def getstockdayline(stocklist):
#删除0字节文件
for code in (stocklist):
prefix = get_stock_market(code)
file = stock_day_line_file + prefix + code + '.csv'
if os.path.exists(file):
if os.path.getsize(file) == 0:
#print(file)
os.remove(file)
time.sleep(5)
error_file = open('error-UPDATE.log', 'w')
for code in (stocklist):
stop_catch = False
prefix = get_stock_market(code)
file = stock_day_line_file + prefix + code + '.csv'
#读取已下载最新日期
if os.path.exists(file):
alldata = pd.read_csv(file, names=stock_day_line_headers)
lasteddate = alldata.iloc[0]['date']
#print((lasteddate))
else:
lasteddate = '1990-12-19'
#print(code,lasteddate,type(lasteddate))
if prefix in ['sh', 'sz']:
try:
for year in range(2017, 1989, -1): #1989
for season in range(4, 0, -1):
if stop_catch:
break
#print(year,season,stop_catch)
stop_catch = getstockdaylineupdate(
code, year, season, file, lasteddate, stop_catch)
if stop_catch:
break
except Exception as e:
error_file.write(code + '\n')
#print(e)
error_file.flush()
#重新排序
alldata = csv.reader(open(file), delimiter=',')
sortedlist = sorted(alldata, key=lambda x: (x[0]), reverse=True)
with open(file, "w", newline='') as f:
fileWriter = csv.writer(f, delimiter=',')
for row in sortedlist:
fileWriter.writerow(row)
error_file.close()
def minchoice(logfile):
print('minchoice output' + ':\n')
logfile.write('minchoice output' + ':\n')
for code in depickle_stock_list():
#print(code)
market = get_stock_market(code)
if market in ['sh', 'sz']:
try:
if market == 'sh':
choosedir = Sse_lday
else:
choosedir = Sze_lday
stk = Stock(code)
stk.readldaysim(choosedir, 20)
#print(stk.ldayvalue)
upcount = 0
for n in range(15):
if stk.limitup(n): upcount += 1
#print(upcount)
if upcount >= 3:
gd = stk.gaodian(0, 14)
#print(stk.ldayvalue[0]["Close"] / gd)
if stk.ldayvalue[0]["Close"] / gd < 0.85:
print(code)
logfile.write(code + '\n')
except Exception as e:
pass #print(e)
def main2():
stocklist = [
'300561', '000728', '600333', '002221', '603618', '002449', '000910',
'600422', '002668', '002562', '002692', '600844', '300349', '000625',
'300423', '002729', '002063', '300241', '300163', '603067'
]
#删除出错文件
for code in (stocklist):
prefix = get_stock_market(code)
file = stock_day_line_file + prefix + code + '.csv'
if os.path.exists(file):
os.remove(file)
print('del ' + file)
getstockdayline(stocklist)
print('[+]股票日线数据更新完毕')
def runchzhshch(logfile):
#strtoday = datetime.datetime.now().strftime('%Y%m%d')
#today = pd.Timestamp(strtoday)
print('chzhshch_day_B1 output' + ':\n')
logfile.write('chzhshch_day_B1 output' + ':\n')
for code in depickle_stock_list():
if get_stock_market(code) in ['sh', 'sz']:
try:
a = chzhshch(code)
out = a.test()
if out:
print(code)
logfile.write(code + '\n')
except Exception as e:
pass
def runjasonshort(logfile, trading):
#strtoday = datetime.datetime.now().strftime('%Y%m%d')
#today = pd.Timestamp(strtoday)
print('chzhshch_30m_jasonshort output' + ':\n')
logfile.write('chzhshch_30m_jasonshort output' + ':\n')
for code in depickle_stock_list():
if get_stock_market(code) in ['sh', 'sz']:
try:
a = jasonshort(code, trading)
out = a.test()
if out:
print(code)
logfile.write(code + '\n')
except Exception as e:
print(e)
def getstockfzline(stocklist):
'''
读取通达信5分钟数据
'''
for root, dirs, files in os.walk(stock_fz_line_file):
for file in files:
os.remove(root + file)
time.sleep(3)
for code in (stocklist):
prefix = get_stock_market(code)
if prefix in ['sh', 'sz']:
try:
file_to_w = stock_fz_line_file + prefix + code + '.csv'
file_to_o = tdx_fz_line_file + '/' + prefix + '/fzline' + '/' + prefix + code + '.lc5'
file_o = open(file_to_o, "rb")
file_w = open(file_to_w, "w")
count = 0
while (file_o.seek(-(count + 1) * Daylength, 2)):
tmpfz = struct.unpack('hhfffffii', file_o.read(32))
tmpdata = []
tmpdata.append('{}-{}-{} {:0>2}:{:0>2}:00'.format(
tmpfz[0] // 2048 + 2004, tmpfz[0] % 2048 // 100,
tmpfz[0] % 2048 % 100, tmpfz[1] // 60, tmpfz[1] % 60))
tmpdata.append('{:.2f}'.format(tmpfz[2])) #open
tmpdata.append('{:.2f}'.format(tmpfz[3])) #high
tmpdata.append('{:.2f}'.format(tmpfz[4])) #low
tmpdata.append('{:.2f}'.format(tmpfz[5])) #close
tmpdata.append('{:.2f}'.format(tmpfz[6])) #amount
tmpdata.append('{:.2f}'.format(tmpfz[7])) #vol
for d in tmpdata:
file_w.write(d)
file_w.write(',')
file_w.write('\n')
#print(tmpdata)
count += 1
#if count > 187:break
file_o.close()
file_w.close()
except:
pass
def runjasonshort(logfile):
#file = open('runjasonshort.log','w')
strtoday = datetime.datetime.now().strftime('%Y%m%d')
today = pd.Timestamp(strtoday)
print('Jasonshort output' + ':\n')
logfile.write('Jasonshort output' + ':\n')
for code in depickle_stock_list():
if get_stock_market(code) in ['sh', 'sz']:
try:
a = jasonshort(code)
a.test()
b = a.stockdayline[a.stockdayline['yz'] == True]['yz']
b = b.reset_index()
b['span'] = (today - b['date']) < datetime.timedelta(days=2)
c = b[b['span'] == True]['date']
if (len(c) > 0):
print(code + ',' + str(c[0])[:11] + '\n')
logfile.write(code + ',' + str(c[0])[:11] + '\n')
except Exception as e:
pass
def getstocktdxdayline(stocklist):
'''
读取通达信日线数据
'''
for root, dirs, files in os.walk(stock_tdx_day_line_file):
for file in files:
os.remove(root + file)
time.sleep(3)
for code in (stocklist):
prefix = get_stock_market(code)
if prefix in ['sh', 'sz']:
try:
file_to_w = stock_tdx_day_line_file + prefix + code + '.csv'
file_to_o = tdx_fz_line_file + '/' + prefix + '/lday' + '/' + prefix + code + '.day'
file_o = open(file_to_o, "rb")
file_w = open(file_to_w, "w")
count = 0
while (file_o.seek(-(count + 1) * Daylength, 2)):
tmpfz = struct.unpack('iiiiifii', file_o.read(32))
tmpdata = []
tmpdata.append('{}'.format(tmpfz[0]))
tmpdata.append('{:.2f}'.format(tmpfz[1] / 100)) #open
tmpdata.append('{:.2f}'.format(tmpfz[2] / 100)) #high
tmpdata.append('{:.2f}'.format(tmpfz[3] / 100)) #low
tmpdata.append('{:.2f}'.format(tmpfz[4] / 100)) #close
tmpdata.append('{:.2f}'.format(tmpfz[5])) #amount
tmpdata.append('{:.2f}'.format(tmpfz[6])) #vol
for d in tmpdata:
file_w.write(d)
file_w.write(',')
file_w.write('\n')
#print(tmpdata)
count += 1
#if count > 187:break
file_o.close()
file_w.close()
except Exception as e:
print(e) #pass
self.stockdayline['5dma'].shift(2)))
'''
#test
a=Short100('600080')
a.days3db7()
b=a.stockdayline[a.stockdayline['days3db7']==True]['openrev']
print(b.describe())
print(b.sum())
print(a.stockdayline[a.stockdayline['days3db7']==True])
'''
log_file = open('days3db7.log', 'w')
geshu = 0
for code in (depickle_stock_list()):
prefix = get_stock_market(code)
if prefix in ['sh', 'sz']:
try:
a = Short100(code)
a.days3db7()
del a.stockdayline['low']
del a.stockdayline['high']
del a.stockdayline['vol']
del a.stockdayline['amount']
b = a.stockdayline[a.stockdayline['days3db7'] == True]['openrev']
log_file.write(code + '\t')
log_file.write(
str(a.stockdayline[a.stockdayline['days3db7'] == True]
['openrev'].sum()))
log_file.write('\t')
log_file.write(str(len(b[b > 0])))
