def main():
stockcode=[]
correlationDict={}
stockCodeDict = stockCode.stockCodeDict()
stockCodeDictT1 = [k for k,v in stockCodeDict.items() if v[0] == "T1"]
print "point1"
for code in stockCodeDictT1:
try:
stock=stockPrice.stockPriceDict(code,20150803,20150803)
if int(stock["volume"][0]) > 1000000:
stockcode.append(code)
except:
print "error1"
print code
print traceback.format_exc()
stockCodeCombination = itertools.combinations(stockcode,2)
print "point2"
for num,(code1,code2) in enumerate(stockCodeCombination):
print num
stockPriceDict1=stockPrice.stockPriceDict(code1,20150701,20150731)
stockPriceDict2=stockPrice.stockPriceDict(code2,20150701,20150731)
#両社の株価が取得出来た場合のみ処理を実施
if stockPriceDict1 != None and stockPriceDict2 != None:
#初値と終値から１日あたりの変化率を取得
changeRate1=[(float(endPrice)-float(startPrice))/float(startPrice) * 100 for startPrice,endPrice in zip(stockPriceDict1.get("startPrice"),stockPriceDict1.get("endPrice"))]
changeRate2=[(float(endPrice)-float(startPrice))/float(startPrice) * 100 for startPrice,endPrice in zip(stockPriceDict2.get("startPrice"),stockPriceDict2.get("endPrice"))]
try:
if len(changeRate1) == len(changeRate2):
#相関係数を取得
correlation=numpy.corrcoef(changeRate1,changeRate2)[0,1]
#相関係数ディクショナリ
correlationDict.setdefault((code1,code2),correlation)
except:
print "error2"
print traceback.format_exc()
print len(changeRate1)
print len(changeRate2)
print changeRate1
print changeRate2
continue
print "point3"
with open(os.path.join(os.getcwd(),"correlation.txt"),"w") as fp:
for num,(code,correlation) in enumerate(sorted(correlationDict.items(),key=lambda x:x[1])):
print "%s,%s,%s" % (stockCodeDict.get(code[0])[1],stockCodeDict.get(code[1])[1],correlation)
print >>fp,"%s,%s,%s" % (stockCodeDict.get(code[0])[1],stockCodeDict.get(code[1])[1],correlation)
def rangePrice(self,code,fromDay,toDay):
return stockPrice.stockPriceDict(code,fromDay,toDay)
def currentPrice(self,code,day):
stockPriceDict=stockPrice.stockPriceDict(code,day,day)
if stockPriceDict is not None:
return dict([(key,value[0]) for key,value in stockPriceDict.items()])
else:
return {"startPrice":0,"endPrice":0}
