def prepare_data(self):
# 获取所有的股票列表
stock_list = get_stock_list(self.db_config, 1, self.location)
self.datamap['stock_list'] = stock_list
#print len(self.datamap['stock_list'])
code2id_map = dict()
id2scode_map = dict()
for sid, stock_info in stock_list.items():
scode = get_scode(stock_info['code'], int(stock_info['ecode']),
int(stock_info['location']))
code2id_map[stock_info['code']] = sid
id2scode_map[sid] = scode
self.datamap['code2id'] = code2id_map
self.datamap['id2scode'] = id2scode_map
#print len(self.datamap['id2scode'])
last_open_day = get_past_openday(str(self.day), 1)
#print last_open_day
cont_list = []
try:
db_conn = SqlUtil.get_db(self.db_config)
sql = "select sid from t_stock_cont where day = " + last_open_day + " and status = 'Y'"
#print sql
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
return
for stock_data in record_list:
cont_list.append(int(stock_data['sid']))
self.datamap['cont_list'] = cont_list
#print len(self.datamap['cont_list'])
threshold_list = []
try:
db_conn = SqlUtil.get_db(self.db_config)
sql = "select sid from t_stock_price_threshold where day = " + last_open_day + " and (high_type = 1 or high_type = 2 or low_type = 1 or low_type = 2) and status = 'Y'"
price_record_list = db_conn.query_sql(sql)
except Exception as e:
print e
return
for stock_data in price_record_list:
threshold_list.append(int(stock_data['sid']))
self.datamap['threshold_list'] = threshold_list
#print len(self.datamap['threshold_list'])
self.datamap['pool_list'] = list(set(cont_list + threshold_list))
#print self.datamap['pool_list']
return
def core(self, location, day, param_sid):
stock_df = pd.read_sql_query(
"select * from t_stock where location = " + str(location) +
" and type = 1 and status = 'Y'",
self.conn,
index_col='id')
#print stock_df.index, stock_df.columns
sid_list = [param_sid] if param_sid > 0 else stock_df.index
for sid in sid_list:
dyn_info = self.update_dyn(day, sid)
if dyn_info is None:
print format_log("stock_paused", {
'sid': sid,
'location': location,
'day': day
})
continue
sql = SqlUtil.create_insert_sql("t_stock_dyn", dyn_info)
try:
db_conn = SqlUtil.get_db(self.db_config)
db_conn.query_sql(sql, True)
except Exception as e:
print "err=insert_dyn sid=" + str(sid) + " day=" + str(
day) + " ex=" + str(e)
continue
print format_log("add_stock_dyn", dyn_info)
print format_log("finish_dyn", {'location': location, 'day': day})
def __init__(self, sid, config_info):
self.sid = sid
self.config_info = config_info
self.helper = AnalyzerHelper(self.config_info)
self.db_config = config_info['DB']
self.db_conn = SqlUtil.get_db(config_info['DB'])
def __init__(self, sid, config_info):
self.sid = sid
self.config_info = config_info
self.helper = AnalyzerHelper(self.config_info)
self.db_config = config_info['DB']
self.db_conn = SqlUtil.get_db(config_info['DB'])
def get_past_data(db_config, redis_config, cur_day, count):
key = "pastdata-" + str(cur_day)
stock_datamap = dict()
redis_conn = redis.StrictRedis(redis_config['host'], redis_config['port'])
datamap = redis_conn.hgetall(key)
if datamap:
return datamap
db_conn = SqlUtil.get_db(db_config)
start_day = get_past_openday(cur_day, count)
try:
sql = "select sid, avg(volume) as avg_volume, sum(vary_price) as sum_vary_price, sum(vary_portion) as sum_vary_portion from t_stock_data \
where day >= " + start_day + " and day < " + cur_day + " group by sid"
print sql
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
return None
for record in record_list:
item = dict()
sid = record['sid']
item['sid'] = int(sid)
item['avg_volume'] = round(float(record['avg_volume']))
item['sum_vary_price'] = float(record['sum_vary_price'])
item['sum_vary_portion'] = float(record['sum_vary_portion'])
stock_datamap[sid] = json.dumps(item)
#print stock_datamap
redis_conn.hmset(key, stock_datamap)
redis_conn.expire(key, 86400)
return stock_datamap
def get_cont_list(self, sid, past_day, day):
sql = "select sid, day, start_day, cont_days, current_price, sum_price_vary_amount, sum_price_vary_portion, max_volume_vary_portion \
from t_stock_cont where sid = {sid} and start_day >= {past_day} and day <= {day} and status = 'Y'".format(sid=sid, past_day=past_day, day=day)
print sql
try:
db_conn = SqlUtil.get_db(self.db_config)
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
return None
return record_list
# 获取指定股票对应日期范围内的价格突破
def get_threshold_list(self, sid, past_day, day):
sql = "select sid, day, price, low_type, high_type from t_stock_price_threshold where \
sid = {sid} and day >= {past_day} and day <= {day} and status = 'Y'".format(sid=sid, past_day=past_day, day=day)
print sql
try:
db_conn = SqlUtil.get_db(self.db_config)
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
return None
return record_list
def __init__(self, config_info, datamap):
self.config_info = config_info
self.datamap = datamap
self.redis_conn = redis.StrictRedis(self.config_info['REDIS']['host'], int(self.config_info['REDIS']['port']))
self.db_conn = SqlUtil.get_db(self.config_info["DB"])
self.logger = logging.getLogger("policy")
def add_stock_pool(db_config, redis_config, sid, day, source, trend_info = dict()):
sql = "select id, sid, day, source from t_stock_pool where sid = {sid} and day = {day} and status = 'Y'".format(sid=sid, day=day)
try:
db_conn = SqlUtil.get_db(db_config)
record_list = db_conn.query_sql(sql)
if len(record_list) > 0:
record_id = record_list[0]['id']
new_source = int(record_list[0]['source']) | source
oper_sql = "update t_stock_pool set source = {source} where id = {id}".format(source=new_source, id=record_id)
else:
fields = {'sid': sid, 'day': day, 'source': source, 'status': 'Y'}
fields['create_time'] = time.mktime( datetime.datetime.now().timetuple() )
if trend_info:
fields.update(trend_info)
# 获取当日行情数据
hqdata = get_hqdata(db_config, redis_config, sid, day)
if hqdata:
fields['close_price'] = hqdata['daily']['close_price']
if 'policy' in hqdata and hqdata['policy']:
fields['volume_ratio'] = round(float(hqdata['policy']['volume_ratio']), 2)
fields['rise_factor'] = round(float(hqdata['policy']['rise_factor']), 2)
#print fields
oper_sql = SqlUtil.create_insert_sql("t_stock_pool", fields)
db_conn.query_sql(oper_sql, True)
except Exception as e:
print e
return False
return True
def get_past_data(db_config, redis_config, cur_day, count):
key = "pastdata-" + str(cur_day)
stock_datamap = dict()
redis_conn = redis.StrictRedis(redis_config['host'], redis_config['port'])
datamap = redis_conn.hgetall(key)
if datamap:
return datamap
db_conn = SqlUtil.get_db(db_config)
start_day = get_past_openday(cur_day, count)
try:
sql = "select sid, avg(volume) as avg_volume, sum(vary_price) as sum_vary_price, sum(vary_portion) as sum_vary_portion from t_stock_data \
where day >= " + start_day + " and day < " + cur_day + " group by sid"
print sql
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
return None
for record in record_list:
item = dict()
sid = record['sid']
item['sid'] = int(sid)
item['avg_volume'] = round(float(record['avg_volume']))
item['sum_vary_price'] = float(record['sum_vary_price'])
item['sum_vary_portion'] = float(record['sum_vary_portion'])
stock_datamap[sid] = json.dumps(item)
#print stock_datamap
redis_conn.hmset(key, stock_datamap)
redis_conn.expire(key, 86400)
return stock_datamap
def __init__(self, config_info, datamap):
self.config_info = config_info
self.datamap = datamap
self.redis_conn = redis.StrictRedis(self.config_info['REDIS']['host'], int(self.config_info['REDIS']['port']))
self.db_conn = SqlUtil.get_db(self.config_info["DB"])
self.logger = logging.getLogger("policy")
def __init__(self, config_info):
self.config_info = config_info
self.db_config = config_info['DB']
self.redis_config = config_info['REDIS']
self.redis_conn = redis.StrictRedis(self.config_info['REDIS']['host'], int(self.config_info['REDIS']['port']))
self.db_conn = SqlUtil.get_db(self.config_info["DB"])
self.logger = logging.getLogger("ranker")
def get_policy_itemlist(db_config, pid):
sql = "select id, name, vid, optor, param, value, pid, parent_id, node_type, logic from t_policy_item where pid = {pid} and status = 'Y'".format(pid = pid)
print sql
try:
db_conn = SqlUtil.get_db(db_config)
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
return None
return record_list
def get_threshold_list(self, sid, past_day, day):
sql = "select sid, day, price, low_type, high_type from t_stock_price_threshold where \
sid = {sid} and day >= {past_day} and day <= {day} and status = 'Y'".format(sid=sid, past_day=past_day, day=day)
print sql
try:
db_conn = SqlUtil.get_db(self.db_config)
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
return None
return record_list
def get_stock_trendlist(db_config, sid, start_day, end_day):
sql = "select sid, type, start_day, end_day, count, high_day, high, low_day, low, start_value, end_value, vary_portion, trend, shave \
from t_stock_trend where status = 'Y' and sid = {sid} and ((start_day >= {start_day} and start_day <= {end_day}) \
or (end_day >= {start_day} and end_day <= {end_day})) order by start_day asc".format(sid=sid, start_day=start_day, end_day=end_day)
print sql
try:
db_conn = SqlUtil.get_db(db_config)
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
return None
return record_list
def get_stock_info(db_config, sid):
sql = "select id, code, name, type, pinyin, ecode, location, alias, company, business, capital, out_capital, profit, assets, dividend, hist_high, hist_low, year_high, year_low, month6_high, \
month6_low, month3_high, month3_low from t_stock where status = 'Y' and id = " + str(sid)
try:
db_conn = SqlUtil.get_db(db_config)
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
return None
stock_info = dict()
if len(record_list) > 0:
stock_info = record_list[0]
return stock_info
def get_policy_info(db_config, pid):
sql = "select id, type, name, remark, uid, root_item from t_policy where id={pid} and status = 'Y'".format(pid=pid)
print sql
try:
db_conn = SqlUtil.get_db(db_config)
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
return None
if len(record_list) < 1:
return None
return record_list[0]
def prepare_data(self, market_config):
# 获取所有的股票列表
stock_list = get_stock_list(self.db_config, 0, self.location)
self.datamap['stock_list'] = stock_list
#print len(self.datamap['stock_list'])
code2id_map = dict()
id2scode_map = dict()
for sid, stock_info in stock_list.items():
scode = get_scode(stock_info['code'], int(stock_info['ecode']), int(stock_info['location']))
code2id_map[stock_info['code']] = sid
id2scode_map[sid] = scode
self.datamap['code2id'] = code2id_map
self.datamap['id2scode'] = id2scode_map
#print len(self.datamap['id2scode'])
# 美股取过去一周的股票池
past_days = 5 if self.location == 3 else 1
last_open_day = get_past_openday(str(self.day), past_days)
print last_open_day
pool_list = []
try:
db_conn = SqlUtil.get_db(self.db_config)
sql = "select sid from t_stock_pool where day >= " + last_open_day + " and status = 'Y'"
print sql
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
return
for stock_data in record_list:
sid = int(stock_data['sid'])
if sid in stock_list and sid not in pool_list:
pool_list.append(sid)
if 3 == self.location and 'cnlist' in market_config:
cnlist = market_config['cnlist']
for cn_code in cnlist:
if cn_code in code2id_map:
sid = code2id_map[cn_code]
if sid not in pool_list:
pool_list.append(sid)
self.datamap['pool_list'] = pool_list
logging.getLogger("fetch").info("op=scheduler_pool day=%d last_open_day=%s location=%d total_count=%d pool_count=%d", self.day, last_open_day, self.location, len(stock_list), len(pool_list))
return
def add_stock_price_threshold(db_config, sid, day, price, high_type, low_type):
info = {'sid': sid, 'day': day, 'price': price, 'status': 'Y'}
info['create_time'] = time.mktime( datetime.datetime.now().timetuple() )
info['high_type'] = high_type
info['low_type'] = low_type
sql = SqlUtil.create_insert_sql("t_stock_price_threshold", info)
print sql
try:
db_conn = SqlUtil.get_db(db_config)
db_conn.query_sql(sql, True)
except Exception as e:
print e
return False
return True
def get_stock_price_threshold(db_config, sid, start_day, end_day, high_type, low_type):
sql = "select sid, day, price, low_type, high_type from t_stock_price_threshold where status = 'Y' and sid = {sid} and day >= {start_day} and day <= {end_day}"\
.format(sid=sid, start_day=start_day, end_day=end_day)
if high_type > 0:
sql = sql + " and high_type = " + str(high_type)
if low_type > 0:
sql = sql + " and low_type = " + str(low_type)
try:
db_conn = SqlUtil.get_db(db_config)
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
return None
return record_list
def add_stock_price_threshold(db_config, sid, day, price, high_type, low_type):
info = {'sid': sid, 'day': day, 'price': price, 'status': 'Y'}
info['create_time'] = time.mktime(datetime.datetime.now().timetuple())
info['high_type'] = high_type
info['low_type'] = low_type
sql = SqlUtil.create_insert_sql("t_stock_price_threshold", info)
print sql
try:
db_conn = SqlUtil.get_db(db_config)
db_conn.query_sql(sql, True)
except Exception as e:
print e
return False
return True
def get_varlist(db_config, vid = 0):
sql = "select id, code, name, type, expression, add_time from t_policy_var where status = 'Y'"
#print sql
try:
db_conn = SqlUtil.get_db(db_config)
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
return None
var_list = dict()
for record in record_list:
var_list[int(record['id'])] = record
if vid > 0:
return var_list[vid] if vid in var_list else None
return var_list
def get_cont_stock(db_config, current_day, day_count, sum_portion, rise=True):
start_day = get_past_openday(current_day, day_count)
operator = ">" if rise else "<"
sql = "select sid from t_stock_data where day >= {start_day} and day <= {current_day} and vary_portion {operator} 0 \
group by sid having count(*) >= {day_count} and sum(vary_portion) >= {low_portion} and sum(vary_portion) <= {high_portion}"\
.format(start_day=start_day, current_day=current_day, operator=operator, day_count=day_count, \
low_portion=sum_portion[0], high_portion=sum_portion[1])
print sql
record_list = []
try:
db_conn = SqlUtil.get_db(db_config)
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
return None
return [item['sid'] for item in record_list]
def get_cont_stock(db_config, current_day, day_count, sum_portion, rise = True):
start_day = get_past_openday(current_day, day_count)
operator = ">" if rise else "<"
sql = "select sid from t_stock_data where day >= {start_day} and day <= {current_day} and vary_portion {operator} 0 \
group by sid having count(*) >= {day_count} and sum(vary_portion) >= {low_portion} and sum(vary_portion) <= {high_portion}"\
.format(start_day=start_day, current_day=current_day, operator=operator, day_count=day_count, \
low_portion=sum_portion[0], high_portion=sum_portion[1])
print sql
record_list = []
try:
db_conn = SqlUtil.get_db(db_config)
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
return None
return [item['sid'] for item in record_list]
def get_stock_list(db_config, type = 0, location = 1):
sql = "select id, code, name, type, pinyin, ecode, location, alias, company, business, capital, out_capital, profit, assets, dividend, hist_high, hist_low, year_high, year_low, month6_high, \
month6_low, month3_high, month3_low from t_stock where status = 'Y' "
if type > 0:
sql = sql + " and type = " + str(type)
if location > 0:
sql = sql + " and location = " + str(location)
try:
db_conn = SqlUtil.get_db(db_config)
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
return None
stock_list = dict()
for stock_info in record_list:
stock_list[int(stock_info['id'])] = stock_info
return stock_list
def get_stock_data(db_config, day, sid=0):
if sid == 0:
sql = "select sid, day, open_price, high_price, low_price, close_price, volume, amount, \
vary_price, vary_portion from t_stock_data where day = {day} and status = 'Y'".format(
day=day)
else:
sql = "select sid, day, open_price, high_price, low_price, close_price, volume, amount, \
vary_price, vary_portion from t_stock_data where day = {day} and sid = {sid} and status = 'Y'".format(
day=day, sid=sid)
try:
db_conn = SqlUtil.get_db(db_config)
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
return None
data = dict()
for stock_data in record_list:
data[int(stock_data['sid'])] = stock_data
return data if 0 == sid else data[sid]
def core(self, location, day, param_sid):
stock_df = pd.read_sql_query("select * from t_stock where location = " + str(location) + " and type = 1 and status = 'Y'", self.conn, index_col='id')
#print stock_df.index, stock_df.columns
sid_list = [param_sid] if param_sid > 0 else stock_df.index
for sid in sid_list:
dyn_info = self.update_dyn(day, sid)
if dyn_info is None:
print format_log("stock_paused", {'sid': sid, 'location': location, 'day': day})
continue
sql = SqlUtil.create_insert_sql("t_stock_dyn", dyn_info)
try:
db_conn = SqlUtil.get_db(self.db_config)
db_conn.query_sql(sql, True)
except Exception as e:
print "err=insert_dyn sid=" + str(sid) + " day=" + str(day) + " ex=" + str(e)
continue
print format_log("add_stock_dyn", dyn_info)
print format_log("finish_dyn", {'location': location, 'day': day})
def get_past_data(db_config, redis_config, cur_day, count, location=1):
key = "pastdata-" + str(cur_day)
stock_datamap = dict()
redis_conn = redis.StrictRedis(redis_config['host'], redis_config['port'])
datamap = redis_conn.hgetall(key)
# 从redis中取出来的key都是string
if datamap:
return datamap
db_conn = SqlUtil.get_db(db_config)
start_day = get_past_openday(str(cur_day), count, location)
try:
sql = "select sid, avg(volume) as avg_volume, sum(vary_price) as sum_vary_price, sum(vary_portion) as sum_vary_portion, \
avg(close_price) as avg_close_price, max(high_price) as high_price, min(low_price) as low_price from t_stock_data \
where day >= " + str(start_day) + " and day < " + str(cur_day) + " group by sid"
#print sql
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
return None
for record in record_list:
item = dict()
sid = record['sid']
item['sid'] = int(sid)
item['avg_volume'] = round(float(record['avg_volume']))
item['sum_vary_price'] = float(record['sum_vary_price'])
item['sum_vary_portion'] = float(record['sum_vary_portion'])
item['avg_close_price'] = float(record['avg_close_price'])
item['high_price'] = float(record['high_price'])
item['low_price'] = float(record['low_price'])
stock_datamap[sid] = json.dumps(item)
#print stock_datamap
redis_conn.hmset(key, stock_datamap)
return stock_datamap
def chance_return(config_info, location, day, item):
hqdata = get_hqdata(config_info['DB'], config_info['REDIS'], day, item['sid'])
print hqdata['daily']
chance_item = item['chance']
trend_item = item['trend_item']
# 卖出时用平仓价格减卖出价格, 需要乘-1
factor = 1 if 1 == chance_item['op'] else -1
# 严格一点, 应该用time之后的high_price/low_price计算收益和回撤, 买入点以较大价格进入, 卖出以较低价格卖出
enter_price = chance_item['price_range'][1] if 1 == chance_item['op'] else chance_item['price_range'][0]
exit_price = float(hqdata['daily']['close_price'])
fall_price = float(hqdata['daily']['low_price']) if 1 == chance_item['op'] else float(hqdata['daily']['high_price'])
rise_portion = factor * (exit_price - enter_price) / enter_price * 100
fall_portion = factor * (fall_price - enter_price) / enter_price * 100
return_info = {"sid": item['sid'], "code": item['code'], "time": item['time'], "op": chance_item['op'], "trend_length": trend_item['length'], "trend_portion": trend_item['vary_portion'],
"enter": enter_price, "exit": exit_price, "fall": fall_price, "close_portion": rise_portion, "fall_portion": fall_portion, "vary_portion": hqdata['daily']['vary_portion']}
# TODO: 输出 dyn数据
record_list = []
try:
sql = "select * from t_stock_dyn where sid = {sid} and day < {day} order by day desc limit 1".format(sid=item['sid'], day=day)
#print sql
db_conn = SqlUtil.get_db(config_info['DB'])
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
logging.getLogger("chance").error("err=get_stock_dyn sid=%d code=%s location=%d day=%d", item['sid'], item['code'], location, day)
else:
#print record_list
if len(record_list) == 1:
stock_dyn = record_list[0]
for key in ['ma5_swing', 'ma20_swing', 'ma5_vary_portion', 'ma20_vary_portion', 'ma5_exchange_portion', 'ma20_exchange_portion', 'volume_ratio']:
return_info[key] = stock_dyn[key]
logging.getLogger("chance").info("%s", format_log("chance_item", item))
return return_info
def get_stock_data(db_config, day, sid=0):
if sid == 0:
sql = "select sid, day, open_price, high_price, low_price, close_price, volume, amount, \
vary_price, vary_portion from t_stock_data where day = {day} and status = 'Y'".format(day=day)
else:
if isinstance(sid, int):
sql = "select sid, day, open_price, high_price, low_price, close_price, volume, amount, \
vary_price, vary_portion from t_stock_data where day = {day} and sid = {sid} and status = 'Y'".format(day=day, sid=sid)
elif isinstance(sid, list):
sql = "select sid, day, open_price, high_price, low_price, close_price, volume, amount, \
vary_price, vary_portion from t_stock_data where day = {day} and sid in ({sid_list}) and status = 'Y'".format(day=day, sid=",".join(sid))
try:
db_conn = SqlUtil.get_db(db_config)
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
return None
data = dict()
for stock_data in record_list:
data[int(stock_data['sid'])] = stock_data
return data if 0 == sid else data[sid]
def refresh_stock_histdata(redis_config, db_config, stock_list, today_data_list, day, location = 1, refresh = True):
db_conn = SqlUtil.get_db(db_config)
high_field_list = ["hist_high", "year_high", "month6_high", "month3_high"]
low_field_list = ["hist_low", "year_low", "month6_low", "month3_low"]
vary_stock_list = dict()
for sid, stock_info in stock_list.items():
# 忽略指数
if sid not in today_data_list or int(stock_info['type']) == 2:
continue
#print stock_info
stock_data = today_data_list[sid]
#print stock_data
high_index = 4
low_index = 4
close_price = float(stock_data['close_price'])
out_capital = close_price * float(stock_info['out_capital']);
capital_limit = 10
if 3 == location:
out_capital = out_capital / 10000
capital_limit = 15
# capital < 10/15(us)
if out_capital <= capital_limit:
continue
for index, field_name in enumerate(high_field_list):
if close_price > float(stock_info[field_name]):
high_index = index
break
for index, field_name in enumerate(low_field_list):
if close_price < float(stock_info[field_name]):
low_index = index
break
# 表明当天价格存在最高价或者最低价
#print sid, high_index, low_index
if high_index < 4 or low_index < 4:
vary_stock_list[sid] = {'high_index': high_index, 'low_index': low_index}
sql = "update t_stock set "
field_list = []
high_type = low_type = 0
# 起始日期定为之前3个交易日, 3个交易日内无同类型突破记录
range_start_day = get_past_openday(day, 3, location)
if high_index < 4:
high_type = high_index + 1
high_threshold_list = get_stock_price_threshold(db_config, sid, range_start_day, day, high_type, 0)
if 0 == len(high_threshold_list):
add_result = add_stock_price_threshold(db_config, sid, day, close_price, high_type, low_type)
print format_log("add_high_price_threshold", {'sid': sid, 'day': day, 'close_price': close_price, 'high_type': high_type, 'result':add_result})
if add_result and high_type <= 2: # 年内新高/历史最高才加入股票池
pool_result = add_stock_pool(db_config, redis_config, sid, day, 2, {'wave':1})
print format_log("add_stock_pool", {'sid': sid, 'day': day, 'close_price': close_price, 'result':pool_result})
for field_name in high_field_list[high_index:]:
stock_info[field_name] = close_price
field_list.append(field_name + "=" + str(stock_info[field_name]))
if low_index < 4:
low_type = low_index + 1
low_threshold_list = get_stock_price_threshold(db_config, sid, range_start_day, day, 0, low_type)
if 0 == len(low_threshold_list):
add_result = add_stock_price_threshold(db_config, sid, day, close_price, high_type, low_type)
print format_log("add_low_price_threshold", {'sid': sid, 'day': day, 'close_price': close_price, 'low_type': low_type, 'result':add_result})
# TODO: 把下跌突破也加入股票池
for field_name in low_field_list[low_index:]:
stock_info[field_name] = close_price
field_list.append(field_name + "=" + str(stock_info[field_name]))
sql = sql + ", ".join(field_list) + " where id=" + str(stock_info['id'])
print sql
# 股票且设置刷新, 才插入价格突破记录
if refresh and int(stock_info['type']) == 1:
try:
db_conn.query_sql(sql, True)
except Exception as e:
continue
log_info = {'sid': sid, 'code': stock_info['code'], 'name': stock_info['name'], 'day': day,
'close_price': stock_data['close_price'], 'high_price': stock_data['high_price'], 'low_price': stock_data['low_price'],
'high_index': high_index, 'low_index': low_index}
print format_log("refresh_stock_info", log_info)
#TODO: 统一删除变化的stock_info
if refresh:
conn = redis.StrictRedis(redis_config['host'], redis_config['port'])
key_list = [ "stock:info-" + str(sid) for sid in vary_stock_list.keys() ]
conn.delete(tuple(key_list))
return vary_stock_list
def __init__(self, config_info):
self.config_info = config_info
self.db_conn = SqlUtil.get_db(config_info['DB'])
def chance_return(config_info, location, day, item):
hqdata = get_hqdata(config_info['DB'], config_info['REDIS'], day,
item['sid'])
print hqdata['daily']
chance_item = item['chance']
trend_item = item['trend_item']
# 卖出时用平仓价格减卖出价格, 需要乘-1
factor = 1 if 1 == chance_item['op'] else -1
# 严格一点, 应该用time之后的high_price/low_price计算收益和回撤, 买入点以较大价格进入, 卖出以较低价格卖出
enter_price = chance_item['price_range'][1] if 1 == chance_item[
'op'] else chance_item['price_range'][0]
exit_price = float(hqdata['daily']['close_price'])
fall_price = float(
hqdata['daily']['low_price']) if 1 == chance_item['op'] else float(
hqdata['daily']['high_price'])
rise_portion = factor * (exit_price - enter_price) / enter_price * 100
fall_portion = factor * (fall_price - enter_price) / enter_price * 100
return_info = {
"sid": item['sid'],
"code": item['code'],
"time": item['time'],
"op": chance_item['op'],
"trend_length": trend_item['length'],
"trend_portion": trend_item['vary_portion'],
"enter": enter_price,
"exit": exit_price,
"fall": fall_price,
"close_portion": rise_portion,
"fall_portion": fall_portion,
"vary_portion": hqdata['daily']['vary_portion']
}
# TODO: 输出 dyn数据
record_list = []
try:
sql = "select * from t_stock_dyn where sid = {sid} and day < {day} order by day desc limit 1".format(
sid=item['sid'], day=day)
#print sql
db_conn = SqlUtil.get_db(config_info['DB'])
record_list = db_conn.query_sql(sql)
except Exception as e:
print e
logging.getLogger("chance").error(
"err=get_stock_dyn sid=%d code=%s location=%d day=%d", item['sid'],
item['code'], location, day)
else:
#print record_list
if len(record_list) == 1:
stock_dyn = record_list[0]
for key in [
'ma5_swing', 'ma20_swing', 'ma5_vary_portion',
'ma20_vary_portion', 'ma5_exchange_portion',
'ma20_exchange_portion', 'volume_ratio'
]:
return_info[key] = stock_dyn[key]
logging.getLogger("chance").info("%s", format_log("chance_item", item))
return return_info
def __init__(self, config_info):
self.config_info = config_info
self.db_conn = SqlUtil.get_db(config_info['DB'])