def test_something(self): db = MySQLUtils('root', '1988', 'test', 'stock') data = db.get_array('sh600741', begin='2015-01-01', end='2016-01-01') ohlc = OHLCVD(data) ohlc.add_macd() ohlc.add_ma(10) ohlc.add_rsi_feature() ohlc.add_raise_day(5) ohlc.add_raise_day(10) ohlc.add_recent_down_v_turn() data = ohlc.get_array() print data.shape[1]
def prepare_data(db, stock_list, begin, end): results = [] labels = [] for stock in stock_list: tmp_result = db.get_array(stock, begin=begin, end=end) print stock if tmp_result.shape[0] > 100: ohlc = OHLCVD(data=tmp_result) ohlc.add_macd() ohlc.add_fall_days(5) ohlc.add_raise_day(5) ohlc.add_raise_day(3) ohlc.add_ma(60) # ohlc.add_rsi_feature() ohlc.add_jump_empty_down() ohlc.normalize() results.append(ohlc.data) label = ohlc.future_return(5) labels.append(label) print len(results) print len(labels) return results