def traceYYY(id, parseDay):
print id, parseDay
maxDays = 20 # 最长持股时间
parser = MaxPriceUnderMaParser.MaxPriceUnderMaParser(parseDay, id)
priceFile = Tools.getPriceDirPath() + '/' + str(id)
res = open(priceFile, 'r').read()
dayList = parser.getNextTradingDayList(parseDay, maxDays) #
inDay = dayList[0]
inPrice = parser.getStartPriceOfDay(res, inDay) # 买入价为信号日后一天的开盘价
if 0 == inPrice:
return False # 坏数据
# 确定止损价
sp1 = parser.getMinPriceOfDay(res, parseDay)
sp2 = parser.getMinPriceOfDay(res, inDay)
stopPrice = min(sp1, sp2)
outPrice = 0
dayList = dayList[1:]
holdDays = 1
outDay = ''
for day in dayList:
holdDays += 1
startPrice = parser.getStartPriceOfDay(res, day)
# 开盘即获利则止盈
if startPrice > inPrice:
outPrice = startPrice
outDay = day
break
# 止损
# sp = parser.getMinPriceOfDay(res,day)
# if sp < stopPrice:
# outPrice = stopPrice
# outDay = day
# break
if outPrice == 0:
outPrice = parser.getEndPriceOfDay(res, dayList[-1]) # 默认按到期后的收盘价为卖出价
outDay = dayList[-1]
if outPrice == 0:
return False
ret = {}
ret['id'] = id
ret['name'] = Tools.getNameById(id)
ret['inPrice'] = inPrice
ret['outDay'] = outDay
ret['outPrice'] = outPrice
ret['holdDays'] = holdDays
ret['minPrice'] = 0
ret['maxPrice'] = 0
return ret
def trace(id, parseDay):
print id, parseDay
parser = MaxPriceUnderMaParser.MaxPriceUnderMaParser(parseDay, id)
priceFile = Tools.getPriceDirPath() + '/' + str(id)
res = open(priceFile, 'r').read()
dayList = parser.getNextTradingDayList(parseDay, 20) #
inDay = dayList[0]
inPrice = parser.getStartPriceOfDay(res, inDay) # 开盘价买入
# inPrice = parser.getMinPriceOfDay(res,inDay) # 最低价买入（理想情况）
stopPrice = parser.getMinPriceOfDay(res, parseDay) # 信号日（阳线）最低价为底线
if 0 == inPrice or 0 == stopPrice:
return False # 坏数据
outDay = ''
outPrice = 0
holdDays = 0
minPrice = 9999
maxPrice = 0
for day in dayList:
holdDays += 1
minP = parser.getMinPriceOfDay(res, day)
maxP = parser.getMaxPriceOfDay(res, day)
endP = parser.getEndPriceOfDay(res, day)
# if endP == 0 or maxP ==0 or minP==0:
# outPrice = 0
# break
if maxP > maxPrice:
maxPrice = maxP
if minP < minPrice:
minPrice = minP
if maxP < stopPrice: # 最高价低于底线（进入下一个箱体）
outPrice = endP # 尾盘走
outDay = day
break
if outPrice == 0:
outPrice = parser.getEndPriceOfDay(res, dayList[-1]) # 默认按到期后的收盘价为卖出价
outDay = dayList[-1]
if outPrice == 0:
return False
ret = {}
ret['id'] = id
ret['name'] = Tools.getNameById(id)
ret['inPrice'] = inPrice
ret['outDay'] = outDay
ret['outPrice'] = outPrice
ret['holdDays'] = holdDays
ret['minPrice'] = minPrice
ret['maxPrice'] = maxPrice
return ret
def trace1(id, parseDay):
print id, parseDay
parser = MaxPriceUnderMaParser.MaxPriceUnderMaParser(parseDay, id)
priceFile = Tools.getPriceDirPath() + '/' + str(id)
res = open(priceFile, 'r').read()
dayList = parser.getNextTradingDayList(parseDay, 20) #
inDay = dayList[0]
inPrice = parser.getStartPriceOfDay(res, inDay) # 买入价为板后第一天的开盘价
# inPrice = parser.getMinPriceOfDay(res,inDay) #
if 0 == inPrice:
return False # 坏数据
# 确定止损价
sp1 = parser.getMinPriceOfDay(res, parseDay)
sp2 = parser.getMinPriceOfDay(res, inDay)
stopPrice = min(sp1, sp2)
outPrice = 0
dayList = dayList[1:]
holdDays = 0
for day in dayList:
holdDays += 1
minPrice = parser.getMinPriceOfDay(res, day)
endPrice = parser.getEndPriceOfDay(res, day)
if endPrice == 0:
outPrice = 0
break
if endPrice < stopPrice:
outPrice = endPrice
outDay = day
break
else:
stopPrice = minPrice
if outPrice == 0:
return False
ret = {}
ret['id'] = id
ret['name'] = Tools.getNameById(id)
ret['inPrice'] = inPrice
ret['outDay'] = outDay
ret['outPrice'] = outPrice
ret['holdDays'] = holdDays
ret['minPrice'] = 0
ret['maxPrice'] = 0
return ret
def trace2(id, parseDay):
print id, parseDay
parser = MaxPriceUnderMaParser.MaxPriceUnderMaParser(parseDay, id)
priceFile = Tools.getPriceDirPath() + '/' + str(id)
res = open(priceFile, 'r').read()
dayList = parser.getNextTradingDayList(parseDay, 50) #
inDay = dayList[0]
inPrice = parser.getStartPriceOfDay(res, inDay) # 买入价为板后第一天的开盘价
if 0 == inPrice:
return False # 坏数据
sp1 = parser.getMinPriceOfDay(res, parseDay)
sp2 = parser.getMinPriceOfDay(res, inDay)
stopPrice = min(sp1, sp2)
outPrice = 0
l = len(dayList)
holdDays = 0
for i in xrange(1, l):
day = dayList[i]
minPrice = parser.getMinPriceOfDay(res, day)
minPriceLastDay = parser.getMinPriceOfDay(res, dayList[i - 1])
holdDays += 1
if minPrice == 0:
outPrice = 0
break
if minPrice < stopPrice: # 触发止损
outDay = day
outPrice = stopPrice
break
else: # 未触发止损，上调止损价
stopPrice = min(minPriceLastDay, minPrice)
if outPrice == 0:
return False
ret = {}
ret['id'] = id
ret['name'] = Tools.getNameById(id)
ret['inPrice'] = inPrice
ret['outDay'] = outDay
ret['outPrice'] = outPrice
ret['holdDays'] = holdDays
ret['minPrice'] = 0
ret['maxPrice'] = 0
return ret
def traceN(id, parseDay):
N = 2
print id, parseDay
parser = MaxPriceUnderMaParser.MaxPriceUnderMaParser(parseDay, id)
priceFile = Tools.getPriceDirPath() + '/' + str(id)
res = open(priceFile, 'r').read()
dayList = parser.getNextTradingDayList(parseDay, N) #
inDay = dayList[0]
inPrice = parser.getStartPriceOfDay(res, inDay) # 买入价为板后第一天的开盘价
if 0 == inPrice:
return False # 坏数据
outDay = dayList[-1]
outPrice = parser.getEndPriceOfDay(res, outDay)
if 0 == outPrice:
return False # 坏数据
minPrice = 999999
maxPrice = 0
for day in dayList:
maxP = parser.getMaxPriceOfDay(res, day)
minP = parser.getMinPriceOfDay(res, day)
if maxP > maxPrice:
maxPrice = maxP
if minP < minPrice:
minPrice = minP
ret = {}
ret['id'] = id
ret['name'] = Tools.getNameById(id)
ret['inPrice'] = inPrice
ret['outDay'] = outDay
ret['outPrice'] = outPrice
ret['holdDays'] = N
ret['minPrice'] = minPrice
ret['maxPrice'] = maxPrice
return ret
def traceO(id, parseDay):
print id, parseDay
maxDays = 20 # 最长持股时间
rate = 0.01 # 止盈利润比例
# 取参数
parser = MaxPriceUnderMaParser.MaxPriceUnderMaParser(parseDay, id)
priceFile = Tools.getPriceDirPath() + '/' + str(id)
res = open(priceFile, 'r').read()
dayList = parser.getNextTradingDayList(parseDay, maxDays) #
# 确定入场日
inDay = dayList[0]
inPrice = parser.getStartPriceOfDay(res, inDay) # 买入价为信号日后一天的开盘价
if 0 == inPrice:
return False # 坏数据
# 确定初始止损价
sp1 = parser.getMinPriceOfDay(res, parseDay)
sp2 = parser.getMinPriceOfDay(res, inDay)
stopPrice = min(sp1, sp2)
# 确定止盈价
targetPrice = inPrice * (1 + rate)
outPrice = 0
dayList = dayList[1:] # 从买入后一天开始
holdDays = 0
outDay = ''
for day in dayList:
holdDays += 1
startPrice = parser.getStartPriceOfDay(res, day)
endPrice = parser.getEndPriceOfDay(res, day)
if startPrice == 0 or endPrice == 0: # 坏数据
outPrice = 0
break
# 止盈
if startPrice >= targetPrice: # 开盘价超过止盈价
# outPrice = targetPrice #
outPrice = endPrice # 某一日开盘价超过止盈价，则以当日收盘价卖出
outDay = day
break
# 止损
sp = parser.getMinPriceOfDay(res, day)
if sp < stopPrice:
outPrice = stopPrice
outDay = day
break
if outPrice == 0:
outPrice = parser.getEndPriceOfDay(res, dayList[-1]) # 默认按到期后的收盘价为卖出价
outDay = dayList[-1]
if outPrice == 0:
return False
ret = {}
ret['id'] = id
ret['name'] = Tools.getNameById(id)
ret['inPrice'] = inPrice
ret['outDay'] = outDay
ret['outPrice'] = outPrice
ret['holdDays'] = holdDays
ret['minPrice'] = 0
ret['maxPrice'] = 0
return ret