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new_stock_break.py
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new_stock_break.py
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# -*-coding=utf-8-*-
__author__ = 'Rocky'
'''
http://30daydo.com
Contact: weigesysu@qq.com
'''
# 分析新股的开板时机
import tushare as ts
import os
import matplotlib.pyplot as plt
class NewStockBreak():
def __init__(self,start_date=20170101,end_date=20170401):
#为了文件整齐，新建一个文件夹data用来专门存放数据
current = os.getcwd()
folder = os.path.join(current, 'new_stock')
if os.path.exists(folder) == False:
os.mkdir(folder)
os.chdir(folder)
#调用tushare接口，获取A股信息
df0=ts.get_stock_basics()
# df0=pd.read_csv('bases.csv',dtype={'code':np.str})
self.bases=df0.sort_values('timeToMarket',ascending=False)
#获取样本， 获取最近一个年的新股情况
self.cxg=self.bases[(self.bases['timeToMarket']>start_date) & (self.bases['timeToMarket']<end_date)]
# self.codes= self.cxg['code'].values 官方接口修改
self.codes = self.cxg.index.values
def calc_open_by_percent(self,code):
# 计算换手率
cont=100000000
#total_vol=self.bases[self.bases['code']==code]['totals'].values[0]
acutal_vol=self.bases.loc[code]['outstanding']
all_vol= acutal_vol*cont
df_k_data=ts.get_k_data(code)
i=1
found = False
df_k_data=df_k_data.sort_index(axis=0,ascending=True,by=['date'])
while i<365:
try:
s=df_k_data.iloc[i]
except IndexError:
print('single positional indexer is out-of-bounds')
break
except Exception as e:
print(e)
break
else:
if s['high']!=s['low']:
found = True
break
i=i+1
if found:
date_end=df_k_data.iloc[i]['date']
date_start=df_k_data.iloc[0]['date']
df3=df_k_data[(df_k_data['date']>=date_start) & (df_k_data['date']<=date_end)]
v_total_break=df3['volume'].sum()
day=len(df3)
rate=round(v_total_break*100*100.00/all_vol,2) #手和股 注意
else:
rate,day = 0,0
# 换手率与天数
return rate,day
def calc_open_day(self,code):
cont=100000000
#total_vol=self.bases[self.bases['code']==code]['totals'].values[0]
acutal_vol=self.bases[self.bases['code']==code]['outstanding'].values[0]
all_vol= acutal_vol*cont
#df= ts.get_hist_data(code)
df1=ts.get_k_data(code)
if len(df1)<3:
return None
#print(df1.info())
#df1=df.reset_index()
#print(df1)
start=df1['date'].values[0]
print('Start day:', start)
df2= df1[(df1['close']==df1['low']) & (df1['high']==df1['low'])]
print(self.bases[self.bases['code']==code]['name'].values[0])
end=df2['date'].values[-1]
print("Break day" , end)
df3=df1[(df1['date']>=start) & (df1['date']<=end)]
v_total_break=df3['volume'].sum()
l=len(df3)
print(l)
print(v_total_break)
rate=v_total_break*100*100.00/all_vol #手和股 注意
print(round(rate,6))
return rate,l
def testcase(self):
#self.calc_open_day('603096')
result=[]
max_line=[]
k=[]
for i in self.codes:
t,l=self.calc_open_day(i)
if t is not None:
result.append(t)
max_line.append({i:l})
k.append(l)
x=range(len(result))
#print(x)
#print(result)
plt.bar(x,result)
plt.show()
sum=0
for i in result:
sum=sum+i
avg=sum*1.00/len(result)
print(avg)
max_v=max(k)
print(max_v)
print(max_line)
def getData(self,filename):
result=[]
max_line=[]
k=[]
for i in self.codes:
print(f'正处理{i}')
name=self.bases.loc[i]['name']
rate,day=self.calc_open_by_percent(i)
if rate:
result.append(rate)
max_line.append([name,day,rate])
k.append(day)
#作图用的
#x=range(len(result))
#print(x)
#print(result)
#plt.bar(x,result)
#lt.show()
with open(filename,'w') as f:
for x in max_line:
#f.write(';'.join(x))
f.write(x[0])
f.write(';')
f.write(str(x[1]))
f.write(';')
f.write(str(x[2]))
f.write('\n')
def main():
obj=NewStockBreak(start_date=20200101,end_date=20200701)
obj.getData('cxg.txt')
if __name__ == '__main__':
main()