def getDayVariance(code) :
if type(code) != str and type(code) != unicode :
print 'invalid code type', type(code)
return None
#dataPath = u'database\\day\\'
dataPath = u'D:\\user\\clark\\MyWork\\codes\\RapidSnowBall\\database\\day\\'
#dataPath = u'D:\\user\\MyProject_old\\codes\\RapidSnowBall\\database\\day\\'
fileName = dataPath + code + u'.data'
#fileName = u'D:\\user\\MyProject_old\\codes\\RapidSnowBall\\database\\day\\A000020.data'
from cxFile import cxFile
try :
dataFile = cxFile(fileName)
except :
print 'file open failed :', fileName
return None
lines = dataFile.readlines()
if len(lines) == 0 :
print 'no data in %s'%(code)
return None
dataList = []
from common import getFieldDataList
for index in range(1,len(lines)) :
dataList.append(int(getFieldDataList(lines[index])[6]))
result = cal_mean_and_variance(dataList)
print result
return result
def testGetFieldDataList() :
from cxFile import cxFile
fileName = u'database\day\A000020.data'
dataFile = cxFile(fileName)
dataLines = dataFile.readlines()
fieldDataList = getFieldDataList(dataLines[1])
print fieldDataList
dataFile.close()
def testCalculateStochaostic() :
from cxFile import cxFile
dataPath = u'database\\day\\'
data1FileName = u'A005930.data' #u'A000660.data' #u'A000020.data'
data2FileName = u'A000660.data' #u'A005930.data' #u'A000060.data'
#print dataPath + data1FileName
#print 'what\'s happened'
data1File = cxFile(dataPath + data1FileName)
data2File = cxFile(dataPath + data2FileName)
data1Lines = data1File.readlines()
data2Lines = data2File.readlines()
print len(data1Lines), len(data2Lines)
#print data1Lines[1]
#print data2Lines[1]
#print data1Lines[0]
srcDic = {}
cmpDic = {}
for i in range(1, len(data1Lines)) :
data1FieldDataList = getFieldDataList(data1Lines[i])
srcDic[data1FieldDataList[0]] = i
for i in range(1, len(data2Lines)) :
data2FieldDataList = getFieldDataList(data2Lines[i])
cmpDic[data2FieldDataList[0]] = i
#print srcDic
#print cmpDic
intersectionKeyList = list(set(srcDic.keys()) & set(cmpDic.keys()))
#print len(intersectionKeyList)
if len(intersectionKeyList) == 0 :
print 'no intersection period'
return
#print intersectionKeyList
intersectionKeyList.sort()
#print intersectionKeyList
srcAcc = 0
cmpAcc = 0
amount = 0
UpUp = 0
UpDown = 0
DownUp = 0
DownDown = 0
for i in range(1, len(intersectionKeyList) ) :
srcDate = intersectionKeyList[i-1]
cmpDate = intersectionKeyList[i]
srcIndex = srcDic[srcDate]
cmpIndex = cmpDic[cmpDate]
srcValue = int(getFieldDataList(data1Lines[srcIndex])[6])
cmpValue = int(getFieldDataList(data2Lines[cmpIndex])[6])
srcAcc += srcValue
cmpAcc += cmpValue
amount += 1
#print srcDate, srcValue, u'|', cmpDate, cmpValue
if srcValue > 0 and cmpValue > 0 :
UpUp += 1
elif srcValue < 0 and cmpValue > 0 :
DownUp += 1
elif srcValue > 0 and cmpValue < 0 :
UpDown += 1
elif srcValue < 0 and cmpValue < 0 :
DownDown += 1
print float(srcAcc)/amount, amount, u'A000660', u'A005930',
print intersectionKeyList[0], u'~', intersectionKeyList[-1]
print u'UpUp', UpUp, float(UpUp)/amount
print u'DownUp', DownUp, float(DownUp)/amount
print u'UpDown', UpDown, float(UpDown)/amount
print u'DownDown', DownDown, float(DownDown)/amount
"""
for date in intersectionKeyList :
srcIndex = srcDic[date]
cmpIndex = cmpDic[date]
srcValue = int(getFieldDataList(data1Lines[srcIndex])[6])
cmpValue = int(getFieldDataList(data2Lines[cmpIndex])[6])
srcAcc += srcValue
cmpAcc += cmpValue
print date, srcValue, cmpValue
print srcAcc, cmpAcc
print intersectionKeyList[0], u'~', intersectionKeyList[-1]
"""
return
#print data1FieldDataList[6] #전일대비
#print data2FieldDataList[6] #전일대비
#for 아이템1 에 대해 (전체 주식아이템 리스트 중)
#해당 아이템1의 파일을 읽는다.
#for 아이템2 에 대해 (아이템1을 제외한 리스트 중)
#해당 아이템2의 파일을 읽는다.
#for yesterdayValue (전날의 전일대비값) in 아이템1 리스트
# todayValue = 아이템2의 오늘의 전일대비값
#if yesterdayValue > 0 and todayValue > 0 :
# 아이템1이 어제 올랐을 때, 아이템2가 오늘 올랐다.
# 정확히는 아이템1이 오늘 올랐을 때, 내일 아이템2가 오를 확률은?의 뜻이다.
# 데이타[아이템1][아이템2][UpUp] += 1
#elif yesterdayValue > 0 and todayValue < 0 :
# 아이템1이 어제 올랐을 때, 아이템2가 오늘 내렸다.
# 정확히는 아이템1이 오늘 올랐을 때, 내일 아이템2가 내릴 확률은?의 뜻이다.
# 데이타[아이템1][아이템2][UpDown] += 1
#elif yesterdayValue < 0 and todayValue > 0 :
# 아이템1이 어제 내렸을 때, 아이템2가 오늘 올랐다.
# 정확히는 아이템1이 오늘 내렸을 때, 내일 아이템2가 오를 확률은?의 뜻이다.
# 데이타[아이템1][아이템2][DownUp] += 1
#elif yesterdayValue < 0 and todayValue > 0 :
# 아이템1이 어제 내렸을 때, 아이템2가 오늘 내렸다.
# 정확히는 아이템1이 오늘 내렸을 때, 내일 아이템2가 내릴 확률은?의 뜻이다.
# 데이타[아이템1][아이템2][DownDown] += 1
#elif => y = 0 and t = 0, y = 0 and t < 0, y = 0 and t > 0,
# => y > 0 and t = 0, y < 0 and t = 0, y = 0 and t = 0.
# 이 부분들이 어떤 의미가 있을까? 생략해도 될 듯...
#전체 카운트 증가.
#아이템2의 파일을 닫는다
#해당
from cxStockMgr import stockMgr
stockList = stockMgr.getStockList()
dataPath = u'database\\day\\'
srcStockFileName = u''
cmpStockFileName = u''
fileType = u'.data'
for srcStockCode, srcStockName, srcStockFullCode in stockList :
srcStockFileName = dataPath + srcStockCode + fileType
srcStockFile = cxFile(srcStockFileName)
srcDataLines = srcStockFile.readlines()
srcStockFile.close()
del srcStockFile
for cmpStockCode, cmpStockName, cmpStockFullCode in stockList :
if srcStockCode == cmpStockCode :
continue
cmpStockFileName = dataPath + cmpStockCode + fileType
cmpStockFile = cxFile(cmpStockFileName)
cmpDataLines = cmpStockFile.readlines()
cmpStockFile.close()
del cmpStockFile
# find starting offset time for comparing each other.
# or
# travel reverse order from recent day time to most old day time.
#for day in dayList[startingDay, lastDay] :
srcFieldDataList = []
cmpFieldDataList = []
if len(srcDataLines) >= len(cmpDataLines) :
numLines = len(cmpDataLines)
else : numLines = len(srcDataLines)
# src >= cmp , cmp
# src < cmp, src
# +++++++++++++++++++++++++++ (src)
# ++++++++++++++++++++++++++++++ (cmp)
# | |
# Offset (Offset+num)
# ++++++++++++++++++++++++++++++++ (src)
# ++++++++++++++++++++++++ (cmp)
# | |
# Offset (Offset+num)
# +++++++++++++++++ (src)
# ++++++++++++++++++++++++++++++++++++++ (cmp)
# | |
# Offset (Offset+num)
for i in range(1, numLines) :
srcFieldDataList.append([ data for data in filter(lambda x : x!= u'\n', \
srcDataLines[i].split(u' '))])
cmpFieldDataList.append([ data for data in filter(lambda x : x!= u'\n', \
cmpDataLines[i].split(u' '))])
offset = 0
num = 0
i = 0
minLen = numLines - 1
while i < minLen :
if int(srcFieldDataList[i][0]) > int(cmpFieldDataList[i][0]) :
for j in range(i, numLines) :
if int(srcFieldDataList[i][0]) == int(cmpFieldDataList[j][0]) :
offset = j
i = j
break
elif int(srcFieldDataList[i][0]) < int(cmpFieldDataList[i][0]) :
for j in range(i, numLines) :
if int(srcFieldDataList[j][0]) == int(cmpFieldDataList[i][0]) :
offset = j
i = j
break
else : num += 1
i += 1
print offset, num + offset
for i in range(offset, offset + num) :
print srcFieldDataList[i][0], cmpFieldDataList[i][0],
if srcFieldDataList[i][0] != cmpFieldDataList[i][0] :
print 'Different!!'
else : print
