def prepare_index(stock,begin,end):
linelog('prepare hour:%s' % stock.code)
t = get_hour(stock.code,begin,end)
stock.hour = t[CLOSE].copy()
stock.hour_open = t[OPEN].copy()
stock.hour_low = t[LOW].copy()
stock.hour_high = t[HIGH].copy()
stock.hour_v = t[VOLUME].copy()
stock.hour[range4(len(stock.hour))] = np.cast['int32'](stock.transaction[CLOSE]) #消除第4小时数据收盘与当日收盘价的差异，日收盘价为最后均价
down =stock.hour_high - stock.hour < (stock.hour-stock.hour_open)*2/3
ol = stock.hour > stock.hour_open
stock.up1 = xfollow(hour2day1(gand(down,ol)),stock.transaction[VOLUME])
stock.open2 = hour2day2(stock.hour_open)
def prepare_hour(stock,begin,end):
linelog('prepare hour:%s' % stock.code)
t = get_hour(stock.code,begin,end)
stock.hour = t[CLOSE].copy()
#stock.hour_open = t[OPEN].copy()
#stock.hour_low = t[LOW].copy()
#stock.hour_high = t[HIGH].copy()
#stock.hour_v = t[VOLUME].copy()
stock.hour[range4(len(stock.hour))] = stock.transaction[CLOSE] #消除第4小时数据收盘与当日收盘价的差异，日收盘价为最后均价
prepare_hmacd(stock)
stock.hmxc = hour2day(xc0s(t[OPEN],stock.hour,t[HIGH],t[LOW],ma1=13) > 0)
mdiff,mdea = macd_ruv3(t[OPEN],stock.hour,t[HIGH],t[LOW],t[VOLUME])
mxc = cross(mdea,mdiff) > 0
stock.xru3 = hour2day(mxc)
mdiff,mdea = macd_ruv(t[OPEN],stock.hour,t[HIGH],t[LOW],t[VOLUME])
mxc = cross(mdea,mdiff) > 0
stock.xru = hour2day(mxc)
ma3 = ma(stock.hour,3)
ma7 = ma(stock.hour,7)
ma13 = ma(stock.hour,13)
ma30 = ma(stock.hour,30)
stock.ma4_up = hour2day(gand((ma3>ma7),gand(ma7>ma13),gand(ma13>ma30),strend(ma3)>0,strend(ma7)>0,strend(ma13)>0,strend(ma30)>0))