‘功能完善

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5 天以前 09f84c4ecae2a71e07f6dd64e6066563599a62b6

 strategy/data_analyzer.py

@@ -272,6 +272,18 @@
        return count

    @classmethod
    def __is_limit_up(cls, code, close, pre_close):
        """
        是否涨停
        @param code:
        @param close:
        @param pre_close:
        @return:
        """
        return abs(close - cls.calculate_upper_limit_price(code,
                                                        pre_close)) < 0.01

    @classmethod
    def get_third_limit_up_days(cls, k_data, days):
        """
        获取近几个交易日的三板天数
@@ -280,18 +292,17 @@
        @return: 三板天数
        """
        count = 0
        k_data = k_data[:days]
        k_data = k_data[::-1]
        for i in range(days):
            if i + 3 >= len(k_data):
                continue
            # 判断连续三日涨停且第四日非涨停
            if (k_data[i]['close'] >= cls.calculate_upper_limit_price(k_data[i]["sec_id"], k_data[i]["pre_close"])) and \
                    (k_data[i + 1]['close'] >= cls.calculate_upper_limit_price(k_data[i + 1]["sec_id"],
                                                                               k_data[i + 1]["pre_close"])) and \
                    (k_data[i + 2]['close'] >= cls.calculate_upper_limit_price(k_data[i + 2]["sec_id"],
                                                                               k_data[i + 2]["pre_close"])) and \
                    (k_data[i + 3]['close'] < cls.calculate_upper_limit_price(k_data[i + 3]["sec_id"],
                                                                              k_data[i + 3]["pre_close"])):
                count += 1
            if cls.__is_limit_up(k_data[i]["sec_id"], k_data[i]['close'], k_data[i]["pre_close"]):
                if cls.__is_limit_up(k_data[i+1]["sec_id"], k_data[i+1]['close'], k_data[i+1]["pre_close"]):
                    if cls.__is_limit_up(k_data[i+2]["sec_id"], k_data[i+2]['close'], k_data[i+2]["pre_close"]):
                        if not cls.__is_limit_up(k_data[i+3]["sec_id"], k_data[i+3]['close'], k_data[i+3]["pre_close"]):
                            count += 1
        return count

    @classmethod
@@ -528,5 +539,5 @@
                        if reason not in block_days:
                            block_days[reason] = set()
                        block_days[reason].add(date)
            return set([b for b in block_days if len(block_days[b])==len(days_list)])
            return set([b for b in block_days if len(block_days[b]) == len(days_list)])
        return set()