from jqdatasdk import * import pandas as pd import pymysql from sqlalchemy import create_engine import threading from datetime import datetime as dt import datetime auth('18019403367', 'Qwer4321') stocks = list(get_all_securities(['stock'], date=dt.today().strftime('%Y-%m-%d')).index) stocks = stocks[0:1] start = dt.now() # 确定级别 # 注意修改time delta fre = '1d' # 连接数据库 db = pymysql.connect(host='localhost', user='root', port=3307, password='r6kEwqWU9!v3', database='hlfx') engine2 = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/hlfx?charset=utf8') engine = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/stocks?charset=utf8') cursor = db.cursor() cursor.execute('show tables like {}'.format('\'%{}\''.format(fre))) table_list = [tuple[0] for tuple in cursor.fetchall()] print(table_list) stk = locals() thd = threading.local() for stock in stocks: print(stock) if ('stk%s_%s' % (stock, fre)) in table_list: # 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] # startdate = pd.read_sql_table('stk%s_%s' % (stock, fre), con=engine2).iloc[-1, 1] + datetime.timedelta(minutes= 5) 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] thd.df_day = pd.read_sql_query( 'select date,open,close,high,low,volume,money,HL from `stk%s_%s`' % (stock, fre), engine2) # 先处理去包含 for i in thd.get_price.index: # 不包含 if (thd.df_day.iloc[-1, 3] > thd.get_price.loc[i, 'high'] and thd.df_day.iloc[-1, 4] > thd.get_price.loc[i, 'low']) \ or (thd.df_day.iloc[-1, 3] < thd.get_price.loc[i, 'high'] and thd.df_day.iloc[-1, 4] < thd.get_price.loc[i, 'low']): thd.df_day = pd.concat([thd.df_day, thd.get_price.loc[[i]]], ignore_index=True) print(thd.df_day) # 包含 else: # (new_df.iloc[-1,3]>=df_day.loc[i,'high'] and new_df.iloc[-1,4]<= df_day.loc[i,'low']): # 左高,下降 if thd.df_day.iloc[-2, 3] > thd.df_day.iloc[-1, 3]: thd.df_day.iloc[-1, 3] = min(thd.df_day.iloc[-1, 3], thd.get_price.loc[i, 'high']) thd.df_day.iloc[-1, 4] = min(thd.df_day.iloc[-1, 4], thd.get_price.loc[i, 'low']) else: # 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']) # 寻找顶底分型 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, '$$$$$$$', '\n', thd.df_day.loc[x, 'date'], '买买买买买!!') break elif (thd.df_day.loc[m, 'HL'] == 'L'): if thd.df_day.loc[x - 1, 'low'] < thd.df_day.loc[m - 1, 'low']: # 前一个为底,且中间存在不包含 or 更低的底 thd.df_day.loc[x, 'HL'] = 'L' if x == len(thd.df_day.index) - 1: # pass print(stock, '$$$$$$$', '\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 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 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: # 没有历史数据表 thd.df_day = pd.DataFrame(columns=('date', 'open', 'close', 'high', 'low', 'volume', 'money', 'HL')) thd.get_price = pd.read_sql_query( 'select date,open,close,high,low,volume,money from `stk%s_%s`' % (stock, fre), engine) # 先处理去包含 for i in thd.get_price.index: if i == 0 or i == 1: thd.df_day = pd.concat([thd.df_day, thd.get_price.iloc[[i]]], ignore_index=True) # 不包含 elif (thd.df_day.iloc[-1, 3] > thd.get_price.loc[i, 'high'] and thd.df_day.iloc[-1, 4] > thd.get_price.loc[i, 'low']) \ or (thd.df_day.iloc[-1, 3] < thd.get_price.loc[i, 'high'] and thd.df_day.iloc[-1, 4] < thd.get_price.loc[i, 'low']): thd.df_day = pd.concat([thd.df_day, thd.get_price.loc[[i]]], ignore_index=True) # 包含 else: # 左高,下降 if thd.df_day.iloc[-2, 3] > thd.df_day.iloc[-1, 3]: thd.df_day.iloc[-1, 3] = min(thd.df_day.iloc[-1, 3], thd.get_price.loc[i, 'high']) thd.df_day.iloc[-1, 4] = min(thd.df_day.iloc[-1, 4], thd.get_price.loc[i, 'low']) else: # 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']) 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, '$$$$$$$', '\n', thd.df_day.loc[x, 'date'], '买买买买买!!') break elif (thd.df_day.loc[m, 'HL'] == 'L'): if thd.df_day.loc[x - 1, 'low'] < thd.df_day.loc[m - 1, 'low']: # 前一个为底,且中间存在不包含 or 更低的底 thd.df_day.loc[x, 'HL'] = 'L' if x == len(thd.df_day.index) - 1: # pass print(stock, '$$$$$$$', '\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 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 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')