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K_monitor.py
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# **********************************************
# Time： 2020/09/06
# Author： lomengshia & weiyuchen
# License： GPL
# Version： 0.20
# **********************************************
import baostock as bs
import pandas as pd
import sys, getopt
from config import *
import datetime
# 功能：获取沪深A股历史K线数据
# 参数：bs 股票系统
# stock 股票代码
# date 查询日期 2020-08-08
# category 查询指标
# 附件：
# 分钟线指标：date,time,code,open,high,low,close,volume,amount,adjustflag
# 周月线指标：date,code,open,high,low,close,volume,amount,adjustflag,turn,pctChg
def get_stock_daily(bs, stock, category, begin_date, end_date):
rs = bs.query_history_k_data_plus(stock, category, start_date = begin_date, end_date = end_date, frequency = 'd', adjustflag = '3')
daily_high_data = []
while (rs.error_code == '0') and rs.next():
daily_high_data.append(int(float(rs.get_row_data()[0])*1000))
return daily_high_data
# 功能：根据颈线底线计算第一涨幅位，第二涨幅位和第三涨幅位
# 并据此计算止损位
# 参数：颈线，底线
def rising_pos(neckline, bottom_line):
firt_rising = neckline + (neckline - bottom_line) # 第一涨幅位
second_rising = neckline + (neckline - bottom_line) * 2 # 第二涨幅位
third_rising = neckline + (neckline - bottom_line) * 3 # 第三涨幅位
loss_pos = neckline * 0.96 # 止损位
return firt_rising, second_rising, third_rising, loss_pos
# 功能：分析峰值数据集合并得到颈线
# 参数：峰值数据集合
def get_neckline(neckline_array, neckline_index, daily_open_data, daily_close_data):
# 利用波动大小求取最合适的颈线
wave = []
neck_num = len(neckline_array)
print(neck_num)
for i in range(neck_num):
wave.append(0.0)
for j in range(neck_num):
wave[i] += abs(neckline_array[i]-neckline_array[j]) / neckline_array[j]
tmp = wave.index(min(wave[0:len(neckline_array)]))
# 对颈线进行一个值缩减，让颈线不至于过高
# neckline = neckline_array[tmp] * 0.98 by chen
neck_pos = neckline_index[tmp]
tmp_high_value = max(daily_open_data[neck_pos], daily_close_data[neck_pos])
neckline = (neckline_array[tmp]-tmp_high_value) * 0.7 + tmp_high_value
print(neckline_array[tmp])
print(neckline)
return neckline, neck_pos
# 功能： 根据颈线数据得到当前的底线
def get_bottom(neck_pos, daily_high_data, daily_low_data, daily_open_data, daily_close_data):
begin = neck_pos
end = neck_pos
high_flag = daily_high_data[neck_pos]
for i in range(neck_pos, -1, -1):
if daily_high_data[i] <= high_flag:
begin -= 1
else:
break
if i == 0:
break
for i in range(neck_pos, len(daily_high_data)):
if daily_high_data[i] <= high_flag:
end += 1
else:
break
# 找到最小值即可
bottom_line = min(daily_low_data[begin:end])
tmp = begin + daily_low_data[begin:end].index(min(daily_low_data[begin:end]))
tmp_value = min(daily_open_data[tmp], daily_close_data[tmp])
bottom_line = bottom_line + 0.03 * (tmp_value - bottom_line)
return bottom_line
# 功能：分析当前数据并获取峰值集合
# 参数：daily_high_data 日常数据 [5.63, 5.65, 5.64, 5.66, 5.75]
def brust_point_monitor(daily_high_data, daily_open_data, daily_close_data):
neckline_array = []
neckline_index = []
neckline = 0xffffffff
begin = 0
tmp = 0
end = len(daily_high_data) - 1
break_succ = False
# 生成峰值集合
while tmp < end-2 and neckline > max(daily_high_data[begin:end]):
tmp = begin + daily_high_data[begin:end].index(max(daily_high_data[begin:end]))
neckline_index.append(tmp)
neckline_array.append(max(daily_high_data[begin:end]))
tmp = tmp + 1
begin = tmp
# 找到颈线
neckline, neck_pos = get_neckline(neckline_array, neckline_index, daily_open_data, daily_close_data)
if daily_high_data[len(daily_high_data) - 1] > neckline:
break_succ = True
return neckline, break_succ, neck_pos
# 功能： 分析颈线底线得到当前的投资建议
def invest_suggestion(stock_code, daily_high_data, daily_low_data, daily_open_data, daily_close_data):
neckline, break_succ, neck_pos = brust_point_monitor(daily_high_data, daily_open_data, daily_close_data)
bottom_line = get_bottom(neck_pos, daily_high_data, daily_low_data, daily_open_data, daily_close_data)
# 得到涨幅位和止损位
firt_rising, second_rising, third_rising, loss_pos = rising_pos(neckline, bottom_line)
# 给出投资建议
if break_succ:
print(stock_code + " 颈线数据: "+ str(neckline/1000.0) +" , 突破颈线成功！投资建议如下：\n")
print("第一涨幅位（止盈位）: " + str(firt_rising/1000.0) + "\n")
print("第二涨幅位（止盈位）: " + str(second_rising/1000.0) + "\n")
print("第三涨幅位（止盈位）: " + str(third_rising/1000.0) + "\n")
print("止损位: " + str(loss_pos/1000.0) + "\n")
print("上述数据仅供参考，请仔细查看k线数据再做投资决定，祝投资成功~")
else:
print(stock_code + " 颈线数据:"+ str(neckline/1000.0) +" , 突破失败！暂不建议投资该股票\n")
def main(argv):
#### 登陆系统 ####
bs.login()
curr_date = datetime.datetime.now().strftime('%Y-%m-%d')
#### 添加输入参数的支持 ####
inputfile = ''
stock_code = ''
help_info = "The usage is: python3 K_monitor.py <Option> <Target>\n" \
"Options include: \n" \
"-h --help , print help infomation\n" \
"-c --code <stock code> , specify a stock code, 'sz.600000' etc \n" \
"-i --file <file name> , specify a stock code file, 'Back.json' etc \n" \
"Target include: \n" \
"-Combinatorial type, etc: Bank , Gold , NFmetals , Securities , Selfdefine \n" \
"-Code type, etc: sh601889 \n"
try:
opts, args = getopt.getopt(sys.argv[1:],"-h-i:-c:",['help','file','code'])
except getopt.GetoptError:
print(help_info)
sys.exit(2)
for opt, arg in opts:
if opt in ('-h','--help'):
print(help_info)
sys.exit()
elif opt in ('-i','--file'):
inputfile = arg
elif opt in ('-c','--code'):
stock_code = arg
if stock_code != '':
#### 获取峰值数据 ####
daily_high_data = get_stock_daily(bs, stock_code, "high", "2020-01-01", curr_date)
#### 获取最小数据 ####
daily_low_data = get_stock_daily(bs, stock_code, "low", "2020-01-01", curr_date)
#### 获取开盘数据 ####
daily_open_data = get_stock_daily(bs, stock_code, "open", "2020-01-01", curr_date)
#### 获取收盘数据 ####
daily_close_data = get_stock_daily(bs, stock_code, "close", "2020-01-01", curr_date)
#print(daily_high_data)
invest_suggestion(stock_code, daily_high_data, daily_low_data, daily_open_data, daily_close_data)
'''
point_value, break_succ = brust_point_monitor(daily_high_data)
if break_succ:
print(stock_code + " 画出颈线数据:"+ str(point_value/1000.0) +" , 并突破颈线成功！")
else:
print(stock_code + " 画出颈线数据:"+ str(point_value/1000.0) +" , 突破失败")
'''
else:
#### 确定类型 ####
if inputfile == "Gold":
stocks = Gold
elif inputfile == "Bank":
stocks = Bank
elif inputfile == "NFmetals":
stocks = NFmetals
elif inputfile == "Securities":
stocks = Securities
elif inputfile == "Selfdefine":
stocks = Selfdefine
else:
print("please use '-h' to see the input format~ \n")
return
#### 分析数据 ####
for att_stock in stocks:
# 获取峰值数据
daily_high_data = get_stock_daily(bs, att_stock, "high", "2020-01-01", curr_date)
# 获取最小数据
daily_low_data = get_stock_daily(bs, att_stock, "low", "2020-01-01", curr_date)
#### 获取开盘数据 ####
daily_open_data = get_stock_daily(bs, att_stock, "open", "2020-01-01", curr_date)
#### 获取收盘数据 ####
daily_close_data = get_stock_daily(bs, att_stock, "close", "2020-01-01", curr_date)
#print(daily_high_data)
invest_suggestion(att_stock, daily_high_data, daily_low_data, daily_open_data, daily_close_data)
'''
point_value, break_succ = brust_point_monitor(daily_high_data)
if break_succ:
print(att_stock + " 画出颈线数据:"+ str(point_value/1000.0) +" , 并突破颈线成功！")
else:
print(att_stock + " 画出颈线数据:"+ str(point_value/1000.0) +" , 突破失败")
'''
#### 登出系统 ####
bs.logout()
if __name__ == "__main__":
main(sys.argv[1:])