# encoding=utf-8
"""
本脚本用于维护一个本地的数据源
"""
# jq_login()
from data_source.Data_Sub import get_k_data_jq, get_all_stk
import os
import pandas as pd
from data_source.auth_info import jq_login
from sdk.MyTimeOPT import get_current_datetime_str, add_date_str
class LocalData:
"""
数据本地化相关类
"""
def __init__(self, stk_code, freq, save_dir):
self.save_dir = save_dir
self.save_url = self.save_dir + str(stk_code) + '.json'
self.freq = freq
self.stk_code = stk_code
self.init_count = 800
self.df = None
# 创建保存文件夹
self.make_dir()
self.log = ''
def download_data(self):
"""
初次下载数据
:return:
"""
if self.data.empty:
return
# 增加“特征”数据
self.add_feature()
# 增加label
self.add_label(roll_type='median')
# 删除空值
self.data = self.data.dropna(axis=0)
if __name__ == '__main__':
jq_login()
""" ------------------------------- 预测测试 -------------------------------- """
stk = 'M2012.XDCE'
rf_pre = RFPreprocess(save_dir=root_path + '/Server/rf/rf_model_save/',
stk_list=[stk],
freq='5m')
feature = rf_pre.get_feature_data(stk, days=500)
for idx in feature.index:
feature.loc[idx,
'score'], feature.loc[idx, 'chance'] = rf_pre.predict_sig(
[feature.loc[idx, rf_pre.dpr.feature_col].values])
# 画图展示
feature.loc[:, 'date'] = feature.index
feature.loc[:, 'date_str'] = feature.apply(lambda x: str(x['date'])[:10],
axis=1)
# encoding=utf-8
"""
根据标准差来计算格子
"""
import numpy as np
import pandas as pd
import copy
from server.futures.futures_sub.future_global_value import debug_date
from data_source.Data_Sub import get_k_data_jq
from data_source.auth_info import jq_login
from sdk.MyTimeOPT import add_date_str, get_current_date_str
from data_source.stk_data_class import StkData
from my_config.log import MyLog
import logging
logger_debug = MyLog('reseau_cal').logger
logger_eml = MyLog('reseau_cal_eml', file_level=logging.DEBUG).logger
"""---------------------- 定义全局变量 ------------------------"""
today_df_update_date = ''
today_df = pd.DataFrame()
class Reseau(StkData):
"""
动态网格策略底层实现类
"""
def __init__(self, stk_code):
# 将一天用的网格信息记录下来，
# 避免每次重复计算，实现一天只计算一次
super().__init__(stk_code)
self.stk_code = stk_code
def cal_rt_rsv(self):