def macd_report():
if not req.args.get('ifcode'):
ifcode = get_ifcode(str2day(days_ago(0)))
display_num = 6
period_short = 12
period_long = 26
trans_amount = 1
return redirect('/backtest/report/macd?ifcode=%s&period_short=%s&period_long=%s&display_num=%s&trans_amount=%s' % \
(ifcode, period_short, period_long, display_num, trans_amount))
display_num = int(req.args.get('display_num'))
ifcode = req.args.get('ifcode')
period_short = int(req.args.get('period_short'))
period_long = int(req.args.get('period_long'))
trans_amount = int(req.args.get('trans_amount'))
date_list = ifcode_day_map(ifcode)
if len(date_list) > int(display_num):
date_list = date_list[:int(display_num)]
rs = []
total = 0
pos_num = 0
nag_num = 0
trans_total_num = 0
date_list = ifcode_day_map(ifcode)
for day in date_list:
profit_infos = DataAnalyzer.macd(day, ifcode, period_short,
period_long)
profit_all = 0
trans_num = (len(profit_infos) - 1) / 2
trans_total_num += trans_num
for item in profit_infos:
if item['gain'] != '-':
profit_all += int(item['gain']) * trans_amount
rs.append({'date': day, 'profit': profit_all, 'trans_num': trans_num})
total += profit_all
if profit_all >= 0:
pos_num += 1
elif profit_all < 0:
nag_num += 1
if nag_num == 0:
profit_rate = pos_num
else:
profit_rate = pos_num * 1.0 / nag_num
fees = trans_total_num * 2300
real_profit = total - fees
ctx = {
'req': req,
'total': total,
'profit_rate': profit_rate,
'trans_total_num': trans_total_num,
'fees': fees,
'real_profit': real_profit,
'detail': rs,
'trans_amount': trans_amount
}
return tpl('/backtest/macd_report.html', **ctx)
def ema_report():
if not req.args.get('ifcode'):
ifcode = get_ifcode(str2day(days_ago(0)))
display_num = 10
return redirect('/backtest/report/ema?ifcode=%s&display_num=%s' %
(ifcode, display_num))
ctx = {'req': req}
return tpl('/backtest/ema_report.html', **ctx)
def login():
if req.method == 'POST':
success = validate_params(req)
if success:
return jsonify(**{'redirect': '/'})
return jsonify(**{'error': '用户名或密码错误'})
else:
salt = get_salt()
ctx = {'req': req, 'salt': salt}
return tpl('/login.html', **ctx)
def macd():
if not req.args.get('date'):
date = day2str(get_week_day(str2day(days_ago(1))))
period_short = 12
period_long = 26
today = str2day(days_ago(0))
ifcode = get_ifcode(today)
return redirect(
'/backtest/macd?date=%s&ifcode=%s&period_short=%s&period_long=%s' %
(date, ifcode, period_short, period_long))
_date = str2day(req.args.get('date'))
ifcode = req.args.get('ifcode')
date = _date.strftime(DATE_DISPLAY_FORMAT)
if _date.weekday() in [5, 6]:
ctx = {
'req': req,
'date': date,
'ifcode': ifcode,
'profit_infos': [],
'profit_all': 0
}
return tpl('/backtest/macd.html', **ctx)
period_short = int(req.args.get('period_short'))
period_long = int(req.args.get('period_long'))
profit_infos = DataAnalyzer.macd(date, ifcode, period_short, period_long)
profit_all = 0
for item in profit_infos:
if item['gain'] != '-':
profit_all += int(item['gain'])
ctx = {
'req': req,
'date': date,
'ifcode': ifcode,
'profit_infos': profit_infos,
'profit_all': profit_all
}
return tpl('/backtest/macd.html', **ctx)
def boll():
if not req.args.get('date'):
date = days_ago(0)
period_short = 50
period_long = 80
today = str2day(days_ago(0))
ifcode = get_ifcode(today)
return redirect('/dashboard/boll?date=%s&ifcode=%s&period_short=%s&period_long=%s' % (date, ifcode, period_short, period_long))
date = str2day(req.args.get('date')).strftime(DATE_DISPLAY_FORMAT)
ifcode = req.args.get('ifcode')
period_short = int(req.args.get('period_short'))
period_long = int(req.args.get('period_long'))
ctx = {'req': req, 'date': date,
'ifcode': ifcode
}
ctx = {'req': req}
return tpl('/realtime/boll.html', **ctx)
def virtual():
ctx = {'req': req}
return tpl('/record/virtual.html', **ctx)
def index():
ctx = {'params': 'test'
}
return tpl('/index.html', **ctx)
def boll():
ctx = {'req': req}
return tpl('/backtest/boll.html', **ctx)