Пример #1
0
def do_save_basics_pre(share_code, time_to_market):
    engine = DBUtils.db_connection()
    cur_date = Utils.get_current_date()
    change_time = time_to_market
    while change_time < cur_date:
        next_year = Utils.get_next_year(change_time)
        logger.debug('prepare to save next time range data....change_time=' +
                     str(change_time) + 'next_year=' + str(next_year))
        DBUtils.save_stock_h_data(engine, share_code, change_time, next_year)
        change_time = Utils.get_next_day(Utils.get_next_year(change_time))
Пример #2
0
def market_simulate(ware_house, share_code, start_date, end_date):
    result = []
    mm = MoneyMaker.MoneyMaker(ware_house, share_code)
    engine = DBUtils.db_connection()
    fronter_date = Utils.get_front_day(start_date, 60)
    print('fronter_date=' + fronter_date)
    rs = DBUtils.db_read_k_history_des(share_code, engine, fronter_date,
                                       end_date)
    trade_cal = DBUtils.read_trad_cal(engine)
    # print("rs:::::::::::::::::::::::::")
    # print(rs)
    cur_date = start_date
    '''买入日期,如果前一天买入,第二天触发买入条件则不买入'''
    # sell_day = Utils.get_current_date()
    '''卖出日期,如果前一天卖出,第二天触发卖出条件则不卖出'''
    # buy_day = Utils.get_current_date()
    while cur_date <= end_date:
        is_today_open = trade_cal.loc[trade_cal[u'calendarDate'] ==
                                      cur_date].iloc[0, 2]
        # is_yesterday_open=np.array(trade_cal.loc[trade_cal[u'calendarDate']==Utils.get_front_day(cur_date,1)][u'isOpen']).tolist()[0]
        logger.debug('begin:::::::::::::' + str(cur_date))
        '''获取当前日期前的集合'''
        temp_rs = rs.loc[(rs[u'date'] < cur_date)]
        # print("temp_rs====================")
        # print(temp_rs)
        '''从当前日期前的集合获取排序前20个的集合'''
        days = Utils.BOLL_DAY
        filter_rs = temp_rs.iloc[0:days]
        # print("filter_rs==================")
        # print(filter_rs)
        (up, mi, dn) = get_boll_result(filter_rs)
        '''看当天日期,如果为休市状态,则跳到下一日'''
        if is_today_open == Utils.CLOSE_SALE:
            cur_date = Utils.get_next_day(cur_date)
            continue

        tmp_today = rs.loc[(rs[u'date'] == cur_date)]
        yest_tmp = Utils.get_front_day(cur_date, 1)
        # is_yesterday_open = \
        #     np.array(trade_cal.loc[trade_cal[u'calendarDate'] == yest_tmp][u'isOpen']).tolist()[
        #         0]
        is_yesterday_open = trade_cal.loc[trade_cal[u'calendarDate'] ==
                                          yest_tmp].iloc[0, 2]
        '''如果前一个交易日不开市,一直往前找到最近一个交易日'''
        while is_yesterday_open != Utils.OPEN_SALE:
            yest_tmp = Utils.get_front_day(yest_tmp, 1)
            is_yesterday_open = trade_cal.loc[trade_cal[u'calendarDate'] ==
                                              yest_tmp].iloc[0, 2]

        tmp_yesterday = rs.loc[(rs[u'date'] == yest_tmp)]
        # today_info = np.array(tmp_today[u'close']).tolist()[0]
        # today_info = tmp_today.iloc[0,3]
        close_price = round(tmp_today.iloc[0, 3], 4)
        # yesterday_info = np.array(tmp_yesterday[u'close']).tolist()[0]
        close_yesterday = round(tmp_yesterday.iloc[0, 3], 4)
        # close_yesterday = round(yesterday_info, 4)

        logger.debug('close_yesterday::::::::::::' + str(close_yesterday))
        logger.debug('close_price::::::::::::' + str(close_price))
        logger.debug("MainProcess:::::up,mi,dn======" + str(up) + ' ' +
                     str(mi) + ' ' + str(dn))
        logger.debug(close_price)
        # print(temp_date)
        is_up_or_down = check_k_trend(close_yesterday, close_price)
        if is_up_or_down == Utils.TREND_DOWN:
            '''现根据当天close价格刷新市值'''
            mm.refresh_market_price(close_price)
            # cur_today=Utils.get_current_frontday(1)
            if 0 <= close_price - mi < 0.1:
                ware_house = mm.mm_buy_policy()
                buy_result = mm.buy_share(ware_house, close_price)
                # buy_day = Utils.get_current_date()
                if buy_result:
                    logger.info("buy=========date:" + cur_date + "price:" +
                                str(close_price) + "buy stock:" +
                                str(ware_house))
                    logger.info("mm value:" + mm.print_moneymaker())
            if 0 <= close_price - dn < 0.1:
                ware_house = mm.mm_buy_policy()
                buy_result = mm.buy_share(ware_house, close_price)
                if buy_result:
                    logger.info("buy=========date:" + cur_date + "price:" +
                                str(close_price) + "buy stock:" +
                                str(ware_house))
                    logger.info("mm value:" + mm.print_moneymaker())
        elif is_up_or_down == Utils.TREND_UP:
            """清仓时删除趋势判断"""
            if up - close_price <= 0.1 or close_price > up:
                sell_numbers = mm.mm_sell_policy()
                '''现根据当前价位刷新市值'''
                mm.refresh_market_price(close_price)
                mm.sell_share(sell_numbers, close_price)
                logger.info("sell=========date:" + cur_date + "price:" +
                            str(close_price) + "sell stock:" +
                            str(sell_numbers))
                logger.info("mm value:" + mm.print_moneymaker())
            if mi - close_price <= 0.1 or close_price > mi:
                sell_numbers = mm.mm_sell_policy()
                mm.refresh_market_price(close_price)
                mm.sell_share(sell_numbers, close_price)
                logger.info("sell=========date:" + cur_date + "price:" +
                            str(close_price) + "sell stock:" +
                            str(sell_numbers))
                logger.info("mm value:" + mm.print_moneymaker())

        mm.refresh_market_price(close_price)
        result.append(mm.share_value + mm.ware_house)
        cur_date = Utils.get_next_day(cur_date)
        logger.debug('end:::::::' + str(cur_date))
    logger.debug("total result+" + str(result))
    return result