stock/get_break_high_low.py at master · QuantGuo/stock · GitHub

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# -*-coding=utf-8-*-
__author__ = 'rocky'
#获取破指定天数内的新高 比如破60日新高
import tushare as ts
import datetime
from sqlite_database import SqliteDb

info = ts.get_stock_basics()
all_high_stock = []
sql_db_h = SqliteDb("Create_HIGH_50days")
sql_db_l = SqliteDb("Create_LOW_50days")


def loop_all_stocks():
    #遇到停牌的。
    for EachStockID in info.index:
        if is_break_high(EachStockID, 50, False):
            print "High price on",
            print EachStockID,
            print info.ix[EachStockID]['name'].decode('utf-8')
            #sql_db.insert_break_high(all_high_stock)

        elif is_break_low(EachStockID, 50, False):
            print "Low price on",
            print EachStockID,
            print info.ix[EachStockID]['name'].decode('utf-8')
            #sql_db.insert_break_high(all_high_stock)

    sql_db_h.close()
    sql_db_l.close()


def is_break_high(stockID, days, fast_type=True):
    end_day = datetime.date(datetime.date.today().year, datetime.date.today().month, datetime.date.today().day-2)
    days = days * 7 / 5
    #考虑到周六日非交易
    print stockID
    start_day = end_day - datetime.timedelta(days)

    start_day = start_day.strftime("%Y-%m-%d")
    end_day = end_day.strftime("%Y-%m-%d")
    if fast_type:
        df = ts.get_h_data(stockID, start=start_day, end=end_day, retry_count=10, pause=10)
    else:
        df = ts.get_hist_data(stockID, start=start_day, end=end_day, retry_count=10, pause=10)
    if df is None:
        print "None len==0"
        return False
    if df.empty:
        print "%s Trading halt" % info.ix[stockID]['name'].decode('utf-8')
        return False
    period_high = df['high'].min()
    #print period_high
    curr_day = df[:1]
    today_high = curr_day.iloc[0]['high']
    #这里不能直接用 .values
    #如果用的df【：1】 就需要用.values
    #print today_high
    if today_high >= period_high:
        stock_h = []
        day = curr_day.index.values[0]

        #print curr_day
        name = info.ix[stockID]['name'].decode('utf-8')
        if fast_type:
            turnover = 0
            p_change = 0
        else:
            turnover = curr_day.iloc[0]['turnover']
            p_change = curr_day.iloc[0]['p_change']

        print day
        print stockID
        print p_change
        print turnover
        #print day
        #date=curr_day['date']
        stock_h.append(day)
        stock_h.append(stockID)
        stock_h.append(name)
        stock_h.append(p_change)
        stock_h.append(turnover)

        #print name.decode('utf-8')
        #print date
        #all_high_stock.append(stock)
        sql_db_h.store_break(stock_h)
        return True
    else:
        return False


def is_break_low(stockID, days, fast_type=True):
    end_day = datetime.date(datetime.date.today().year, datetime.date.today().month, datetime.date.today().day-2)
    days = days * 7 / 5
    #考虑到周六日非交易
    print stockID
    start_day = end_day - datetime.timedelta(days)

    start_day = start_day.strftime("%Y-%m-%d")
    end_day = end_day.strftime("%Y-%m-%d")
    if fast_type:
        df = ts.get_h_data(stockID, start=start_day, end=end_day, retry_count=10, pause=10)
    else:
        df = ts.get_hist_data(stockID, start=start_day, end=end_day, retry_count=10, pause=10)
    if df is None:
        print "None len==0"
        return False
    if df.empty:
        print "%s Trading halt" % info.ix[stockID]['name'].decode('utf-8')
        return False
    period_low = df['low'].max()
    #print period_high
    curr_day = df[:1]
    today_low = curr_day.iloc[0]['low']
    #这里不能直接用 .values
    #如果用的df【：1】 就需要用.values
    #print today_high
    if today_low <= period_low:
        stock_l= []
        day = curr_day.index.values[0]

        #print curr_day
        name = info.ix[stockID]['name'].decode('utf-8')
        if fast_type:
            turnover = 0
            p_change = 0
        else:
            turnover = curr_day.iloc[0]['turnover']
            p_change = curr_day.iloc[0]['p_change']

        print day
        print stockID
        print p_change
        print turnover
        #print day
        #date=curr_day['date']
        stock_l.append(day)
        stock_l.append(stockID)
        stock_l.append(name)
        stock_l.append(p_change)
        stock_l.append(turnover)

        #print name.decode('utf-8')
        #print date
        #all_high_stock.append(stock)
        sql_db_l.store_break(stock_l)
        return True
    else:
        return False


loop_all_stocks()

print "Done"