利用python收集网上新闻-利用新闻情感数据炒股 python程序

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from CAL.PyCAL import Date

start = "2010-01-01" # 回测起始时间

end = "2015-05-05" # 回测结束时间

benchmark = "HS300" # 策略参考标准

universe = set_universe("HS300") # 证券池，支持股票和基金

capital_base = 1000000 # 起始资金

longest_history = 0 # handle_data 函数中可以使用的历史数据最长窗口长度

refresh_rate = 1 # 调仓频率，即每 refresh_rate 个交易日执行一次 handle_data() 函数

longest_history = 1

def initialize(account): # 初始化虚拟账户状态

account.isBuyPeriod = False

account.dayCount = 0

def handle_data(account): # 每个交易日的买入卖出指令

account.dayCount += 1

if account.isBuyPeriod: # 每60个工作日（3个月）调仓

hist = account.get_history(longest_history)

endDate = Date.fromDateTime(account.current_date)

startDate = endDate - 30

res = DataAPI.NewsSentimentIndexGet(secID=account.universe,field=["secID","newsPublishDate","sentimentIndex"],beginDate=startDate.strftime("%Y%m%d"),endDate=endDate.strftime("%Y%m%d"))

res = res.groupby("secID")

# top 10%

top10 = res.mean().sort("sentimentIndex",ascending=False).head(int(0.1*len(res)))

buyList = list(top10.index)

print u"%s 买入 : %s" % (endDate,buyList)

# 等权重买入

if len(buyList) != 0:

singleCash = account.cash / len(buyList)

for stock in buyList:

approximationAmount = int(singleCash / hist[stock]["closePrice"][-1]/100.0) * 100

order(stock,approximationAmount)

account.isBuyPeriod = False

account.dayCount = 0

elif account.dayCount == 59: # 调仓日前一日清空当前仓位

for stock in account.valid_secpos:

order_to(stock,0)

account.isBuyPeriod = True

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