def _testGet(self):
codes = ['600096']
#codes = stock.get_codes()
a = agl.tic_toc()
for code in codes:
try:
LiveData().getHisdat(code)
LiveData().getFenshi(code)
LiveData().getFiveMinHisdat(code)
except:
print 'except' + code
def NotifyAutoxdShow(self, code):
return 0
#窗口通知
hwnd = LiveData().getFrameHwnd()
code = int(code)
#lparam为整型的股票代码, wparam为补充0的个数
try:
win32api.PostMessage(hwnd, 0x400 + 101, code, 6 - len(str(code)))
except:
pass
def ExePolicy(self, code):
df_source = self._getUserStrategy()
if len(df_source) == 0:
return
d = []
bHaveCode = False
for i in range(len(df_source)):
strategy_code = df_source.irow(i)['code']
strategy_id = df_source.irow(i)['id']
try:
self._checkImport(strategy_code)
#self._log("run here")
exec(strategy_code)
if initialize(None).find(code) >= 0:
bHaveCode = True
break
except Exception as e:
s = str(e)
d.append({
"strategy_id": strategy_id,
"title": code,
"code": s,
"t": datetime.datetime.now()
})
#一分钟内同一个策略不能提交
if (d[-1]["t"] - self.pre_post_runlog[strategy_id]
).total_seconds() > 60:
agl.LOG(str(e))
basesign.PostRunLog(d)
self.pre_post_runlog[strategy_id] = d[-1]['t']
continue
if bHaveCode == False:
return
live_data = LiveData()
df_hisdat = live_data.getHisdat(code)
df_fenshi = live_data.getFenshi(code)
if len(df_fenshi) == 0:
return
#return
data = {
"code": code,
"fenshi": df_fenshi,
"hisdat": df_hisdat,
'name': stock.GetCodeName(code),
'price': float(df_fenshi.tail(1)['p'])
}
# 取历史redis分时
df_fenshi_1min = df_fenshi.resample("1min")
df_fenshi_1min_pre = fenshi_redis.getOneMinFenshiFromRedis(code)
if df_fenshi_1min_pre is None:
agl.LOG("分时历史取值失败" + code)
else:
df_fenshi_1min = pd.concat([df_fenshi_1min_pre, df_fenshi_1min])
df_fenshi_1min = df_fenshi_1min.dropna()
closes = np.array(df_fenshi_1min['p'])
data['rsi'] = stock.RSI(closes)[-1]
# BOLL
df_fenshi_5min = df_fenshi_1min.resample('5min')
upper, middle, lower = stock.BOLL(np.array(df_fenshi_5min['p']))
data['boll_up'] = upper[-1]
data['boll_mid'] = middle[-1]
data['boll_down'] = lower[-1]
# ATR
atr = stock.ATR(df_fenshi_5min['p'], df_fenshi_5min['p'],
df_fenshi_5min['p'])
data['atr'] = atr[-1]
#执行用户的代码
data['msglist'] = []
for i in range(len(df_source)):
strategy_code = df_source.irow(i)['code']
#strategy_code = strategy_code.replace('\n','')
strategy_id = df_source.irow(i)['id']
agl.LOG(str(strategy_id))
data['strategy_id'] = strategy_id
try:
self._checkImport(strategy_code)
exec(strategy_code)
if initialize(None).find(code) < 0:
continue
sign = handle_data(self, data)
s = "run sussessful"
if sign:
s += " have sign"
agl.LOG(s)
except Exception as e:
s = str(e)
#s += '\n'
s += traceback.format_exc()
d.append({
"strategy_id": strategy_id,
"title": code,
"code": s,
"t": datetime.datetime.now()
})
#所有用户的策略执行完毕后再提交
agl.LOG('start post')
basesign.PostRunLog(d)
if len(data['msglist']) > 0:
agl.LOG(data['msglist'])
basesign.PostMsgList(data['msglist'])
agl.LOG('end post')
def ExePolicy(self, code):
code = agl.unicode_to_utf8(code)
live_data = LiveData()
df_hisdat = live_data.getHisdat(code)
df_fenshi = live_data.getFenshi(code)
df_five_hisdat = live_data.getFiveMinHisdat(code)
if agl.IsNone(df_five_hisdat):
#print code ,'没有5分钟'
return
if len(df_fenshi) == 0:
return
if len(df_five_hisdat) < 30:
return
price = float(agl.FloatToStr(float(df_fenshi.tail(1)['p'])))
yclose = df_hisdat.ix[df_hisdat.index[-1]]['c']
zhangfu = stock.ZhangFu(price, yclose)
rsi = stock.RSI(df_five_hisdat['c'])
#ui.DrawClosesAndVolumes(pl, df_five_hisdat['c'], rsi)
upper, middle, lower = stock.TDX_BOLL(df_five_hisdat['c'])
#ui.DrawTs(pl, df_five_hisdat['c'],mid=middle, high=upper, low=lower)
highs, lows, closes = df_five_hisdat['h'], df_five_hisdat[
'l'], df_five_hisdat['c']
#atr = stock.ATR(highs, lows, closes)
adx = stock.TDX_ADX(highs, lows, closes)
closes = np.array(df_hisdat['c'])
if help.MyDate(agl.datetime_to_date(df_hisdat.index[-1])).d < \
help.MyDate(agl.CurDay()).d:
closes = agl.array_insert(closes, len(closes), price)
four = stock.FOUR(closes)
#print code, four[-1]
self._dict_four[code] = four[-1]
#return
#ui.DrawClosesAndVolumes(pl, df_five_hisdat['c'], adx)
boll_up = (price - upper[-1]) / upper[-1]
boll_mid = (price - middle[-1]) / middle[-1]
boll_down = (lower[-1] - price) / lower[-1]
boll_width = upper[-1] - lower[-1]
if abs(zhangfu) > 0.098 or boll_width < 0.01:
return
if code == '300033':
codename = stock.GetCodeName(code)
s = 'rsi = %d %s %s' % (rsi[-1], codename, str(price))
print s
if (rsi[-1] > 65 or rsi[-1] < 35) and adx[-1] > 60:
codename = stock.GetCodeName(code)
s = '%s %s' % (codename, str(price))
sign = False
#if code in ['300033','510050']:
#sign = True
#if adx[-1] > 55:
#s += ' ADX=%d'%(adx[-1])
#sign = True
if boll_up > -0.003:
s += ' 越过布林上轨'
#sign = True
if abs(boll_mid) < 0.003:
s += ' 布林中轨'
#sign = True
if boll_down > -0.003:
s += ' 越过布林下轨'
sign = True
if four[-1] > 0.1:
sign = False
#sign = False
if sign:
#ui.DrawTs(pl, df_five_hisdat['c'],mid=middle, high=upper, low=lower)
sInfo = self.calcInfo(code, price, zhangfu)
help.myprint(s, sInfo)
help.myprint(
'[%s,%s] %.3f,%.3f,%.3f,%.2f, four=%.2f, adx=%.2f' %
(code, stock.GetCodeName(code), boll_up, boll_mid,
boll_down, boll_width, four[-1], adx[-1]))
self.NotifyAutoxdShow(code)
self.Speak(s)