forked from flysoso/py_tdx
/
watterson_frame.py
375 lines (313 loc) · 12.9 KB
/
watterson_frame.py
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#coding: utf8
import wx
import random
import watterson_lib
import tdx2
import afunc
import watterson_analysis
from numpy import *
import math
import pickle
import sys
class ConfigureManager:
def __init__(self):
self.configDict = {}
def getConfig(self, para):
return self.configDict[para]
def setConfig(self, para, val):
self.configDict[para] = val
cm = ConfigureManager()
cm.setConfig('INIT_POW', [1000,100] + [0 for k in range(36)])
cm.setConfig('MAX_LOAD_ITEM', 7777)
cm.setConfig('FILTER1', 1)
cm.setConfig('FILTER2', 1)
cm.setConfig('FILTER3', 1)
cm.setConfig('TEST_MODE', 1)
cm.setConfig('PRE_DAY', 2)
cm.setConfig('PRE_DAY_CHECK_DAY', 2)
class MessageManager:
def __init__(self, lbl):
self.lbl = lbl
def ShowMessage(self, str):
self.lbl.SetLabel(str)
def arr_save_to_file(arr, filename):
outputfile = open(filename, 'wb')
pickle.dump(arr, outputfile, -1)
outputfile.close()
def load_arr_from_file(filename):
outputfile = open(filename, 'rb')
arr = pickle.load(outputfile)
outputfile.close()
return arr
for k in sys.argv:
if k=='-full':
cm.setConfig('MAX_LOAD_ITEM', 7777)
if k=='-test':
cm.setConfig('TEST_MODE', 1)
if k=='-real':
cm.setConfig('TEST_MODE', 0)
if k[:5] == '-pre=':
cm.setConfig('PRE_DAY', float(k[5:]))
varname = ['ID', 'd5', 'd10','d15', 'd1', 'ma20', 'last_cl', \
'wattIndex','rd1','lastTime', 'name', 'd30',\
'variance', 'd180', 'fast_grow', 'fast_fall', 'tdx_delta', 'delta_d1']
cm.setConfig('varname', varname)
def config_varfunc():
if cm.getConfig('TEST_MODE'):
PRE_DAY = cm.getConfig('PRE_DAY')
else:
PRE_DAY = 0
varname = cm.getConfig('varname')
varfunc = [lambda dl, sfid: sfid, \
lambda dl, sfid: watterson_lib.delta_ratio_reverse(dl, 5, PRE_DAY), \
lambda dl, sfid: watterson_lib.delta_ratio_reverse(dl, 10,PRE_DAY), \
lambda dl, sfid: watterson_lib.delta_ratio_reverse(dl, 15,PRE_DAY), \
lambda dl, sfid: watterson_lib.delta_ratio_reverse(dl, 1,PRE_DAY), \
lambda dl, sfid: float('%.2f'%watterson_lib.average(dl, 20, PRE_DAY)), \
lambda dl, sfid: dl[-1-PRE_DAY].cl, \
lambda dl, sfid: 'LV2 ratio', \
lambda dl, sfid: get_rd1(dl, sfid), \
lambda dl, sfid: watterson_lib.get_last_dline_ftime(dl,PRE_DAY), \
lambda dl, sfid: watterson_lib.get_stname(sfid), \
lambda dl, sfid: watterson_lib.delta_ratio_reverse(dl, 30, PRE_DAY), \
lambda dl, sfid: watterson_lib.variance(dl, 30, PRE_DAY), \
#lambda dl, sfid: watterson_lib.delta_ratio_reverse(dl, 180, PRE_DAY), \
lambda dl, sfid: 0, \
lambda dl, sfid: watterson_lib.fast_grow(dl, 30, PRE_DAY), \
lambda dl, sfid: watterson_lib.fast_fall(dl, 30, PRE_DAY), \
lambda dl, sfid: watterson_lib.tdx_delta(sfid, PRE_DAY),\
lambda dl, sfid: watterson_lib.delta_d1(dl,4,PRE_DAY)]
cm.setConfig('varname', varname)
cm.setConfig('varfunc', varfunc)
'''
dratio(dl,time1, time2) = op(time2) - op(time1+time2)
(x1,y1) = op(-5) - op(-5-15)
(x,y) = op(-5+PRD) - op(-5)
= op(y) - op(x+y)
-5 = -PRE_DAY-1 # PRE_DAY = 4, MEAN -1,-2,-3,-4
'''
def get_rd1(dl ,sfid):
if cm.getConfig('TEST_MODE'):
PD = cm.getConfig('PRE_DAY')
PRD = cm.getConfig('PRE_DAY_CHECK_DAY')
return watterson_lib.delta_ratio_reverse(dl,PRD,PD-PRD)
else:
return '_'
def strr(k):
if type(k) is str:
return k
else:
try:
return str(k)
except:
return 'ERR'
def insertItem(lc, arr):
index = lc.InsertStringItem(555, strr(arr[0]))
for k in range(0, len(arr)):
lc.SetStringItem(index, k, strr(arr[k]))
def CreateDataList(dlinelist):
config_varfunc()
datalist = []
for item in dlinelist:
dline = item[1]
k = item[0]
if cm.getConfig('FILTER3'):
if dline[-1].op > 60: continue
if len(dline) < 30: continue
dataItem = [func(dline,k) for func in cm.getConfig('varfunc')]
datalist.append(dataItem)
return datalist
def expd_func(k):
if k<0: return math.exp(k)
else: return k+1
def expd_closeTo0(k):
return math.exp(-abs(k))
def CalculateLv2Extend(k, pow = 0):
'''
This is the KEY !!!!!!
varname = ['ID', 'd5', 'd10','d15',
'd1', 'ma20', 'last_cl', \
'wattIndex','rd1','lastTime', 'name',
'd30','variance', 'd180', 'fast_grow',
'fast_fall', 'tdx_delta', 'delta_d1']
'''
if pow==0: pow=cm.getConfig('INIT_POW')
if k[6] == 0: return 0,0,0
expd = lambda x:x
#expd = expd_func
d = [0 for t in range(10)]
# ma20 - cl
d[0] = expd((k[5] - k[6])/k[5]) * pow[0]
# 势能
d[1] = expd((-k[1]/10.0/5 * 5 -k[2]/10.0/10.0 - k[3]/10.0/15 ))* pow[1]
# 一日势能
d[2] = expd(-k[4]/10) * pow[2]
# 波动股接近度
d[3] = expd( expd_closeTo0(k[11]) * k[12] ) * pow[3]
# 变权势能 1,2,3
d[4] = expd( -k[1]/5 -k[2]/10*2 -k[3]/15*3 ) * pow[4]/10
# d30 势能
d[5] = expd( -k[11]/30 ) * pow[5]
# 涨幅微分
d[6] = k[17] * pow[6]
ssum = 0
sstr = ''
ind = 0
for k in d:
ssum += k
ind += 1
sstr += str(ind) + '\n\t' + str(k) + '\n'
sstr += 'Total=' + repr(ssum)
return ssum, sstr
class CommonFrame(wx.Frame):
def __init__(self):
# Generate Frame
wx.Frame.__init__(self, None, -1, 'Watterson the Manager',
size=(1900, 1000),
style = wx.MINIMIZE_BOX | wx.MAXIMIZE_BOX |wx.SYSTEM_MENU | wx.CAPTION | wx.CLOSE_BOX)
panel = wx.Panel(self, -1)
MVW = 100
MTH = 0
listctrl = wx.ListCtrl(panel, -1, size=(1000 + MVW,920), pos=(30,20),style=wx.LC_REPORT)
self.pageScroll = wx.ScrollBar(panel, -1, size = (300, 30), pos=(1060 + MVW, 20))
self.pageLabel = wx.StaticText(panel, -1, "PAGE=", size=(300,30), pos=(1060 + MVW,60))
self.sText = wx.TextCtrl(panel, -1, "", size=(600,400 + MTH), pos=(1060 + MVW, 100), style = wx.TE_MULTILINE)
self.btnAnalysis = wx.Button(panel, -1, "PLOT", size=(120,40), pos = (1060+MVW, 520+MTH))
self.btnExportData = wx.Button(panel, -1, "EXPORT_DATA", size=(120,40), pos = (1200+MVW, 520+MTH))
if cm.getConfig('TEST_MODE'): s='toREAL'
else: s='toTEST'
self.btnTurnMode = wx.Button(panel, -1, s, size=(120,40), pos = (1400+MVW,20))
self.btnApply = wx.Button(panel, -1, "ApplyPow", size=(120,40), pos=(1060+MVW+200, 580+MTH))
self.textPow = wx.TextCtrl(panel, -1, str(cm.getConfig('INIT_POW')), size=(180, 40), pos=(1060+MVW, 580+MTH))
self.lblMsg = wx.StaticText(panel, -1, 'HAHA', size=(600,40), pos=(1060+MVW, 650+MTH))
self.btnAnalysis.Bind(wx.EVT_BUTTON, self.OnAnalysisClick)
self.btnExportData.Bind(wx.EVT_BUTTON, self.OnExportClick)
self.btnApply.Bind(wx.EVT_BUTTON, self.OnApplyPowClick)
self.btnTurnMode.Bind(wx.EVT_BUTTON, self.OnTurnModeClick)
self.pageScroll.SetScrollbar(0,100,1100,50)
self.pageScroll.Bind(wx.EVT_SCROLL_CHANGED, self.OnScrollMove)
varlist = cm.getConfig('varname')
columnIndex = 0
for i in varlist:
listctrl.InsertColumn(9999, i + '_'+str(columnIndex));
columnIndex+=1
listctrl.SetColumnWidth(0, 140)
listctrl.SetColumnWidth(listctrl.GetColumnCount()-2, 140)
listctrl.SetColumnWidth(listctrl.GetColumnCount()-1, 140)
listctrl.Bind(wx.EVT_LIST_COL_CLICK, self.OnColClick)
listctrl.Bind(wx.EVT_LIST_ITEM_FOCUSED, self.OnItemClick)
self.listctrl = listctrl
self.powConfig = cm.getConfig('INIT_POW')
self.isReverse = True
# Push Data
tdx2.SetPath('Z:\\vipdoc', 'tdxpath')
self.msgManager = MessageManager(self.lblMsg)
self.LoadFile()
self.Center()
def OnExportClick(self, event):
arr_save_to_file(self.dataList, 'temp.arr')
self.msgManager.ShowMessage('Exported.')
def OnApplyPowClick(self, event):
sr = self.textPow.GetValue().replace('[', '').replace(']','')
sr = sr.split(',')
qr = [0 for k in range(36)]
for k in range(min(36,len(sr))):
qr[k] = float(sr[k])
self.powConfig = qr
self.CalculateLv2(self.dataList)
self.ListControlRefresh()
def OnAnalysisClick(self, event):
if not cm.getConfig('TEST_MODE'):
self.msgManager.ShowMessage("THIS IS FOR TEST MODE ONLY")
return
arr = []
for k in self.dataList:
# (0)id (1)d5 (2)d10 (3)d15 (4)d1 (5)ma20 (6)lastCL (7)watIndex (8)rd1 (9)lastTime (10) name
arr.append([k[7], k[8], k[6]])
arr = array(arr)
watterson_analysis.showPlot(arr)
def LoadFile(self):
# get list
flist = tdx2.get_file_list()
self.msgManager.ShowMessage('total file count:'+ str(len(flist)))
flist = flist[:cm.getConfig('MAX_LOAD_ITEM')]
# filter_2
rflist = []
for k in flist:
if cm.getConfig('FILTER1'):
if k[:3] == "sh0": continue
if k[:3] == "sh1": continue
if k[:3] == "sh2": continue
if k[:3] == "sh3": continue
if k[:3] == "sh5": continue
if k[:3] == "sh8": continue
#if k[:3] == "sh5": continue
rflist.append(k)
flist = rflist
# read file main
gauage = 0
dlinelist = []
for k in flist:
dline = tdx2.get_dayline_by_fid(k, restrictSize = 40)
dlinelist.append([k,dline])
gauage+=1
if gauage%100 == 0: print gauage / 33, '%'
self.dlinelist = dlinelist
self.LoadProcess()
def LoadProcess(self):
datalist = CreateDataList(self.dlinelist)
# filter
maxd = 0
for k in range(min(999,len(datalist))): maxd = max(datalist[k][9], maxd)
if cm.getConfig('FILTER2'):
filteredList = []
for k in datalist:
if k[9] != maxd: continue
if k[10] == 'na': continue
filteredList.append(k)
datalist = filteredList
self.dataList = datalist
self.CalculateLv2(datalist)
self.msgManager.ShowMessage('data loading finished')
watterson_lib.reInit()
self.ListControlRefresh()
def CalculateLv2(self, dataList):
for k in dataList:
condata = CalculateLv2Extend(k, self.powConfig)
k[7] = condata[0]
def OnColClick(self,event):
self.pageScroll.SetThumbPosition(0)
srtIndex = event.GetColumn()
self.isReverse = not self.isReverse
self.dataList.sort(key = lambda x: x[srtIndex], reverse = self.isReverse)
self.ListControlRefresh()
def OnTurnModeClick(self, event):
if cm.getConfig('TEST_MODE'):
cm.setConfig('TEST_MODE', 0) # turn to real mode
self.LoadProcess()
self.btnTurnMode.SetLabel("toTEST")
else:
cm.setConfig('TEST_MODE', 1) # turn to test mode
self.LoadProcess()
self.btnTurnMode.SetLabel("toREAL")
def OnItemClick(self, event):
for k in self.dataList:
if k[0] == self.listctrl.GetItemText(self.listctrl.GetFocusedItem()):
ls, mstr = CalculateLv2Extend(k, self.powConfig)
self.sText.SetValue(k[0] + '\n'+mstr)
def ListControlRefresh(self):
self.msgManager.ShowMessage('Refresh')
self.listctrl.DeleteAllItems()
p=self.pageScroll.GetThumbPosition()
self.pageLabel.SetLabel("PAGE=%d"%p)
for k in self.dataList[p*36:36+p*36]:
insertItem(self.listctrl, k)
#wx.Event().GetEventObject()
def OnScrollMove(self, event):
sstr= 'page=' + str(event.GetEventObject().GetThumbPosition())
self.msgManager.ShowMessage(sstr)
self.ListControlRefresh()
if __name__ == '__main__':
app = wx.PySimpleApp()
CommonFrame().Show()
app.MainLoop()