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get_break_high_low.py
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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(e)achStockID,
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(e)achStockID,
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")