def TOPIX_get(self, Stime='15:15'):
table_name = 'topixL'
yest_day = str(datetime.date.today() - datetime.timedelta(days=0)).replace("-", "/") + ' ' + Stime
dict_e = {}
# 限月取得
dict = {'table': table_name, 'key1': yest_day, 'key2': ''}
sqls = "select *,rowid from %(table)s where now > '%(key1)s'" % dict
sql_pd = common.select_sql('I08_futures.sqlite', sqls)
num = len(sql_pd)-2
gen = sql_pd.loc[num, '限月']
# 限月の妥当性チェック 使えるか?
if sql_pd.loc[num, '現在値'] == '--':
gen = sql_pd.loc[num+1, '限月']
# 終値期限now取得
dict = {'table': table_name, 'key2': yest_day, 'key3': gen}
sqls = "select *,SUBSTR(now,12,2) as T,rowid from %(table)s where 限月 = '%(key3)s' and now > '%(key2)s'" % dict
sql_pd = common.select_sql('I08_futures.sqlite', sqls)
num = len(sql_pd)-1
dict_e['TOPIXnow' + Stime[:2]] = sql_pd.loc[0, 'now']
dict_e['TOPIX_S' + Stime[:2]] = sql_pd.loc[0, '始値']
dict_e['TOPIX_H' + Stime[:2]] = sql_pd.loc[0, '高値']
dict_e['TOPIX_L' + Stime[:2]] = sql_pd.loc[0, '安値']
dict_e['TOPIX_C' + Stime[:2]] = sql_pd.loc[0, '現在値']
dict_e['TOPIX_CL' + Stime[:2]] = sql_pd.loc[0, '前日終値']
dict_e = common.to_number(dict_e)
return dict_e
def main_TP(self): #トラリピ
dict_ww = {}
code = '米NQ100'
table_name = 'NQ100_TP'
#情報取得
dict_w = f02_gmo.info_get()
dict_w = common.to_number(dict_w)
sqls = "select *,rowid from %(table)s where rowid=(select max(rowid) from %(table)s) ;" % {
'table': '_gmo_info'
}
sql_pd = common.select_sql('B05_cfd_stg.sqlite', sqls)
dict_t = sql_pd.to_dict('records')
dict_t = common.to_number(dict_t[0])
dict_ww['H'] = max(dict_w[code + '_高'], dict_t[code + '_高'])
dict_ww['L'] = min(dict_w[code + '_安'], dict_t[code + '_安'])
dict_ww['C'] = dict_w[code]
#前日の仕掛け情報取得
sqls = "select *,rowid from %(table)s where rowid=(select max(rowid) from %(table)s) ;" % {
'table': table_name
}
sql_pd = common.select_sql('B05_cfd_stg.sqlite', sqls)
if len(sql_pd) == 0:
common.insertDB3('B05_cfd_stg.sqlite', table_name, dict_ww)
return
dict_l = sql_pd.to_dict('records')
dict_l = common.to_number(dict_l[0])
sp_work = []
#決済確認
if dict_l.get('poji'):
sp_work = common.to_number(dict_l['poji'].split("_"))
for i in reversed(range(len(sp_work))):
if dict_ww['L'] > sp_work[i] + 100:
dict_ww['LongPL'] += 100
sp_work.pop(i)
dict_ww['poji'] = "_".join([str(n) for n in sp_work])
print(dict_ww)
#前日トレード確認
if dict_l.get('trade'):
poji = []
sp_work2 = common.to_number(dict_l['trade'].split("_"))
if len(sp_work2) > 0:
for i in reversed(range(len(sp_work2))):
if dict_ww['H'] > sp_work2[i]:
print("追加", sp_work2[i], dict_ww['L'])
sp_work.append(sp_work2[i])
dict_ww['poji'] = "_".join([str(n) for n in sp_work])
#仕掛け
trade = []
VAL = dict_ww['C'] - dict_ww['C'] % 100 + 100
for ii in range(3):
VVAL = VAL + 100 * ii
if VVAL not in sp_work:
trade.append(str(VVAL))
dict_ww['trade'] = "_".join(trade)
print(dict_ww)
common.insertDB3('B05_cfd_stg.sqlite', table_name, dict_ww)
def main(self):
code = 'USD/JPY'
self.code = code
df_info = common.select_sql(
r'I07_fx.sqlite',
'select * from %(table)s where rowid > (select max(rowid) from %(table)s) - %(key1)s'
% {
'table': 'gmofx',
'key1': 100
})
del df_info['MXN/JPY']
del df_info['uptime']
del df_info['result']
for code in ['USD/JPY', 'EUR/USD', 'EUR/JPY', 'GBP/JPY']:
try:
del df_info[code.replace("/", "") + '_result']
except:
pass
for code in ['USD/JPY', 'EUR/USD', 'EUR/JPY', 'GBP/JPY']:
df_info = self.fx_data(df_info, 1)
x_data = info.add_avg(df_info, code)
result = self.model_save2(x_data, code)
print("result", result)
sqls = common.create_update_sql(
'I07_fx.sqlite', {code.replace("/", "") + '_result': result},
'gmofx')
def STR_C(self):
#カラムの初期化
sqls = "update kabu_list set L_PL_085 = NULL ,S_PL_085 = NULL"
common.db_update('B01_stock.sqlite', sqls)
files = os.listdir(compf.CODE_DIR)
for i in files:
year_e = 2018
code = i.replace(".txt", "")
try:
y = self.ATR_stg(code, str(year_e - 4), str(year_e),
"_base_" + str(year_e))
except:
print(code, "不明なエラー発生")
continue
if len(y) > 500 and int(y.O[1]) > 150 and common.stock_req(
code, "SHELL") == 1:
dict_pl = {}
dict_w = {}
L_PL = compf.check_PL(y['plb'])
L_PL['MEMO'] = "L_PL_085"
S_PL = compf.check_PL(y['pls'])
S_PL['MEMO'] = "S_PL_085"
for T_PL in [L_PL, S_PL]:
dict_w = {}
title = code + "_" + str(year_e) + T_PL['MEMO']
if T_PL['MEMO'] == "L_PL_085":
pl = 'plb'
if T_PL['MEMO'] == "S_PL_085":
pl = 'pls'
#5年間の成績
if (T_PL['WIN'] > 58 and T_PL['PL'] > 1.1):
dict_pl.update(T_PL)
#前年の成績
y = self.ATR_stg(code, str(year_e - 0), str(year_e),
"_" + title + "_" + str(year_e))
if len(y) == 0:
continue
T_PL = compf.check_PL(y[pl])
#前年と5年前を比較して前年の方が大きいこと
if (dict_pl['PL'] < T_PL['PL']):
dict_w[dict_pl['MEMO']] = dict_pl['WIN']
# rowid取得
sqls = "select *,rowid from %(table)s where コード = '%(key1)s' ;" % {
'table': 'kabu_list',
'key1': code
}
sql_pd = common.select_sql('B01_stock.sqlite',
sqls)
sqls = common.create_update_sql(
'B01_stock.sqlite', dict_w, 'kabu_list',
sql_pd['rowid'][0]) #最後の引数を削除すると自動的に最後の行
def n225_topix_avg(self):
dict_w = {}
yest_day = str(datetime.date.today() - datetime.timedelta(days=30)).replace("-", "/")
dict = {'table': 'rashio', 'key1': yest_day}
sqls = "select *,rowid from %(table)s where now > '%(key1)s'" % dict
sql_pd = common.select_sql('I01_all.sqlite', sqls)
num = len(sql_pd)-1
dict_w['N225_乖離avg30'] = round(sql_pd.loc[num, 'N225closeD'] / sql_pd.N225closeD.rolling(num).mean()[num],3)
dict_w['N225_HighLow30'] = round((sql_pd.loc[num, 'N225closeD'] - sql_pd['N225closeD'].min()) / (sql_pd['N225closeD'].max() - sql_pd['N225closeD'].min()),3)
dict_w['TOPIX_乖離avg30'] = round(sql_pd.loc[num, 'TOPIX_C15'] / sql_pd.TOPIX_C15.rolling(num).mean()[num],3)
dict_w['TOPIX_HighLow30'] = round((sql_pd.loc[num, 'TOPIX_C15'] - sql_pd['TOPIX_C15'].min()) / (sql_pd['TOPIX_C15'].max() - sql_pd['TOPIX_C15'].min()),3)
#DBの型変換する。
dict_w = common.to_number(dict_w)
# 最終行ROWID取得
rid = common.last_rowid('I01_all.sqlite', 'rashio')
# DBアップデート
sqls = common.create_update_sql('I01_all.sqlite', dict_w, 'rashio', rid) #最後の引数を削除すると自動的に最後の行
return dict_w
def main_exec2(self, file_csv):
sqls = "select *,rowid from kabu_list"
sql_pd = common.select_sql('B01_stock.sqlite', sqls)
for i, row in sql_pd.iterrows():
code = row['コード']
if common.stock_req(code, 1) == 1: #売りフラグあり
print(code)
code_text = os.path.join(compf.CODE_DIR, str(code) + '.txt')
if os.path.exists(code_text):
df = pd.DataFrame(
index=pd.date_range('2007/01/01',
common.env_time()[1][0:10]))
df = df.join(
pd.read_csv(code_text,
index_col=0,
parse_dates=True,
encoding="cp932",
header=None))
df = df.dropna()
if len(df) > 1500:
if file_csv == '_Monthly_last.csv':
PL = self.Monthly_last(code, df)
if file_csv == '_vora_stg.csv':
PL = self.vora_stg(code, df)
# if file_csv == '_ATR_stg.csv':
# PL = self.ATR_stg(code,df)
if file_csv == '_day_stg.csv':
PL = self.day_stg(code, df)
if len(PL) > 0:
if row['市場'].count(","):
sp = row['市場'].split(",")
row['市場'] = sp[0]
title = str(row['コード']) + "_" + str(
row['銘柄名']) + "_" + str(
row['セクタ']) + "_" + str(
row['市場']) + file_csv
Equity, backreport = compf.BacktestReport(
PL, title, self.S_DIR, 1.1,
"フィルター除外") #"フィルター除外"
def main_bak(self):
code = 'USD/JPY'
self.code = code
df_info = common.select_sql(
r'I07_fx.sqlite',
'select * from %(table)s where rowid > (select max(rowid) from %(table)s) - %(key1)s'
% {
'table': 'gmofx',
'key1': 100
})
del df_info['MXN/JPY']
del df_info['uptime']
del df_info['result']
df_info = self.fx_data(df_info, 1)
x_data = info.add_avg(df_info, code)
print(len(x_data.columns))
result = self.model_save2(x_data, code)
print("result", result)
sqls = common.create_update_sql('I07_fx.sqlite', {'result': result},
'gmofx')
def retry_check(self):
sqls = 'select *,rowid from retry where status < 0 ;'
sql_pd = common.select_sql(self.INFO_DB, sqls)
for i, row in sql_pd.iterrows():
common.to_number(row)
dict_w = {}
bybypara = dict(row)
try:
result, msg = f02_gmo.gmo_cfd_exec(bybypara)
if str(msg).count('正常終了'):
dict_w['status'] = 0
else:
dict_w['status'] = row['status'] + 1
except:
dict_w['status'] = row['status'] + 1
self.send_msg += u'CFDトレードリトライ異常終了_' + bybypara['code'] + "\n"
sqls = common.create_update_sql(
self.INFO_DB, dict_w, 'retry',
bybypara['rowid']) #最後の引数を削除すると自動的に最後の行
def fx_data(rows=1000000): #●サブデータ
sql_pd = common.select_sql(
r'I07_fx.sqlite',
'select * from %(table)s where rowid > (select max(rowid) from %(table)s) - %(key1)s'
% {
'table': 'gmofx',
'key1': rows
})
df_info = sql_pd.iloc[:, :20]
#nowを日付に置換(yyyy:mm:dd hh:mm:ss → yyyy-mm-dd)
# df_info['now'] = df_info['now'].map(lambda x: x[:10].replace('/', '-'))
#インデックス再設定 日時処理のみ
df_info = df_info.set_index('now')
df_info['M'] = pd.to_datetime(df_info.index,
infer_datetime_format=True).month
df_info['W'] = pd.to_datetime(df_info.index,
infer_datetime_format=True).dayofweek
df_info['H'] = pd.to_datetime(df_info.index,
infer_datetime_format=True).hour
#NaNを置換
df_info = df_info.fillna(0)
#数字以外は置換
df_info = df_info.replace(['nan', '--', '-'], 0)
list_w = []
for col in df_info.columns:
try:
df_info[col] = df_info[col].map(lambda x: str(x).replace(',', ''))
df_info[col] = df_info[col].astype(np.float64)
#20200106追加
ZERO = sum(df_info[col] == 0) / len(df_info)
#全体で50%以上は削除
if ZERO > 0.5:
print("del", col, ZERO)
list_w.append(col)
except:
print("NG", col)
list_w.append(col)
df_info = df_info.drop(list_w, axis=1)
return df_info
def traders_web_W(self):
# 1111111投資動向週間
table_name = 'investment_weekly'
UURL = "https://www.traders.co.jp/domestic_stocks/stocks_data/investment_3/investment_3.asp"
dfs = common.read_html2(common.Chorme_get(UURL), 0) # header=0,skiprows=0(省略可能)
temp = common.temp_path("csv", os.path.basename(__file__) + "investment.csv")
dfs[1].to_csv(temp)
f = open(temp, 'r')
dataReader = csv.reader(f)
# 新規追加確認
for row in dataReader:
if row[1] == '最新週':
dict_w = {'週間': common.env_time()[1][:10], '海外投資家': row[2], '生損保': row[3], '銀行': row[4], '信託銀行': row[5], 'その他金融': row[6], '小計_金融法人': row[7],'事業法人': row[8], 'その他法人': row[9], '投信': row[10], '計_法人': row[11], '現金': row[12], '信用': row[13], '計_現金信用': row[14]}
# 重複チェック
sqls = "select *,rowid from %(table)s where rowid=(select max(rowid) from %(table)s) ;" % {
'table': table_name}
sql_pd = common.select_sql(DB_INFO, sqls)
if len(sql_pd) > 0:
if dict_w['海外投資家'] != sql_pd.loc[0, '海外投資家']:
common.insertDB3(DB_INFO, table_name, dict_w)
else:
common.insertDB3(DB_INFO, table_name, dict_w)
print(table_name, dict_w)
def breakout_ma_two(self, window0, window9, col, table):
status = 0
data = {'L_flag': "", 'S_flag': "", 'S_PL': "", 'L_PL': ""}
sqls = "select %(key1)s from %(table)s where rowid=(select max(rowid) from %(table)s) ;" % {
'table': table,
'key1': col
}
sql_pd = common.select_sql(self.INFO_DB, sqls)
data['S3_R'] = float(sql_pd.loc[0, col])
# データ更新、データフレームに引き出す
tablename = col + "_breakout_ma_two"
common.insertDB3(self.INFO_DB, tablename, data)
sqls = "select *,rowid from " + tablename
tsd = common.select_sql(self.INFO_DB, sqls)
tsd.S3_R.dropna()
cnt = len(tsd) - 1
if cnt < 10:
return status
data['avg_' +
str(window0)] = tsd.S3_R.rolling(window0).mean().shift(1)[cnt]
data['avg_' +
str(window9)] = tsd.S3_R.rolling(window9).mean().shift(1)[cnt]
cnt2 = len(tsd) - 2
if tsd.loc[cnt2, 'S_flag'] is None or tsd.loc[cnt2, 'S_flag'] == "":
S_flag = 0
else:
S_flag = float(tsd.loc[cnt2, 'S_flag'])
if tsd.loc[cnt2, 'L_flag'] is None or tsd.loc[cnt2, 'L_flag'] == "":
L_flag = 0
else:
L_flag = float(tsd.loc[cnt2, 'L_flag'])
# window0 = 32 797.98438
# window9 = 12 798.41667
data['S_flag'] = tsd.loc[cnt2, 'S_flag']
data['L_flag'] = tsd.loc[cnt2, 'L_flag']
common.to_number(data)
status = 0
#仕切り
if data['avg_' + str(window0)] > data[
'avg_' + str(window9)] and S_flag != 0: # exit short-position
data['S_PL'] = S_flag - data['S3_R'] # レポート用
data['S_flag'] = 0
status = -2
elif data['avg_' + str(window0)] < data[
'avg_' + str(window9)] and L_flag != 0: # exit short-position
data['L_PL'] = data['S3_R'] - L_flag # レポート用
data['L_flag'] = 0
#仕掛け
elif data['avg_' + str(window0)] < data[
'avg_' + str(window9)] and S_flag == 0: # entry short-position
data['S_flag'] = data['S3_R']
status = -1
elif data['avg_' + str(window0)] > data[
'avg_' + str(window9)] and L_flag == 0: # entry short-position
data['L_flag'] = data['S3_R']
status = 1
# status = 2
# rowid取得
sqls = "select *,rowid from %(table)s where rowid=(select max(rowid) from %(table)s) ;" % {
'table': tablename
}
sql_pd = common.select_sql(self.INFO_DB, sqls)
sqls = common.create_update_sql(self.INFO_DB, data, tablename,
sql_pd['rowid'][0])
return status
def cfd_poji_check(self):
ok_msg = ""
list_code, list_type = f02_gmo.info_pojicheck()
codes, types, amounts = f03_ctfx.f03_ctfx_main({
'kubun': 'ポジションチェック',
'amount': '2,000'
})
# 全テーブル情報取得
sqls = "select name from sqlite_master where type='table'"
sql_pd = common.select_sql(self.INFO_DB, sqls)
for i, rrow in sql_pd.iterrows():
table_name = rrow['name']
sp_work = table_name.split("_")
code = sp_work[0]
if len(sp_work) != 4:
continue
sqls = "select L_flag,S_flag from %(table)s where (L_flag > 0 or S_flag > 0) and rowid=(select max(rowid) from %(table)s) ;" % {
'table': table_name
}
sql_pdd = common.select_sql(self.INFO_DB, sqls)
if len(sql_pdd) > 0:
if sql_pdd['L_flag'][0] != "":
if float(sql_pdd['L_flag'][0]) > 0:
type_w = "買"
if sql_pdd['S_flag'][0] != "":
if float(sql_pdd['S_flag'][0]) > 0:
type_w = "売"
#CDFのポジションチェック
for ii in range(len(list_code)):
if list_code[ii] == code and list_type[ii] == type_w:
del list_code[ii]
del list_type[ii]
ok_msg += u'CFDポジション一致_' + code + "_" + type_w + "\n"
break
else:
#FXのポジションチェック
for ii in range(len(codes)):
if codes[ii] == code and types[ii] == type_w:
del codes[ii]
del types[ii]
del amounts[ii]
ok_msg += u'FXポジション一致_' + code + "_" + type_w + "\n"
break
else:
self.send_msg += u'FXポジションなし_' + code + "_" + type_w + "\n"
if code.count("JPY") or code.count("USD"):
bybypara = {
'code': code,
'amount': 2,
'buysell': type_w,
'kubun': '新規',
'nari_hiki': '',
'settle': 0,
'comment': code + '_成行'
}
# f03_ctfx.f03_ctfx_main(bybypara)
else:
bybypara = {
'code': code,
'amount': 1,
'buysell': type_w,
'kubun': '新規',
'nari_hiki': '',
'settle': 0,
'comment': code + '_成行'
}
# f02_gmo.gmo_cfd_exec(bybypara)
if len(list_code) > 0:
self.send_msg += u'未決済銘柄あり_' + '_'.join([
k for k in list_code
]) + "\n" + '_'.join([k for k in list_type]) + "\n"
for ii in range(len(list_code)):
bybypara = {
'code': list_code[ii],
'amount': 1,
'buysell': list_type[ii],
'kubun': '決済',
'nari_hiki': '',
'settle': -1,
'comment': list_code[ii] + '_' + list_type[ii] + '決済'
}
f02_gmo.gmo_cfd_exec(bybypara)
if len(codes) > 0:
self.send_msg += u'未決済銘柄あり_' + '_'.join([
k for k in codes
]) + "\n" + '_'.join([k for k in types]) + "\n" + '_'.join(
[k for k in amounts]) + "\n" + ok_msg
for ii in range(len(codes)):
code = codes[ii][:3] + '/' + codes[ii][3:]
bybypara = {
'code': code,
'amount': amounts[ii][:1],
'buysell': types[ii],
'kubun': '決済',
'nari_hiki': '',
'settle': -1,
'comment': codes[ii] + '_' + types[ii] + '決済'
}
f03_ctfx.f03_ctfx_main(bybypara)
def breakout_ma_three(self, window0, window9, window5, col, table):
status = 0
data = {'L_flag': "", 'S_flag': "", 'S_PL': "", 'L_PL': "", 'S3_R': ""}
sqls = 'select "%(key1)s" from %(table)s where rowid=(select max(rowid) from %(table)s) ;' % {
'table': table,
'key1': col
}
sql_pd = common.select_sql(self.INFO_DB, sqls)
data['S3_R'] = float(sql_pd.loc[0, col])
# データ更新、データフレームに引き出す
tablename = col + "_breakout_ma_three"
common.insertDB3(self.INFO_DB, tablename, data)
col_name = ', '.join([k for k in data.keys()])
sqls = "select *,rowid from %(table)s" % {'table': tablename}
tsd = common.select_sql(self.INFO_DB, sqls)
tsd.S3_R.dropna()
cnt = len(tsd) - 1
if cnt < 10:
return status
data['avg_' +
str(window0)] = tsd.S3_R.rolling(window0).mean().shift(1)[cnt]
data['avg_' +
str(window9)] = tsd.S3_R.rolling(window9).mean().shift(1)[cnt]
data['avg_' +
str(window5)] = tsd.S3_R.rolling(window5).mean().shift(1)[cnt]
# レポート用
# init----------------------------------
cnt2 = len(tsd) - 2
if tsd.loc[cnt2, 'S_flag'] is None or tsd.loc[cnt2, 'S_flag'] == "":
S_flag = 0
else:
S_flag = float(tsd.loc[cnt2, 'S_flag'])
if tsd.loc[cnt2, 'L_flag'] is None or tsd.loc[cnt2, 'L_flag'] == "":
L_flag = 0
else:
L_flag = float(tsd.loc[cnt2, 'L_flag'])
data['S_flag'] = tsd.loc[cnt2, 'S_flag']
data['L_flag'] = tsd.loc[cnt2, 'L_flag']
common.to_number(data)
# entry short-position
if S_flag == 0 and data['avg_' + str(window0)] < data[
'avg_' + str(window5)] < data['avg_' + str(window9)]:
data['S_flag'] = data['S3_R']
status = -1
elif (data['avg_' + str(window0)] > data['avg_' + str(window5)]
or data['avg_' + str(window5)] > data['avg_' + str(window9)]
) and S_flag != 0: # exit short-position
data['S_PL'] = S_flag - data['S3_R']
data['S_flag'] = 0
status = -2
# entry short-position
elif L_flag == 0 and data['avg_' + str(window0)] > data[
'avg_' + str(window5)] > data['avg_' + str(window9)]:
data['L_flag'] = data['S3_R']
status = 1
elif (data['avg_' + str(window0)] < data['avg_' + str(window5)]
or data['avg_' + str(window5)] < data['avg_' + str(window9)]
) and L_flag != 0: # exit short-position
data['L_PL'] = data['S3_R'] - L_flag
data['L_flag'] = 0
# rowid取得
sqls = "select *,rowid from %(table)s where rowid=(select max(rowid) from %(table)s) ;" % {
'table': tablename
}
sql_pd = common.select_sql(self.INFO_DB, sqls)
sqls = common.create_update_sql(self.INFO_DB, data, tablename,
sql_pd['rowid'][0])
def breakout_simple_f(self, window0, window9, f0, f9, col, table):
status = 0
data = {
'L_flag': "",
'S_flag': "",
'L_SUM': "",
'S_PL': "",
'L_PL': ""
}
sqls = "select %(key1)s from %(table)s where rowid=(select max(rowid) from %(table)s) ;" % {
'table': table,
'key1': col
}
sql_pd = common.select_sql(self.INFO_DB, sqls)
data['S3_R'] = float(sql_pd.loc[0, col])
# データ更新、データフレームに引き出す
tablename = col + "_breakout_simple_f"
common.insertDB3(self.INFO_DB, tablename, data)
sqls = "select *,rowid from " + tablename
tsd = common.select_sql(self.INFO_DB, sqls)
tsd.S3_R.dropna()
cnt = len(tsd) - 1
if cnt < 10:
return 0
data['max_s' + str(window0)] = tsd.S3_R.rolling(window0).max().shift(
1)[cnt] #ub0
data['min_s' +
str(window0)] = tsd.S3_R.rolling(window0).min().shift(1)[cnt] #2
data['max_e' + str(window9)] = tsd.S3_R.rolling(window9).max().shift(
1)[cnt] #ub9
data['min_e' + str(window9)] = tsd.S3_R.rolling(window9).min().shift(
1)[cnt] #lb9
data['avg_l' +
str(f0)] = tsd.S3_R.rolling(f0).mean().shift(1)[cnt] #f0
data['avg_s' +
str(f9)] = tsd.S3_R.rolling(f9).mean().shift(1)[cnt] #f9
# init----------------------------------
cnt2 = len(tsd) - 2
if tsd.loc[cnt2, 'S_flag'] is None or tsd.loc[cnt2, 'S_flag'] == "":
S_flag = 0
else:
S_flag = float(tsd.loc[cnt2, 'S_flag'])
if tsd.loc[cnt2, 'L_flag'] is None or tsd.loc[cnt2, 'L_flag'] == "":
L_flag = 0
else:
L_flag = float(tsd.loc[cnt2, 'L_flag'])
data['S_flag'] = tsd.loc[cnt2, 'S_flag']
data['L_flag'] = tsd.loc[cnt2, 'L_flag']
common.to_number(data)
c = data['S3_R']
status = 0
if c > data['max_e' +
str(window9)] and S_flag != 0: # exit short-position
data['S_PL'] = S_flag - c # レポート用
data['S_flag'] = 0
status = -2
elif c < data['min_e' +
str(window9)] and L_flag != 0: # exit short-position
data['L_PL'] = c - L_flag # レポート用
data['L_flag'] = 0
status = 2
elif c < data['min_s' +
str(window0)] and S_flag == 0 and L_flag == 0 and data[
'avg_s' + str(f9)] > data['avg_l' + str(f0)]:
data['S_flag'] = c
status = -1
elif c > data['max_s' +
str(window0)] and S_flag == 0 and L_flag == 0 and data[
'avg_s' + str(f9)] < data['avg_l' + str(f0)]:
data['L_flag'] = c
status = 1
"""
#仕切りチェック
if status == -1 and L_flag != 0:
print("仕切り1")
self.byby_exec_fx(2, col, 1)
if status == 1 and S_flag != 0:
print("仕切り2")
self.byby_exec_fx(-2, col, 1)
"""
# rowid取得
sqls = "select *,rowid from %(table)s where rowid=(select max(rowid) from %(table)s) ;" % {
'table': tablename
}
sql_pd = common.select_sql(self.INFO_DB, sqls)
sqls = common.create_update_sql(self.INFO_DB, data, tablename,
sql_pd['rowid'][0])
return status
def traders_web_D(self):
# 33333本日の先物取引情報
table_name = "futures_op"
UURL = "https://www.traders.co.jp/domestic_stocks/invest_tool/futures/futures_op.asp"
# テーブル情報取得
dfs = pd.read_html(common.Chorme_get(UURL), header=1)
for ii in range(len(dfs)):
# テーブル番号検索
if dfs[ii].columns[0] == "証券会社名": # 証券会社名
num = ii
break
# Webから取得した情報のカラム名をリスト化
col_list = [i for i in dfs[num].columns]
# DB追加のカラム作成
col_tmp = []
H = ''
for i in dfs[num].columns:
if i.count("Unnamed"):
if 'Unnamed: 2' == i:
col_tmp.append('日付')
H = 'P'
else:
col_tmp.append('PUT_CALL')
H = 'C'
else:
col_tmp.append(H + i.replace(".1", ""))
# カラムのリネームcol_list→col_tmp
# col = dict(zip(col_list,col_tmp))
col = {}
col = {col_list[i]: col_tmp[i] for i in range(len(col_list))}
dfs[num] = dfs[num].rename(columns=col)
# DBからカラム情報取得。ない場合は追加する。
set_new = [i for i in dfs[num].columns]
res = common.column_check(DB_INFO, table_name, set_new)
# DBへのインポート
for idx, row in dfs[num].iterrows():
dict_w = {}
for ii in range(len(row)):
if str(row[ii]) != str(float("nan")):
try:
dict_w[dfs[num].columns[ii]] = int(row[ii])
except:
dict_w[dfs[num].columns[ii]] = row[ii]
else:
dict_w[dfs[num].columns[ii]] = 0
dict_w['日付'] = common.env_time()[0][:8]
common.insertDB3(DB_INFO, table_name, dict_w)
# 本日のカラム取得
sqls = "select * from futures_op where 日付 = %(key1)s" % {'key1': common.env_time()[0][:8]}
sql_pd = common.select_sql(DB_INFO, sqls)
set_new = [i for i in sql_pd.columns if i != 'now' and i != '証券会社名' and i != '日付' and i != 'PUT_CALL']
# 本日のカラムを対象に合計取得
sqls = "select SUM(" + "),SUM(".join(set_new) + ") from futures_op where 日付 = '%(key1)s'" % {'key1': common.env_time()[0][:8]}
sql_pd = common.select_sql(DB_INFO, sqls)
for i, row in sql_pd.iterrows():
set_val = []
for ii in range(len(row)):
if row[ii] is None:
set_val.append(0)
else:
set_val.append(row[ii])
set_val = common.to_int(set_val)
col = {}
col = {set_new[i]: set_val[i] for i in range(len(set_new))}
col['証券会社名'] = '合計'
col['日付'] = common.env_time()[0][:8]
col = common.to_int(col)
common.insertDB3(DB_INFO, table_name, col)
print(col)
# 2222222本日の先物取引情報
table_name = "futures"
UURL = "https://www.traders.co.jp/domestic_stocks/invest_tool/futures/futures_top.asp"
dfs = common.read_html2(common.Chorme_get(UURL), 1) # header=0,skiprows=0(省略可能)
for ii in range(len(dfs)):
if dfs[ii].columns[0] == "SELL":
num = ii
break
# カラムの入れ替え
CC = ['証券会社名', 'SELL_225', 'BUY_225', 'NET_225', '日付', 'SELL_TOPIX','BUY_TOPIX', 'NET_TOPIX', '更新日', 'SELL_225M', 'BUY_225M', 'NET_225M']
col_name = {}
col_name = {dfs[num].columns[c]: CC[c] for c in range(len(dfs[num].columns))}
dfs[num] = dfs[num].rename(columns=col_name)
# DBへのインポート
for idx, row in dfs[num].iterrows():
dict_w = {}
for ii in range(len(row)):
dict_w[dfs[num].columns[ii]] = row[ii]
dict_w['更新日'] = common.env_time()[1]
dict_w['日付'] = common.env_time()[0][:8]
common.insertDB3(DB_INFO, table_name, dict_w)
