mns-scheduler 1.0.6.9__py3-none-any.whl → 1.0.7.1__py3-none-any.whl
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- mns_scheduler/concept/ths/update_concept_info/sync_one_symbol_all_concepts_api.py +4 -3
- mns_scheduler/k_line/clean/daily/__init__.py +7 -0
- mns_scheduler/k_line/clean/daily/daily_k_line_clean_common_service.py +434 -0
- mns_scheduler/k_line/clean/daily/daily_k_line_service.py +109 -0
- mns_scheduler/k_line/clean/k_line_info_clean_impl.py +7 -496
- mns_scheduler/k_line/clean/{k_line_info_clean_service.py → k_line_info_clean_task.py} +6 -1
- mns_scheduler/k_line/clean/week_month/__init__.py +7 -0
- mns_scheduler/k_line/clean/week_month/normal_week_month_k_line_service.py +117 -0
- mns_scheduler/k_line/clean/week_month/sub_new_week_month_k_line_service.py +47 -0
- mns_scheduler/k_line/hot_stocks/__init__.py +7 -0
- mns_scheduler/zz_task/data_sync_task.py +1 -1
- {mns_scheduler-1.0.6.9.dist-info → mns_scheduler-1.0.7.1.dist-info}/METADATA +1 -1
- {mns_scheduler-1.0.6.9.dist-info → mns_scheduler-1.0.7.1.dist-info}/RECORD +16 -9
- /mns_scheduler/k_line/{clean → hot_stocks}/recent_hot_stocks_clean_service.py +0 -0
- {mns_scheduler-1.0.6.9.dist-info → mns_scheduler-1.0.7.1.dist-info}/WHEEL +0 -0
- {mns_scheduler-1.0.6.9.dist-info → mns_scheduler-1.0.7.1.dist-info}/top_level.txt +0 -0
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@@ -38,8 +38,8 @@ def create_index():
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def sync_new_concept_to_ths_detail(symbol_add_new_concept_df, str_day, str_now_time):
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for new_concept_one in symbol_add_new_concept_df.itertuples():
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try:
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query = {'web_concept_code': int(
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web_concept_code = new_concept_one.concept_code
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query = {'web_concept_code': int(web_concept_code)}
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ths_concept_list = mongodb_util.find_query_data('ths_concept_list', query)
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if data_frame_util.is_empty(ths_concept_list):
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logger.error("无此同花顺概念:{}", new_concept_one.title)
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@@ -95,7 +95,8 @@ def update_symbol_new_concept(symbol_df, page_number):
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now_date = datetime.now()
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# 开盘交易前不同步 资源开销过大
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if date_handle_util.is_close_time(now_date):
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-
ths_concept_update_common_api.update_ths_concept_choose_reason(symbol_ths_concept_all_df,
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ths_concept_update_common_api.update_ths_concept_choose_reason(symbol_ths_concept_all_df,
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stock_one.symbol)
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str_day = now_date.strftime('%Y-%m-%d')
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str_now_date = now_date.strftime('%Y-%m-%d %H:%M:%S')
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@@ -0,0 +1,434 @@
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import sys
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import os
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file_path = os.path.abspath(__file__)
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end = file_path.index('mns') + 16
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project_path = file_path[0:end]
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sys.path.append(project_path)
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import pandas as pd
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import mns_common.component.k_line.patterns.k_line_patterns_service_api as k_line_patterns_service
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# 计算五日线之和交易天数最小值
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MIN_DEAL_DAYS = 6
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# 初始化数据
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def init_day_line_data(k_line_info, stock_qfq_daily):
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daily_num = stock_qfq_daily.shape[0]
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if daily_num == 0:
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k_line_info['max_chg_daily01'] = 0
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k_line_info['daily01'] = 0
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k_line_info['daily02'] = 0
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k_line_info['daily03'] = 0
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k_line_info['daily04'] = 0
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k_line_info['daily05'] = 0
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elif daily_num == 1:
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k_line_info['max_chg_daily01'] = stock_qfq_daily.iloc[0].max_chg
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k_line_info['daily01'] = stock_qfq_daily.iloc[0].chg
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k_line_info['daily02'] = 0
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k_line_info['daily03'] = 0
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k_line_info['daily04'] = 0
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k_line_info['daily05'] = 0
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elif daily_num == 2:
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k_line_info['max_chg_daily01'] = stock_qfq_daily.iloc[0].max_chg
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k_line_info['daily01'] = stock_qfq_daily.iloc[0].chg
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k_line_info['daily02'] = stock_qfq_daily.iloc[1].chg
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k_line_info['daily03'] = 0
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k_line_info['daily04'] = 0
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k_line_info['daily05'] = 0
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elif daily_num == 3:
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k_line_info['max_chg_daily01'] = stock_qfq_daily.iloc[0].max_chg
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k_line_info['daily01'] = stock_qfq_daily.iloc[0].chg
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k_line_info['daily02'] = stock_qfq_daily.iloc[1].chg
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k_line_info['daily03'] = stock_qfq_daily.iloc[2].chg
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k_line_info['daily04'] = 0
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k_line_info['daily05'] = 0
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elif daily_num == 4:
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k_line_info['max_chg_daily01'] = stock_qfq_daily.iloc[0].max_chg
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k_line_info['daily01'] = stock_qfq_daily.iloc[0].chg
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k_line_info['daily02'] = stock_qfq_daily.iloc[1].chg
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k_line_info['daily03'] = stock_qfq_daily.iloc[2].chg
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k_line_info['daily04'] = stock_qfq_daily.iloc[3].chg
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k_line_info['daily05'] = 0
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elif daily_num >= 5:
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k_line_info['max_chg_daily01'] = stock_qfq_daily.iloc[0].max_chg
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k_line_info['daily01'] = stock_qfq_daily.iloc[0].chg
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k_line_info['daily02'] = stock_qfq_daily.iloc[1].chg
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k_line_info['daily03'] = stock_qfq_daily.iloc[2].chg
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k_line_info['daily04'] = stock_qfq_daily.iloc[3].chg
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k_line_info['daily05'] = stock_qfq_daily.iloc[4].chg
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k_line_info.loc[:, 'exclude'] = False
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# 30日最大涨幅
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k_line_info.loc[:, 'amount_level_last'] = 0
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k_line_info.loc[:, 'exchange_last'] = 0
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k_line_info.loc[:, 'exchange_mean_last'] = 0
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k_line_info.loc[:, 'exchange_mean_last_02'] = 0
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k_line_info.loc[:, 'exchange_difference_last'] = 0
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k_line_info.loc[:, 'exchange_chg_percent_last'] = 0
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k_line_info.loc[:, 'pct_chg_mean_last'] = 0
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k_line_info.loc[:, 'pct_chg_difference_last'] = 0
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k_line_info.loc[:, 'close_difference_five_last'] = 0
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k_line_info.loc[:, 'close_difference_ten_last'] = 0
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k_line_info.loc[:, 'close_difference_twenty_last'] = 0
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k_line_info.loc[:, 'close_difference_thirty_last'] = 0
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k_line_info.loc[:, 'close_difference_sixty_last'] = 0
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k_line_info.loc[:, 'pct_chg_last'] = 0
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k_line_info.loc[:, 'max_chg_last'] = 0
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k_line_info.loc[:, 'chg_last'] = 0
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k_line_info.loc[:, 'close_last'] = 0
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k_line_info.loc[:, 'high_last'] = 0
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k_line_info.loc[:, 'low_last'] = 0
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k_line_info.loc[:, 'avg_five_last'] = 0
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k_line_info.loc[:, 'avg_ten_last'] = 0
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k_line_info.loc[:, 'avg_twenty_last'] = 0
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k_line_info.loc[:, 'avg_thirty_last'] = 0
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k_line_info.loc[:, 'avg_sixty_last'] = 0
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k_line_info.loc[:, 'std_amount_ten'] = 0
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k_line_info.loc[:, 'mean_amount_ten'] = 0
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k_line_info.loc[:, 'std_amount_thirty'] = 0
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k_line_info.loc[:, 'mean_amount_thirty'] = 0
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k_line_info.loc[:, 'std_amount_sixty'] = 0
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k_line_info.loc[:, 'mean_amount_sixty'] = 0
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k_line_info.loc[:, 'sum_five_chg'] = 0
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k_line_info.loc[:, 'open_chg_last'] = 0
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k_line_info.loc[:, 'before_close'] = 0
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k_line_info.loc[:, 'diff_max_chg_from_open_last'] = 0
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k_line_info.loc[:, 'diff_max_chg_from_close_last'] = 0
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k_line_info.loc[:, 'diff_close_from_open_last'] = 0
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return k_line_info
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# 计算30天最大涨幅
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def calculate_30_day_max_chg(stock_qfq_daily, k_line_info):
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# 取30天的交易k线
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stock_qfq_daily_30 = stock_qfq_daily.iloc[0:29]
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deal_days = stock_qfq_daily_30.shape[0]
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if deal_days < 30:
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stock_qfq_daily_30 = stock_qfq_daily_30[0: deal_days - 1]
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if deal_days == 0:
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return k_line_info
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stock_qfq_daily_30['date_time'] = pd.to_datetime(stock_qfq_daily_30['date'])
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# 找出最高点和最低点的行
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max_row = stock_qfq_daily_30[stock_qfq_daily_30['high'] == stock_qfq_daily_30['high'].max()]
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min_row = stock_qfq_daily_30[stock_qfq_daily_30['low'] == stock_qfq_daily_30['low'].min()]
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# 获取最高点和最低点的值以及对应的日期
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max_high = max_row['high'].values[0]
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min_low = min_row['low'].values[0]
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date_of_max_high = max_row['date_time'].values[0]
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date_of_min_low = min_row['date_time'].values[0]
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max_chg_30 = round((max_high - min_low) * 100 / min_low, 2)
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if date_of_max_high < date_of_min_low:
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max_chg_30 = -max_chg_30
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k_line_info['max_chg_30'] = max_chg_30
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return k_line_info
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# 计算换手平均值 k线 5 10 20 30 60均线
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def calculate_exchange_and_k_line_avg_param(stock_qfq_daily):
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stock_qfq_daily = stock_qfq_daily.sort_values(by=['date'], ascending=True)
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# 计算每个日期前10天的换手均值
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stock_qfq_daily['exchange_mean'] = round(
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stock_qfq_daily['exchange'].rolling(window=10, min_periods=1).mean(), 2)
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# stock_qfq_daily['exchange_mean_ewm'] = round(
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# stock_qfq_daily['exchange'].ewm(span=10).mean(), 2)
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stock_qfq_daily['exchange_mean_yesterday'] = stock_qfq_daily['exchange_mean']
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# 昨日平均值 向当前移位
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stock_qfq_daily['exchange_mean_yesterday'] = stock_qfq_daily['exchange_mean_yesterday'].shift(1)
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# 今天换手相对于[昨日平均十日换手]的差值
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stock_qfq_daily['exchange_difference'] = round(
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stock_qfq_daily['exchange'] - stock_qfq_daily['exchange_mean_yesterday'], 2)
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# 今天换手相对于[昨日平均十日换手]的倍数
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stock_qfq_daily['exchange_chg_percent'] = round(
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stock_qfq_daily['exchange'] / stock_qfq_daily['exchange_mean_yesterday'], 2)
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# pct_chg
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# 计算每个日期的前10天的均值
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stock_qfq_daily['pct_chg_mean'] = round(stock_qfq_daily['pct_chg'].rolling(window=10, min_periods=1).mean(),
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stock_qfq_daily['pct_chg_mean_yesterday'] = stock_qfq_daily['pct_chg_mean']
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stock_qfq_daily['pct_chg_mean_yesterday'] = stock_qfq_daily['pct_chg_mean_yesterday'].shift(1)
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stock_qfq_daily['pct_chg_difference'] = round(
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stock_qfq_daily['pct_chg'] - stock_qfq_daily['pct_chg_mean_yesterday'],
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# 计算五日均线
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stock_qfq_daily['avg_five'] = round(stock_qfq_daily['close'].rolling(window=5, min_periods=1).mean(),
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# 计算十日均线
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stock_qfq_daily['avg_ten'] = round(stock_qfq_daily['close'].rolling(window=10, min_periods=1).mean(),
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# 计算二十日均线
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stock_qfq_daily['avg_twenty'] = round(stock_qfq_daily['close'].rolling(window=20, min_periods=1).mean(),
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# 计算三十日均线
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stock_qfq_daily['avg_thirty'] = round(stock_qfq_daily['close'].rolling(window=30, min_periods=1).mean(),
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# 计算六十日均线
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stock_qfq_daily['avg_sixty'] = round(stock_qfq_daily['close'].rolling(window=60, min_periods=1).mean(),
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2)
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# 收盘价格与均线差值
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stock_qfq_daily['close_difference_five'] = round(
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100 * (stock_qfq_daily['close'] - stock_qfq_daily['avg_five']) / stock_qfq_daily['close'],
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2)
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stock_qfq_daily['close_difference_ten'] = round(
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100 * (stock_qfq_daily['close'] - stock_qfq_daily['avg_ten']) / stock_qfq_daily['close'],
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2)
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stock_qfq_daily['close_difference_twenty'] = round(
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100 * (stock_qfq_daily['close'] - stock_qfq_daily['avg_twenty']) / stock_qfq_daily['close'],
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stock_qfq_daily['close_difference_thirty'] = round(
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100 * (stock_qfq_daily['close'] - stock_qfq_daily['avg_thirty']) / stock_qfq_daily['close'],
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2)
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214
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+
stock_qfq_daily['close_difference_sixty'] = round(
|
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215
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100 * (stock_qfq_daily['close'] - stock_qfq_daily['avg_sixty']) / stock_qfq_daily['close'],
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2)
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+
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stock_qfq_daily = stock_qfq_daily[[
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"symbol",
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"name",
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"industry",
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"chg",
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"max_chg",
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"pct_chg",
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"pct_chg_mean",
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"exchange",
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"exchange_mean",
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"exchange_mean_yesterday",
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"exchange_difference",
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'exchange_chg_percent',
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231
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"pct_chg_mean_yesterday",
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"pct_chg_difference",
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"close_difference_five",
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"close_difference_ten",
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"close_difference_twenty",
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"close_difference_thirty",
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"close_difference_sixty",
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238
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"amount_level",
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"flow_mv",
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240
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"flow_mv_sp",
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241
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"volume",
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"amount",
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"change",
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"last_price",
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"open",
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"close",
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"high",
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"low",
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"avg_five",
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"avg_ten",
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"avg_twenty",
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'avg_thirty',
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'avg_sixty',
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"classification",
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"_id",
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"date"
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]]
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stock_qfq_daily = stock_qfq_daily.sort_values(by=['date'], ascending=False)
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stock_qfq_daily = stock_qfq_daily.fillna(0)
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+
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return stock_qfq_daily
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262
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263
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+
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264
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+
# 设置当天k线形态 下一个交易日判断当前交易日k线形态
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265
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+
def set_k_line_patterns(stock_qfq_daily_one):
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266
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open = list(stock_qfq_daily_one['open'])[0]
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267
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close = list(stock_qfq_daily_one['close'])[0]
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268
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high = list(stock_qfq_daily_one['high'])[0]
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269
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low = list(stock_qfq_daily_one['low'])[0]
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270
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max_chg = list(stock_qfq_daily_one['max_chg'])[0]
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271
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chg = list(stock_qfq_daily_one['chg'])[0]
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272
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+
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273
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k_line_pattern = k_line_patterns_service.k_line_patterns_classify(open, close, high, low, max_chg, chg)
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274
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stock_qfq_daily_one.loc[:, 'k_line_pattern'] = k_line_pattern.value
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+
return stock_qfq_daily_one
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276
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+
|
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277
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+
|
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278
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+
# 设置历史k线列表
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279
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+
def set_history_list(stock_qfq_daily_one, stock_qfq_daily):
|
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280
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+
stock_qfq_daily = stock_qfq_daily[[
|
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281
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+
"date",
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282
|
+
"exchange",
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283
|
+
"exchange_mean",
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284
|
+
"exchange_mean_yesterday",
|
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285
|
+
"exchange_difference",
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286
|
+
"exchange_chg_percent",
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287
|
+
"pct_chg_mean_yesterday",
|
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288
|
+
"pct_chg_difference",
|
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289
|
+
"pct_chg",
|
|
290
|
+
"pct_chg_mean",
|
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291
|
+
"max_chg",
|
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292
|
+
"chg",
|
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293
|
+
"amount_level",
|
|
294
|
+
"close_difference_five",
|
|
295
|
+
"close_difference_ten",
|
|
296
|
+
"close_difference_twenty",
|
|
297
|
+
"close_difference_thirty",
|
|
298
|
+
'open',
|
|
299
|
+
'close',
|
|
300
|
+
'high',
|
|
301
|
+
'low'
|
|
302
|
+
]]
|
|
303
|
+
# 删除index 转str
|
|
304
|
+
stock_qfq_daily_one.loc[:, 'history_data'] = stock_qfq_daily.to_string(index=False)
|
|
305
|
+
|
|
306
|
+
daily_num = stock_qfq_daily.shape[0]
|
|
307
|
+
std_amount_ten = 0
|
|
308
|
+
mean_amount_ten = 0
|
|
309
|
+
std_amount_thirty = 0
|
|
310
|
+
mean_amount_thirty = 0
|
|
311
|
+
std_amount_sixty = 0
|
|
312
|
+
mean_amount_sixty = 0
|
|
313
|
+
|
|
314
|
+
if daily_num >= 10:
|
|
315
|
+
stock_qfq_daily_ten = stock_qfq_daily.iloc[0:10]
|
|
316
|
+
# 计算 10日 amount 的标准差
|
|
317
|
+
std_amount_ten = round(stock_qfq_daily_ten['amount_level'].std(), 2)
|
|
318
|
+
# 计算 10日amount 的平均值
|
|
319
|
+
mean_amount_ten = round(stock_qfq_daily_ten['amount_level'].mean(), 2)
|
|
320
|
+
|
|
321
|
+
if daily_num >= 30:
|
|
322
|
+
stock_qfq_daily_thirty = stock_qfq_daily.iloc[0:30]
|
|
323
|
+
# 计算 amount 的标准差
|
|
324
|
+
std_amount_thirty = round(stock_qfq_daily_thirty['amount_level'].std(), 2)
|
|
325
|
+
# 计算 amount 的平均值
|
|
326
|
+
mean_amount_thirty = round(stock_qfq_daily_thirty['amount_level'].mean(), 2)
|
|
327
|
+
if daily_num >= 60:
|
|
328
|
+
std_amount_sixty = round(stock_qfq_daily['amount_level'].std(), 2)
|
|
329
|
+
# 计算 amount 的平均值
|
|
330
|
+
mean_amount_sixty = round(stock_qfq_daily['amount_level'].mean(), 2)
|
|
331
|
+
|
|
332
|
+
# text = list(stock_qfq_daily_one['history_data'])[0]
|
|
333
|
+
# history_data_df = pd.read_csv(StringIO(text), delim_whitespace=True)
|
|
334
|
+
|
|
335
|
+
stock_qfq_daily_one.loc[:, 'std_amount_ten'] = std_amount_ten
|
|
336
|
+
stock_qfq_daily_one.loc[:, 'mean_amount_ten'] = mean_amount_ten
|
|
337
|
+
stock_qfq_daily_one.loc[:, 'std_amount_thirty'] = std_amount_thirty
|
|
338
|
+
stock_qfq_daily_one.loc[:, 'mean_amount_thirty'] = mean_amount_thirty
|
|
339
|
+
stock_qfq_daily_one.loc[:, 'std_amount_sixty'] = std_amount_sixty
|
|
340
|
+
stock_qfq_daily_one.loc[:, 'mean_amount_sixty'] = mean_amount_sixty
|
|
341
|
+
|
|
342
|
+
return stock_qfq_daily_one
|
|
343
|
+
|
|
344
|
+
|
|
345
|
+
# 修改字段名称
|
|
346
|
+
def k_line_field_fix_name(k_line_info, stock_qfq_daily_one):
|
|
347
|
+
k_line_info['classification'] = stock_qfq_daily_one['classification']
|
|
348
|
+
k_line_info['amount_level_last'] = stock_qfq_daily_one['amount_level']
|
|
349
|
+
k_line_info['name'] = stock_qfq_daily_one['name']
|
|
350
|
+
k_line_info['exchange_last'] = stock_qfq_daily_one['exchange']
|
|
351
|
+
k_line_info['exchange_mean_last'] = stock_qfq_daily_one['exchange_mean']
|
|
352
|
+
k_line_info['exchange_mean_last_02'] = stock_qfq_daily_one['exchange_mean_yesterday']
|
|
353
|
+
k_line_info['exchange_difference_last'] = stock_qfq_daily_one['exchange_difference']
|
|
354
|
+
k_line_info['exchange_chg_percent_last'] = stock_qfq_daily_one['exchange_chg_percent']
|
|
355
|
+
k_line_info['pct_chg_mean_last'] = stock_qfq_daily_one['pct_chg_mean_yesterday']
|
|
356
|
+
k_line_info['pct_chg_difference_last'] = stock_qfq_daily_one['pct_chg_difference']
|
|
357
|
+
|
|
358
|
+
k_line_info['close_difference_five_last'] = stock_qfq_daily_one['close_difference_five']
|
|
359
|
+
k_line_info['close_difference_ten_last'] = stock_qfq_daily_one['close_difference_ten']
|
|
360
|
+
k_line_info['close_difference_twenty_last'] = stock_qfq_daily_one['close_difference_twenty']
|
|
361
|
+
k_line_info['close_difference_thirty_last'] = stock_qfq_daily_one['close_difference_thirty']
|
|
362
|
+
k_line_info['close_difference_sixty_last'] = stock_qfq_daily_one['close_difference_sixty']
|
|
363
|
+
|
|
364
|
+
k_line_info['pct_chg_last'] = stock_qfq_daily_one['pct_chg']
|
|
365
|
+
k_line_info['pct_chg_mean_last'] = stock_qfq_daily_one['pct_chg_mean']
|
|
366
|
+
k_line_info['max_chg_last'] = stock_qfq_daily_one['max_chg']
|
|
367
|
+
k_line_info['chg_last'] = stock_qfq_daily_one['chg']
|
|
368
|
+
k_line_info['open_last'] = stock_qfq_daily_one['open']
|
|
369
|
+
k_line_info['close_last'] = stock_qfq_daily_one['close']
|
|
370
|
+
k_line_info['high_last'] = stock_qfq_daily_one['high']
|
|
371
|
+
k_line_info['low_last'] = stock_qfq_daily_one['low']
|
|
372
|
+
k_line_info['avg_five_last'] = stock_qfq_daily_one['avg_five']
|
|
373
|
+
k_line_info['avg_ten_last'] = stock_qfq_daily_one['avg_ten']
|
|
374
|
+
k_line_info['avg_twenty_last'] = stock_qfq_daily_one['avg_twenty']
|
|
375
|
+
k_line_info['avg_thirty_last'] = stock_qfq_daily_one['avg_thirty']
|
|
376
|
+
k_line_info['avg_sixty_last'] = stock_qfq_daily_one['avg_sixty']
|
|
377
|
+
|
|
378
|
+
k_line_info['std_amount_ten'] = stock_qfq_daily_one['std_amount_ten']
|
|
379
|
+
k_line_info['mean_amount_ten'] = stock_qfq_daily_one['mean_amount_ten']
|
|
380
|
+
k_line_info['std_amount_thirty'] = stock_qfq_daily_one['std_amount_thirty']
|
|
381
|
+
k_line_info['mean_amount_thirty'] = stock_qfq_daily_one['mean_amount_thirty']
|
|
382
|
+
k_line_info['std_amount_sixty'] = stock_qfq_daily_one['std_amount_sixty']
|
|
383
|
+
k_line_info['mean_amount_sixty'] = stock_qfq_daily_one['mean_amount_sixty']
|
|
384
|
+
k_line_info['k_line_pattern'] = stock_qfq_daily_one['k_line_pattern']
|
|
385
|
+
k_line_info['history_data'] = stock_qfq_daily_one['history_data']
|
|
386
|
+
|
|
387
|
+
return k_line_info
|
|
388
|
+
|
|
389
|
+
|
|
390
|
+
# 设置五日k线和
|
|
391
|
+
def set_sum_five_chg(k_line_info, deal_days):
|
|
392
|
+
k_line_info.loc[:, 'deal_days'] = deal_days
|
|
393
|
+
# 排除上市第一天的k线
|
|
394
|
+
k_line_info.loc[k_line_info['deal_days'] >= MIN_DEAL_DAYS, 'sum_five_chg'] = k_line_info['daily01'] \
|
|
395
|
+
+ k_line_info['daily02'] \
|
|
396
|
+
+ k_line_info['daily03'] \
|
|
397
|
+
+ k_line_info['daily04'] \
|
|
398
|
+
+ k_line_info['daily05']
|
|
399
|
+
k_line_info.loc[k_line_info['deal_days'] < MIN_DEAL_DAYS, 'sum_five_chg'] = 0
|
|
400
|
+
|
|
401
|
+
return k_line_info
|
|
402
|
+
|
|
403
|
+
|
|
404
|
+
# 计算当前交易日开盘时的涨幅
|
|
405
|
+
def calculate_open_chg(stock_qfq_daily, k_line_info):
|
|
406
|
+
# 新股
|
|
407
|
+
if stock_qfq_daily.shape[0] == 1:
|
|
408
|
+
k_line_info['open_chg_last'] = k_line_info['daily01']
|
|
409
|
+
else:
|
|
410
|
+
# 获取前一个交易日的收盘价格
|
|
411
|
+
k_line_info['before_close'] = round(
|
|
412
|
+
k_line_info['close_last'] / (1 + k_line_info['daily01'] * 0.01), 2)
|
|
413
|
+
k_line_info['open_chg_last'] = round((k_line_info['open_last'] / k_line_info['before_close'] - 1) * 100, 2)
|
|
414
|
+
return k_line_info
|
|
415
|
+
|
|
416
|
+
|
|
417
|
+
# 计算涨幅差值
|
|
418
|
+
# 昨日最高点到开盘涨幅差值
|
|
419
|
+
# 昨日最高点到当日收盘涨幅之间的差值
|
|
420
|
+
# 昨日收盘到当日开盘涨幅之间的差值
|
|
421
|
+
def calculate_chg_diff_value(result):
|
|
422
|
+
# 昨日最高点到开盘涨幅差值
|
|
423
|
+
result['diff_max_chg_from_open_last'] = round(
|
|
424
|
+
result['max_chg_last'] - result['open_chg_last'], 2)
|
|
425
|
+
|
|
426
|
+
# 昨日最高点到当日收盘涨幅之间的差值
|
|
427
|
+
result['diff_max_chg_from_close_last'] = round(
|
|
428
|
+
result['max_chg_last'] - result['chg_last'], 2)
|
|
429
|
+
|
|
430
|
+
# 昨日最高点到当日收盘涨幅之间的差值
|
|
431
|
+
result['diff_close_from_open_last'] = round(
|
|
432
|
+
result['chg_last'] - result['open_chg_last'], 2)
|
|
433
|
+
|
|
434
|
+
return result
|
|
@@ -0,0 +1,109 @@
|
|
|
1
|
+
import sys
|
|
2
|
+
import os
|
|
3
|
+
|
|
4
|
+
file_path = os.path.abspath(__file__)
|
|
5
|
+
end = file_path.index('mns') + 16
|
|
6
|
+
project_path = file_path[0:end]
|
|
7
|
+
sys.path.append(project_path)
|
|
8
|
+
from mns_common.db.MongodbUtil import MongodbUtil
|
|
9
|
+
import mns_common.utils.date_handle_util as date_handle_util
|
|
10
|
+
import mns_scheduler.k_line.hot_stocks.recent_hot_stocks_clean_service as recent_hot_stocks_clean_service
|
|
11
|
+
import mns_scheduler.k_line.clean.daily.daily_k_line_clean_common_service as daily_k_line_clean_common_service
|
|
12
|
+
from mns_common.component.classify.symbol_classify_param import stock_type_classify_param
|
|
13
|
+
|
|
14
|
+
mongodb_util = MongodbUtil('27017')
|
|
15
|
+
# 普通股日线查询数据 60
|
|
16
|
+
NORMAL_DAILY_K_LINE_NUMBER = 60
|
|
17
|
+
|
|
18
|
+
|
|
19
|
+
def handle_day_line(k_line_info, str_day, symbol, deal_days):
|
|
20
|
+
sub_stock_new_max_deal_days = stock_type_classify_param['sub_stock_new_max_deal_days']
|
|
21
|
+
if deal_days > sub_stock_new_max_deal_days:
|
|
22
|
+
return handle_day_line_normal(k_line_info, str_day, symbol, deal_days)
|
|
23
|
+
|
|
24
|
+
else:
|
|
25
|
+
# 交易日小于100天的
|
|
26
|
+
return handle_day_line_sub_new(k_line_info, str_day, symbol, deal_days)
|
|
27
|
+
|
|
28
|
+
# 处理日线
|
|
29
|
+
|
|
30
|
+
|
|
31
|
+
def handle_day_line_sub_new(k_line_info, str_day, symbol, deal_days):
|
|
32
|
+
k_line_info['deal_days'] = deal_days
|
|
33
|
+
query = {"symbol": symbol, 'date': {"$lt": date_handle_util.no_slash_date(str_day)}}
|
|
34
|
+
stock_qfq_daily = mongodb_util.descend_query(query, 'stock_qfq_daily', 'date', deal_days)
|
|
35
|
+
# 初始化数据
|
|
36
|
+
k_line_info = daily_k_line_clean_common_service.init_day_line_data(k_line_info, stock_qfq_daily)
|
|
37
|
+
if stock_qfq_daily.shape[0] == 0:
|
|
38
|
+
return k_line_info
|
|
39
|
+
|
|
40
|
+
# 当前交易日k线信息
|
|
41
|
+
stock_qfq_daily_one = stock_qfq_daily.iloc[0:1]
|
|
42
|
+
# 设置当天k线形态 下一个交易日判断当前交易日k线形态
|
|
43
|
+
stock_qfq_daily_one = daily_k_line_clean_common_service.set_k_line_patterns(stock_qfq_daily_one.copy())
|
|
44
|
+
# 设置历史k线列表
|
|
45
|
+
stock_qfq_daily_one = daily_k_line_clean_common_service.set_history_list(stock_qfq_daily_one.copy(),
|
|
46
|
+
stock_qfq_daily.copy())
|
|
47
|
+
# 修改字段名称
|
|
48
|
+
k_line_info = daily_k_line_clean_common_service.k_line_field_fix_name(k_line_info.copy(),
|
|
49
|
+
stock_qfq_daily_one.copy())
|
|
50
|
+
if stock_qfq_daily.shape[0] == 1:
|
|
51
|
+
# 上市第二天的股票
|
|
52
|
+
return k_line_info
|
|
53
|
+
# 排除上市第一天的股票
|
|
54
|
+
stock_qfq_daily = stock_qfq_daily.iloc[0:deal_days - 1]
|
|
55
|
+
# 计算换手平均值 k线 5 10 20 30 60均线
|
|
56
|
+
stock_qfq_daily = daily_k_line_clean_common_service.calculate_exchange_and_k_line_avg_param(stock_qfq_daily)
|
|
57
|
+
# 设置五日k线和
|
|
58
|
+
k_line_info = daily_k_line_clean_common_service.set_sum_five_chg(k_line_info, deal_days)
|
|
59
|
+
# 计算当前交易日开盘时的涨幅
|
|
60
|
+
k_line_info = daily_k_line_clean_common_service.calculate_open_chg(stock_qfq_daily, k_line_info)
|
|
61
|
+
# 计算 昨日最高点到开盘涨幅差值 and # 昨日最高点到当日收盘涨幅之间的差值 and # 昨日收盘到当日开盘涨幅之间的差值
|
|
62
|
+
k_line_info = daily_k_line_clean_common_service.calculate_chg_diff_value(k_line_info)
|
|
63
|
+
# 排除最近有三板以上的股票 todo
|
|
64
|
+
# 计算最近热门大涨的股票
|
|
65
|
+
recent_hot_stocks_clean_service.calculate_recent_hot_stocks(stock_qfq_daily, symbol, str_day)
|
|
66
|
+
return k_line_info
|
|
67
|
+
|
|
68
|
+
|
|
69
|
+
def handle_day_line_normal(k_line_info, str_day, symbol, deal_days):
|
|
70
|
+
# 取五天刚好包含一周 todo 选择60天的历史记录
|
|
71
|
+
|
|
72
|
+
query = {"symbol": symbol, 'date': {"$lt": date_handle_util.no_slash_date(str_day)}}
|
|
73
|
+
stock_qfq_daily = mongodb_util.descend_query(query, 'stock_qfq_daily', 'date', NORMAL_DAILY_K_LINE_NUMBER)
|
|
74
|
+
if stock_qfq_daily.shape[0] == 0:
|
|
75
|
+
return k_line_info
|
|
76
|
+
# 初始化数据
|
|
77
|
+
k_line_info = daily_k_line_clean_common_service.init_day_line_data(k_line_info, stock_qfq_daily)
|
|
78
|
+
# 计算30天最大涨幅
|
|
79
|
+
k_line_info = daily_k_line_clean_common_service.calculate_30_day_max_chg(stock_qfq_daily, k_line_info)
|
|
80
|
+
# 计算换手平均值 k线 5 10 20 30 60均线
|
|
81
|
+
stock_qfq_daily = daily_k_line_clean_common_service.calculate_exchange_and_k_line_avg_param(stock_qfq_daily)
|
|
82
|
+
# 当前交易日k线信息
|
|
83
|
+
stock_qfq_daily_one = stock_qfq_daily.iloc[0:1]
|
|
84
|
+
# 设置当天k线形态 下一个交易日判断当前交易日k线形态
|
|
85
|
+
stock_qfq_daily_one = daily_k_line_clean_common_service.set_k_line_patterns(stock_qfq_daily_one.copy())
|
|
86
|
+
# 设置历史k线列表
|
|
87
|
+
stock_qfq_daily_one = daily_k_line_clean_common_service.set_history_list(stock_qfq_daily_one.copy(),
|
|
88
|
+
stock_qfq_daily.copy())
|
|
89
|
+
# 修改字段名称
|
|
90
|
+
k_line_info = daily_k_line_clean_common_service.k_line_field_fix_name(k_line_info.copy(),
|
|
91
|
+
stock_qfq_daily_one.copy())
|
|
92
|
+
# 设置五日k线和
|
|
93
|
+
k_line_info = daily_k_line_clean_common_service.set_sum_five_chg(k_line_info, deal_days)
|
|
94
|
+
# 计算当前交易日开盘时的涨幅
|
|
95
|
+
k_line_info = daily_k_line_clean_common_service.calculate_open_chg(stock_qfq_daily, k_line_info)
|
|
96
|
+
# 计算 昨日最高点到开盘涨幅差值 and # 昨日最高点到当日收盘涨幅之间的差值 and # 昨日收盘到当日开盘涨幅之间的差值
|
|
97
|
+
k_line_info = daily_k_line_clean_common_service.calculate_chg_diff_value(k_line_info)
|
|
98
|
+
|
|
99
|
+
# 排除最近有三板以上的股票 todo
|
|
100
|
+
# 计算最近热门大涨的股票
|
|
101
|
+
recent_hot_stocks_clean_service.calculate_recent_hot_stocks(stock_qfq_daily, symbol, str_day)
|
|
102
|
+
|
|
103
|
+
return k_line_info
|
|
104
|
+
|
|
105
|
+
# if __name__ == '__main__':
|
|
106
|
+
# query1 = {"symbol": '301596', 'date': {"$lte": date_handle_util.no_slash_date('2024-05-31')}}
|
|
107
|
+
# stock_qfq_daily_301596 = mongodb_util.descend_query(query1, 'stock_qfq_daily', 'date', 15)
|
|
108
|
+
# stock_qfq_daily_301596.shape[0]
|
|
109
|
+
# stock_qfq_daily1 = stock_qfq_daily_301596.iloc[0:14]
|