get history price 1.1

updata_qbh_hlfx.py

@@ -9,7 +9,7 @@ import datetime
 auth('18019403367', 'Qwer4321')
 
 stocks = list(get_all_securities(['stock'], date=dt.today().strftime('%Y-%m-%d')).index)
-stocks = stocks[0:80]
+stocks = stocks[0:1]
 
 start = dt.now()
 # 确定级别
@@ -37,7 +37,7 @@ for stock in stocks:
         # 有历史数据
         index_len = pd.read_sql_table('stk%s_%s' % (stock, fre), con=engine2).iloc[-1, 0]
         # 注意修改time delta
-        startdate = pd.read_sql_table('stk%s_%s' % (stock, fre), con=engine2).iloc[-1, 1] + datetime.timedelta(days=1)
+        startdate = pd.read_sql_table('stk%s_%s' % (stock, fre), con=engine2).iloc[-1, 1]
         thd.get_price = pd.read_sql_query(
             'select date,open,close,high,low,volume,money from `stk%s_%s`' % (stock, fre), engine)
         thd.get_price = thd.get_price.loc[thd.get_price['date'] > startdate]
@@ -64,66 +64,62 @@ for stock in stocks:
                     thd.df_day.iloc[-1, 3] = max(thd.df_day.iloc[-1, 3], thd.get_price.loc[i, 'high'])
                     thd.df_day.iloc[-1, 4] = max(thd.df_day.iloc[-1, 4], thd.get_price.loc[i, 'low'])
                     # 寻找顶底分型
-        # hlfx判断
-        for x in range(index_len, len(thd.df_day.index)):
-            m = x - 1
-            # 底
-            if ((thd.df_day.loc[x, 'high'] > thd.df_day.loc[x - 1, 'high']) and (
-                    thd.df_day.loc[x - 2, 'high'] > thd.df_day.loc[x - 1, 'high'])):
-                # if ((stk.df_day.loc[i-2, 'date'] != stk.fxdf.iloc[-1,0]) and (stk.df_day.loc[i-3,'date'] != stk.fxdf.iloc[-1,0]) and (stk.df_day.loc[i-1,'date'] != stk.fxdf.iloc[-1,0])):
-                # stk.fxdf = pd.concat([stk.fxdf, stk.df_day.iloc[[i]]], ignore_index=True)
-                thd.df_day.loc[x, 'HL'] = 'L*'
-                if x == len(thd.df_day.index) - 1:
-                    pass
-                    # print(stock, '$$$$$$$', '\n', thd.df_day.loc[x, 'date'], '考虑————买入！！')
-                while m:
-                    if thd.df_day.loc[m, 'HL'] == 'H':
-                        if (x - m) > 3:
-                            thd.df_day.loc[x, 'HL'] = 'L'
-                            if x == len(thd.df_day.index) - 1:
-                                print(stock, '$$$$$$$', '\n', '买买买买买！！')
-                        break
-                    elif (thd.df_day.loc[m, 'HL'] == 'L'):
-                        if thd.df_day.loc[x - 1, 'low'] < thd.df_day.loc[m - 1, 'low']:
-                            # 前一个为底，且中间存在不包含 or 更低的底
-                            thd.df_day.loc[x, 'HL'] = 'L'
-                            if x == len(thd.df_day.index) - 1:
-                                print(stock, '$$$$$$$', '\n', '中继后的底————买吗？！')
+        if len(thd.df_day.index) > 2:
+            # 寻找顶底分型
+            for x in range(index_len, len(thd.df_day.index)):
+                m = x - 1
+                # 底
+                if ((thd.df_day.loc[x, 'high'] > thd.df_day.loc[x - 1, 'high']) and (
+                        thd.df_day.loc[x - 2, 'high'] > thd.df_day.loc[x - 1, 'high'])):
+                    # if ((stk.df_day.loc[i-2, 'date'] != stk.fxdf.iloc[-1,0]) and (stk.df_day.loc[i-3,'date'] != stk.fxdf.iloc[-1,0]) and (stk.df_day.loc[i-1,'date'] != stk.fxdf.iloc[-1,0])):
+                    # stk.fxdf = pd.concat([stk.fxdf, stk.df_day.iloc[[i]]], ignore_index=True)
+                    thd.df_day.loc[x, 'HL'] = 'L*'
+                    while m:
+                        if thd.df_day.loc[m, 'HL'] == 'H':
+                            if (x - m) > 3:
+                                thd.df_day.loc[x, 'HL'] = 'L'
+                                if x == len(thd.df_day.index) - 1:
+                                    print(stock, '$$$$$$$', '\n', thd.df_day.loc[x, 'date'], '买买买买买！！')
                             break
-                        else:
+                        elif (thd.df_day.loc[m, 'HL'] == 'L'):
+                            if thd.df_day.loc[x - 1, 'low'] < thd.df_day.loc[m - 1, 'low']:
+                                # 前一个为底，且中间存在不包含 or 更低的底
+                                thd.df_day.loc[x, 'HL'] = 'L'
+                                if x == len(thd.df_day.index) - 1:
+                                    # pass
+                                    print(stock, '$$$$$$$', '\n', thd.df_day.loc[x, 'date'], '中继后的底————买吗？！')
+                                break
+                            else:
+                                break
+                        m = m - 1
+                # 顶
+                elif ((thd.df_day.loc[x, 'high'] < thd.df_day.loc[x - 1, 'high']) and (
+                        thd.df_day.loc[x - 2, 'high'] < thd.df_day.loc[x - 1, 'high'])):
+                    # if ((stk.df_day.loc[i-2, 'date'] != stk.fxdf.iloc[-1,0]) and (stk.df_day.loc[i-3,'date'] != stk.fxdf.iloc[-1,0]) and (stk.df_day.loc[i-1,'date'] != stk.fxdf.iloc[-1,0])):
+                    #     stk.fxdf = pd.concat([stk.fxdf, stk.df_day.iloc[[i]]], ignore_index=True)
+                    thd.df_day.loc[x, 'HL'] = 'H*'
+                    while m:
+                        if thd.df_day.loc[m, 'HL'] == 'L':
+                            if x - m > 3:
+                                thd.df_day.loc[x, 'HL'] = 'H'
+                                if x == len(thd.df_day.index) - 1:
+                                    # print(stock, '!!!!!!!', '\n', '卖卖卖卖卖卖卖!')
+                                    pass
+                                thd.df_day.loc[x, 9] = thd.df_day.loc[x, 'close'] - thd.df_day.loc[m, 'close']
                             break
-                    m = m - 1
-
-            # 顶
-            elif ((thd.df_day.loc[x, 'high'] < thd.df_day.loc[x - 1, 'high']) and (
-                    thd.df_day.loc[x - 2, 'high'] < thd.df_day.loc[x - 1, 'high'])):
-                # if ((stk.df_day.loc[i-2, 'date'] != stk.fxdf.iloc[-1,0]) and (stk.df_day.loc[i-3,'date'] != stk.fxdf.iloc[-1,0]) and (stk.df_day.loc[i-1,'date'] != stk.fxdf.iloc[-1,0])):
-                #     stk.fxdf = pd.concat([stk.fxdf, stk.df_day.iloc[[i]]], ignore_index=True)
-                thd.df_day.loc[x, 'HL'] = 'H*'
-                if x == len(thd.df_day.index) - 1:
-                    # print(stock, '!!!!!!!', '\n', thd.df_day.loc[x, 'date'], '考虑————卖出！！')
-                    pass
-                while m:
-                    if thd.df_day.loc[m, 'HL'] == 'L':
-                        if x - m > 3:
-                            thd.df_day.loc[x, 'HL'] = 'H'
-                            if x == len(thd.df_day.index) - 1:
-                                # print(stock, '!!!!!!!', '\n', '卖卖卖卖卖卖卖!')
-                                pass
-                            thd.df_day.loc[x, 9] = thd.df_day.loc[x, 'close'] - thd.df_day.loc[m, 'close']
-                        break
-                    elif (thd.df_day.loc[m, 'HL'] == 'H'):
-                        if thd.df_day.loc[x - 1, 'high'] > thd.df_day.loc[m - 1, 'high']:
-                            # 前一个为顶，且中间存在不包含 or 更高的顶
-                            thd.df_day.loc[x, 'HL'] = 'H'
-                            if x == len(thd.df_day.index) - 1:
-                                pass
-                                # print(stock, '/\/\/\/\/\/\/', '一顶更有一顶高！')
+                        elif (thd.df_day.loc[m, 'HL'] == 'H'):
+                            if thd.df_day.loc[x - 1, 'high'] > thd.df_day.loc[m - 1, 'high']:
+                                # 前一个为顶，且中间存在不包含 or 更高的顶
+                                thd.df_day.loc[x, 'HL'] = 'H'
+                                if x == len(thd.df_day.index) - 1:
+                                    pass
+                                    # print(stock, '/\/\/\/\/\/\/', '一顶更有一顶高！')
+                                break
                             break
-                        break
-                    m = m - 1
-            else:
-                thd.df_day.loc[x, 'HL'] = '-'
+                        m = m - 1
+                else:
+                    thd.df_day.loc[x, 'HL'] = '-'
+
         # 更新数据库
         thd.df_day[index_len + 1:].to_sql('stk%s_%s' % (stock, fre), con=engine2, index=True, if_exists='append')
     else:
@@ -151,68 +147,60 @@ for stock in stocks:
                     # 右高，上升
                     thd.df_day.iloc[-1, 3] = max(thd.df_day.iloc[-1, 3], thd.get_price.loc[i, 'high'])
                     thd.df_day.iloc[-1, 4] = max(thd.df_day.iloc[-1, 4], thd.get_price.loc[i, 'low'])
-        # hlfx判断
-        for x in thd.df_day.index:
-            print(len(thd.df_day.index), x)
-            m = x-1
-            if x < 3:
-                continue
-            # 底
-            elif ((thd.df_day.loc[x, 'high'] > thd.df_day.loc[x - 1, 'high']) and (
-                    thd.df_day.loc[x - 2, 'high'] > thd.df_day.loc[x - 1, 'high'])):
-                # if ((stk.df_day.loc[i-2, 'date'] != stk.fxdf.iloc[-1,0]) and (stk.df_day.loc[i-3,'date'] != stk.fxdf.iloc[-1,0]) and (stk.df_day.loc[i-1,'date'] != stk.fxdf.iloc[-1,0])):
-                # stk.fxdf = pd.concat([stk.fxdf, stk.df_day.iloc[[i]]], ignore_index=True)
-                thd.df_day.loc[x, 'HL'] = 'L*'
-                if x == len(thd.df_day.index) - 1:
-                    pass
-                    # print(stock, '$$$$$$$', '\n', thd.df_day.loc[x, 'date'], '考虑————买入！！')
-                while m:
-                    if thd.df_day.loc[m, 'HL'] == 'H':
-                        if (x - m) > 3:
-                            thd.df_day.loc[x, 'HL'] = 'L'
-                            if x == len(thd.df_day.index) - 1:
-                                print(stock, '$$$$$$$', '\n', '买买买买买！！')
-                        break
-                    elif (thd.df_day.loc[m, 'HL'] == 'L'):
-                        if thd.df_day.loc[x - 1, 'low'] < thd.df_day.loc[m - 1, 'low']:
-                            # 前一个为底，且中间存在不包含 or 更低的底
-                            thd.df_day.loc[x, 'HL'] = 'L'
-                            if x == len(thd.df_day.index) - 1:
-                                print(stock, '$$$$$$$', '\n', '中继后的底————买吗？！')
+        if len(thd.df_day.index) > 2:
+            # 寻找顶底分型
+            for x in range(index_len, len(thd.df_day.index)):
+                m = x - 1
+                # 底
+                if ((thd.df_day.loc[x, 'high'] > thd.df_day.loc[x - 1, 'high']) and (
+                        thd.df_day.loc[x - 2, 'high'] > thd.df_day.loc[x - 1, 'high'])):
+                    # if ((stk.df_day.loc[i-2, 'date'] != stk.fxdf.iloc[-1,0]) and (stk.df_day.loc[i-3,'date'] != stk.fxdf.iloc[-1,0]) and (stk.df_day.loc[i-1,'date'] != stk.fxdf.iloc[-1,0])):
+                    # stk.fxdf = pd.concat([stk.fxdf, stk.df_day.iloc[[i]]], ignore_index=True)
+                    thd.df_day.loc[x, 'HL'] = 'L*'
+                    while m:
+                        if thd.df_day.loc[m, 'HL'] == 'H':
+                            if (x - m) > 3:
+                                thd.df_day.loc[x, 'HL'] = 'L'
+                                if x == len(thd.df_day.index) - 1:
+                                    print(stock, '$$$$$$$', '\n', thd.df_day.loc[x, 'date'], '买买买买买！！')
                             break
-                        else:
+                        elif (thd.df_day.loc[m, 'HL'] == 'L'):
+                            if thd.df_day.loc[x - 1, 'low'] < thd.df_day.loc[m - 1, 'low']:
+                                # 前一个为底，且中间存在不包含 or 更低的底
+                                thd.df_day.loc[x, 'HL'] = 'L'
+                                if x == len(thd.df_day.index) - 1:
+                                    # pass
+                                    print(stock, '$$$$$$$', '\n', thd.df_day.loc[x, 'date'], '中继后的底————买吗？！')
+                                break
+                            else:
+                                break
+                        m = m - 1
+                # 顶
+                elif ((thd.df_day.loc[x, 'high'] < thd.df_day.loc[x - 1, 'high']) and (
+                        thd.df_day.loc[x - 2, 'high'] < thd.df_day.loc[x - 1, 'high'])):
+                    # if ((stk.df_day.loc[i-2, 'date'] != stk.fxdf.iloc[-1,0]) and (stk.df_day.loc[i-3,'date'] != stk.fxdf.iloc[-1,0]) and (stk.df_day.loc[i-1,'date'] != stk.fxdf.iloc[-1,0])):
+                    #     stk.fxdf = pd.concat([stk.fxdf, stk.df_day.iloc[[i]]], ignore_index=True)
+                    thd.df_day.loc[x, 'HL'] = 'H*'
+                    while m:
+                        if thd.df_day.loc[m, 'HL'] == 'L':
+                            if x - m > 3:
+                                thd.df_day.loc[x, 'HL'] = 'H'
+                                if x == len(thd.df_day.index) - 1:
+                                    # print(stock, '!!!!!!!', '\n', '卖卖卖卖卖卖卖!')
+                                    pass
+                                thd.df_day.loc[x, 9] = thd.df_day.loc[x, 'close'] - thd.df_day.loc[m, 'close']
                             break
-                    m = m - 1
-
-            # 顶
-            elif ((thd.df_day.loc[x, 'high'] < thd.df_day.loc[x - 1, 'high']) and (
-                    thd.df_day.loc[x - 2, 'high'] < thd.df_day.loc[x - 1, 'high'])):
-                # if ((stk.df_day.loc[i-2, 'date'] != stk.fxdf.iloc[-1,0]) and (stk.df_day.loc[i-3,'date'] != stk.fxdf.iloc[-1,0]) and (stk.df_day.loc[i-1,'date'] != stk.fxdf.iloc[-1,0])):
-                #     stk.fxdf = pd.concat([stk.fxdf, stk.df_day.iloc[[i]]], ignore_index=True)
-                thd.df_day.loc[x, 'HL'] = 'H*'
-                if x == len(thd.df_day.index) - 1:
-                    # print(stock, '!!!!!!!', '\n', thd.df_day.loc[x, 'date'], '考虑————卖出！！')
-                    pass
-                while m:
-                    if thd.df_day.loc[m, 'HL'] == 'L':
-                        if x - m > 3:
-                            thd.df_day.loc[x, 'HL'] = 'H'
-                            if x == len(thd.df_day.index) - 1:
-                                # print(stock, '!!!!!!!', '\n', '卖卖卖卖卖卖卖!')
-                                pass
-                            thd.df_day.loc[x, 9] = thd.df_day.loc[x, 'close'] - thd.df_day.loc[m, 'close']
-                        break
-                    elif (thd.df_day.loc[m, 'HL'] == 'H'):
-                        if thd.df_day.loc[x - 1, 'high'] > thd.df_day.loc[m - 1, 'high']:
-                            # 前一个为顶，且中间存在不包含 or 更高的顶
-                            thd.df_day.loc[x, 'HL'] = 'H'
-                            if x == len(thd.df_day.index) - 1:
-                                pass
-                                # print(stock, '/\/\/\/\/\/\/', '一顶更有一顶高！')
+                        elif (thd.df_day.loc[m, 'HL'] == 'H'):
+                            if thd.df_day.loc[x - 1, 'high'] > thd.df_day.loc[m - 1, 'high']:
+                                # 前一个为顶，且中间存在不包含 or 更高的顶
+                                thd.df_day.loc[x, 'HL'] = 'H'
+                                if x == len(thd.df_day.index) - 1:
+                                    pass
+                                    # print(stock, '/\/\/\/\/\/\/', '一顶更有一顶高！')
+                                break
                             break
-                        break
-                    m = m - 1
-            else:
-                thd.df_day.loc[x, 'HL'] = '-'
+                        m = m - 1
+                else:
+                    thd.df_day.loc[x, 'HL'] = '-'
         # 更新数据库
         thd.df_day.to_sql('stk%s_%s' % (stock, fre), con=engine2, index=True, if_exists='append')

update_data_tosql.py

@@ -7,7 +7,7 @@ import datetime
 auth('18616891214', 'Ea?*7f68nD.dafcW34d!')
 stocks = list(get_all_securities(['stock'], date=dt.today().strftime('%Y-%m-%d')).index)
 engine = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/stocks?charset=utf8')
-fre = '1d'
+fre = '30m'
 
 print('ready to write to mysql')
 for stock in stocks[0:80]: