chartTypeDic = {

'Day' : 'D',

'Week' : 'W',

'Month' : 'M',

'Minute' : 'm',

'Tick' : 'T'

}

cpClsDic = getCybosPlusClassDic()

#failedList = []

def __init__(self) :

self.failedList = []

def __del__(self) :

pass

def loadLogData(self, stockCode, chartType ) :

try :

ct = self.chartTypeDic[chartType]

except KeyError :

print 'ERROR: cxStockLogData.loadLogData : param chartType : "%s" is not valid.\n'%\

(chartType)

return None

cpStockCode = self.cpClsDic['cxCpStockCode']

stockName = cpStockCode.CodeToName(stockCode)

#print '"%s"'%(stockName)

if stockName == u'' :

print 'Can not find stock name for stock code "%s".'%(stockCode)

return None

path = 'log\\%s\\'%(chartType.lower())

fileName = u'%s%s_%s.log'%(path,stockCode,stockName)

print fileName

if checkFileExist(fileName) == False : return None

dataFile = cxFile(fileName)

tmpList = []

dataList = []

i = 0

for lines in dataFile.readlines() :

if i < 5 :

i += 1

continue

tmpList = []

for item in lines[:-1].split() :

tmpList.append(item)

dataList.append(tmpList)

dataFile.close()

del dataFile

#print 'len of dataList', len(dataList)

#print dataList[0]

#print dataList[len(dataList)-1]

return dataList

def makeLogData(self, stockCode, chartType ) :

cpStockCode = self.cpClsDic['cxCpStockCode']

stockName = cpStockCode.CodeToName(stockCode)

#print '"%s"'%(stockName)

if stockName == u'' :

print 'Can not find stock name for stock code "%s".'%(stockCode)

return False

path = 'log\\%s\\'%(chartType.lower())

fileName = u'%s%s_%s.log'%(path,stockCode,stockName)

if checkFileExist(fileName) == True :

return True

try :

ct = self.chartTypeDic[chartType]

except KeyError :

print 'ERROR: cxStockLogData.makeLogData : param chartType : "%s" is not valid.\n'%\

(chartType)

return False

fieldList = [

0, # 날짜

1, # 시간

3, # 고가

4, # 저가

5, # 종가

8, # 거래량

9, # 거래대금

25, # 주식회전율

]

#if ct == 'T' or ct == 'm' :

# fieldList += [1] # 시간 - hhmm

paramList = [

[ 0, stockCode ],

[ 1, ord(u'1') ], # 기간요청

[ 3, 19500101 ],

[ 4, len(fieldList) ],

[ 5 ] + fieldList,

[ 6, ord(ct) ], # 차트종류

[ 9, ord(u'1') ], # 수정주가

[ 10, ord(u'3') ] # 시간외거래량 모두 제외

]

stockChart = getCybosPlusClassDic()[u'cxStockChart']

resultList = templateBlockRequest( stockChart, paramList )

if resultList == None :

print 'templateBlockRequest("cxStockChart"): result is none.\n'

return False

if len(resultList) == 0 :

print 'templateBlockRequest("cxStockChart") : result length is zero.\n'

return False

bFirst = 1

fieldNum = 0

storeList = []

dataNum = 0

for result in resultList :

if getResultDibStatus(result) != 0 :

break

headerList = result[5]

if len(headerList) == 0 :

print 'header result is empty.'

continue

dataNum += headerList[0][3][2]

print 'dataNum', dataNum, type(dataNum)

if bFirst == 1 :

fieldNum = headerList[0][1][2]

fieldNameList = headerList[0][2][2]

print 'fieldNum', fieldNum, type(fieldNum)

print 'fieldNameList'

for fieldName in fieldNameList :

print fieldName,

print

storeList.insert(3,fieldNum)

storeList.insert(4,fieldNameList)

bFirst = 0

dataList = result[6]

print 'len of dataList', len(dataList)

if len(dataList) == 0 :

print 'failed to make data list for %s'%(stockCode)

self.failedList.append([stockCode,chartType])

return True

#return False

tmpList = []

for dataDic in dataList :

tmpList = []

for fieldType in range( 0, fieldNum ) :

key = stockChart.fieldNameDic[fieldNameList[fieldType]]

tmpList.append( dataDic[key][2] )

storeList.append(tmpList)

storeList.insert(0,dataNum)

storeList.insert(1,storeList[len(storeList)-1][0])

storeList.insert(2,storeList[4][0])

print 'len of storeList',len(storeList)

#print storeList

"""

[0] : dataNum

[1] : start date

[2] : end date

[3] : fieldNum

[4] : field Name List

[5] ~ : data

"""

print fileName

dataFile = cxFile(fileName)

dataFile.write('%s\n'%(storeList[0]))

dataFile.write('%s\n'%(storeList[1]))

dataFile.write('%s\n'%(storeList[2]))

dataFile.write('%s\n'%(storeList[3]))

for fieldName in storeList[4] :

dataFile.write('%s\t'%(fieldName))

dataFile.write('\n')

tmpList = storeList[5:]

tmpList.reverse()

for itemList in tmpList :

for item in itemList :

dataFile.write('%s\t'%(item))

dataFile.write('\n')

dataFile.close()

del dataFile

return True

def makeAllStockLogData(self) :

from cxStockMgr import cxStockMgr

from cxCybosPlus import cxCpCybos

cpCybos = cxCpCybos()

stockMgr = cxStockMgr()

stockListLen = stockMgr.update()

if stockListLen == 0 :

print 'cxStockMgr.update : error occured.'

return

print 'stockListLen : ', stockListLen

for stock in stockMgr.stockList :

for option in ['Day','Minute','Tick'] :

if self.makeLogData(stock[0], option) == False :

print '%s\t%s : makeLogData for %s : failed'%(stock[0],stock[1],option)

return

remainCount = cpCybos.GetLimitRemainCount(constants.LT_NONTRADE_REQUEST)

remainTime = cpCybos.LimitRequestRemainTime()

print 'remainCount : %d, remainTime : %d'%(remainCount,remainTime)

if remainCount <= 1 :

print 'time.sleep for %d'%(remainTime)

time.sleep(remainTime)

def testStrategy001(self, dataList ) :

resultFile = cxFile('log\\day\\st01.txt')

dataListLen = len(dataList)

if dataListLen == 0 :

print 'data가 없습니다.'

return

desc = u'현재가가\n20일 고가보다 높을 때 사고,\n20일 저가보다 낮을 때 판다.\n'

flagBuy = False

earningMoney = 0

buyCount = 0

buyedMoney = 0

maxBuyedMoney = 0

for i in range( 20, dataListLen ) :

data = dataList[i]

date = data[0]

currentValue = int(data[4])

avr = 0

total = 0

maxValue = 0

minValue = 10000000000

for j in range( i - 20, i ) :

oldValue = int(dataList[j][3])

total += oldValue

if maxValue < oldValue :

maxValue = oldValue

if minValue > oldValue :

minValue = oldValue

avr = int(total/20)

resultFile.write(u'%s:current:%d,avr:%d,20s min:%d,20s max:%d\n'%(date,

currentValue,

avr,

minValue,

maxValue))

if (currentValue > maxValue) and (flagBuy == False ) :

resultFile.write(u'BUY at cv:%d for mv:%d in bm:%d (em:%d, bc:%d)\n' \

%(currentValue,

maxValue,

buyedMoney,

earningMoney,

buyCount))

flagBuy = True

buyedMoney += currentValue

buyCount += 1

maxBuyedMoney = max(maxBuyedMoney, buyedMoney)

elif flagBuy == True and currentValue < minValue :

earningMoney += (currentValue*buyCount)-buyedMoney

resultFile.write(u'SELL at cv:%d for mv:%d in bm:%d (em:%d, bc:%d)\n'%( currentValue,

minValue,

buyedMoney,

earningMoney,

buyCount))

flagBuy = False

buyCount = 0

buyedMoney = 0

resultFile.write(u'earned Money :%d, max buyed money : %d, (%f)\n'%(earningMoney,

maxBuyedMoney,

float(earningMoney)/float(maxBuyedMoney)*(100.0)))

resultFile.write(u'%s~%s:%d~%d(%d)\n'%( dataList[0][0],

dataList[dataListLen-1][0],

int(dataList[0][4]),

int(dataList[dataListLen-1][4]),

int(int(dataList[dataListLen-1][4])/int(dataList[0][4]))))

resultFile.write(desc)

resultFile.close()

print

def testStrategy002(self, dataList ) :

resultFile = cxFile('log\\day\\st02.txt')

dataListLen = len(dataList)

if dataListLen == 0 :

print 'data가 없습니다.'

return

desc = u'현재가가\n20일 고가보다 높을 때 사고,\n20일 평균가보다 낮을 때 판다.\n'

flagBuy = False

earningMoney = 0

buyCount = 0

buyedMoney = 0

maxBuyedMoney = 0

for i in range( 20, dataListLen ) :

data = dataList[i]

date = data[0]

currentValue = int(data[3])

avr = 0

total = 0

maxValue = 0

minValue = 10000000000

for j in range( i - 20, i ) :

oldValue = int(dataList[j][3])

total += oldValue

if maxValue < oldValue :

maxValue = oldValue

if minValue > oldValue :

minValue = oldValue

avr = int(total/20)

resultFile.write(u'%s:current:%d,avr:%d,20s min:%d,20s max:%d\n'%(date,

currentValue,

avr,

minValue,

maxValue))

if (currentValue > maxValue) and (flagBuy == False ) :

resultFile.write(u'BUY at cv:%d for mv:%d in bm:%d (em:%d, bc:%d)\n' \

%(currentValue,

maxValue,

buyedMoney,

earningMoney,

buyCount))

flagBuy = True

buyedMoney += currentValue

buyCount += 1

maxBuyedMoney = max(maxBuyedMoney, buyedMoney)

elif flagBuy == True and currentValue < avr :

earningMoney += (currentValue*buyCount)-buyedMoney

resultFile.write(u'SELL at cv:%d for av:%d in bm:%d (em:%d, bc:%d)\n'%( currentValue,

avr,

buyedMoney,

earningMoney,

buyCount))

flagBuy = False

buyCount = 0

buyedMoney = 0

resultFile.write(u'earned Money :%d, max buyed money : %d, (%f)\n'%(earningMoney,

maxBuyedMoney,

float(earningMoney)/float(maxBuyedMoney)*(100.0)))

resultFile.write(u'%s~%s:%d~%d(%d)\n'%( dataList[0][0],

dataList[dataListLen-1][0],

int(dataList[0][3]),

int(dataList[dataListLen-1][3]),

int(int(dataList[dataListLen-1][3])/int(dataList[0][3]))))

resultFile.write(desc)

resultFile.close()

print

def testStrategy003(self, dataList ) :

resultFile = cxFile('log\\day\\st03.txt')

dataListLen = len(dataList)

if dataListLen == 0 :

print 'data가 없습니다.'

return

desc = u'현재가가\n20일 평균가보다 높을 때 사고,\n20일 평균가보다 낮을 때 판다.\n'

flagBuy = False

earningMoney = 0

buyCount = 0

buyedMoney = 0

maxBuyedMoney = 0

for i in range( 20, dataListLen ) :

data = dataList[i]

date = data[0]

currentValue = int(data[3])

avr = 0

total = 0

maxValue = 0

minValue = 10000000000

for j in range( i - 20, i ) :

oldValue = int(dataList[j][3])

total += oldValue

if maxValue < oldValue :

maxValue = oldValue

if minValue > oldValue :

minValue = oldValue

avr = int(total/20)

resultFile.write(u'%s:current:%d,avr:%d,20s min:%d,20s max:%d\n'%(date,

currentValue,

avr,

minValue,

maxValue))

if (currentValue > avr) and (flagBuy == False ) :

resultFile.write(u'BUY at cv:%d for mv:%d in bm:%d (em:%d, bc:%d)\n' \

%(currentValue,

avr,

buyedMoney,

earningMoney,

buyCount))

flagBuy = True

buyedMoney += currentValue

buyCount += 1

maxBuyedMoney = max(maxBuyedMoney, buyedMoney)

elif flagBuy == True and currentValue < avr :

earningMoney += (currentValue*buyCount)-buyedMoney

resultFile.write(u'SELL at cv:%d for av:%d in bm:%d (em:%d, bc:%d)\n'%( currentValue,

avr,

buyedMoney,

earningMoney,

buyCount))

flagBuy = False

buyCount = 0

buyedMoney = 0

resultFile.write(u'earned Money :%d, max buyed money : %d, (%f)\n'%(earningMoney,

maxBuyedMoney,

float(earningMoney)/float(maxBuyedMoney)*(100.0)))

resultFile.write(u'%s~%s:%d~%d(%d)\n'%( dataList[0][0],

dataList[dataListLen-1][0],

int(dataList[0][3]),

int(dataList[dataListLen-1][3]),

int(int(dataList[dataListLen-1][3])/int(dataList[0][3]))))

resultFile.write(desc)

resultFile.close()

print

def testStrategy004(self, dataList ) :

resultFile = cxFile('log\\day\\st04.txt')

dataListLen = len(dataList)

if dataListLen == 0 :

print 'data가 없습니다.'

return

desc = u'현재가가\n20일 고가보다 높을 때 사고 (누적),\n20일 평균가보다 낮을 때 판다.\n'

flagBuy = False

earningMoney = 0

buyCount = 0

buyedMoney = 0

maxBuyedMoney = 0

for i in range( 20, dataListLen ) :

data = dataList[i]

date = data[0]

currentValue = int(data[3])

avr = 0

total = 0

maxValue = 0

minValue = 10000000000

for j in range( i - 20, i ) :

oldValue = int(dataList[j][3])

total += oldValue

if maxValue < oldValue :

maxValue = oldValue

if minValue > oldValue :

minValue = oldValue

avr = int(total/20)

resultFile.write(u'%s:current:%d,avr:%d,20s min:%d,20s max:%d\n'%(date,

currentValue,

avr,

minValue,

maxValue))

if (currentValue > maxValue) : #and (flagBuy == False ) :

resultFile.write(u'BUY at cv:%d for mv:%d in bm:%d (em:%d, bc:%d)\n' \

%(currentValue,

maxValue,

buyedMoney,

earningMoney,

buyCount))

flagBuy = True

buyedMoney += currentValue

buyCount += 1

maxBuyedMoney = max(maxBuyedMoney, buyedMoney)

elif flagBuy == True and currentValue < avr :

earningMoney += (currentValue*buyCount)-buyedMoney

resultFile.write(u'SELL at cv:%d for av:%d in bm:%d (em:%d, bc:%d)\n'%( currentValue,

avr,

buyedMoney,

earningMoney,

buyCount))

flagBuy = False

buyCount = 0

buyedMoney = 0

resultFile.write(u'earned Money :%d, max buyed money : %d, (%f)\n'%(earningMoney,

maxBuyedMoney,

float(earningMoney)/float(maxBuyedMoney)*(100.0)))

resultFile.write(u'%s~%s:%d~%d(%d)\n'%( dataList[0][0],

dataList[dataListLen-1][0],

int(dataList[0][3]),

int(dataList[dataListLen-1][3]),

int(int(dataList[dataListLen-1][3])/int(dataList[0][3]))))

resultFile.write(desc)

resultFile.close()

print

def testStrategy005(self, dataList ) :

resultFile = cxFile('log\\day\\st05.txt')

dataListLen = len(dataList)

if dataListLen == 0 :

print 'data가 없습니다.'

return

desc = u'현재가가\n산 가격의 20% 이상 오를 때 이익실현하고\n산 가격의 5% 이하일 때 청산한다.'

flagBuy = False

earningMoney = 0

buyCount = 0

buyedMoney = 0

maxBuyedMoney = 0

for i in range( 20, dataListLen ) :

data = dataList[i]

date = data[0]

currentValue = int(data[3])

avr = 0

total = 0

maxValue = 0

minValue = 10000000000

for j in range( i - 20, i ) :

oldValue = int(dataList[j][3])

total += oldValue

if maxValue < oldValue :

maxValue = oldValue

if minValue > oldValue :

minValue = oldValue

avr = int(total/20)

resultFile.write(u'%s:current:%d,avr:%d,20s min:%d,20s max:%d\n'%(date,

currentValue,

avr,

minValue,

maxValue))

if (currentValue > maxValue) and (flagBuy == False ) :

resultFile.write(u'BUY at cv:%d for mv:%d in bm:%d (em:%d, bc:%d)\n' \

%(currentValue,

maxValue,

buyedMoney,

earningMoney,

buyCount))

flagBuy = True

buyedMoney = currentValue

buyCount += 1

maxBuyedMoney = max(maxBuyedMoney, buyedMoney)

elif flagBuy == True and \

( currentValue > int(float(buyedMoney)*1.2) ) :

earningMoney += (currentValue*buyCount)-buyedMoney

resultFile.write(u'SELL at cv:%d for av:%d in > bm:%d (em:%d, bc:%d)\n'%

( currentValue,

avr,

int(float(buyedMoney)*1.2),

earningMoney,

buyCount))

flagBuy = False

buyCount = 0

buyedMoney = 0

elif flagBuy == True and \

( currentValue < int(float(buyedMoney)*0.95) ):

earningMoney += (currentValue*buyCount)-buyedMoney

resultFile.write(u'SELL at cv:%d for av:%d in < bm:%d (em:%d, bc:%d)\n'%

( currentValue,

avr,

int(float(buyedMoney)*0.95),

earningMoney,

buyCount))

flagBuy = False

buyCount = 0

buyedMoney = 0

resultFile.write(u'earned Money :%d, max buyed money : %d, (%f)\n'%(earningMoney,

maxBuyedMoney,

float(earningMoney)/float(maxBuyedMoney)*(100.0)))

resultFile.write(u'%s~%s:%d~%d(%d)\n'%( dataList[0][0],

dataList[dataListLen-1][0],

int(dataList[0][3]),

int(dataList[dataListLen-1][3]),

int(int(dataList[dataListLen-1][3])/int(dataList[0][3]))))

resultFile.write(desc)

resultFile.close()

print

def testStrategy006(self, dataList ) :

resultFile = cxFile('log\\day\\st06.txt')

dataListLen = len(dataList)

if dataListLen == 0 :

print 'data가 없습니다.'

return

desc = u'현재가가\n20일 고가의 75%에서 사서, 20일 저가의 125%에서 판다.\n'

flagBuy = False

earningMoney = 0

buyCount = 0

buyedMoney = 0

maxBuyedMoney = 0

for i in range( 20, dataListLen ) :

data = dataList[i]

date = data[0]

currentValue = int(data[3])

avr = 0

total = 0

maxValue = 0

minValue = 10000000000

for j in range( i - 20, i ) :

oldValue = int(dataList[j][3])

total += oldValue

if maxValue < oldValue :

maxValue = oldValue

if minValue > oldValue :

minValue = oldValue

avr = int(total/20)

resultFile.write(u'%s:current:%d,avr:%d,20s min:%d,20s max:%d\n'%(date,

currentValue,

avr,

minValue,

maxValue))

buyValue = int(float(maxValue)*0.75)

sellValue = int(float(minValue)*1.25)

if (currentValue > buyValue )and (flagBuy == False ) :

resultFile.write(u'BUY at cv:%d > bv:%d in bm:%d (em:%d, bc:%d)\n' \

%(currentValue,

buyValue,

buyedMoney,

earningMoney,

buyCount))

flagBuy = True

buyedMoney = currentValue

buyCount += 1

maxBuyedMoney = max(maxBuyedMoney, buyedMoney)

elif flagBuy == True and \

( currentValue > sellValue ) :

#(currentValue < sellValue ) :

earningMoney += (currentValue*buyCount)-buyedMoney

resultFile.write(u'SELL at cv:%d < sv:%d in bm:%d (em:%d, bc:%d)\n'%

( currentValue,

sellValue,

buyedMoney,

earningMoney,

buyCount))

flagBuy = False

buyCount = 0

buyedMoney = 0

resultFile.write(u'earned Money :%d, max buyed money : %d, (%f)\n'%(earningMoney,

maxBuyedMoney,

float(earningMoney)/float(maxBuyedMoney)*(100.0)))

resultFile.write(u'%s~%s:%d~%d(%d)\n'%( dataList[0][0],

dataList[dataListLen-1][0],

int(dataList[0][3]),

int(dataList[dataListLen-1][3]),

int(int(dataList[dataListLen-1][3])/int(dataList[0][3]))))

resultFile.write(desc)

resultFile.close()

from cxCybosPlus import cxCpStockCode

from cxFile import cxFile

#stockCode = u'A000660' #하이닉스

#stockCode = u'A005930' #삼성전자

stockCode = u'A005380' #현대자동차

#stockCode = u'A004990' #롯데제과

cpStockCode = cxCpStockCode()

stockName = cpStockCode.CodeToName(stockCode)

chartType = u'D'

fileName = u'%s_%s_%s.log'%(stockCode, stockName, chartType)

refreshLog = 1

if refreshLog == 1 :

resultFile = cxFile(fileName)

fieldList = [

0, # 날짜

3, # 고가

4, # 저가

5, # 종가

8, # 거래량

9, # 거래대금

25, # 주식회전율

]

paramList = [

[ 0, stockCode ],

[ 1, ord(u'1') ],

[ 3, 19920901 ],

[ 4, len(fieldList) ],

[ 5 ] + fieldList,

[ 6, ord(chartType) ],

[ 9, ord(u'1') ], # 수정주가

[ 10, ord(u'3') ]

]

testBlockRequest(u'cxStockChart', paramList, 0, 0, 1, 1, resultFile )

resultFile.close()

resultFile = cxFile(fileName)

lines = resultFile.readlines()

"""

value = lines[1].split(u'\t')

print value

print value[0], value[3]

"""

dataLog = []

for i in range(0, len(lines)) :

if i == 0 : continue

value = lines[i].split(u'\t')

#print value[0],value[3]

dataLog.append( [ value[0], value[3] ] )

resultFile.close()

dataLogLen = len(dataLog)

print dataLogLen

flagBuy = False

earningMoney = 0

resultFile = cxFile()

buyCount = 0

buyedMoney = 0

maxBuyedMoney = 0

for i in range(dataLogLen -1 -20, -1, -1 ) :

currentValue = int(dataLog[i][1])

avr = 0

total = 0

maxValue = 0

minValue = 10000000000

#resultFile.write(u'%d\t'%(i))

resultFile.write(u'%s\t'%(dataLog[i][0]))

for j in range(i+20,i,-1) :

oldValue = int(dataLog[j][1])

#resultFile.write(u'%d(%s,%d),'%(j,dataLog[i][0],oldValue))

total += oldValue

if maxValue < oldValue :

maxValue = oldValue

if minValue > oldValue :

minValue = oldValue

resultFile.write(u' ')

avr = int(total/20)

resultFile.write(u'current:%d,avr:%d,20s min:%d,20s max:%d\n'%( currentValue,

avr,

minValue,

maxValue))

if (currentValue > maxValue) and (flagBuy == False) :

resultFile.write(u'BUY at cv:%d for mv:%d in bm:%d (em:%d, bc:%d)\n'%( currentValue,

maxValue,

buyedMoney,

earningMoney,

buyCount))

flagBuy = True

buyedMoney += currentValue

buyCount += 1

maxBuyedMoney = max(maxBuyedMoney, buyedMoney)

elif flagBuy == True and currentValue < minValue :

earningMoney += (currentValue*buyCount)-buyedMoney

resultFile.write(u'SELL at cv:%d for mv:%d in bm:%d (em:%d, bc:%d)\n'%( currentValue,

minValue,

buyedMoney,

earningMoney,

buyCount))

flagBuy = False

buyCount = 0

buyedMoney = 0

resultFile.write(u'earned Money :%d, max buyed money : %d, (%f)\n'%(earningMoney,

maxBuyedMoney,

float(earningMoney)/float(maxBuyedMoney)*(100.0)))

resultFile.write(u'%s~%s:%d~%d(%d)\n'%( dataLog[dataLogLen-1][0],

dataLog[0][0],

int(dataLog[dataLogLen-1][1]),

int(dataLog[0][1]),

int(int(dataLog[0][1])/int(dataLog[dataLogLen-1][1]))))

import math

avrNparam = 20 # 평균 N : 20 일 평균 N

totalAccount = 5000000 # 초기 전체 투자금 : 500만원

unitRatio = 0.02 # Unit 비율 : 거래당 최대 손실 한도 비율 : 전체 투자금의 2%

S1_entry = 20 # S1 진입 조건 : 20일 최고가

S1_exit = 10 # S1 탈출 조건 : 10일 최저가

S2_entry = 55 # S2 진입 조건 : 55일 최고가

S2_exit = 20 # S2 탈출 조건 : 20일 최저가

absExitRatio = 2.0 # 절대 exit 조건 : absExitRatio * N : 2N

print 'data length :', len(dataList)

# dataNum = len(dataList)

dataNum = 40

turtleDataList = []

N_List = []

N = 0

for i in range(0, dataNum) :

TR1 = 0

TR2 = 0

TR3 = 0

N = 0

# 오늘의 고가 - 오늘의 저가

TR1 = float(int(dataList[i][2]) - int(dataList[i][3]))

if i >= 1 :

# 어제의 종가 - 오늘의 고가

TR2 = math.fabs(int(dataList[i-1][4]) - int(dataList[i][2]))

# 어제의 종가 - 오늘의 저가

TR3 = math.fabs(int(dataList[i-1][4]) - int(dataList[i][3]))

N_List.append( max(TR1,TR2,TR3) )

if i >= avrNparam :

N = 0

for k in range(i - avrNparam,i) :

N += N_List[k]

N = float(N/float(avrNparam))

#print i,

#for j in range(0,5) :

# print dataList[i][j],

#print TR1,TR2,TR3,N_List[i],N

turtleDataList.append( [ dataList[i][0], # 0 : 년도월일.

int(dataList[i][2]), # 1 : 고가

int(dataList[i][3]), # 2 : 저가

int(dataList[i][4]), # 3 : 종가

TR1, # 4 : 오늘 고가 - 오늘 저가

TR2, # 5 : 어제 종가 - 오늘 고가

TR3, # 6 : 어제 종가 - 오늘 저가

max(TR1,TR2,TR3), # 7 : 오늘의 N

N # 8 : 오늘의 20일 평균 N

] )

#print

i = 0

for item in turtleDataList :

#print i,item

print '%d\t%d\t%d\t%f'%(item[1],item[2],item[3],item[8])

i += 1

print

"""

unit = totalAccount*unitRatio

S1_entry_value = 0

S1_exit_value = totalAccount # very very big money

S2_entry_value = 0

S2_exit_value = totalAccount # very very big money

for today in range(0,len(turtleDataList)) : # 매일

S1_entry_value = 0

S1_exit_value = totalAccount # very very big money

S2_entry_value = 0

S2_exit_value = totalAccount # very very big money

if today >= S1_entry : # 20일 최고가

for i in range( today - S1_entry, today ) :

S1_entry_value = max(S1_entry_value, turtleDataList[i][1])

if today >= S1_exit : # 10일 최저가

for i in range( today - S1_exit, today ) :

S1_exit_value = min(S1_exit_value, turtleDataList[i][2])

if today >= S2_entry : # 55일 최고가

for i in range( today - S2_entry, today ) :

S2_entry_value = max(S2_entry_value, turtleDataList[i][1])

if today >= S2_exit : # 20일 최저가

for i in range( today - S2_exit, today ) :

S2_exit_value = min(S2_exit_value, turtleDataList[i][2])

todayPrice = turtleDataList[today][3]

if flagBuyes == False :

if todayPrice > S1_entry_value :

tradeNum = int(unit/(2*( todayPrice + turtleDataList[i][8])))

else :

if todayPrice > S1_entry_value :

# 20일 최고가 상향 돌파

if flagSkip == True :

# 이전 신호로 이득보았기에 Skip하되 다음 번은 Skip안함

flagSkip = False

else if flagBuyed == False :

# 안 산 상태에서 20일 최고가 상향 돌파하였기에 entry한다.

flagBuyed = True

#

else if todayPrice < S1_exit_value and flagBuyed == True :

# 산 상태에서 10일 최저가 하향 돌파하기에 exit한다.

flagBuyed = False

else if todayPrice > S2_entry_value and flagBuyed == False :

# 안 산 상태에서 55일 최고가 상향 돌파하기에 entry한다.

# big trend filter

flagBuyed = True

else if todayPrice < S2_entry_value and flagBuyed == True :

# 산 상태에서 20일 최저가 하향 돌파하였기에 exit한다.

flagBuyed = False

if flagBuyed == True and todayPrice <= absExitRatio*buyedMoney :

# 산 상태에서 손실액이 2N이 넘으므로 무조건 exit한다.

flagBuyed = False

emul = cxStockLogData()

#emul.makeAllStockLogData()

#stockCode = u'A000660'

stockCode = u'A005930'

#emul.makeLogData(stockCode,u'Day')

dataList = emul.loadLogData(stockCode,u'Day')

emulateTurtleTrade(dataList)

#emul.testStrategy001(dataList)

#emul.testStrategy002(dataList)

#emul.testStrategy003(dataList)

#emul.testStrategy004(dataList)

#emul.testStrategy005(dataList)

#emul.testStrategy006(dataList)

#emul.makeLogData(u'001',u'Day')

#for failedItem in emul.failedList :

# print '[',failedItem[0],failedItem[1],']'