def _get_coaches(self, tablename, startd, endd):
debug = False
odb = db()
cursor = odb.get_cursor()
pf = []
endd = dtf.datestrsub(endd, self.expected_trade_period+1)
if endd <= startd:
return None
wherestr = kf.general_kabuka_where(self.meigaras, startd, endd)
if debug:
strsql = "select code, date, fieldid from %s order by fieldid limit 1000;" % (tablename, wherestr)
else:
strsql = "select code, date, fieldid from %s %s order by fieldid;" % (tablename, wherestr)
cursor.execute(strsql)
old_fieldid = ""
fieldid = ""
for row in cursor:
i = iter(row)
code = next(i)
date = next(i)
fieldid = next(i)
pf.append([code, date])
if old_fieldid != "" and old_fieldid != fieldid:
self._add_coach(old_fieldid, pf)
pf = []
old_fieldid = fieldid
if fieldid != "":
self._add_coach(fieldid, pf)
#print len(coaches)
cursor.close()
def old_choose(self, ex_meigaras=[], choose_cnt=1):
if len(ex_meigaras) >= self.division:
return None
startd = dtf.datestrsub(self.date, self.buffer_days)
max_vol = 0
max_point = 0
best_trader = None
for code in self.meigaras:
is_ex = False
for ex in ex_meigaras:
if code == ex:
is_ex = True
break
if is_ex:
continue
kl = KabukaLines2(code, startd, self.endd, self.buffer_days)
trader = LineTrader2(kl, "", "", self.tfl_d, self.tfl_w, self.trade_mode, True)
#trader = LineTrader2(kl, "", "", self.tfl_d, self.tfl_w, self.trade_mode, False)
datei = trader.get_datei(self.date)
if datei < 0:
continue
(ok, point) = trader.judge_enter_ok(datei)
if ok:
if point > max_point:
max_point = point
best_trader = trader
return best_trader
def restore(self, load_dir="", current_date=""):
ver = -1
if self.is_restored:
return (False, "", 0)
self.set_params(save_folder=load_dir)
if os.path.exists(self.version_file):
try:
with open(self.version_file, "r") as f:
line = (f.read()).split(",")
ver = line[0]
self.train_accuracy = line[1]
f.close()
if current_date != "":
if ver >= self.startd:
cf.log("Ckpt file is newer than current date.")
return (False, ver, self.train_accuracy)
if ver < dtf.datestrsub(current_date, CKPT_VALID_DAYS):
cf.log("Ckpt file is too old.")
return (False, ver, self.train_accuracy)
saver = tf.train.Saver()
saver.restore(self.sess, self.ckptfile)
cf.log("Loaded from %s" % (self.ckptfile))
self.is_restored = True
return (True, ver, self.train_accuracy)
except Exception as e:
cf.log("Failed to load")
raise
else:
cf.log("Ckpt file %s does not exists." % (self.ckptfile))
return (False, ver, self.train_accuracy)
def __init__(self, meigaras=[], startd="", endd=""):
'''
Constructor
'''
if startd != "":
self.startd = dtf.datestrsub(startd, 100)
self.endd = endd
self.meigaras = meigaras
self.dates = {}
self.prices = {}
#self.dow_signs = {}
#self.volsizes = {}
self._set_dicts()
def _lm2trader(self):
meigaras = self.traders.keys()
if len(meigaras) >= self.division:
f.log("Already holds %d stocks." % len(meigaras))
return None
target_codes = {}
#for i in range(0, self.division):
if len(meigaras) == 0:
wherestr = ""
else:
wherestr = "where %s" % (kf.where_code_in(meigaras, True))
strsql = "select name, code, fieldid, geneid, score, holding_days \
from trade.learned_memory2 %s order by score desc limit 100;" % (wherestr)
data = sql.exec_selsql(strsql)
if len(data) == 0:
f.log("No good meigaras to get this day.")
return None
for row in data:
i = iter(row)
name = next(i)
code = next(i)
fieldid = next(i)
geneid = next(i)
score = next(i)
holding_days = int(next(i))
if self.traders.has_key(code):
continue
if target_codes.has_key(code):
continue
target_codes[code] = code
#if self.traders.has_key(code) == False:
if self.kls.has_key(code):
kl = self.kls[code]
else:
kl = KabukaLines(code, dtf.datestrsub(self.startd, self.buffer_days), self.endd)
self.kls[code] = kl
trader = LineTrader(kl, geneid, fieldid, self.tfl, self.trade_mode)
(traded_cnt, traded_price, trade_mode_str) = \
trader.trade_1step(self.date, 0)
if trade_mode_str != "":
trader.reset()
return trader
f.log("No trader entered.")
return None
def choose(self, ex_meigaras=[], choose_cnt=1):
if len(ex_meigaras) >= self.division:
return None
startd = dtf.datestrsub(self.date, self.buffer_days)
best_points = {}
best_traders = {}
for code in self.meigaras:
is_ex = False
for ex in ex_meigaras:
if code == ex:
is_ex = True
break
if is_ex:
continue
#if self.date == "20160311":
# print self.date
kl = KabukaLines2(code, startd, self.endd, self.buffer_days)
trader = LineTrader2(kl, "", "", self.tfl_d, self.tfl_w, self.trade_mode, True)
#trader = LineTrader2(kl, "", "", self.tfl_d, self.tfl_w, self.trade_mode, False)
datei = trader.get_datei(self.date)
if datei < 0:
continue
(ok, point) = trader.judge_enter_ok(datei)
if ok:
bcs = best_points.keys()
if len(bcs) < choose_cnt:
if best_points.has_key(code) == False:
best_points[code] = point
best_traders[code] = trader
else:
if best_points.has_key(code) == False:
(k, v) = min(best_points.items(), key=lambda x:x[1])
if point > v:
del best_points[k]
best_points[code] = point
del best_traders[k]
best_traders[code] = trader
if len(best_traders) > 0:
if choose_cnt == 1:
return best_traders.values()[0]
else:
return best_traders.values()
else:
return None
def __init__(self, code, startd="", endd="", buffer_days=60):
'''
Constructor
'''
code = str(code)
self.code = code
self.startd = dtf.datestrsub(startd, buffer_days)
self.endd = endd
self.buffer_days = buffer_days
self.normal_lines = {}
self.trend_lines = {}
data = kf.get_kabuka([code], startd, endd, True)
if data.has_key(code):
self.data = data[code]
else:
return None
if len(self.data) == 0:
return None
self._make_lines()
def choose(self, meigaras=[], ex_meigaras=[], choose_strictly=True):
for lm in self.lms:
lm.ins_top_meigaras(dtf.datestrsub(self._get_date(), 1), meigaras, ex_meigaras, choose_strictly)
return self._lm2trader()
