#!/usr/bin/env python # coding: utf-8 from datetime import datetime from datetime import timedelta global g_flg_rise, g_flg_buy, g_timer_day, g_price_buy, g_price_sale, g_days_diff global g_date_buy, g_date_sale, g_date_buy_read, g_price_buy_read, g_price_sale_read global g_list_days, g_cnt_win, g_cnt_lost global g_high_max, g_total g_list_days = [] g_cnt_win = 0 g_cnt_lost = 0 g_price_sale_read = 0 g_price_sale = 0 g_date_buy = "00-00-00" g_date_sale = "00-00-00" g_days_diff = 0 def day_diff(begin, end): d1 = datetime.strptime(begin, "%Y-%m-%d") d2 = datetime.strptime(end, "%Y-%m-%d") k = (d2 - d1).days #print k,begin, end, "---------------------" return k def float_2p(p): k = '%.2f' % p #print type(k),type(p) return float(k) def judge_rise(price): if (0 == price): return 0.00 price *= 1.1 price += 0.005 return float_2p(price) def judge_down(price): if (0 == price): return 0.00 price *= 0.9 price += 0.005 return float_2p(price) ''' def plot(quotes): date_old, open_old, high_old, low_old, close_old = 0, 0, 0, 0, 0 flg_rise, high_max, flg_buy, days, cnt_win, cnt_lost = 0, 0, 0, 0, 0, 0 total = 100 total_old = 0 for q in quotes: date, open, high, low, close = q[0], float(q[1]), float(q[2]), float(q[3]), float(q[4]) #if (date == "2015-07-21"): # print date, open, high, low, close, q rise = judge_rise(close_old) #print rise, close, close_old if (0 == flg_buy): if (close == rise): #print "hi", rise, close, close_old, date flg_rise += 1 high_max = high else: if (2 < flg_rise): if (high_max <= high): high_max = high #print "3 dan" else: flg_buy = 1 days = 10 else: flg_rise = 0 elif (1 == flg_buy): if (0 >= days): #print "days die" flg_rise, flg_buy, = 0, 0 if (high_max < high): buy = high_max + 0.01 flg_buy = 2 #print "buy" days -= 1 elif (2 == flg_buy): if (high_max <= high): high_max = high if (0.9 >= close / buy): total_old = total total = total_old * close / buy print buy, high_max, close, total_old, total, date, "lost----------------------------------------------------------" flg_rise, flg_buy, = 0, 0 cnt_lost += 1 else: if (0.9 >= close / high_max or buy - close < 0.5): total_old = total total = total_old * close / buy print buy, high_max, close, total_old, total, date, "win ++++++++++++++++++++++++++++++++++++++++++++++++++++++" flg_rise, flg_buy, = 0, 0 cnt_win += 1 else: print "else " flg_rise, flg_buy, = 0, 0 date_old, open_old, high_old, low_old, close_old = date, open, high, low, close print total, cnt_win, cnt_lost return total #print date, open, high, low, close ''' def plot_buy(code, open, high, low, close, close_old, date): global g_flg_rise, g_high_max, g_flg_buy, g_timer_day, g_price_buy global g_date_buy, g_date_buy_read, g_price_buy_read if (0 == g_flg_buy): rise = judge_rise(close_old) if (close == rise): g_flg_rise += 1 g_high_max = high else: if (2 < g_flg_rise): if (g_high_max <= high): g_high_max = high # print "read buy" else: g_flg_buy = 1 g_timer_day = 10 else: g_flg_rise = 0 # print g_flg_buy, g_timer_day else: if (0 >= g_timer_day): # print "g_timer_day die" g_flg_rise, g_flg_buy, = 0, 0 if (g_high_max < high): g_price_buy = g_high_max g_flg_rise, g_flg_buy, = 0, 0 g_date_buy = date # print "buy" return 1 g_timer_day -= 1 # print g_flg_buy, g_timer_day,"g_price_buy" return 0 def plot_buy2(code, open, high, low, close, close_old, date): global g_flg_rise, g_high_max, g_flg_buy, g_timer_day, g_price_buy global g_date_buy rise = judge_rise(close_old) if (close == rise): g_flg_rise += 1 g_high_max = high else: if (2 < g_flg_rise): if (g_high_max <= high): g_high_max = high g_price_buy = open + 0.1 g_flg_rise = 0 g_date_buy = date # print "buy" return 1 else: g_flg_rise = 0 return 0 def plot_sale(code, open, high, low, close, close_old, date): global g_high_max, g_cnt_win, g_cnt_lost, g_price_buy global g_total global g_date_buy, g_date_sale if (high == low): return 1 if (g_high_max <= high): g_high_max = high if (0.9 >= close / g_price_buy): total_old = g_total g_total = total_old * close / g_price_buy print g_price_buy, g_high_max, close, total_old, g_total, date, "lost----------------------------------------------------------" g_cnt_lost += 1 return 2 else: gain = g_price_buy / close if (1.3 > gain): line = 0.8 elif (1.2 > gain): line = 0.85 else: line = 0.9 if (line >= close / g_high_max or 1.05 > gain or 2 > close - g_price_buy): total_old = g_total g_total = total_old * close / g_price_buy print g_price_buy, g_high_max, close, total_old, g_total, date, "win ++++++++++++++++++++++++++++++++++++++++++++++++++++++" g_cnt_win += 1 # g_date_buy = "" g_date_sale = date return 2 return 1 def read_buy_rate(rate, date, close, g_high_max): global g_date_buy_read, g_price_buy_read if (rate + 0.1 > close / g_high_max): g_date_buy_read = date g_price_buy_read = g_high_max * rate def plot_buy3(code, open, high, low, close, close_old, date): global g_high_max, g_price_buy, g_date_buy, g_price_sale global g_date_buy_read, g_price_buy_read, g_price_sale_read #print "buy", date, g_price_buy return 1 return 0 def plot_sale3(code, open, high, low, close, close_old, date): global g_cnt_win, g_price_buy, g_price_sale, g_days_diff global g_total, g_list_days global g_date_buy, g_date_sale, g_price_sale_read rise = judge_rise(close_old) if (close == rise): return 1 code_clinch['high_max'] = float_2p(g_high_max) #print "----days", g_list_days g_list_days.append(code_clinch) g_date_buy = "00-00-00" g_price_buy = 0.00 g_days_diff += code_clinch['day_diff'] return 2 return 1 dict_g_buy_sale_plot = {"plot_buy": plot_buy, "plot_buy2": plot_buy2, "plot_sale": plot_sale, "plot_buy3": plot_buy3, "plot_sale3": plot_sale3} def calculate_g_buy_sale(code, open, high, low, close, close_old, date, symbol): return dict_g_buy_sale_plot.get(symbol)(code, open, high, low, close, close_old, date) def plot(code, quotes): global g_flg_rise, g_high_max, g_flg_buy, g_timer_day, g_cnt_win, g_cnt_lost, g_price_buy g_flg_rise, g_high_max, g_flg_buy, g_timer_day, g_cnt_win, g_cnt_lost, g_price_buy = 0, 0, 0, 0, 0, 0, 0 global g_total g_total = 100 global g_dict_total date_old, open_old, high_old, low_old, close_old = 0, 0, 0, 0, 0 flg_buy = 0 for q in quotes: date, open, high, low, close = q[0], float(q[1]), float(q[2]), float(q[3]), float(q[4]) # print flg_buy if (0 == flg_buy): flg_buy = calculate_g_buy_sale(code, open, high, low, close, close_old, date, "plot_buy3") elif (1 == flg_buy): flg_buy = calculate_g_buy_sale(code, open, high, low, close, close_old, date, "plot_sale3") if (2 == flg_buy): g_flg_rise, g_flg_buy, = 0, 0 flg_buy = 0 date_old, open_old, high_old, low_old, close_old = date, open, high, low, close print g_total, g_cnt_win, g_cnt_lost g_dict_total['total'] = float_2p(g_total) g_dict_total['cnt_win'] = g_cnt_win g_dict_total['cnt_lost'] = g_cnt_lost #print g_dict_total ,"--------------------------------------------" return g_dict_total def plot2(code, quotes): print "222" def plot3(code, quotes): global g_high_max, g_flg_buy, g_cnt_win, g_cnt_lost, g_price_buy, g_date_buy, price_sale_read g_high_max, g_flg_buy, g_cnt_win, g_cnt_lost, g_price_buy = 0, 0, 0, 0, 0 global g_total g_total = 100 global g_dict_total, g_list_days date_old, open_old, high_old, low_old, close_old = 0, 0, 0, 0, 0 flg_buy = 0 g_list_days = [] g_days_diff = 0 #print "---------------p3 enter----------------" for q in quotes: date, open, high, low, close = q[0], float(q[1]), float(q[2]), float(q[3]), float(q[4]) # print flg_buy if (0 == flg_buy): flg_buy = calculate_g_buy_sale(code, open, high, low, close, close_old, date, "plot_buy3") elif (1 == flg_buy): flg_buy = calculate_g_buy_sale(code, open, high, low, close, close_old, date, "plot_sale3") if (2 == flg_buy): flg_buy = 0 g_flg_buy = 0 date_old, open_old, high_old, low_old, close_old = date, open, high, low, close #print "---------------p3 bye----------------" print code, g_total, g_cnt_win, g_cnt_lost, g_date_buy, g_price_buy statistics = dict(code="",total=0, cnt_win=0, cnt_lost=0, days_diff=0, days_diff_ave=0, date_buy="", price_buy=0.00, date_sale="", price_sale=0.00, date_buy_read="", price_buy_read=0.00, close=0.00, rate=0.00, price_sale_read = 0.00, high_max=0.00) statistics['code'] = code statistics['total'] = float_2p(g_total) statistics['cnt_win'] = g_cnt_win statistics['cnt_lost'] = g_cnt_lost statistics['date_buy'] = g_date_buy statistics['price_buy'] = float_2p(g_price_buy) statistics['date_sale'] = g_date_sale statistics['price_sale'] = float_2p(g_price_sale) statistics['date_buy_read'] = g_date_buy_read statistics['price_buy_read'] = float_2p(g_price_buy_read) statistics['close'] = close_old statistics['rate'] = 1.0 if (0 < g_price_buy): statistics['rate'] = float_2p(close_old / g_price_buy) statistics['price_sale_read'] = float_2p(g_price_sale_read) statistics['high_max'] = g_high_max statistics['days_diff'] = g_days_diff statistics['days_diff_ave'] = 0 if (0 < g_cnt_win): statistics['days_diff_ave'] = g_days_diff / g_cnt_win #print g_list_days #print statistics ,"--------------------------------------------" return statistics, g_list_days calculateDict = {"plot": plot, "plot2": plot2, "plot3": plot3} def calculate(code, x, symbol): return calculateDict.get(symbol)(code, x)
class c_statistics(object): def __init__(self, code, total, cnt_win, cnt_lost, days_diff, days_diff_ave, date_buy, price_buy, date_sale, price_sale, date_buy_read, price_buy_read, close, rate1, price_sale_read, high_max): self.code = code self.total = total self.cnt_win = cnt_win self.cnt_lost = cnt_lost self.days_diff = days_diff self.days_diff_ave = days_diff_ave self.date_buy = date_buy self.price_buy = price_buy self.date_sale = date_sale self.price_sale = price_sale self.date_buy_read = date_buy_read self.price_buy_read = price_buy_read self.close = close self.rate = rate1 self.price_sale_read = price_sale_read self.high_max = high_max if (0 < g_price_buy): rate1 = float_2p(close_old / g_price_buy) else: rate1 = 1.0 if (0 < g_cnt_win): days_diff_ave = g_days_diff / g_cnt_win else: days_diff_ave = 0 statistics = c_statistics(code=code,total=float_2p(g_total), cnt_win=g_cnt_win, cnt_lost=g_cnt_lost, days_diff=g_days_diff, days_diff_ave=days_diff_ave, date_buy=g_date_buy, price_buy=float_2p(g_price_buy), date_sale=g_date_sale, price_sale=float_2p(g_price_sale), date_buy_read=g_date_buy_read, price_buy_read=float_2p(g_price_buy_read), close=close_old, rate1=rate1, price_sale_read = float_2p(g_price_sale_read), high_max=g_high_max) class c_clinch(object): def __init__(self, code, total, date_buy, price_buy, date_sale, price_sale, rate1, cnt_win, high_max): self.code = code self.total = total self.date_buy = date_buy self.price_buy = price_buy self.date_sale = date_sale self.price_sale = price_sale self.rate = rate1 self.cnt_win = cnt_win self.high_max = high_max
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