def update_data(self):
print("-redis_start-")
dm = DBManager("wm_details")
code_list = dm.get_code_list()
for item in code_list:
try:
code = item["code"][:6]
_result = dm.find_by_id(item["code"])
sorted_result = sorted(_result["price_list"],
key=lambda x: cmp_datatime(x),
reverse=True)
self.set_data(code, sorted_result)
except Exception:
print("redis_error:501 " + str(item["code"]))
print("-redis_close-")
def update_data(self):
add_info_logs("redis_start", "-开始同步缓存-")
dm = DBManager("tk_details")
code_list = dm.get_code_list()
for item in code_list:
try:
code = item["code"][:6]
_result = dm.find_by_id(item["code"])
sorted_result = sorted(_result["price_list"],
key=lambda x: cmp_datatime_02(x),
reverse=True)
self.set_data(code, sorted_result)
except Exception:
add_error_logs("redis_error", "501", item["code"])
continue
add_info_logs("redis_close", "-结束同步缓存-")
def fun_02():
date_list = date_range("2017-05-04", "2018-05-21")
for date in date_list:
code = "000001.XSHE"
price_list = list()
tur_list = list()
highest_list = list()
open_list = list()
# 获取wmacd数据
db_manager_wm = DBManager("wm_details")
tk_details = db_manager_wm.find_by_key({"code": code})[0]
for tk_item in [
x for x in tk_details["price_list"] if x["close_price"] != 0
]:
if time_cmp(str(date), tk_item["date_list"][-2]):
price_list.append(tk_item["close_price"])
tur_list.append(tk_item["total_volume"])
highest_list.append(tk_item["max_price"])
open_list.append(tk_item["open_price"])
print(price_list, date)
def __init__(self):
self.db_manager_wm = DBManager("wm_details")
self.db_manager_tk = DBManager("tk_details")
]))
current_position.remove(item_position)
# 统计历史数据
history_capital.append(capital_base)
f_utils.insert_line("cash->" + str(capital_base))
def start_bp():
ste = TsStrategyExpma()
history_capital.append(capital_base)
# 初始化时间轴
date_list = date_range("2017-05-08", "2017-09-30")
for index in range(len(date_list)):
cur_date = date_list[index]
print(cur_date)
if datetime.datetime.strptime(cur_date, "%Y-%m-%d").weekday() == 0:
buy_list = ste.get_buy_list(cur_date)
if buy_list:
fun_buy(buy_list, cur_date)
else:
fun_sell(cur_date)
net_rate = (history_capital[-1] -
history_capital[0]) / history_capital[0] # 计算回测结果
print(round(net_rate * 100, 2), "%")
if __name__ == "__main__":
f_utils = FileUtils("bp_expma_result_1.txt", "a+")
db_manager_tk = DBManager("tk_details")
start_bp()
def __init__(self):
self.db_manager_wm = DBManager("fcr_w_details")
def __init__(self):
self.dm = DBManager("futures_d_table")
def parse_pager(content, ticker):
timer_list = [
x["date"] for x in dm.find_one_by_key({"ticker": ticker})["price_list"]
]
while content.next():
item_row = content.get_row_data()
__dict = {
"date": item_row[0],
"code": item_row[1],
"open": item_row[2],
"high": item_row[3],
"low": item_row[4],
"close": item_row[5],
"preclose": item_row[6],
"volume": item_row[7],
"amount": item_row[8],
"adjustflag": item_row[9],
"turn": item_row[10],
"tradestatus": item_row[11],
"pctChg": item_row[12]
}
if __dict["date"] not in timer_list:
dm.add_tk_item(ticker, __dict)
print(ticker, "success")
if __name__ == '__main__':
dm = DBManager("fcr_details")
init_table()
start_crawl()
import os
import sys
sys.path.append('F:\\PYTHON\\TsSpiderServer\\')
from mongo_db.mongodb_manager import DBManager
base_path = os.path.abspath(os.path.join(os.getcwd(), "..")) + "/bean"
if __name__ == '__main__':
dm = DBManager("wm_details")
file_path = base_path + "/data_code.txt"
_file = open(file_path, 'r', encoding='utf_-8')
tk_list = list()
while True:
line = _file.readline()
if '' == line:
break
str_code = line.split()[0]
str_title = line.split()[1]
dm.add_one({"code": str_code, "title": str_title, "price_list": []})
def __init__(self):
self.dm = DBManager("tk_details")
self.headers = {
"User-Agent": ":Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/59.0.3071.115 Safari/537.36"
}
def __init__(self, capital_base=1000000):
self.capital_base = capital_base # 起始资金
self.capital_available = capital_base # 可用资金
self.position_list = list() # 当前持仓
self.history_order_list = list() # 订单记录
self.db_manager_tk = DBManager("fcr_details")
def draw_profit_bar(list1, list2):
plt.subplot(111)
lable_x = np.arange(len(list1))
lable_y = [x * 0 for x in range(len(list1))]
plt.plot(lable_x, lable_y, color="#404040", linewidth=1.0, linestyle="-")
plt.bar(lable_x, list1, color="r", width=1.0)
plt.bar(lable_x, list2, color="g", width=1.0)
plt.xlim(lable_x.min(), lable_x.max() * 1.1)
plt.ylim(min(list2) * 1.1, max(list1) * 1.1)
plt.grid(True)
plt.show()
if __name__ == '__main__':
db_manager = DBManager("wm_details")
code_list = db_manager.get_code_list()
result_list = list()
for item in code_list:
code = item["code"]
print(code)
tk_data = db_manager.find_by_key({"code": code})[0]
close_list = [
float(x["cur_close_price"]) for x in tk_data["price_list"]
if x["cur_close_price"] != 0
]
len_list = len(close_list)
if close_list:
for index in range(expect, len(close_list)):
rate_1 = (close_list[index - period] -
close_list[index]) / close_list[index - period]
plt.subplot(111)
lable_x = np.arange(len(list1))
lable_y = [x * 0 for x in range(len(list1))]
# 绘制中轴线
plt.plot(lable_x, lable_y, color="#404040", linewidth=1.0, linestyle="-")
plt.bar(lable_x, list1, color="r", width=1.0)
plt.bar(lable_x, list2, color="g", width=1.0)
plt.xlim(lable_x.min(), lable_x.max() * 1.1)
plt.ylim(min(list2) * 1.1, max(list1) * 1.1)
plt.grid(True)
plt.show()
if __name__ == "__main__":
# 获取数据
db_manager_wm = DBManager("fcr_details")
code_list = db_manager_wm.get_code_list()
result_list = list()
for item in code_list:
code = item["code"]
print(code)
tk_data = db_manager_wm.find_by_key({"code": code})[0]
colse_list = [
float(x["close"]) for x in tk_data["price_list"] if x["close"] != 0
]
len_list = len(colse_list)
if colse_list:
# 执行判断逻辑
for index in range(expect, len(colse_list)):
rate_1 = (colse_list[index - period] - colse_list[index]
) / colse_list[index - period] # 下跌幅度
item_position[0],
str(round(profit_rate * 100, 2)) + "%", capital_base
]))
current_position.remove(item_position)
# 统计历史数据
history_capital.append(capital_base)
f_utils.insert_line("cash->" + str(get_all_capital()))
def start_bp():
st3 = TsStrategy3()
history_capital.append(capital_base)
# 初始化时间轴
date_list = date_range("2017-01-01", "2017-12-31")
for index in range(len(date_list)):
cur_date = date_list[index]
fun_sell(cur_date)
if datetime.datetime.strptime(cur_date, "%Y-%m-%d").weekday() == 0:
buy_list = st3.get_buy_list(cur_date)
if buy_list:
fun_buy(buy_list, cur_date)
net_rate = (history_capital[-1] -
history_capital[0]) / history_capital[0] # 计算回测结果
print(round(net_rate * 100, 2), "%")
if __name__ == "__main__":
f_utils = FileUtils("bp_result3_1.txt", "w")
db_manager_tk = DBManager("fcr_details")
start_bp()