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分型顶底-笔

Daniel 3 anos atrás
pai
commit
8cf04ed053
1 arquivos alterados com 78 adições e 0 exclusões
  1. 78 0
      hlfx.py

+ 78 - 0
hlfx.py

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+import threading
+
+import pymysql
+import pandas as pd
+from threading import Thread, current_thread, local
+from sqlalchemy import create_engine
+from datetime import datetime as dt
+starttime = dt.now()
+time = dt.strptime(dt.strftime(dt.now(),'%H:%M:%S'),'%H:%M:%S')
+# 数据库引擎
+# engine = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/qbh_hlfx?charset=utf8')
+
+# 连接数据库
+db = pymysql.connect(host='localhost',
+                     user='root',
+                     port=3307,
+                     password='r6kEwqWU9!v3',
+                     database='qbh_hlfx')
+
+fre = '1d'
+
+cursor = db.cursor()
+cursor.execute("select table_name from information_schema.tables where table_schema='qbh_hlfx' and table_name like {}".format('\'%{}\''.format(fre)))
+table_list = [tuple[0] for tuple in cursor.fetchall()]
+
+# print(table_list)
+stk = threading.local()
+engine = locals()
+# 主程序
+# 找顶底(hdx lfx)分型
+def hlfx(table_list,engine):
+    for table in table_list:
+        # stk.fxdf = pd.DataFrame(columns=('date', 'open', 'close', 'high', 'low', 'volume', 'money', 'HL'))
+        stk.df_day = pd.read_sql_query('select date,open,close,high,low,volume,money,HL from %s' % table, engine)
+        for i in stk.df_day.index:
+            m = i-1
+            if i <= 3:
+                # stk.fxdf = pd.concat([stk.fxdf, stk.df_day.iloc[[i]]], ignore_index=True)
+                stk.df_day.loc[i, 'HL'] = '-'
+            # 底
+            elif ((stk.df_day.loc[i,'high']>stk.df_day.loc[i-1,'high']) and (stk.df_day.loc[i-2,'high']>stk.df_day.loc[i-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)
+                while m:
+                    if (stk.df_day.loc[m, 'HL'] == 'H' and (i-m) > 3) \
+                            or (stk.df_day.loc[m, 'HL'] == 'L' and stk.df_day.loc[i-1, 'low'] < stk.df_day.loc[m-1, 'low']):
+                        # 前一个为顶,且中间存在不包含 or 更低的底
+                        stk.df_day.loc[i, 'HL'] = 'L'
+                        break
+                    m = m-1
+            # 顶
+            elif ((stk.df_day.loc[i,'high']<stk.df_day.loc[i-1,'high']) and (stk.df_day.loc[i-2,'high']<stk.df_day.loc[i-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)
+                while m:
+                    if (stk.df_day.loc[m, 'HL'] == 'L' and (i-m) > 3) \
+                            or (stk.df_day.loc[m, 'HL'] == 'H' and stk.df_day.loc[i-1, 'high'] > stk.df_day.loc[m-1, 'high']):
+                        # 前一个为底,且中间存在不包含 or 更高的顶
+                        stk.df_day.loc[i, 'HL'] = 'H'
+                        break
+                    m = m-1
+            else:
+                stk.df_day.loc[i, 'HL'] = '-'
+        # stk.df_day.to_sql('%s' % table, con=engine, index=True, if_exists='replace', chunksize=20000)
+        print(table, '\n', stk.df_day)
+        stk.df_day.to_csv('/Users/daniel/Library/CloudStorage/OneDrive-个人/个人/python_stocks/20220212hlfx/this%s.csv' % table)
+
+# table_list = ['stk002237_1d','stk000002_1d']
+# hlfx(table_list)
+step = 50
+for i in range(0, len(table_list), step):
+    engine[i] = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/qbh_hlfx_backup?charset=utf8')
+    threading.Thread(target=hlfx, args=(table_list[i:i + step], engine[i])).start()
+
+endtime=dt.now()
+print((endtime - starttime).seconds)
+
+