def get_i_ma(days, before_datetime, end_date, r):
# 取所有股票的交易价格，不复权
all_data = dm.get_all_data(end_date, False)
# 计算20天的ma30
bvalues, avalues, t_codes, date = dm.cal_linear_ma_code(0, days, before_datetime, end_date, 30, False, all_data)
# 生成ma30的df
df30 = dm.cr_df(bvalues,t_codes)
# 计算20天的ma20
bvalues, avalues, t_codes, date = dm.cal_linear_ma_code(0, days, before_datetime, end_date, 20, False, all_data)
# 生成ma20的df
df20 = dm.cr_df(bvalues,t_codes)
# 计算20天的ma10
bvalues, avalues, t_codes, date = dm.cal_linear_ma_code(0, days, before_datetime, end_date, 10, False, all_data)
# 生成ma10的df
df10 = dm.cr_df(bvalues,t_codes)
# 计算20天的ma5
bvalues, avalues, t_codes, date = dm.cal_linear_ma_code(0, days, before_datetime, end_date, 5, False, all_data)
# 生成ma30的df
df5 = dm.cr_df(bvalues,t_codes)
final={}
for each in df30.sort(columns='bvalues', ascending=False).head(r).index:
print each
if each in df20.sort(columns='bvalues', ascending=False).head(r).index:
if each in df10.sort(columns='bvalues', ascending=False).head(r).index:
if each in df5.sort(columns='bvalues', ascending=False).head(r).index:
final[each] = [df5['bvalues'].loc[each], df10['bvalues'].loc[each], df20['bvalues'].loc[each], df30['bvalues'].loc[each]]
else:
pass
else:
pass
else:
pass
finfm = pd.DataFrame(final)
# 行例转换
finfm1 = finfm.T
return finfm1
print 'miss'
# 查询ma5
sort5 = {}
# for each in resultfm5.sort(columns='bvalues', ascending=False).head(300).index:
for each in resultfm.sort(columns='bvalues', ascending=False).head(300).index:
print each
if each in sort10:
print 'find'
# sort5[each] = [resultfm5['bvalues'].loc[each], resultfm10['bvalues'].loc[each], resultfm20['bvalues'].loc[each], resultfm30['bvalues'].loc[each]]
sort5[each] = [resultfm['bvalues'].loc[each], resultfm['bvalues'].loc[each], resultfm['bvalues'].loc[each], resultfm['bvalues'].loc[each]]
else:
print 'miss'
# 更简单的方法
final ={}
resultfm30 = dm.cr_df(bvalues,t_codes)
resultfm20 = dm.cr_df(bvalues,t_codes)
resultfm10 = dm.cr_df(bvalues,t_codes)
resultfm5 = dm.cr_df(bvalues,t_codes)
for each in resultfm30.sort(columns='bvalues', ascending=False).head(300).index:
print each
if each in resultfm20.sort(columns='bvalues', ascending=False).head(300).index:
if each in resultfm10.sort(columns='bvalues', ascending=False).head(300).index:
if each in resultfm5.sort(columns='bvalues', ascending=False).head(300).index:
final[each] = [resultfm5['bvalues'].loc[each], resultfm10['bvalues'].loc[each], resultfm20['bvalues'].loc[each], resultfm30['bvalues'].loc[each]]
print 'get'
finfm = pd.DataFrame(final)
finfm1=finfm.T
