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@@ -17,8 +17,6 @@ from apscheduler.schedulers.blocking import BlockingScheduler
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import psutil
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pd.set_option('display.max_columns', None) # 设置显示最大行
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-engine = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/qmt_stocks_whole?charset=utf8',
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- pool_size=4000, pool_recycle=3600, max_overflow=1000, pool_timeout=60)
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def err_call_back(err):
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@@ -57,7 +55,6 @@ def get_macd_data(data, short=0, long1=0, mid=0):
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# rsi指标
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-# 建议用talib库的RSI方法，亲测有用
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def get_ris(data):
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data["rsi_6"] = ta.RSI(data['close_back'], timeperiod=6)
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data["rsi_12"] = ta.RSI(data['close_back'], timeperiod=12)
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@@ -225,6 +222,8 @@ def tech_anal(stocks, hlfx_pool, hlfx_pool_daily, err_list):
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m = 0
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for stock in stocks:
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+ engine = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/qmt_stocks_whole?charset=utf8',
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+ pool_size=5000, pool_recycle=7200, max_overflow=1000, pool_timeout=60)
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engine_tech = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/qmt_stocks_tech?charset=utf8',
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pool_size=4000, pool_recycle=3600, max_overflow=1000, pool_timeout=60)
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# print(stock)
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@@ -236,6 +235,8 @@ def tech_anal(stocks, hlfx_pool, hlfx_pool_daily, err_list):
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traceback.print_exc()
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pass
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else:
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+ engine.dispose()
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+
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if len(df) != 0:
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try:
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get_macd_data(df)
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@@ -248,7 +249,7 @@ def tech_anal(stocks, hlfx_pool, hlfx_pool_daily, err_list):
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df = df.reset_index(drop=True)
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# print(stock, '\n', df[['open_front', 'HL']])
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df = df.replace([np.inf, -np.inf], np.nan)
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- df.to_sql('%s_1d' % stock, con=engine_tech, index=False, if_exists='replace')
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+ df.to_sql('%s_1d' % stock, con=engine_tech.connect(), index=False, if_exists='replace')
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# with engine.connect() as con:
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# con.execute("ALTER TABLE `%s_1d` ADD PRIMARY KEY (`time`);" % stock)
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except BaseException:
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@@ -263,12 +264,14 @@ def tech_anal(stocks, hlfx_pool, hlfx_pool_daily, err_list):
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err_list.append(stock)
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print(f'{stock}数据为空')
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+ engine_tech.dispose()
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+
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if stock in hlfx_pool and T_signals == 2:
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hlfx_pool.remove(stock)
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elif stock not in hlfx_pool and T_signals == 1:
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hlfx_pool.append(stock)
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hlfx_pool_daily.append(stock)
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- engine_tech.dispose()
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+
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print(f'Pid：{os.getpid()}已经完工了，应处理{len(stocks)},共计算{m}支个股')
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@@ -295,16 +298,14 @@ def ind():
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# pool = mp.Pool(processes=18)
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# step = math.ceil(len(stocks) / 12)
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# step = 10000
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- x = 1
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# tech_anal(stocks, hlfx_pool)
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for i in range(0, len(stocks), step):
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- print(x)
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pool.apply_async(func=tech_anal, args=(stocks[i:i + step], hlfx_pool, hlfx_pool_daily, err_list,),
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error_callback=err_call_back)
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- x += 1
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time.sleep(5)
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pool.close()
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pool.join()
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+ engine_hlfx_pool.dispose()
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print(f'当日信号：{len(hlfx_pool_daily)}，持续检测为：{len(hlfx_pool)}')
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print(len(err_list), err_list)
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