def Travl(self, start_day='', end_day=''):
"""根据日期来遍历全部股票"""
if 0: start_day = end_day = datetime
if start_day == '':
start_day = help.StrToDate("2011-10-11")
if end_day == '':
#今天
end_day = datetime.date.today()
gupiaos = ISimulator.getGupiaos(self.flag)
account = stock.Account()
#为了减少数据库操作， 还是先取出数据再判断日期
guiders = []
start_day = help.MyDate(start_day)
for gupiao in gupiaos:
if not self.p.filter(gupiao):
guider = stock.Guider(gupiao, start_day.ToStr())
help.myprint("时间策略遍历", guider.code)
guiders.append(guider)
#start_day.Add(60)
while start_day.Next() < end_day:
day = start_day.ToStr()
help.myprint(day)
for guider in guiders:
#看当前日期是否存在
if guider.DateToIndex(start_day.d) == -1:
continue
new_guider = copy.deepcopy(guider)
if 0: new_guider = stock.Guider
new_guider.resize(start_day.d)
fenshi = stock.Fenshi(guider.code, day)
fenshi.mean()
for order in fenshi.orders:
if 0: order = stock.Order
new_fenshi = copy.deepcopy(fenshi)
new_fenshi.resize(order.date)
#help.myprint(order.date, order.price)
self.p.OnTick(new_guider, new_fenshi, account)
account.myprint()
return account
def Process(self, code, start_day='', end_day=''):
""""""
help.myprint(self.p.__class__, code)
guider = stock.Guider(code, start_day, end_day)
account = stock.Account()
for i in range(0, guider.getSize()):
if 0: hisdat = stock.Hisdat
hisdat = guider.getData(i)
#new_guider = stock.Guider(code, end_day=str(hisdat.date))
new_guider = copy.deepcopy(guider)
if 0: new_guider = stock.Guider
new_guider.hisdats = new_guider.hisdats[:i]
#help.myprint("当前天为 ", str(hisdat.date))
self.p.OnTick(new_guider, None, account)
account.myprint()
return account
def buy(self,price): s = u"%s, 当前价%.2f, 上一个交易价%.2f, 第一次买入价%.2f"%(self.code,price, self.pre_price, self.first_buy_price) self.account.log(s) #第一次买 if self.pre_price == 0 and price <= self.first_buy_price: if self._Buy(self.code, self.first_buy_num, price): self.first_buy_price = price self.pre_price = price self._genQjPrice() self.serial() return if price-self.pre_price <= -self.qj: is_buy = True #fire_qj_price = Qjjy_accout._findMatchPrice(price, self.qj_prices, is_buy) fire_qj_price = price if fire_qj_price > 0 and self.prices_traded.Add(fire_qj_price): num = stock.Account().ShouShu(self.first_buy_num*self.qj_num_bilv) if self._Buy(self.code, num, price): print "_buy" self.pre_price = price self.serial()
def sell(self,price):
#全部卖出
if price > self.end_sell_price :
if self._Sell(self.code, -1, price):
self.pre_price = 0
if os.path.isfile(self.fpath):
os.remove(self.fpath)
return
#self.log("sell 0 "+str(self.qj) + " "+str(price-self.pre_price))
if price-self.pre_price >= self.qj :
is_buy = False
#一定要匹配到锚点价格
#fire_qj_price = Qjjy_accout._findMatchPrice(price, self.qj_prices, is_buy)
fire_qj_price = price
if fire_qj_price > 0 :
self.log("sell 2")
num = stock.Account().ShouShu(self.first_buy_num*self.qj_num_bilv)
if self._Sell(self.code, num, price):
self.log( "_sell")
self.prices_traded.Del(price)
self.pre_price = price
self.serial()
