Exemplo n.º 1
0
 def end_date_filter(code_name):
     stock = code_name[0]
     name = code_name[1]
     data = utils.read_data(stock, name)
     if data is None:
         return False
     return \
         enter.check_ma(stock, data, end_date=end_date) \
         and enter.check_max_price(stock, data, end_date=end_date) \
         and enter.check_volume(code_name, data, end_date=end_date)
Exemplo n.º 2
0
 def end_date_filter(code_name):
     stock = code_name[0]
     data = utils.read_data(code_name)
     result = enter.check_ma(stock, data, end_date=end_date) \
         and backtrace_ma250.check(stock, data, end_date=end_date)
     if result:
         message = turtle_trade.calculate(code_name, data)
         logging.info("{0} {1}".format(code_name, message))
         notify.notify("{0} {1}".format(code_name, message))
     return result
Exemplo n.º 3
0
# moving_average = 20
#
# average_true_range_list = ATR(
#     data.high.values[-rolling_window:],
#     data.low.values[-rolling_window:],
#     data.close.values[-rolling_window:],
#     timeperiod=moving_average
# )
#
# average_true_range = average_true_range_list[-1]
#
stock = "000977"
name = "浪潮信息"
data = utils.read_data(stock)
# print(data)
result = enter.check_ma(stock, data)
logging.info("low atr check {0}'s result: {1}".format(stock, result))
#
# rolling_window = 21
# moving_average = 20
#
# average_true_range = ATR(
#         data.high.values[-rolling_window:],
#         data.low.values[-rolling_window:],
#         data.close.values[-rolling_window:],
#         timeperiod=moving_average
#     )
# print(data['high'].values)
#
# print(average_true_range)
Exemplo n.º 4
0
 def ma250(stock):
     stock_data = utils.read_data(stock)
     return enter.check_ma(stock, stock_data)
Exemplo n.º 5
0
#     data.close.values[-rolling_window:],
#     timeperiod=moving_average
# )
#
# average_true_range = average_true_range_list[-1]
#
settings.init()
# stock = ('002017', '东信和平')
# end = '2019-02-01'

stock = ('600776', '东方通信')
end = '2019-02-01'

data = utils.read_data(stock)
# print(data)
result = enter.check_ma(stock, data) and backtrace_ma250.check(
    stock, data, end_date=end)
logging.info("low atr check {0}'s result: {1}".format(stock, result))
#
# rolling_window = 21
# moving_average = 20
#
# average_true_range = ATR(
#         data.high.values[-rolling_window:],
#         data.low.values[-rolling_window:],
#         data.close.values[-rolling_window:],
#         timeperiod=moving_average
#     )
# print(data['high'].values)
#
# print(average_true_range)