def loaddata(self):
"load "
X = {}
end = self.basetime + 86400 * 7 * 3
self.start = end
client = RedisManger.gettb(E2)
data = {}
i = 0
l = []
k = 0
for platid in client.keys():
tmp = []
i += 1
for date in client.hkeys(platid):
t = int(date)
if t < self.basetime or t > end:
continue
jstr = client.hget(platid, date)
jdata = json.loads(jstr)
assert jdata
jdata["date"] = date
tmp.append(jdata)
if len(tmp) < 4:
continue
data[platid] = sorted(tmp, key=lambda x: x["date"])
k += 1
R = {}
for key in self.T:
R[key] = [[], [], [], []]
for platid in data:
for i in range(0, 4):
for key in self.T:
try:
if data[platid][i][key] > 0:
R[key][i].append(data[platid][i][key])
except:
pass
for k, p in self.A:
R0 = R[k]
R3 = []
for R1 in R0:
R1.sort(reverse=True)
d = getXp1(R1, p)
R3.append(d)
X[k] = numpy.mean(R3)
for k, p in self.B:
R0 = R[k]
R3 = []
for R1 in R0:
R1.sort()
d = getXp1(R1, p)
R3.append(d)
X[k] = numpy.mean(R3)
for k, p1, p2 in self.AB:
R0 = R[k]
R3 = [[], []]
for R1 in R0:
if not R1:
continue
R1.sort()
d1 = getXp1(R1, p1)
d2 = getXp1(R1, p2)
R3[0].append(d1)
R3[1].append(d2)
X[k] = numpy.array([numpy.mean(R3[0]), numpy.mean(R3[1])])
for k, p in self.C:
X[k] = p
self.X = X
def level(self):
fields = [x for x in self.X]
client = RedisManger.gettb(TK)
data = []
for date in client.hkeys("AVE"):
t = int(date)
if t <= self.basetime - 7 * 86400:
continue
jstr = client.hget("AVE", date)
jdata = json.loads(jstr)
jdata['date'] = t
data.append(jdata)
if len(data) < 4:
return
AVE = sorted(data, key=lambda x: x["date"])
i = 3
X = self.X
client = RedisManger.gettb(TK)
client1 = RedisManger.gettb(E2)
for d in AVE[3:]:
t = d["date"]
# print t
MAX = {}
MIN = {}
MEAN = {}
D = {}
for key in self.X:
if i != 3:
d1 = 0.0
d2 = 0.0
for k in range(0, 4):
# print AVE[i-k][key],
try:
d1 += AVE[i - k][key] * (4 - k)
d2 += AVE[i - k - 1][key] * (4 - k)
except:
pass
D[key] = d1 / d2
self.X[key] *= D[key]
i += 1
S = {}
NUM = {}
NN = 0
for platid in client1.keys():
jstr = client1.hget(platid, t)
if not jstr:
continue
jdata = json.loads(jstr)
for key in self.T.keys():
if not jdata[key]:
continue
if not MAX.has_key(key):
MAX[key] = jdata[key]
MIN[key] = jdata[key]
S[key] = jdata[key]
NUM[key] = 1
else:
if MAX[key] < jdata[key]:
MAX[key] = jdata[key]
elif MIN[key] > jdata[key]:
MIN[key] = jdata[key]
S[key] += jdata[key]
NUM[key] += 1
for key in self.T.keys():
MIN[key] = pretrans(MIN[key], self.prement[key])
MAX[key] = pretrans(MAX[key], self.prement[key])
MEAN[key] = pretrans(S[key] / NUM[key], self.prement[key])
for platid in client1.keys():
jstr = client1.hget(platid, t)
if not jstr:
continue
jdata = json.loads(jstr)
for key in self.T:
if not jdata.has_key(key) or not jdata[key]:
continue
dd = jdata[key]
data = {
"platform_id": platid,
"index_name": key,
"index_value": dd
}
dd = pretrans(dd, self.prement[key])
if self.T[key] == "0" or self.T[key] == "3":
data['index_type'] = 1
data['a_level_1'] = self.X[key]
lva = pretrans(self.X[key], self.prement[key])
if key == "cash_flow_in":
if dd > lva:
result = 1
index_value_new = 100 * (
numpy.log(dd - MIN[key])) / (
numpy.log(MAX[key] - MIN[key]))
else:
result = 2
if MAX[key] < lva:
lva = MAX[key]
index_value_m = (dd - MIN[key]) / (lva -
MIN[key])
level_max = (numpy.log(lva - MIN[key])) / (
numpy.log(MAX[key] - MIN[key]))
index_value_new = 100 * (
numpy.exp(index_value_m) -
1) / (numpy.exp(1) - 1) * level_max
else:
if dd > lva:
result = 1
index_value_new = 100 * (
numpy.log(dd) - numpy.log(MIN[key])
) / (numpy.log(MAX[key]) - numpy.log(MIN[key]))
else:
result = 2
if MAX[key] < lva:
lva = MAX[key]
index_value_m = (dd - MIN[key]) / (lva -
MIN[key])
level_max = (numpy.log(lva) - numpy.log(
MIN[key])) / (numpy.log(MAX[key]) -
numpy.log(MIN[key]))
index_value_new = 100 * (
numpy.exp(index_value_m) -
1) / (numpy.exp(1) - 1) * level_max
elif self.T[key] == "1":
data['index_type'] = 2
data['a_level_1'] = self.X[key]
lvb = pretrans(self.X[key], self.prement[key])
if dd > lvb:
result = 2
if lvb < MIN[key]:
lvb = MIN[key]
index_value_m = (MAX[key] - dd) / (MAX[key] - lvb)
e = (numpy.exp(index_value_m) -
1) / (numpy.exp(1) - 1)
tt = (numpy.log(MAX[key]) - numpy.log(lvb)) / (
numpy.log(MAX[key]) - numpy.log(MIN[key]))
index_value_new = 100 * e * tt
else:
result = 1
index_value_new = 100 * (
numpy.log(MAX[key]) - numpy.log(dd)) / (
numpy.log(MAX[key]) - numpy.log(MIN[key]))
else:
data['index_type'] = 3
data['a_level_1'] = self.X[key][0]
data['a_level_2'] = self.X[key][1]
lva = pretrans(self.X[key][0], self.prement[key])
lvb = pretrans(self.X[key][1], self.prement[key])
ave = (lva + lvb) / 2
if dd > lva and dd < lvb:
result = 1
if dd < ave:
index_value_new = 100 * (
numpy.log(dd) - numpy.log(MIN[key])) / (
numpy.log(ave) - numpy.log(MIN[key]))
else:
index_value_new = 100 * (
numpy.log(MAX[key]) - numpy.log(dd)) / (
numpy.log(MAX[key]) - numpy.log(ave))
else:
result = 2
if dd < lva:
if MAX[key] < lva:
lva = MAX[key]
index_value_m = (dd - MIN[key]) / (lva -
MIN[key])
e = (numpy.exp(index_value_m) -
1) / (numpy.exp(1) - 1)
tt = (numpy.log(lva) - numpy.log(MIN[key])) / (
numpy.log(ave) - numpy.log(MIN[key]))
index_value_new = 100 * e * tt
# index_value_new = 100*(dd - MIN[key])/(MEAN[key] - MIN[key])
else:
if MIN[key] > lvb:
lvb = MIN[key]
index_value_m = (dd - MAX[key]) / (lvb -
MAX[key])
e = (numpy.exp(index_value_m) -
1) / (numpy.exp(1) - 1)
tt = (numpy.log(MAX[key]) - numpy.log(lvb)) / (
numpy.log(MAX[key]) - numpy.log(ave))
index_value_new = 100 * e * tt
try:
assert index_value_new >= 0 and index_value_new <= 100 + 0.0001
except:
continue
data['result'] = result
data['index_value_new'] = index_value_new
data['date'] = t
try:
# self.DB['db2'].insert2(data,"A_level_result")
# pass
if not self.data.has_key(platid):
self.data[platid] = {}
if not self.data[platid].has_key(t):
self.data[platid][t] = {}
self.data[platid][t][key] = index_value_new
# pass
except:
pass
X.append(x)
return X
def init(config):
pass
if __name__ == "__main__":
configlevel = ConfigParser.ConfigParser()
config = ConfigParser.ConfigParser()
configlevel.read("conf_st/alevel.ini")
config.read("conf_st/redis.ini")
aLevel = ALevel(configlevel, config)
aLevel.loaddata()
aLevel.level()
client = RedisManger.gettb(E3)
data = aLevel.data
for platid in data:
for date in data[platid]:
jstr = client.hget(platid, date)
if jstr:
jdata = json.loads(jstr)
for key in jdata:
if data[platid][date].has_key(key):
if jdata[key] != data[platid][date][key]:
jdata[key] = data[platid][date][key]
s = json.dumps(jdata)
client.hset(platid, date, s)
def loaddata(self):
"load "
X ={}
end = self.basetime + 86400*7*3
self.start = end
client = RedisManger.gettb(E2)
data = {}
i = 0
l = []
k = 0
for platid in client.keys():
tmp = []
i += 1
for date in client.hkeys(platid):
t = int(date)
if t < self.basetime or t > end:
continue
jstr = client.hget(platid, date)
jdata = json.loads(jstr)
assert jdata
jdata["date"] = date
tmp.append(jdata)
if len(tmp) < 4:
continue
data[platid] = sorted(tmp,key=lambda x:x["date"])
k += 1
R = {}
for key in self.T:
R[key] = [[],[],[],[]]
for platid in data:
for i in range(0,4):
for key in self.T:
try:
if data[platid][i][key] > 0:
R[key][i].append(data[platid][i][key])
except:
pass
for k,p in self.A:
R0 = R[k]
R3 = []
for R1 in R0:
R1.sort(reverse=True)
d =getXp1(R1,p)
R3.append(d)
X[k] = numpy.mean(R3)
for k,p in self.B:
R0 = R[k]
R3 = []
for R1 in R0:
R1.sort()
d = getXp1(R1,p)
R3.append(d)
X[k] = numpy.mean(R3)
for k,p1,p2 in self.AB:
R0 = R[k]
R3 = [[],[]]
for R1 in R0:
if not R1:
continue
R1.sort()
d1 = getXp1(R1, p1)
d2 = getXp1(R1, p2)
R3[0].append(d1)
R3[1].append(d2)
X[k] = numpy.array([numpy.mean(R3[0]),numpy.mean(R3[1])])
for k,p in self.C:
X[k] = p
self.X = X
def level(self):
fields = [x for x in self.X]
client = RedisManger.gettb(TK)
data = []
for date in client.hkeys("AVE"):
t = int(date)
if t <= self.basetime - 7*86400:
continue
jstr = client.hget("AVE", date)
jdata = json.loads(jstr)
jdata['date'] = t
data.append(jdata)
if len(data) < 4:
return
AVE = sorted(data,key=lambda x:x["date"])
i = 3
X =self.X
client = RedisManger.gettb(TK)
client1 = RedisManger.gettb(E2)
for d in AVE[3:]:
t = d["date"]
# print t
MAX = {}
MIN = {}
MEAN = {}
D = {}
for key in self.X:
if i != 3:
d1 = 0.0
d2 = 0.0
for k in range(0,4):
# print AVE[i-k][key],
try:
d1 += AVE[i-k][key]*(4-k)
d2 += AVE[i-k-1][key]*(4-k)
except:
pass
D[key] = d1/d2
self.X[key] *= D[key]
i += 1
S = {}
NUM = {}
NN = 0
for platid in client1.keys():
jstr = client1.hget(platid,t)
if not jstr:
continue
jdata = json.loads(jstr)
for key in self.T.keys():
if not jdata[key]:
continue
if not MAX.has_key(key):
MAX[key] = jdata[key]
MIN[key] = jdata[key]
S[key] = jdata[key]
NUM[key] = 1
else:
if MAX[key] < jdata[key]:
MAX[key] = jdata[key]
elif MIN[key] > jdata[key]:
MIN[key] = jdata[key]
S[key] += jdata[key]
NUM[key] += 1
for key in self.T.keys():
MIN[key] = pretrans(MIN[key],self.prement[key])
MAX[key] = pretrans(MAX[key],self.prement[key])
MEAN[key] = pretrans(S[key]/NUM[key],self.prement[key])
for platid in client1.keys():
jstr = client1.hget(platid,t)
if not jstr:
continue
jdata = json.loads(jstr)
for key in self.T:
if not jdata.has_key(key) or not jdata[key]:
continue
dd = jdata[key]
data = {
"platform_id":platid,
"index_name":key,
"index_value":dd
}
dd = pretrans(dd,self.prement[key])
if self.T[key] == "0" or self.T[key] == "3":
data['index_type'] = 1
data['a_level_1'] = self.X[key]
lva = pretrans(self.X[key],self.prement[key])
if key == "cash_flow_in":
if dd > lva:
result = 1
index_value_new = 100*(numpy.log(dd - MIN[key]))/(numpy.log(MAX[key] - MIN[key]))
else:
result = 2
if MAX[key] < lva:
lva = MAX[key]
index_value_m = (dd - MIN[key])/(lva - MIN[key])
level_max = (numpy.log(lva - MIN[key]))/(numpy.log(MAX[key] - MIN[key]))
index_value_new = 100*(numpy.exp(index_value_m) - 1)/(numpy.exp(1)-1)*level_max
else:
if dd > lva:
result = 1
index_value_new = 100*(numpy.log(dd) - numpy.log(MIN[key]))/(numpy.log(MAX[key]) - numpy.log(MIN[key]))
else:
result = 2
if MAX[key] < lva:
lva = MAX[key]
index_value_m = (dd - MIN[key])/(lva - MIN[key])
level_max = (numpy.log(lva) - numpy.log(MIN[key]))/(numpy.log(MAX[key]) - numpy.log(MIN[key]))
index_value_new = 100*(numpy.exp(index_value_m) - 1)/(numpy.exp(1)-1)*level_max
elif self.T[key] == "1":
data['index_type'] = 2
data['a_level_1'] = self.X[key]
lvb = pretrans(self.X[key],self.prement[key])
if dd > lvb:
result = 2
if lvb < MIN[key]:
lvb = MIN[key]
index_value_m = (MAX[key] - dd)/(MAX[key] - lvb)
e = (numpy.exp(index_value_m) - 1)/(numpy.exp(1) - 1)
tt = (numpy.log(MAX[key]) - numpy.log(lvb))/(numpy.log(MAX[key]) - numpy.log(MIN[key]))
index_value_new = 100*e*tt
else:
result = 1
index_value_new = 100*(numpy.log(MAX[key]) - numpy.log(dd))/(numpy.log(MAX[key]) - numpy.log(MIN[key]))
else:
data['index_type'] = 3
data['a_level_1'] = self.X[key][0]
data['a_level_2'] = self.X[key][1]
lva = pretrans(self.X[key][0],self.prement[key])
lvb = pretrans(self.X[key][1],self.prement[key])
ave = (lva+lvb)/2
if dd > lva and dd < lvb:
result = 1
if dd < ave:
index_value_new = 100*(numpy.log(dd) - numpy.log(MIN[key]))/(numpy.log(ave) - numpy.log(MIN[key]))
else:
index_value_new = 100*( numpy.log(MAX[key]) - numpy.log(dd))/(numpy.log(MAX[key]) - numpy.log(ave))
else:
result = 2
if dd < lva:
if MAX[key] < lva:
lva = MAX[key]
index_value_m = (dd - MIN[key])/(lva - MIN[key])
e = (numpy.exp(index_value_m) - 1)/(numpy.exp(1) - 1)
tt = (numpy.log(lva) - numpy.log(MIN[key]))/(numpy.log(ave) - numpy.log(MIN[key]))
index_value_new = 100 * e * tt
# index_value_new = 100*(dd - MIN[key])/(MEAN[key] - MIN[key])
else:
if MIN[key] > lvb:
lvb = MIN[key]
index_value_m = (dd - MAX[key])/(lvb - MAX[key])
e = (numpy.exp(index_value_m) - 1)/(numpy.exp(1) - 1)
tt = (numpy.log(MAX[key]) - numpy.log(lvb))/(numpy.log(MAX[key]) - numpy.log(ave))
index_value_new = 100 * e * tt
try:
assert index_value_new>=0 and index_value_new <= 100+0.0001
except:
continue
data['result'] = result
data['index_value_new'] =index_value_new
data['date'] = t
try:
# self.DB['db2'].insert2(data,"A_level_result")
# pass
if not self.data.has_key(platid):
self.data[platid] = {}
if not self.data[platid].has_key(t):
self.data[platid][t] = {}
self.data[platid][t][key] = index_value_new
# pass
except:
pass
break
x = t1/t0*x
X.append(x)
return X
def init(config):
pass
if __name__ == "__main__":
configlevel = ConfigParser.ConfigParser()
config = ConfigParser.ConfigParser()
configlevel.read("conf_st/alevel.ini")
config.read("conf_st/redis.ini")
aLevel = ALevel(configlevel,config)
aLevel.loaddata()
aLevel.level()
client = RedisManger.gettb(E3)
data = aLevel.data
for platid in data:
for date in data[platid]:
jstr = client.hget(platid,date)
if jstr:
jdata = json.loads(jstr)
for key in jdata:
if data[platid][date].has_key(key):
if jdata[key] != data[platid][date][key]:
jdata[key] = data[platid][date][key]
s = json.dumps(jdata)
client.hset(platid,date,s)