stime = ydb["starttime"]
ttime = stime + (i * 3600 * 24)
dt = datetime.date.fromtimestamp(ttime)
ytotal = self.yeartotal(ydb, dt)
# print dt, ydb, ytotal
# print i, dt, ytotal
total += ytotal
cnt2 += 1
if cnt2 > 1 and self.DEBUG:
break
# corresponding to new year
ttime = self._db[self.ENDYEAR]["starttime"] + (i * 3600 * 24)
dt = datetime.date.fromtimestamp(ttime)
if i == 0:
inittotal = total
delta = (total - inittotal)*100/total
print i, dt, ":(%6.2f, %6.2f)"%(total, delta), "%"
ax.append(i)
ay.append(delta)
cnt1 += 1
if cnt1 > 1 and self.DEBUG:
break
plt.plot(ax, ay, color="red", linewidth=2)
#make a reference
ax = []
ay = []
ax.append(365)
ay.append(20)
ax.append(365)
ay.append(-20)
plt.plot(ax, ay, color="black", linewidth=2)
ax = []
ay = []
ax.append(0)
ay.append(0)
ax.append(self.DAYS)
ay.append(0)
plt.plot(ax, ay, color="black", linewidth=2)
#index 28, Feb 1
ax = []
ay = []
ax.append(28)
ay.append(-5)
ax.append(28)
ay.append(5)
plt.plot(ax, ay, color="blue", linewidth=2)
#index 97, April 10
ax = []
ay = []
ax.append(97)
ay.append(-5)
ax.append(97)
ay.append(5)
plt.plot(ax, ay, color="blue", linewidth=2)
#index 160, June 12
ax = []
ay = []
ax.append(160)
ay.append(-5)
ax.append(160)
ay.append(5)
plt.plot(ax, ay, color="blue", linewidth=2)
#index 250, Sep 15
ax = []
ay = []
ax.append(250)
ay.append(-5)
ax.append(250)
ay.append(5)
plt.plot(ax, ay, color="blue", linewidth=2)
plt.show()
return
dt = datetime.date(date[0], date[1], date[2])
start = time.mktime(dt.timetuple())
for i in range(0, rng):
tmptime = start + i * (3600*24)
ndt = datetime.date.fromtimestamp(tmptime)
hps = self._gbls.historypricesshare(self._sid, (ndt.year, ndt.month, ndt.day))
if hps == None:
continue
return hps
return None
def gethpssimplelist(self):
return self._gbls.gethpssimplelist(self._sid)
def fd(self):
if self._fd == None:
self._fd = FaData(self._sid)
return self._fd
if __name__ == "__main__":
from moneyseav3.globals import Globals
idx = "0000001" #"300230"
gbls = Globals.get_instance()
s = Stock(gbls, idx)
print s.id()
print s.name()
print s.price((2018, 12, 27))
def getprices(self):
return self._mydict
def range(self):
return self._range
def validdate(self, dstr):
items = dstr.split("-")
if len(items) != 3:
return False
return True
if __name__ == "__main__2":
from moneyseav3.globals import Globals
allstocks = Globals.get_instance().stocks().keys()
for idx in allstocks:
hp = HistoryPrices(idx)
dct = hp.getprices()
print dct
print idx, len(dct)
print hp.range()
break
if __name__ == "__main__":
idx = "0000001"
hp = HistoryPrices(idx)
dct = hp.getprices()
print dct
print idx, len(dct)
print hp.range()
def run(self, args, opts):
normal_idxs = (GainIndex(), PriceIndex(), MarketValueIndex(),
NegativeMarketValueIndex(), PseYieldIndex(),
PriceDeltaIndex())
report_idxs = self.report_idxs()
eqratio_idxs = self.eqratio_idxs()
rangeadding_idxs = self.rangeadding_idxs()
eqra_idxs = self.eqra_idxs()
eqpa_idxs = self.eqpa_idxs()
if self.DEBUG:
self.HISTORY_DATA_INVEST_START = (2017, 1, 1)
self.RANGE_STEP = (8 * 30)
self.INVEST_RANGE = (16 * 30)
self._ss = {
"300230": Globals.get_instance().getstock("300230"),
"002061": Globals.get_instance().getstock("002061"),
"600276": Globals.get_instance().getstock("600276"),
"600518": Globals.get_instance().getstock("600518"),
"600801": Globals.get_instance().getstock("600801"),
"600585": Globals.get_instance().getstock("600585"),
}
self._indexes = (GainIndex(), EQRatio("profit_adding"),
EQRatio("profit2_adding"),
EQRatio("sales_adding"))
aa = []
aa.extend(normal_idxs)
# aa.extend(report_idxs)
# aa.extend(eqratio_idxs)
aa.extend(eqra_idxs)
self._indexes = aa
else:
self._ss = Globals.get_instance().stocks()
aa = []
aa.extend(normal_idxs)
aa.extend(report_idxs)
aa.extend(eqratio_idxs)
aa.extend(rangeadding_idxs)
aa.extend(eqra_idxs)
aa.extend(eqpa_idxs)
self._indexes = aa
if len(args) < 1:
print "please specify the step"
return
self._automix = None
if args[0] == "gen":
for days in range(self.RANGE_STEP,
self.INVEST_RANGE + self.RANGE_STEP,
self.RANGE_STEP):
self.everyrange(days)
elif args[0] == "parse":
self.parse(self.statistic, self.OUTPUTDIR2)
elif args[0] == "output":
self._relatedll = []
self.output("output/indexesstat/")
print self._relatedll
elif args[0] == "outputmix":
self.output("output/mixstat/")
elif args[0] == "test":
self.test()
elif args[0] == "mixparse":
self.parse(self.mixstatistic, self.OUTPUTDIR3)
elif args[0] == "automixparse":
self.parse(self.automixstatistic, self.OUTPUTDIR4)
elif args[0] == "outputautomix":
self.outputautomix()
pass
