def create(self):
CSV = csvFile(
folder="/data/csv",
filename="rate_%s_%s.csv" % ('SZ', '05'),
headers=["code", "name", "count", "avg", "rate", 'firstday'])
# 查询sql，获取code列表
res = self.Sql.getCodes()
i = 0
for item in res:
#if item[0] not in ["601601","002142","601238","601211","601818"]: continue
# 计算波动率
_f, _c, _m, _sd = self.calc(item[0])
doc = {
"code": str(item[0]),
"name": item[1],
"count": _c,
"avg": _m, # 均值
"rate": _sd, # 标准差
"firstday": _f
}
#print(doc)
#if i% 100==0: print(i, doc)
CSV.writeLine(doc)
i += 1
CSV.close()
def getWave(self, market='HK', stock_type="STOCK", autype='qfq'):
date = public.getDate(diff=0)
CSV = csvFile(folder="/data/csv",
filename="rate_%s_%s_%s.csv" % (market, autype, date),
headers=["code", "name", "count", "avg", "rate"])
df = self.getStockInfo(market, stock_type)
i = 0
for index, row in df.iterrows():
_c, _m, _s = self.getHistory(row["code"], autype)
doc = {
"code": row["code"],
"name": row["name"],
"count": _c,
"avg": _m,
"rate": _s
}
#print(doc)
#break
if i % 100 == 0:
print(i, doc)
i += 1
CSV.writeLine(doc)
CSV.close()
def order(self, docs, type='stock_order', param=None):
if docs is None: exit()
# 策略名称
stage = self.param_map["stage"]
if param is not None:
stage = param["stage"]
maps = self.matic_csv_map[type]
# 文件夹对应文件
filename = maps["filename"] % (stage, self.getTime())
CSV = csvFile(folder=self.iniKey("orders"),
filename=filename,
headers=[n[0] for n in maps["columns"]])
# 生成csv文件
No = self.getIndex() # 日期内唯一序号
for doc in docs:
rec = self.parseDoc(doc, "stock_order", No)
CSV.writeLine(rec)
No += 1
# 执行完回写index
self.setIndex(No)
CSV.close()
def order(self, docs, type='stock_order', callback=None):
if not docs or len(docs) == 0: return None
maps = self.matic_csv_map[type]
# 文件夹对应文件
filename = maps["filename"] % (
self.stage, str(public.getDatetime(style=self.timeStyle))[:-3])
CSV = csvFile(folder=self.Folder,
filename=filename,
headers=[n[0] for n in maps["columns"]])
orders = []
for doc in docs:
order = copy.deepcopy(doc)
c = doc['code']
order.update({
"code":
c[:c.find('.')],
"market":
'SZ' if c.find('XSHE') > -1 else
'SH' if c.find('XSHG') > -1 else '',
'mode':
doc['isBuy'],
'type':
"stock",
'volume':
doc['vol'],
'createtime':
public.getDatetime()
})
# 检查资金和持仓
if not self.check(order): continue
rec = self.parseDoc(order, "stock_order")
CSV.writeLine(rec)
doc.update({
"orderID": rec["local_report_no"],
"returnid": rec["local_report_no"],
})
orders.append(doc)
CSV.close()
# ftp 上传
if self.ftpUsed:
self.ftpUpload(filename)
# 保存序号, 待bug修复后 改为uuid
self.setIndex(self.recordIndex)
# 检查操作结果，回写数据库
return self.result(orders)
def getBase(self, code):
df = self.getH(code)
CSV = csvFile(folder="/data/csv",
filename="k_%s.csv" % (code),
headers=df.columns.tolist())
for index, row in df.iterrows():
doc = {}
for key in df.columns.tolist():
doc[key] = row[key]
CSV.writeLine(doc)
CSV.close()
def check(self):
time0 = time.time()
CSV = csvFile(folder="/data/csv",
filename="history.csv",
headers=[
"代码", "正股", "名称", "最低点时间", "最低点价格", "最高价时间", "最高点",
'行使价', '换股比率', '到期日', '初始日low', '初始日high', '购后最低价',
'购后最低价时间', '购后最高价', '购后最高价时间'
])
doc_list = []
i = 0
for code, owner, name, res in self.getK():
if res:
na = np.array((res))
# 检查存在0.01的标的
# n = np.where((na[1,:]<= 0.010) & (na[1,:]> 0.0))
n = np.where(na[1, :] == 0.010)
if n[0].size > 0:
nw = na[:, n[0][0]:]
imax = np.max(nw[2]) # 取最高价
if imax > 0.0:
# 查询最大值所在时间
nmax = np.where(nw[2, :] == imax)
doc = {
"代码": code,
"code": code,
"正股": owner,
"owner": owner,
"名称": name,
"最低点时间": na[0][n[0][0]],
"starttime": na[0][n[0][0]],
"最低点价格": na[1][n[0][0]],
"最高价时间": nw[0][nmax[0][0]],
"endtime": nw[0][nmax[0][0]],
"最高点": imax
}
doc_list.append(doc)
# 添加其他信息
#CSV.writeLine(doc)
if i % 100 == 0:
print(i, code, time.time() - time0)
i += 1
# 添加其他信息
doc_list = self.updateDoclist(doc_list)
# 添加正股信息
for doc in doc_list:
for key in ['endtime', 'starttime', 'owner', 'code']:
del doc[key]
CSV.writeLine(doc)
CSV.close()
def getWave(self, market='HK', autype='qfq'):
CSV = csvFile(folder="/data/csv",
filename="rate_%s_%s.csv" % (market, autype),
headers=["code", "name", "rate"])
df = self.getStockInfo(market)
i = 0
for index, row in df.iterrows():
i += 1
doc = {
"code": row["code"],
"name": row["name"],
"rate": self.getHistory(row["code"], autype)
}
if i % 200 == 0:
print(i, doc)
if i > 2: return
CSV.writeLine(doc)
CSV.close()