def main(targetYear=None, targetMonth=None):
print('Watching List data caculate main start!')
file_name = os.path.join(setting.get_root_dir(), excel_file_name)
workbook = openpyxl.load_workbook(file_name, data_only=True)
sheet = workbook[sheet_name_Watching_Input]
record_list = []
symbols_corr_list = []
ft.clean_target_dir(os.path.join(setting.get_watching_list_file_dir()))
for i in range(4, sheet.max_row + 1, 1):
record = WatchingRecord()
code1 = str(sheet.cell(row=i, column=3).value)
code2 = str(sheet.cell(row=i, column=7).value)
if (code1 is None or code2 is None):
continue
record.code1 = code1
record.code2 = code2
record_list.append(record)
for record in record_list:
symb1 = record.code1
symb2 = record.code2
if (symb1 is None or symb2 is None or len(symb1) <= 0
or len(symb2) <= 0 or symb1 == "None" or symb2 == "None"):
continue
_pairs = pairs_main.create_pairs_dataframe(
setting.get_input_data_dir(), symb1, symb2)
corr_3m, corr_1y = trade_util.check_corr(_pairs, symb1, symb2)
coint_3m, coint_1y = trade_util.check_cointegration(
_pairs, symb1, symb2)
symbols_corr_list.append(
[symb1, symb2, corr_3m, corr_1y, coint_3m, coint_1y])
_pairs = _pairs.sort_values('DATE', ascending=True)
_pairs = pairs_main.calculate_spread_zscore(_pairs, symb1, symb2)
_pairs = _pairs.sort_values('DATE', ascending=False)
file_util.write_csv(
_pairs,
os.path.join(setting.get_watching_list_file_dir(),
symb1 + '_' + symb2 + '.csv'))
corr_data = sorted(symbols_corr_list, key=itemgetter(3),
reverse=True) # sort by 3 month corr
corr_data = pd.DataFrame(columns=[
'SYM_A', 'SYM_B', 'CORR_3M', 'CORR_1Y', 'COINT_3M', 'COINT_1Y'
],
data=corr_data)
# file_util.write_csv(corr_data, os.path.join(setting.get_result_dir(), corr_result_file_name))
pairs_main.output_report(corr_data, False,
setting.get_watching_list_file_dir(),
setting.watching_corr_result_file_name)
print('Watching List data caculate main end!')
# -*- coding: utf_8 -*-
import io
import re
import hashlib
import tempfile
import shutil
import json
from urllib import request
from urllib import parse
import setting
from VulnerabilityAnalyzer import java_scan
root_dir = setting.get_root_dir()
org_list = root_dir + 'VulnerabilityAnalyzer/malware_domain_list.csv'
def update_domain_list():
try:
url = "https://www.malwaredomainlist.com/mdlcsv.php"
response = request.urlopen(url)
data = response.read()
tmp_file = tempfile.NamedTemporaryFile()
tmp_file.write(data)
if hashlib.md5(org_list.encode('utf-8')) != hashlib.md5(tmp_file.name.encode('utf-8')):
print("恶意url和ip库需要更新")
rd = io.open(tmp_file.name, mode='r', encoding='utf-8', errors='ignore')
line = rd.readline()
rd.close()
def main(targetYear=None, targetMonth=None):
print('Dry Run Positin / History Aalysis main start!')
file_name = os.path.join(setting.get_root_dir(), excel_file_name)
workbook = openpyxl.load_workbook(file_name, data_only=True)
sheet = workbook[sheet_name_history]
record_list = []
ft.clean_target_dir(setting.get_dryrun_trade_open_dir())
for i in range(4, sheet.max_row + 1, 2):
record = TradeRecord()
year = sheet.cell(row=i, column=27).value
if (year is None):
continue
record.year = str(year)
record.month = str(sheet.cell(row=i, column=28).value)
record.sellCode = str(sheet.cell(row=i, column=6).value)
record.buyCode = str(sheet.cell(row=i + 1, column=6).value)
record_list.append(record)
open_position_sheet = workbook[sheet_name_open_position]
for i in range(4, open_position_sheet.max_row + 1, 2):
if (open_position_sheet.cell(row=i, column=6).value is None):
break
record = TradeRecord()
record.sellCode = str(open_position_sheet.cell(row=i, column=6).value)
record.buyCode = str(
open_position_sheet.cell(row=i + 1, column=6).value)
record.kbn = 'open'
record_list.append(record)
for record in record_list:
symb1 = record.sellCode
symb2 = record.buyCode
if record.sellCode > record.buyCode:
symb1 = record.buyCode
symb2 = record.sellCode
file_name = symb1 + '_' + symb2 + '.csv'
if (record.kbn != 'open'):
target_ymd = datetime.datetime(year=int(record.year),
month=int(record.month),
day=1)
ymd_edit = target_ymd + relativedelta(months=2)
if (datetime.datetime.now() > ymd_edit):
continue
if (record.kbn == 'open'):
ft.create_target_dir(
os.path.join(setting.get_dryrun_trade_dir(), record.kbn))
csv_file_full_path = os.path.join(setting.get_dryrun_trade_dir(),
record.kbn, file_name)
else:
ft.create_target_dir(
os.path.join(setting.get_dryrun_trade_history_dir(),
record.year))
ft.create_target_dir(
os.path.join(setting.get_dryrun_trade_history_dir(),
record.year, record.month))
csv_file_full_path = os.path.join(
setting.get_dryrun_trade_history_dir(), record.year,
record.month, file_name)
cacluate_needed_data(symb1, symb2, csv_file_full_path)
print('Dry Run Positin / History Aalysis main end!')