def checkStockVolumn(begin, end, step, startDate, endDate):
counter = 0
result = []
start = 0
curTotal = end - begin
engine = DBUtils.db_connection()
while begin <= end:
if (begin <= Utils.MAXSZ):
szSpecial = Utils.change_sz_code(begin)
start = szSpecial
else:
start = str(begin)
currentRs = DBUtils.db_read_k_history_inc(start, engine, startDate,
endDate)
tmpResult = DataAnalysis.check_by_vols(start, currentRs)
if tmpResult is not None:
result.append(tmpResult)
begin = begin + step
counter = counter + 1
if (counter % 100 == 0):
Utils.print_progess(counter, curTotal)
print(result)
result_frame = pandas.DataFrame(result)
filename = SAVE_FILE_PATH + 'from ' + startDate + 'to ' + endDate
if os.path.exists(filename):
result_frame.to_csv(filename, mode='a', header='None')
else:
result_frame.to_csv(filename)
return result
def do_save_basics_pre(share_code, time_to_market):
engine = DBUtils.db_connection()
cur_date = Utils.get_current_date()
change_time = time_to_market
while change_time < cur_date:
next_year = Utils.get_next_year(change_time)
logger.debug('prepare to save next time range data....change_time=' +
str(change_time) + 'next_year=' + str(next_year))
DBUtils.save_stock_h_data(engine, share_code, change_time, next_year)
change_time = Utils.get_next_day(Utils.get_next_year(change_time))
def static_a_wave(share_code, begin_date, end_date):
engine = DBUtils.db_connection()
rs = DBUtils.db_read_index_history(share_code, engine, begin_date,
end_date)
if len(rs):
item_p_change = rs['p_change']
else:
return
total = item_p_change.sum()
logger.info("market_change sum is: " + str(total) + " from " + begin_date +
" to " + end_date)
return total
def copy_table():
engine = DBUtils.db_connection()
sql = "select * from shares.k_his_data"
rs = pandas.read_sql_query(sql, engine)
# rsNew=rs.copy()
# rs[u'date']=rsNew[u'date'].map(changeTo)
# print(rs)
rs.to_sql('k_his_data_new', engine, if_exists='append')
def share_basic_info_analysis(share_code, start_year, end_year, quarter):
engine = DBUtils.db_connection()
rs = DBUtils.db_read_debt_info(share_code, engine, start_year, end_year,
quarter)
return rs
def market_simulate(ware_house, share_code, start_date, end_date):
result = []
mm = MoneyMaker.MoneyMaker(ware_house, share_code)
engine = DBUtils.db_connection()
fronter_date = Utils.get_front_day(start_date, 60)
print('fronter_date=' + fronter_date)
rs = DBUtils.db_read_k_history_des(share_code, engine, fronter_date,
end_date)
trade_cal = DBUtils.read_trad_cal(engine)
# print("rs:::::::::::::::::::::::::")
# print(rs)
cur_date = start_date
'''买入日期，如果前一天买入，第二天触发买入条件则不买入'''
# sell_day = Utils.get_current_date()
'''卖出日期，如果前一天卖出，第二天触发卖出条件则不卖出'''
# buy_day = Utils.get_current_date()
while cur_date <= end_date:
is_today_open = trade_cal.loc[trade_cal[u'calendarDate'] ==
cur_date].iloc[0, 2]
# is_yesterday_open=np.array(trade_cal.loc[trade_cal[u'calendarDate']==Utils.get_front_day(cur_date,1)][u'isOpen']).tolist()[0]
logger.debug('begin:::::::::::::' + str(cur_date))
'''获取当前日期前的集合'''
temp_rs = rs.loc[(rs[u'date'] < cur_date)]
# print("temp_rs====================")
# print(temp_rs)
'''从当前日期前的集合获取排序前20个的集合'''
days = Utils.BOLL_DAY
filter_rs = temp_rs.iloc[0:days]
# print("filter_rs==================")
# print(filter_rs)
(up, mi, dn) = get_boll_result(filter_rs)
'''看当天日期，如果为休市状态，则跳到下一日'''
if is_today_open == Utils.CLOSE_SALE:
cur_date = Utils.get_next_day(cur_date)
continue
tmp_today = rs.loc[(rs[u'date'] == cur_date)]
yest_tmp = Utils.get_front_day(cur_date, 1)
# is_yesterday_open = \
# np.array(trade_cal.loc[trade_cal[u'calendarDate'] == yest_tmp][u'isOpen']).tolist()[
# 0]
is_yesterday_open = trade_cal.loc[trade_cal[u'calendarDate'] ==
yest_tmp].iloc[0, 2]
'''如果前一个交易日不开市，一直往前找到最近一个交易日'''
while is_yesterday_open != Utils.OPEN_SALE:
yest_tmp = Utils.get_front_day(yest_tmp, 1)
is_yesterday_open = trade_cal.loc[trade_cal[u'calendarDate'] ==
yest_tmp].iloc[0, 2]
tmp_yesterday = rs.loc[(rs[u'date'] == yest_tmp)]
# today_info = np.array(tmp_today[u'close']).tolist()[0]
# today_info = tmp_today.iloc[0,3]
close_price = round(tmp_today.iloc[0, 3], 4)
# yesterday_info = np.array(tmp_yesterday[u'close']).tolist()[0]
close_yesterday = round(tmp_yesterday.iloc[0, 3], 4)
# close_yesterday = round(yesterday_info, 4)
logger.debug('close_yesterday::::::::::::' + str(close_yesterday))
logger.debug('close_price::::::::::::' + str(close_price))
logger.debug("MainProcess:::::up,mi,dn======" + str(up) + ' ' +
str(mi) + ' ' + str(dn))
logger.debug(close_price)
# print(temp_date)
is_up_or_down = check_k_trend(close_yesterday, close_price)
if is_up_or_down == Utils.TREND_DOWN:
'''现根据当天close价格刷新市值'''
mm.refresh_market_price(close_price)
# cur_today=Utils.get_current_frontday(1)
if 0 <= close_price - mi < 0.1:
ware_house = mm.mm_buy_policy()
buy_result = mm.buy_share(ware_house, close_price)
# buy_day = Utils.get_current_date()
if buy_result:
logger.info("buy=========date:" + cur_date + "price:" +
str(close_price) + "buy stock:" +
str(ware_house))
logger.info("mm value:" + mm.print_moneymaker())
if 0 <= close_price - dn < 0.1:
ware_house = mm.mm_buy_policy()
buy_result = mm.buy_share(ware_house, close_price)
if buy_result:
logger.info("buy=========date:" + cur_date + "price:" +
str(close_price) + "buy stock:" +
str(ware_house))
logger.info("mm value:" + mm.print_moneymaker())
elif is_up_or_down == Utils.TREND_UP:
"""清仓时删除趋势判断"""
if up - close_price <= 0.1 or close_price > up:
sell_numbers = mm.mm_sell_policy()
'''现根据当前价位刷新市值'''
mm.refresh_market_price(close_price)
mm.sell_share(sell_numbers, close_price)
logger.info("sell=========date:" + cur_date + "price:" +
str(close_price) + "sell stock:" +
str(sell_numbers))
logger.info("mm value:" + mm.print_moneymaker())
if mi - close_price <= 0.1 or close_price > mi:
sell_numbers = mm.mm_sell_policy()
mm.refresh_market_price(close_price)
mm.sell_share(sell_numbers, close_price)
logger.info("sell=========date:" + cur_date + "price:" +
str(close_price) + "sell stock:" +
str(sell_numbers))
logger.info("mm value:" + mm.print_moneymaker())
mm.refresh_market_price(close_price)
result.append(mm.share_value + mm.ware_house)
cur_date = Utils.get_next_day(cur_date)
logger.debug('end:::::::' + str(cur_date))
logger.debug("total result+" + str(result))
return result
def test():
engine = DBUtils.db_connection()
rs = DBUtils.db_read_k_history_des('300623', engine, '2017-12-13',
'2017-12-29')
# rs=DBUtils.dbReadKHistoryDes('603160', engine, '2017-12-13','2017-12-29')
get_boll_result(rs)
def kdj_func(share_code, current_rs, step):
if len(current_rs):
item_close = current_rs[u'close']
item_high = current_rs[u'high']
item_low = current_rs[u'low']
item_date = current_rs[u'date']
else:
return
'''
从第一条数据开始遍历
如果不是交易日，继续遍历下一条
如果是交易日，获取当前交易日收盘价C，N日内最低价LN，N日内最高价HN，计算rsv，公式=（CN-LN)/(HN-LN)*100
'''
engine = DBUtils.db_connection()
trade_cal = DBUtils.read_trad_cal(engine)
counter = 0
'''
定义计算好的值保存数组变量
'''
k_list = ['0', '0', '0', '0', '0', '0', '0', '0']
d_list = ['0', '0', '0', '0', '0', '0', '0', '0']
j_list = ['0', '0', '0', '0', '0', '0', '0', '0']
'''
初始值定位50
'''
pre_k = 50
pre_d = 50
cur_size = item_close.count()
for cur_date in item_date:
is_today_open = trade_cal.loc[trade_cal[u'calendarDate'] ==
cur_date].iloc[0, 2]
'''如果是休息日，就继续下一天'''
if is_today_open == Utils.CLOSE_SALE:
logger.info("today market close...." + str(cur_date))
continue
'''计算公式'''
cur_end = counter + step - 1
if cur_end >= cur_size:
logger.info("out of bounds..." + str(cur_end))
break
ln = item_low.iloc[counter:cur_end].min()
hn = item_high.iloc[counter:cur_end].max()
cur_close = item_close.iloc[cur_end]
rsvn = round((cur_close - ln) / (hn - ln) * 100, 2)
cur_k = 2 / 3 * pre_k + 1 / 3 * rsvn
cur_d = 2 / 3 * pre_d + 1 / 3 * cur_k
cur_j = 3 * cur_k - 2 * cur_d
k_result = round(cur_k, 2)
d_result = round(cur_d, 2)
j_result = round(cur_j, 2)
k_list.append(str(k_result))
d_list.append(str(d_result))
j_list.append(str(j_result))
pre_k = k_result
pre_d = d_result
counter = counter + 1
logger.debug("k value:::::" + str(k_list))
logger.debug("d value:::::" + str(d_list))
logger.debug("j value:::::" + str(j_list))
return k_list, d_list, j_list
def get_boll(share_code, start_date, end_date):
engine = DBUtils.db_connection()
rs = DBUtils.db_read_k_history_des(share_code, engine, start_date,
end_date)
return get_boll_result(rs)
def do_save_basics_batch():
engine = DBUtils.db_connection()
basic_info_rs = DBUtils.get_stock_basics(engine)
logger.info('get basic info total::::' + str(basic_info_rs.count()))
share_code_list = list(basic_info_rs[u'code'])
# time_to_market_list=list(basic_info_rs[u'timeToMarketNew'])
counter = 0
end = len(share_code_list)
while counter <= end:
threads = []
'''第一个线程'''
share_code = share_code_list[counter]
time_to_market = Utils.get_pre_year(Utils.get_current_date())
# time_to_market=time_to_market_list[counter]
logger.debug("prepare to run:::::share_code=" + str(share_code) +
"time_to_market=" + str(time_to_market))
# t1=threading.Thread(target=do_save_basics_pre, args=(share_code,time_to_market))
do_save_basics_pre(share_code, time_to_market)
# threads.append(t1)
# counter=counter+1
# if counter > end:
# logger.info("out of end!!! end="+end+'counter='+counter)
# else:
# '''第二个线程'''
# share_code = share_code_list[counter]
# time_to_market = time_to_market_list[counter]
# t2=threading.Thread(target=do_save_basics_pre, args=(share_code,time_to_market))
# threads.append(t2)
#
# counter = counter + 1
# if counter > end:
# logger.info("out of end!!! end=" + end + 'counter=' + counter)
# break
# else:
# '''第三个线程'''
# share_code = share_code_list[counter]
# time_to_market = time_to_market_list[counter]
# t3 = threading.Thread(target=do_save_basics_pre, args=(share_code, time_to_market))
# threads.append(t3)
#
# counter = counter + 1
# if counter > end:
# logger.info("out of end!!! end=" + end + 'counter=' + counter)
# break
# else:
# '''第5个线程'''
# share_code = share_code_list[counter]
# time_to_market = time_to_market_list[counter]
# t5 = threading.Thread(target=do_save_basics_pre, args=(share_code, time_to_market))
# threads.append(t5)
#
#
# counter = counter + 1
# if counter > end:
# logger.info("out of end!!! end=" + end + 'counter=' + counter)
# break
# else:
# '''第6个线程'''
# share_code = share_code_list[counter]
# time_to_market = time_to_market_list[counter]
# t6 = threading.Thread(target=do_save_basics_pre, args=(share_code, time_to_market))
# threads.append(t6)
#
counter = counter + 1
def save_share_report(year, quarter):
engine = DBUtils.db_connection()
DBUtils.save_share_report(engine, year, quarter)
DBUtils.save_share_report_profit(engine, year, quarter)
DBUtils.save_share_report_operation(engine, year, quarter)
DBUtils.save_share_report_growth(engine, year, quarter)
DBUtils.save_share_report_debt(engine, year, quarter)
DBUtils.save_share_report_cash_flow(engine, year, quarter)
def save_basics():
engine = DBUtils.db_connection()
DBUtils.save_stock_basics(engine)
def save_index(start_date, finish_date):
begin_date = start_date
end_date = finish_date
DBUtils.save_index_data_end_date(begin_date, end_date)