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116 lines
4.0 KiB
116 lines
4.0 KiB
import os
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import sys
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import json
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import pandas as pd
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import numpy as np
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from collections import deque
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from tqdm import tqdm
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class ZLJCCalc(object):
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def __init__(self):
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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.day_line_file_prefix = self.consts['day_line_file_prefix']['netease']
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self.data_clean_prefix = self.consts['day_line_file_prefix']['netease_clean'] + "new\\"
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self.zljc_path = self.consts['path']['result']['zljc']
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def var1(self, close, low, high):
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return (close + low + high) / 3
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def var2(self, var1, ref_low_1, high, vol, low, var2_yesterday):
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division = 1 if high == low else high - low
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var2_today = ((var1 - ref_low_1) - (high - var1)) * (vol / 100) / 100000 / division
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return float(var2_yesterday) + float(var2_today)
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def ma(self, arr):
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res = 0
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for i in arr:
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res += i
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return res / len(arr)
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def zljc(self, df):
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M = 12
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L = 26
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df['JCS'] = ""
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df['JCM'] = ""
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df['JCL'] = ""
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ma_jcm = deque([])
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ma_jcl = deque([])
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sum_jcm = 0
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sum_jcl = 0
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yesterday = pd.DataFrame([])
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for index, row in df[::-1].iterrows():
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var1 = self.var1(row['收盘价'], row['最低价'], row['最高价'])
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if yesterday.empty:
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df.loc[index, "JCS"] = self.var2(var1, row['最低价'], row['最高价'], row['成交量'], row['最低价'], 0)
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df.loc[index, "JCM"] = 0
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df.loc[index, "JCL"] = 0
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else:
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var3 = self.var2(var1, yesterday['最低价'], row['最高价'], row['成交量'], row['最低价'], yesterday['JCS'])
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df.loc[index, "JCS"] = var3
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ma_jcm.append(var3)
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ma_jcl.append(var3)
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sum_jcm += var3
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sum_jcl += var3
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if len(ma_jcm) < M: # 不够计算 MA
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df.loc[index, "JCM"] = 0
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else: # 计算 MA
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df.loc[index, "JCM"] = sum_jcm / M
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sum_jcm -= ma_jcm.popleft()
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if len(ma_jcl) < L: # 不够计算 MA
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df.loc[index, "JCL"] = 0
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else: # 计算 MA
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df.loc[index, "JCL"] = sum_jcl / L
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sum_jcl -= ma_jcl.popleft()
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yesterday = df.loc[index]
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return df
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def handle_one(self, code):
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try:
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# df = pd.read_csv("%s%s.csv" % (self.day_line_file_prefix, code), encoding="gbk")
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df = pd.read_csv("%s%s.csv" % (self.data_clean_prefix, code), encoding="gbk")
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except:
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print("\nERROR OPEING %s.csv")
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return
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df = self.zljc(df)
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df.to_csv("%s%s.csv" % (self.zljc_path, code), encoding="gbk",index=None)
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def handle_all(self):
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filelist = os.listdir(self.data_clean_prefix)
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for i in tqdm(range(len(filelist))):
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code = filelist[i][0:6]
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self.handle_one(code)
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def module_export(self):
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for file in os.listdir(self.zljc_path):
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try:
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df = pd.read_csv(self.zljc_path + file , encoding="gbk")
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except:
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print("ERROR OPENING %s" % file)
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continue
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f = open("%sjs\\%s.js" %(self.zljc_path, file[0:6]),"w", encoding="utf-8")
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f.write('''module.exports=[
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''')
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for index,row in df.iterrows():
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f.write('''{
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date: '%s',
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jcs: %.2f,
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jcm: %.2f,
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jcl: %.2f,
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},''' % (row['日期'], row['JCS'], row['JCM'], row['JCL']))
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f.write('''
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]''')
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f.close()
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if __name__ == "__main__":
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zljc = ZLJCCalc()
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# zljc.handle_one('000001')
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zljc.handle_all()
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# zljc.module_export() |