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147 lines
5.5 KiB
147 lines
5.5 KiB
1 year ago
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import sys
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import json
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import pandas as pd
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from collections import deque
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import copy
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import numpy as np
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import os
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from tqdm import tqdm
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class ZljcRaisePoint(object):
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def __init__(self, judge_days=3, limit_a=[1], after_days=[3,4,5,6,7]):
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const_path = sys.path[0].replace("\\analyze_data\\zljc", "")
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f = open(const_path + "\\const.json", "r", encoding="utf8")
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self.consts = json.loads(f.read())
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self.zljc_path = self.consts['path']['result']['zljc']
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self.judge_days = judge_days # 计算回归拟合的天数
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self.res = {}
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self.limit_a = limit_a
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self.after_days = after_days
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self.k_arr = []
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def one(self, code):
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try:
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df = pd.read_csv("%s%s.csv" %(self.zljc_path, code) , encoding="gbk")
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except:
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print("ERROR OPEN %s" % code)
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return
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jcs = deque([])
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jcm = deque([])
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jcl = deque([])
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self.k_arr = []
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for index,row in df[::-1].iterrows():
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if row['日期'] < '2014-01-01':continue
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jcs.append(row["JCS"])
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jcm.append(row["JCM"])
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jcl.append(row["JCL"])
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if (len(jcs) < self.judge_days):
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continue
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# 1. 最后一天的 `JCS > JCM and JCS > JCL`
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if (jcs[-1] < jcm[-1] or jcs[-1] < jcl[-1]):
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jcs.popleft()
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jcm.popleft()
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jcl.popleft()
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continue
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if (jcs[-1]-max(jcm[-1], jcl[-1])) < 2 * abs(jcm[-1] - jcl[-1]):
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jcs.popleft()
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jcm.popleft()
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jcl.popleft()
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continue
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# 2. 前一日之前的所有 `JCS` 必须在 `JCM` 或 `JCL` 下方 ********
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# 2. 前一日之前的所有 `JCS` 不得远大于 `JCM` 或 `JCL`
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flag = True
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for i in range(self.judge_days - 2):
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# if jcs[i] > jcm[i] or jcs[i] > jcl[i]:
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if (jcs[i]-max(jcm[i], jcl[i])) > 2 * abs(jcm[i] - jcl[i]):
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flag = False
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if not flag:
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jcs.popleft()
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jcm.popleft()
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jcl.popleft()
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continue
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# 3. 第二日趋势为上升
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for a in self.limit_a:
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# 检查是否满足条件
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if self.is_raise(jcs, a):
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# 验证 n 天后是否价格上涨
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for day in self.after_days:
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if index - day < 0: continue
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# print(code, ":", row['日期'])
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self.update_res(a,day,code, row['日期'], df.loc[index-day, "收盘价"] > row['收盘价'])
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# print(self.res)
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# print(self.res)
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def all(self):
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filelist = os.listdir(self.zljc_path)
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for i in tqdm(range(len(filelist))):
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self.one(filelist[i][0:6])
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f = open("%s\\zljc_day_a.json" % sys.path[0], "w", encoding="utf-8")
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f.write(json.dumps(self.res, ensure_ascii=False))
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f.close()
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def is_raise(self, arr, limit_a, type=1):
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if type == 2:
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x = np.array(list(range(len(arr))))
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y = np.array(arr)
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line = np.polyfit(x,y,deg=2)
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return (line[0] > 0 and line[0] >= limit_a) and (-1 * line[1] / (2*line[0]) <= 0)
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if type == 1:
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x = np.array(list(range(len(arr))))
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y = np.array(arr)
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line = np.polyfit(x, y, deg=1)
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self.k_arr.append(line[0])
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if len(self.k_arr) < 2: return False
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return self.k_arr[-1]>0 and self.k_arr[-1] / self.k_arr[-2] > limit_a
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def update_res(self, a, day, code, date, flag):
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if code not in self.res.keys():
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self.res[code] = {}
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if a not in self.res[code].keys():
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self.res[code][a] = {}
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if day not in self.res[code][a].keys():
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self.res[code][a][day] = {}
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if "yes" not in self.res[code][a][day].keys():
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self.res[code][a][day]['yes'] = 0
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if "no" not in self.res[code][a][day].keys():
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self.res[code][a][day]['no'] = 0
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if "dates_yes" not in self.res[code][a][day].keys():
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self.res[code][a][day]['dates_yes'] = []
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if "dates_no" not in self.res[code][a][day].keys():
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self.res[code][a][day]['dates_no'] = []
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if flag:
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self.res[code][a][day]['dates_yes'].append(date)
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self.res[code][a][day]['yes'] += 1
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else:
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self.res[code][a][day]['dates_no'].append(date)
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self.res[code][a][day]['no'] += 1
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def count(self):
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path = sys.path[0]
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f = open("%s\\zljc_day_a.json" % (sys.path[0]), "r", encoding="utf8")
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res = json.loads(f.read())
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count = {}
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for code in res:
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for a in res[code]:
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if not a in count.keys():
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count[a] = {}
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for day in res[code][a]:
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if not day in count[a].keys():
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count[a][day] = {"yes": 0, "no": 0}
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count[a][day]["yes"] += res[code][a][day]["yes"]
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count[a][day]["no"] += res[code][a][day]["no"]
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f = open("%s\\zljc_day_a_count.json" % sys.path[0], "w", encoding="utf-8")
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f.write(json.dumps(count, ensure_ascii=False))
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f.close()
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if __name__ == "__main__":
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# limit_a = [0.010, 0.0125, 0.015, 0.0175, 0.020]
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limit_a = [1.5, 1.75, 2]
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after_days = [3,4,5]
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z = ZljcRaisePoint(limit_a=limit_a, after_days=after_days)
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z.all()
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# z.count()
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