select_stock.py 文件源码

def volume_calculate(self,codes):
        delta_day = 180 * 7 / 5
        end_day = datetime.date(datetime.date.today().year, datetime.date.today().month, datetime.date.today().day)
        start_day = end_day - datetime.timedelta(delta_day)

        start_day = start_day.strftime("%Y-%m-%d")
        end_day = end_day.strftime("%Y-%m-%d")
        print start_day
        print end_day
        result_m5_large=[]
        result_m5_small=[]
        for each_code in codes:
            # print each_code
            try:
                df = ts.get_k_data(each_code, start=start_day, end=end_day)
                print df
            except Exception,e:
                print "Failed to get"
                print e
                continue

            if len(df) < 20:
                # print "not long enough"
                continue
            print each_code
            all_mean = df['volume'].mean()
            m5_volume_m = df['volume'][-5:].mean()
            m10_volume_m = df['volume'][-10:].mean()
            last_vol=df['volume'][-1]  #???????????
            #??????????? 180????4?
            if  m5_volume_m > (4.0 * all_mean):
                print "m5 > m_all_avg "
                print each_code,
                temp = self.base[self.base['code'] == each_code]['name'].values[0]
                print temp
                result_m5_large.append(each_code)

            #?????
            if last_vol < (m5_volume_m/3.0):
                result_m5_small.append(each_code)
        return result_m5_large,result_m5_large