├── Cap_Update_daily.py ├── DC.py ├── Deal.py ├── Filter.py ├── Init_StockALL_Sp.py ├── Model_Evaluate.py ├── Operator.py ├── Portfolio.py ├── README.md ├── SVM.py ├── main.py ├── stock_model_ev_mid.sql ├── stock_model_ev_resu.sql ├── stock_my_capital.sql ├── stock_my_stock_pool.sql ├── stock_stock_all.sql ├── stock_stock_index.sql └── stock_stock_info.sql /Cap_Update_daily.py: -------------------------------------------------------------------------------- 1 | import pymysql 2 | 3 | def cap_update_daily(state_dt): 4 | para_norisk = (1.0 + 0.04/365) 5 | db = pymysql.connect(host='127.0.0.1', user='root', passwd='admin', db='stock', charset='utf8') 6 | cursor = db.cursor() 7 | sql_pool = "select * from my_stock_pool" 8 | cursor.execute(sql_pool) 9 | done_set = cursor.fetchall() 10 | db.commit() 11 | new_lock_cap = 0.00 12 | for i in range(len(done_set)): 13 | stock_code = str(done_set[i][0]) 14 | stock_vol = float(done_set[i][2]) 15 | sql = "select * from stock_info a where a.stock_code = '%s' and a.state_dt <= '%s' order by a.state_dt desc limit 1"%(stock_code,state_dt) 16 | cursor.execute(sql) 17 | done_temp = cursor.fetchall() 18 | db.commit() 19 | if len(done_temp) > 0: 20 | cur_close_price = float(done_temp[0][3]) 21 | new_lock_cap += cur_close_price * stock_vol 22 | else: 23 | print('Cap_Update_daily Err!!') 24 | raise Exception 25 | sql_cap = "select * from my_capital order by seq asc" 26 | cursor.execute(sql_cap) 27 | done_cap = cursor.fetchall() 28 | db.commit() 29 | new_cash_cap = float(done_cap[-1][2]) * para_norisk 30 | new_total_cap = new_cash_cap + new_lock_cap 31 | sql_insert = "insert into my_capital(capital,money_lock,money_rest,bz,state_dt)values('%.2f','%.2f','%.2f','%s','%s')"%(new_total_cap,new_lock_cap,new_cash_cap,str('Daily_Update'),state_dt) 32 | cursor.execute(sql_insert) 33 | db.commit() 34 | return 1 -------------------------------------------------------------------------------- /DC.py: -------------------------------------------------------------------------------- 1 | # -*- coding:utf8 -*- 2 | import numpy as np 3 | import pymysql 4 | 5 | 6 | class data_collect(object): 7 | 8 | def __init__(self, in_code,start_dt,end_dt): 9 | ans = self.collectDATA(in_code,start_dt,end_dt) 10 | 11 | def collectDATA(self,in_code,start_dt,end_dt): 12 | # 建立数据库连接,获取日线基础行情(开盘价,收盘价,最高价,最低价,成交量,成交额) 13 | db = pymysql.connect(host='127.0.0.1', user='root', passwd='admin', db='stock', charset='utf8') 14 | cursor = db.cursor() 15 | sql_done_set = "SELECT * FROM stock_all a where stock_code = '%s' and state_dt >= '%s' and state_dt <= '%s' order by state_dt asc" % (in_code, start_dt, end_dt) 16 | cursor.execute(sql_done_set) 17 | done_set = cursor.fetchall() 18 | if len(done_set) == 0: 19 | raise Exception 20 | self.date_seq = [] 21 | self.open_list = [] 22 | self.close_list = [] 23 | self.high_list = [] 24 | self.low_list = [] 25 | self.vol_list = [] 26 | self.amount_list = [] 27 | for i in range(len(done_set)): 28 | self.date_seq.append(done_set[i][0]) 29 | self.open_list.append(float(done_set[i][2])) 30 | self.close_list.append(float(done_set[i][3])) 31 | self.high_list.append(float(done_set[i][4])) 32 | self.low_list.append(float(done_set[i][5])) 33 | self.vol_list.append(float(done_set[i][6])) 34 | self.amount_list.append(float(done_set[i][7])) 35 | cursor.close() 36 | db.close() 37 | # 将日线行情整合为训练集(其中self.train是输入集,self.target是输出集,self.test_case是end_dt那天的单条测试输入) 38 | self.data_train = [] 39 | self.data_target = [] 40 | self.data_target_onehot = [] 41 | self.cnt_pos = 0 42 | self.test_case = [] 43 | 44 | for i in range(1,len(self.close_list)): 45 | train = [self.open_list[i-1],self.close_list[i-1],self.high_list[i-1],self.low_list[i-1],self.vol_list[i-1],self.amount_list[i-1]] 46 | self.data_train.append(np.array(train)) 47 | 48 | if self.close_list[i]/self.close_list[i-1] > 1.0: 49 | self.data_target.append(float(1.00)) 50 | self.data_target_onehot.append([1,0,0]) 51 | else: 52 | self.data_target.append(float(0.00)) 53 | self.data_target_onehot.append([0,1,0]) 54 | self.cnt_pos =len([x for x in self.data_target if x == 1.00]) 55 | self.test_case = np.array([self.open_list[-1],self.close_list[-1],self.high_list[-1],self.low_list[-1],self.vol_list[-1],self.amount_list[-1]]) 56 | self.data_train = np.array(self.data_train) 57 | self.data_target = np.array(self.data_target) 58 | return 1 -------------------------------------------------------------------------------- /Deal.py: -------------------------------------------------------------------------------- 1 | import pymysql.cursors 2 | 3 | class Deal(object): 4 | cur_capital = 0.00 5 | cur_money_lock = 0.00 6 | cur_money_rest = 0.00 7 | stock_pool = [] 8 | stock_map1 = {} 9 | stock_map2 = {} 10 | stock_map3 = {} 11 | stock_all = [] 12 | ban_list = [] 13 | 14 | def __init__(self,state_dt): 15 | # 建立数据库连接 16 | db = pymysql.connect(host='127.0.0.1', user='root', passwd='admin', db='stock', charset='utf8') 17 | cursor = db.cursor() 18 | try: 19 | sql_select = 'select * from my_capital a order by seq desc limit 1' 20 | cursor.execute(sql_select) 21 | done_set = cursor.fetchall() 22 | self.cur_capital = 0.00 23 | self.cur_money_lock = 0.00 24 | self.cur_money_rest = 0.00 25 | if len(done_set) > 0: 26 | self.cur_capital = float(done_set[0][0]) 27 | self.cur_money_rest = float(done_set[0][2]) 28 | sql_select2 = 'select * from my_stock_pool' 29 | cursor.execute(sql_select2) 30 | done_set2 = cursor.fetchall() 31 | self.stock_pool = [] 32 | self.stock_all = [] 33 | self.stock_map1 = [] 34 | self.stock_map2 = [] 35 | self.stock_map3 = [] 36 | self.ban_list = [] 37 | if len(done_set2) > 0: 38 | self.stock_pool = [x[0] for x in done_set2 if x[2] > 0] 39 | self.stock_all = [x[0] for x in done_set2] 40 | self.stock_map1 = {x[0]: float(x[1]) for x in done_set2} 41 | self.stock_map2 = {x[0]: int(x[2]) for x in done_set2} 42 | self.stock_map3 = {x[0]: int(x[3]) for x in done_set2} 43 | for i in range(len(done_set2)): 44 | sql = "select * from stock_info a where a.stock_code = '%s' and a.state_dt = '%s'"%(done_set2[i][0],state_dt) 45 | cursor.execute(sql) 46 | done_temp = cursor.fetchall() 47 | db.commit() 48 | self.cur_money_lock += float(done_temp[0][3]) * float(done_set2[i][2]) 49 | # sql_select3 = 'select * from ban_list' 50 | # cursor.execute(sql_select3) 51 | # done_set3 = cursor.fetchall() 52 | # if len(done_set3) > 0: 53 | # self.ban_list = [x[0] for x in done_set3] 54 | 55 | 56 | except Exception as excp: 57 | #db.rollback() 58 | print(excp) 59 | 60 | db.close() 61 | -------------------------------------------------------------------------------- /Filter.py: -------------------------------------------------------------------------------- 1 | import pymysql.cursors 2 | import Deal 3 | import Operator 4 | 5 | def filter_main(stock_new,state_dt,predict_dt,poz): 6 | # 建立数据库连接 7 | db = pymysql.connect(host='127.0.0.1', user='root', passwd='admin', db='stock', charset='utf8') 8 | cursor = db.cursor() 9 | 10 | #先更新持股天数 11 | sql_update_hold_days = 'update my_stock_pool w set w.hold_days = w.hold_days + 1' 12 | cursor.execute(sql_update_hold_days) 13 | db.commit() 14 | 15 | #先卖出 16 | deal = Deal.Deal(state_dt) 17 | stock_pool_local = deal.stock_pool 18 | for stock in stock_pool_local: 19 | sql_predict = "select predict from model_ev_resu a where a.state_dt = '%s' and a.stock_code = '%s'"%(predict_dt,stock) 20 | cursor.execute(sql_predict) 21 | done_set_predict = cursor.fetchall() 22 | predict = 0 23 | if len(done_set_predict) > 0: 24 | predict = int(done_set_predict[0][0]) 25 | ans = Operator.sell(stock,state_dt,predict) 26 | 27 | #后买入 28 | for stock_index in range(len(stock_new)): 29 | deal_buy = Deal.Deal(state_dt) 30 | 31 | # # 如果模型f1分值低于50则不买入 32 | # sql_f1_check = "select * from model_ev_resu a where a.stock_code = '%s' and a.state_dt < '%s' order by a.state_dt desc limit 1"%(stock_new[stock_index],state_dt) 33 | # cursor.execute(sql_f1_check) 34 | # done_check = cursor.fetchall() 35 | # db.commit() 36 | # if len(done_check) > 0: 37 | # if float(done_check[0][4]) < 0.5: 38 | # print('F1 Warning !!') 39 | # continue 40 | 41 | 42 | ans = Operator.buy(stock_new[stock_index],state_dt,poz[stock_index]*deal_buy.cur_money_rest) 43 | del deal_buy 44 | db.close() 45 | -------------------------------------------------------------------------------- /Init_StockALL_Sp.py: -------------------------------------------------------------------------------- 1 | import datetime 2 | import tushare as ts 3 | import pymysql 4 | 5 | if __name__ == '__main__': 6 | 7 | # 设置tushare pro的token并获取连接 8 | ts.set_token('xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx') 9 | pro = ts.pro_api() 10 | # 设定获取日线行情的初始日期和终止日期,其中终止日期设定为昨天。 11 | start_dt = '20100101' 12 | time_temp = datetime.datetime.now() - datetime.timedelta(days=1) 13 | end_dt = time_temp.strftime('%Y%m%d') 14 | # 建立数据库连接,剔除已入库的部分 15 | db = pymysql.connect(host='127.0.0.1', user='root', passwd='admin', db='stock', charset='utf8') 16 | cursor = db.cursor() 17 | # 设定需要获取数据的股票池 18 | stock_pool = ['603912.SH','300666.SZ','300618.SZ','002049.SZ','300672.SZ'] 19 | total = len(stock_pool) 20 | # 循环获取单个股票的日线行情 21 | for i in range(len(stock_pool)): 22 | try: 23 | df = pro.daily(ts_code=stock_pool[i], start_date=start_dt, end_date=end_dt) 24 | print('Seq: ' + str(i+1) + ' of ' + str(total) + ' Code: ' + str(stock_pool[i])) 25 | c_len = df.shape[0] 26 | except Exception as aa: 27 | print(aa) 28 | print('No DATA Code: ' + str(i)) 29 | continue 30 | for j in range(c_len): 31 | resu0 = list(df.ix[c_len-1-j]) 32 | resu = [] 33 | for k in range(len(resu0)): 34 | if str(resu0[k]) == 'nan': 35 | resu.append(-1) 36 | else: 37 | resu.append(resu0[k]) 38 | state_dt = (datetime.datetime.strptime(resu[1], "%Y%m%d")).strftime('%Y-%m-%d') 39 | try: 40 | sql_insert = "INSERT INTO stock_all(state_dt,stock_code,open,close,high,low,vol,amount,pre_close,amt_change,pct_change) VALUES ('%s', '%s', '%.2f', '%.2f','%.2f','%.2f','%i','%.2f','%.2f','%.2f','%.2f')" % (state_dt,str(resu[0]),float(resu[2]),float(resu[5]),float(resu[3]),float(resu[4]),float(resu[9]),float(resu[10]),float(resu[6]),float(resu[7]),float(resu[8])) 41 | cursor.execute(sql_insert) 42 | db.commit() 43 | except Exception as err: 44 | continue 45 | cursor.close() 46 | db.close() 47 | print('All Finished!') 48 | -------------------------------------------------------------------------------- /Model_Evaluate.py: -------------------------------------------------------------------------------- 1 | from sklearn import svm 2 | import pymysql.cursors 3 | import datetime 4 | import DC 5 | import tushare as ts 6 | 7 | 8 | def model_eva(stock,state_dt,para_window,para_dc_window): 9 | # 建立数据库连接,设置tushare token 10 | db = pymysql.connect(host='127.0.0.1', user='root', passwd='admin', db='stock', charset='utf8') 11 | cursor = db.cursor() 12 | ts.set_token('xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx') 13 | pro = ts.pro_api() 14 | # 建评估时间序列, para_window参数代表回测窗口长度 15 | model_test_date_start = (datetime.datetime.strptime(state_dt, '%Y-%m-%d') - datetime.timedelta(days=para_window)).strftime( 16 | '%Y%m%d') 17 | model_test_date_end = state_dt 18 | df = pro.trade_cal(exchange_id='', is_open = 1,start_date=model_test_date_start, end_date=model_test_date_end) 19 | date_temp = list(df.iloc[:,1]) 20 | model_test_date_seq = [(datetime.datetime.strptime(x, "%Y%m%d")).strftime('%Y-%m-%d') for x in date_temp] 21 | # 清空评估用的中间表model_ev_mid 22 | sql_truncate_model_test = 'truncate table model_ev_mid' 23 | cursor.execute(sql_truncate_model_test) 24 | db.commit() 25 | return_flag = 0 26 | # 开始回测,其中para_dc_window参数代表建模时数据预处理所需的时间窗长度 27 | for d in range(len(model_test_date_seq)): 28 | model_test_new_start = (datetime.datetime.strptime(model_test_date_seq[d], '%Y-%m-%d') - datetime.timedelta(days=para_dc_window)).strftime('%Y-%m-%d') 29 | model_test_new_end = model_test_date_seq[d] 30 | try: 31 | dc = DC.data_collect(stock, model_test_new_start, model_test_new_end) 32 | if len(set(dc.data_target)) <= 1: 33 | continue 34 | except Exception as exp: 35 | print("DC Errrrr") 36 | return_flag = 1 37 | break 38 | train = dc.data_train 39 | target = dc.data_target 40 | test_case = [dc.test_case] 41 | model = svm.SVC() # 建模 42 | model.fit(train, target) # 训练 43 | ans2 = model.predict(test_case) # 预测 44 | # 将预测结果插入到中间表 45 | sql_insert = "insert into model_ev_mid(state_dt,stock_code,resu_predict)values('%s','%s','%.2f')" % (model_test_new_end, stock, float(ans2[0])) 46 | cursor.execute(sql_insert) 47 | db.commit() 48 | if return_flag == 1: 49 | acc = recall = acc_neg = f1 = 0 50 | return -1 51 | else: 52 | # 在中间表中刷真实值 53 | for i in range(len(model_test_date_seq)): 54 | sql_select = "select * from stock_all a where a.stock_code = '%s' and a.state_dt >= '%s' order by a.state_dt asc limit 2" % (stock, model_test_date_seq[i]) 55 | cursor.execute(sql_select) 56 | done_set2 = cursor.fetchall() 57 | if len(done_set2) <= 1: 58 | break 59 | resu = 0 60 | if float(done_set2[1][3]) / float(done_set2[0][3]) > 1.00: 61 | resu = 1 62 | sql_update = "update model_ev_mid w set w.resu_real = '%.2f' where w.state_dt = '%s' and w.stock_code = '%s'" % (resu, model_test_date_seq[i], stock) 63 | cursor.execute(sql_update) 64 | db.commit() 65 | # 计算查全率 66 | sql_resu_recall_son = "select count(*) from model_ev_mid a where a.resu_real is not null and a.resu_predict = 1 and a.resu_real = 1" 67 | cursor.execute(sql_resu_recall_son) 68 | recall_son = cursor.fetchall()[0][0] 69 | sql_resu_recall_mon = "select count(*) from model_ev_mid a where a.resu_real is not null and a.resu_real = 1" 70 | cursor.execute(sql_resu_recall_mon) 71 | recall_mon = cursor.fetchall()[0][0] 72 | if recall_mon == 0: 73 | acc = recall = acc_neg = f1 = 0 74 | else: 75 | recall = recall_son / recall_mon 76 | # 计算查准率 77 | sql_resu_acc_son = "select count(*) from model_ev_mid a where a.resu_real is not null and a.resu_predict = 1 and a.resu_real = 1" 78 | cursor.execute(sql_resu_acc_son) 79 | acc_son = cursor.fetchall()[0][0] 80 | sql_resu_acc_mon = "select count(*) from model_ev_mid a where a.resu_real is not null and a.resu_predict = 1" 81 | cursor.execute(sql_resu_acc_mon) 82 | acc_mon = cursor.fetchall()[0][0] 83 | if acc_mon == 0: 84 | acc = recall = acc_neg = f1 = 0 85 | else: 86 | acc = acc_son / acc_mon 87 | # 计算查准率(负样本) 88 | sql_resu_acc_neg_son = "select count(*) from model_ev_mid a where a.resu_real is not null and a.resu_predict = -1 and a.resu_real = -1" 89 | cursor.execute(sql_resu_acc_neg_son) 90 | acc_neg_son = cursor.fetchall()[0][0] 91 | sql_resu_acc_neg_mon = "select count(*) from model_ev_mid a where a.resu_real is not null and a.resu_predict = -1" 92 | cursor.execute(sql_resu_acc_neg_mon) 93 | acc_neg_mon = cursor.fetchall()[0][0] 94 | if acc_neg_mon == 0: 95 | acc_neg_mon = -1 96 | acc_neg = -1 97 | else: 98 | acc_neg = acc_neg_son / acc_neg_mon 99 | # 计算 F1 分值 100 | if acc + recall == 0: 101 | acc = recall = acc_neg = f1 = 0 102 | else: 103 | f1 = (2 * acc * recall) / (acc + recall) 104 | sql_predict = "select resu_predict from model_ev_mid a where a.state_dt = '%s'" % (model_test_date_seq[-1]) 105 | cursor.execute(sql_predict) 106 | done_predict = cursor.fetchall() 107 | predict = 0 108 | if len(done_predict) != 0: 109 | predict = int(done_predict[0][0]) 110 | # 将评估结果存入结果表model_ev_resu中 111 | sql_final_insert = "insert into model_ev_resu(state_dt,stock_code,acc,recall,f1,acc_neg,bz,predict)values('%s','%s','%.4f','%.4f','%.4f','%.4f','%s','%s')" % (state_dt, stock, acc, recall, f1, acc_neg, 'svm', str(predict)) 112 | cursor.execute(sql_final_insert) 113 | db.commit() 114 | db.close() 115 | print(str(state_dt) + ' Precision : ' + str(acc) + ' Recall : ' + str(recall) + ' F1 : ' + str(f1) + ' Acc_Neg : ' + str(acc_neg)) 116 | return 1 117 | 118 | 119 | -------------------------------------------------------------------------------- /Operator.py: -------------------------------------------------------------------------------- 1 | import pymysql.cursors 2 | import Deal 3 | 4 | def buy(stock_code,opdate,buy_money): 5 | # 建立数据库连接 6 | db = pymysql.connect(host='127.0.0.1', user='root', passwd='admin', db='stock', charset='utf8') 7 | cursor = db.cursor() 8 | deal_buy = Deal.Deal(opdate) 9 | #后买入 10 | if deal_buy.cur_money_rest+1 >= buy_money: 11 | sql_buy = "select * from stock_info a where a.state_dt = '%s' and a.stock_code = '%s'" % (opdate, stock_code) 12 | cursor.execute(sql_buy) 13 | done_set_buy = cursor.fetchall() 14 | if len(done_set_buy) == 0: 15 | return -1 16 | buy_price = float(done_set_buy[0][3]) 17 | if buy_price >= 195: 18 | return 0 19 | vol, rest = divmod(min(deal_buy.cur_money_rest, buy_money), buy_price * 100) 20 | vol = vol * 100 21 | if vol == 0: 22 | return 0 23 | new_capital = deal_buy.cur_capital - vol * buy_price * 0.0005 24 | new_money_lock = deal_buy.cur_money_lock + vol * buy_price 25 | new_money_rest = deal_buy.cur_money_rest - vol * buy_price * 1.0005 26 | sql_buy_update2 = "insert into my_capital(capital,money_lock,money_rest,deal_action,stock_code,stock_vol,state_dt,deal_price)VALUES ('%.2f', '%.2f', '%.2f','%s','%s','%i','%s','%.2f')" % (new_capital, new_money_lock,new_money_rest, 'buy', stock_code, vol, opdate, buy_price) 27 | cursor.execute(sql_buy_update2) 28 | db.commit() 29 | if stock_code in deal_buy.stock_all: 30 | new_buy_price = (deal_buy.stock_map1[stock_code] * deal_buy.stock_map2[stock_code] + vol * buy_price) / (deal_buy.stock_map2[stock_code] + vol) 31 | new_vol = deal_buy.stock_map2[stock_code] + vol 32 | sql_buy_update3 = "update my_stock_pool w set w.buy_price = (select '%.2f' from dual) where w.stock_code = '%s'" % (new_buy_price, stock_code) 33 | sql_buy_update3b = "update my_stock_pool w set w.hold_vol = (select '%i' from dual) where w.stock_code = '%s'" % (new_vol, stock_code) 34 | sql_buy_update3c = "update my_stock_pool w set w.hold_days = (select '%i' from dual) where w.stock_code = '%s'" % (1, stock_code) 35 | cursor.execute(sql_buy_update3) 36 | cursor.execute(sql_buy_update3b) 37 | cursor.execute(sql_buy_update3c) 38 | db.commit() 39 | else: 40 | sql_buy_update3 = "insert into my_stock_pool(stock_code,buy_price,hold_vol,hold_days) VALUES ('%s','%.2f','%i','%i')" % (stock_code, buy_price, vol, int(1)) 41 | cursor.execute(sql_buy_update3) 42 | db.commit() 43 | db.close() 44 | return 1 45 | db.close() 46 | return 0 47 | 48 | def sell(stock_code,opdate,predict): 49 | # 建立数据库连接 50 | db = pymysql.connect(host='127.0.0.1', user='root', passwd='admin', db='stock', charset='utf8') 51 | cursor = db.cursor() 52 | 53 | deal = Deal.Deal(opdate) 54 | init_price = deal.stock_map1[stock_code] 55 | hold_vol = deal.stock_map2[stock_code] 56 | hold_days = deal.stock_map3[stock_code] 57 | sql_sell_select = "select * from stock_info a where a.state_dt = '%s' and a.stock_code = '%s'" % (opdate, stock_code) 58 | cursor.execute(sql_sell_select) 59 | done_set_sell_select = cursor.fetchall() 60 | if len(done_set_sell_select) == 0: 61 | return -1 62 | sell_price = float(done_set_sell_select[0][3]) 63 | 64 | if sell_price > init_price*1.03 and hold_vol > 0: 65 | new_money_lock = deal.cur_money_lock - sell_price*hold_vol 66 | new_money_rest = deal.cur_money_rest + sell_price*hold_vol 67 | new_capital = deal.cur_capital + (sell_price-init_price)*hold_vol 68 | new_profit = (sell_price-init_price)*hold_vol 69 | new_profit_rate = sell_price/init_price 70 | sql_sell_insert = "insert into my_capital(capital,money_lock,money_rest,deal_action,stock_code,stock_vol,profit,profit_rate,bz,state_dt,deal_price)values('%.2f','%.2f','%.2f','%s','%s','%.2f','%.2f','%.2f','%s','%s','%.2f')" %(new_capital,new_money_lock,new_money_rest,'SELL',stock_code,hold_vol,new_profit,new_profit_rate,'GOODSELL',opdate,sell_price) 71 | cursor.execute(sql_sell_insert) 72 | db.commit() 73 | sql_sell_update = "delete from my_stock_pool where stock_code = '%s'" % (stock_code) 74 | cursor.execute(sql_sell_update) 75 | db.commit() 76 | db.close() 77 | return 1 78 | 79 | elif sell_price < init_price*0.97 and hold_vol > 0: 80 | new_money_lock = deal.cur_money_lock - sell_price*hold_vol 81 | new_money_rest = deal.cur_money_rest + sell_price*hold_vol 82 | new_capital = deal.cur_capital + (sell_price-init_price)*hold_vol 83 | new_profit = (sell_price-init_price)*hold_vol 84 | new_profit_rate = sell_price/init_price 85 | sql_sell_insert2 = "insert into my_capital(capital,money_lock,money_rest,deal_action,stock_code,stock_vol,profit,profit_rate,bz,state_dt,deal_price)values('%.2f','%.2f','%.2f','%s','%s','%.2f','%.2f','%.2f','%s','%s','%.2f')" %(new_capital,new_money_lock,new_money_rest,'SELL',stock_code,hold_vol,new_profit,new_profit_rate,'BADSELL',opdate,sell_price) 86 | cursor.execute(sql_sell_insert2) 87 | db.commit() 88 | sql_sell_update2 = "delete from my_stock_pool where stock_code = '%s'" % (stock_code) 89 | cursor.execute(sql_sell_update2) 90 | db.commit() 91 | # sql_ban_insert = "insert into ban_list(stock_code) values ('%s')" %(stock_code) 92 | # cursor.execute(sql_ban_insert) 93 | # db.commit() 94 | db.close() 95 | return 1 96 | 97 | elif hold_days >= 4 and hold_vol > 0: 98 | new_money_lock = deal.cur_money_lock - sell_price * hold_vol 99 | new_money_rest = deal.cur_money_rest + sell_price * hold_vol 100 | new_capital = deal.cur_capital + (sell_price - init_price) * hold_vol 101 | new_profit = (sell_price - init_price) * hold_vol 102 | new_profit_rate = sell_price / init_price 103 | sql_sell_insert3 = "insert into my_capital(capital,money_lock,money_rest,deal_action,stock_code,stock_vol,profit,profit_rate,bz,state_dt,deal_price)values('%.2f','%.2f','%.2f','%s','%s','%.2f','%.2f','%.2f','%s','%s','%.2f')" % (new_capital, new_money_lock, new_money_rest, 'OVERTIME', stock_code, hold_vol, new_profit, new_profit_rate,'OVERTIMESELL', opdate,sell_price) 104 | cursor.execute(sql_sell_insert3) 105 | db.commit() 106 | sql_sell_update3 = "delete from my_stock_pool where stock_code = '%s'" % (stock_code) 107 | cursor.execute(sql_sell_update3) 108 | db.commit() 109 | db.close() 110 | return 1 111 | 112 | elif predict == -1: 113 | new_money_lock = deal.cur_money_lock - sell_price * hold_vol 114 | new_money_rest = deal.cur_money_rest + sell_price * hold_vol 115 | new_capital = deal.cur_capital + (sell_price - init_price) * hold_vol 116 | new_profit = (sell_price - init_price) * hold_vol 117 | new_profit_rate = sell_price / init_price 118 | sql_sell_insert4 = "insert into my_capital(capital,money_lock,money_rest,deal_action,stock_code,stock_vol,profit,profit_rate,bz,state_dt,deal_price)values('%.2f','%.2f','%.2f','%s','%s','%.2f','%.2f','%.2f','%s','%s','%.2f')" % ( 119 | new_capital, new_money_lock, new_money_rest, 'Predict', stock_code, hold_vol, new_profit, new_profit_rate, 120 | 'PredictSell', opdate, sell_price) 121 | cursor.execute(sql_sell_insert4) 122 | db.commit() 123 | sql_sell_update3 = "delete from my_stock_pool where stock_code = '%s'" % (stock_code) 124 | cursor.execute(sql_sell_update3) 125 | db.commit() 126 | db.close() 127 | return 1 128 | db.close() 129 | return 0 130 | 131 | -------------------------------------------------------------------------------- /Portfolio.py: -------------------------------------------------------------------------------- 1 | import numpy as np 2 | import datetime 3 | import pymysql 4 | import copy 5 | import tushare as ts 6 | 7 | 8 | # 返回的resu中 特征值按由小到大排列,对应的是其特征向量 9 | def get_portfolio(stock_list,state_dt,para_window): 10 | # 建数据库连接,设置Tushare的token 11 | db = pymysql.connect(host='127.0.0.1', user='root', passwd='admin', db='stock', charset='utf8') 12 | cursor = db.cursor() 13 | ts.set_token('xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx') 14 | pro = ts.pro_api() 15 | 16 | portfilio = stock_list 17 | 18 | # 建评估时间序列, para_window参数代表回测窗口长度 19 | model_test_date_start = (datetime.datetime.strptime(state_dt, '%Y-%m-%d') - datetime.timedelta(days=para_window)).strftime( 20 | '%Y%m%d') 21 | model_test_date_end = (datetime.datetime.strptime(state_dt, "%Y-%m-%d")).strftime('%Y%m%d') 22 | df = pro.trade_cal(exchange_id='', is_open=1, start_date=model_test_date_start, end_date=model_test_date_end) 23 | date_temp = list(df.iloc[:, 1]) 24 | model_test_date_seq = [(datetime.datetime.strptime(x, "%Y%m%d")).strftime('%Y-%m-%d') for x in date_temp] 25 | 26 | list_return = [] 27 | for i in range(len(model_test_date_seq)-4): 28 | ti = model_test_date_seq[i] 29 | ri = [] 30 | for j in range(len(portfilio)): 31 | sql_select = "select * from stock_all a where a.stock_code = '%s' and a.state_dt >= '%s' and a.state_dt <= '%s' order by state_dt asc" % (portfilio[j], model_test_date_seq[i], model_test_date_seq[i + 4]) 32 | cursor.execute(sql_select) 33 | done_set = cursor.fetchall() 34 | db.commit() 35 | temp = [x[3] for x in done_set] 36 | base_price = 0.00 37 | after_mean_price = 0.00 38 | if len(temp) <= 1: 39 | r = 0.00 40 | else: 41 | base_price = temp[0] 42 | after_mean_price = np.array(temp[1:]).mean() 43 | r = (float(after_mean_price/base_price)-1.00)*100.00 44 | ri.append(r) 45 | del done_set 46 | del temp 47 | del base_price 48 | del after_mean_price 49 | list_return.append(ri) 50 | 51 | # 求协方差矩阵 52 | cov = np.cov(np.array(list_return).T) 53 | # 求特征值和其对应的特征向量 54 | ans = np.linalg.eig(cov) 55 | # 排序,特征向量中负数置0,非负数归一 56 | ans_index = copy.copy(ans[0]) 57 | ans_index.sort() 58 | resu = [] 59 | for k in range(len(ans_index)): 60 | con_temp = [] 61 | con_temp.append(ans_index[k]) 62 | content_temp1 = ans[1][np.argwhere(ans[0] == ans_index[k])[0][0]] 63 | content_temp2 = [] 64 | content_sum = np.array([x for x in content_temp1 if x >= 0.00]).sum() 65 | for m in range(len(content_temp1)): 66 | if content_temp1[m] >= 0 and content_sum > 0: 67 | content_temp2.append(content_temp1[m]/content_sum) 68 | else: 69 | content_temp2.append(0.00) 70 | con_temp.append(content_temp2) 71 | # 计算夏普率 72 | sharp_temp = np.array(copy.copy(list_return)) * content_temp2 73 | sharp_exp = sharp_temp.mean() 74 | sharp_base = 0.04 75 | sharp_std = np.std(sharp_temp) 76 | if sharp_std == 0.00: 77 | sharp = 0.00 78 | else: 79 | sharp = (sharp_exp - sharp_base) / sharp_std 80 | 81 | con_temp.append(sharp) 82 | resu.append(con_temp) 83 | 84 | return resu 85 | 86 | if __name__ == '__main__': 87 | pf = ['603912.SH', '300666.SZ', '300618.SZ', '002049.SZ', '300672.SZ'] 88 | ans = get_portfolio(pf,'2018-01-01',90) 89 | print('************** Market Trend ****************') 90 | print('Risk : ' + str(round(ans[0][0], 2))) 91 | print('Sharp ratio : ' + str(round(ans[0][2], 2))) 92 | 93 | for i in range(5): 94 | print('----------------------------------------------') 95 | print('Stock_code : ' + str(pf[i]) + ' Position : ' + str(round(ans[0][1][i] * 100, 2)) + '%') 96 | print('----------------------------------------------') 97 | 98 | print('************** Best Return *****************') 99 | print('Risk : ' + str(round(ans[1][0], 2))) 100 | print('Sharp ratio : ' + str(round(ans[1][2], 2))) 101 | for j in range(5): 102 | print('----------------------------------------------') 103 | print('Stock_code : ' + str(pf[j]) + ' Position : ' + str( 104 | round(ans[1][1][j] * 100, 2)) + '%') 105 | print('----------------------------------------------') 106 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # JXQuant 2 | 该库主要分享“匠芯量化”公众号内的策略源码,更多策略细节请关注微信公众号:“匠芯量化”(微信搜索公众号“jxquant”)。 3 | 4 | 目录: 5 | 6 | Init_StockALL_Sp.py —— 【数据采集】利用tushare接口将日线行情存储到本地数据库。 7 | DC.py —— 【数据预处理】将本地存储的日基础行情整合成一份训练集。 8 | SVM.py —— 【SVM建模】对个股用SVM进行建模,训练和预测。 9 | Model_Evaluate.py —— 【模型评估】通过回测+推进式建模的方式对模型进行评估,主要计算查准率Precision,查全率Recall,F1分值,并存入结果表。 10 | Portfolio.py —— 【仓位管理】基于马科维茨投资组合理论,计算一段时间序列内投资组合的风险、仓位配比和夏普率,有市场方向和最佳收益方向两种结果。 11 | Deal.py.py —— 【模拟交易】封装类,用于模拟交易过程中获取最新的资产账户相关数据。 12 | Operator.py —— 【模拟交易】封装函数,用于模拟交易过程中执行买和卖操作。 13 | Cap_Update_daily.py —— 【模拟交易】封装函数,用于在回测过程中,每日更新资产表中相关数据。 14 | Filter.py —— 【策略回测】封装函数,用于在回测过程中,处理一些简单的逻辑(更新持仓天数,买卖顺序等)。 15 | main.py —— 【策略回测】策略的框架,回测的主函数。 16 | stock_my_capital.sql —— 【策略回测】回测主函数里用到的数据库表,可直接导入。资产账单表,表结构在文章内有介绍,该表内含一条初始数据,用于定义初始资金,可根据回测场景自行修改。 17 | stock_stock_index.sql —— 【策略回测】回测主函数里用到的数据库表,可直接导入。大盘行情表,内含部分大盘行情。 18 | stock_model_ev_mid.sql —— 【模型评估】模型评估过程中用到的中间表,用于暂存回测时间序列内的部分数据,并用于最终计算F1分值。 19 | stock_model_ev_resu.sql —— 【模型评估】模型评估的结果表,用于存储股票在某个时间点上的F1分值。 20 | stock_my_stock_pool.sql —— 【策略回测】当前股票资产详情表,主要字段为:持仓股票代码,成交均价,持仓量,持仓天数。 21 | stock_stock_all.sql —— 【策略回测】股票每日行情数据表,包含所有股票的日线行情。 22 | stock_stock_info.sql —— 【策略回测】表的瘦身版,表结构相同,但删除了冗余数据,用于提高回测运行速度。 23 | -------------------------------------------------------------------------------- /SVM.py: -------------------------------------------------------------------------------- 1 | from sklearn import svm 2 | import DC 3 | 4 | if __name__ == '__main__': 5 | stock = '002049.SZ' 6 | dc = DC.data_collect(stock, '2017-03-01', '2018-03-01') 7 | train = dc.data_train 8 | target = dc.data_target 9 | test_case = [dc.test_case] 10 | model = svm.SVC() # 建模 11 | model.fit(train, target) # 训练 12 | ans2 = model.predict(test_case) # 预测 13 | # 输出对2018-03-02的涨跌预测,1表示涨,0表示不涨。 14 | print(ans2[0]) 15 | 16 | 17 | -------------------------------------------------------------------------------- /main.py: -------------------------------------------------------------------------------- 1 | import pymysql 2 | import Model_Evaluate as ev 3 | import Filter 4 | import Portfolio as pf 5 | from pylab import * 6 | import Cap_Update_daily as cap_update 7 | import tushare as ts 8 | 9 | def get_sharp_rate(): 10 | db = pymysql.connect(host='127.0.0.1', user='root', passwd='admin', db='stock', charset='utf8') 11 | cursor = db.cursor() 12 | 13 | sql_cap = "select * from my_capital a order by seq asc" 14 | cursor.execute(sql_cap) 15 | done_exp = cursor.fetchall() 16 | db.commit() 17 | cap_list = [float(x[0]) for x in done_exp] 18 | return_list = [] 19 | base_cap = float(done_exp[0][0]) 20 | for i in range(len(cap_list)): 21 | if i == 0: 22 | return_list.append(float(1.00)) 23 | else: 24 | ri = (float(done_exp[i][0]) - float(done_exp[0][0]))/float(done_exp[0][0]) 25 | return_list.append(ri) 26 | std = float(np.array(return_list).std()) 27 | exp_portfolio = (float(done_exp[-1][0]) - float(done_exp[0][0]))/float(done_exp[0][0]) 28 | exp_norisk = 0.04*(5.0/12.0) 29 | sharp_rate = (exp_portfolio - exp_norisk)/(std) 30 | 31 | return sharp_rate,std 32 | 33 | if __name__ == '__main__': 34 | 35 | 36 | # 建立数据库连接,设置tushare的token,定义一些初始化参数 37 | db = pymysql.connect(host='127.0.0.1', user='root', passwd='admin', db='stock', charset='utf8') 38 | cursor = db.cursor() 39 | ts.set_token('xxxxxxxxxxxxxxxxxxxxxxxxxx') 40 | pro = ts.pro_api() 41 | year = 2018 42 | date_seq_start = str(year) + '-03-01' 43 | date_seq_end = str(year) + '-04-01' 44 | stock_pool = ['603912.SH', '300666.SZ', '300618.SZ', '002049.SZ', '300672.SZ'] 45 | 46 | # 先清空之前的测试记录,并创建中间表 47 | sql_wash1 = 'delete from my_capital where seq != 1' 48 | cursor.execute(sql_wash1) 49 | db.commit() 50 | sql_wash3 = 'truncate table my_stock_pool' 51 | cursor.execute(sql_wash3) 52 | db.commit() 53 | # 清空行情源表,并插入相关股票的行情数据。该操作是为了提高回测计算速度而剔除行情表(stock_all)中的冗余数据。 54 | sql_wash4 = 'truncate table stock_info' 55 | cursor.execute(sql_wash4) 56 | db.commit() 57 | in_str = '(' 58 | for x in range(len(stock_pool)): 59 | if x != len(stock_pool)-1: 60 | in_str += str('\'') + str(stock_pool[x])+str('\',') 61 | else: 62 | in_str += str('\'') + str(stock_pool[x]) + str('\')') 63 | sql_insert = "insert into stock_info(select * from stock_all a where a.stock_code in %s)"%(in_str) 64 | cursor.execute(sql_insert) 65 | db.commit() 66 | 67 | 68 | # 建回测时间序列 69 | back_test_date_start = (datetime.datetime.strptime(date_seq_start, '%Y-%m-%d')).strftime('%Y%m%d') 70 | back_test_date_end = (datetime.datetime.strptime(date_seq_end, "%Y-%m-%d")).strftime('%Y%m%d') 71 | df = pro.trade_cal(exchange_id='', is_open=1, start_date=back_test_date_start, end_date=back_test_date_end) 72 | date_temp = list(df.iloc[:, 1]) 73 | date_seq = [(datetime.datetime.strptime(x, "%Y%m%d")).strftime('%Y-%m-%d') for x in date_temp] 74 | print(date_seq) 75 | 76 | #开始模拟交易 77 | index = 1 78 | day_index = 0 79 | for i in range(1,len(date_seq)): 80 | day_index += 1 81 | # 每日推进式建模,并获取对下一个交易日的预测结果 82 | for stock in stock_pool: 83 | try: 84 | ans2 = ev.model_eva(stock,date_seq[i],90,365) 85 | # print('Date : ' + str(date_seq[i]) + ' Update : ' + str(stock)) 86 | except Exception as ex: 87 | print(ex) 88 | continue 89 | # 每5个交易日更新一次配仓比例 90 | if divmod(day_index+4,5)[1] == 0: 91 | portfolio_pool = stock_pool 92 | if len(portfolio_pool) < 5: 93 | print('Less than 5 stocks for portfolio!! state_dt : ' + str(date_seq[i])) 94 | continue 95 | pf_src = pf.get_portfolio(portfolio_pool,date_seq[i-1],year) 96 | # 取最佳收益方向的资产组合 97 | risk = pf_src[1][0] 98 | weight = pf_src[1][1] 99 | Filter.filter_main(portfolio_pool,date_seq[i],date_seq[i-1],weight) 100 | else: 101 | Filter.filter_main([],date_seq[i],date_seq[i - 1], []) 102 | cap_update_ans = cap_update.cap_update_daily(date_seq[i]) 103 | print('Runnig to Date : ' + str(date_seq[i])) 104 | print('ALL FINISHED!!') 105 | 106 | sharp,c_std = get_sharp_rate() 107 | print('Sharp Rate : ' + str(sharp)) 108 | print('Risk Factor : ' + str(c_std)) 109 | 110 | sql_show_btc = "select * from stock_index a where a.stock_code = 'SH' and a.state_dt >= '%s' and a.state_dt <= '%s' order by state_dt asc"%(date_seq_start,date_seq_end) 111 | cursor.execute(sql_show_btc) 112 | done_set_show_btc = cursor.fetchall() 113 | #btc_x = [x[0] for x in done_set_show_btc] 114 | btc_x = list(range(len(done_set_show_btc))) 115 | btc_y = [x[3] / done_set_show_btc[0][3] for x in done_set_show_btc] 116 | dict_anti_x = {} 117 | dict_x = {} 118 | for a in range(len(btc_x)): 119 | dict_anti_x[btc_x[a]] = done_set_show_btc[a][0] 120 | dict_x[done_set_show_btc[a][0]] = btc_x[a] 121 | 122 | #sql_show_profit = "select * from my_capital order by state_dt asc" 123 | sql_show_profit = "select max(a.capital),a.state_dt from my_capital a where a.state_dt is not null group by a.state_dt order by a.state_dt asc" 124 | cursor.execute(sql_show_profit) 125 | done_set_show_profit = cursor.fetchall() 126 | profit_x = [dict_x[x[1]] for x in done_set_show_profit] 127 | profit_y = [x[0] / done_set_show_profit[0][0] for x in done_set_show_profit] 128 | # 绘制收益率曲线(含大盘基准收益曲线) 129 | def c_fnx(val, poz): 130 | if val in dict_anti_x.keys(): 131 | return dict_anti_x[val] 132 | else: 133 | return '' 134 | 135 | 136 | fig = plt.figure(figsize=(20, 12)) 137 | ax = fig.add_subplot(111) 138 | ax.xaxis.set_major_formatter(FuncFormatter(c_fnx)) 139 | 140 | plt.plot(btc_x, btc_y, color='blue') 141 | plt.plot(profit_x, profit_y, color='red') 142 | 143 | plt.show() 144 | 145 | cursor.close() 146 | db.close() 147 | 148 | 149 | 150 | 151 | -------------------------------------------------------------------------------- /stock_model_ev_mid.sql: -------------------------------------------------------------------------------- 1 | -- MySQL dump 10.13 Distrib 5.7.17, for Win64 (x86_64) 2 | -- 3 | -- Host: localhost Database: stock 4 | -- ------------------------------------------------------ 5 | -- Server version 5.5.27 6 | 7 | /*!40101 SET @OLD_CHARACTER_SET_CLIENT=@@CHARACTER_SET_CLIENT */; 8 | /*!40101 SET @OLD_CHARACTER_SET_RESULTS=@@CHARACTER_SET_RESULTS */; 9 | /*!40101 SET @OLD_COLLATION_CONNECTION=@@COLLATION_CONNECTION */; 10 | /*!40101 SET NAMES utf8 */; 11 | /*!40103 SET @OLD_TIME_ZONE=@@TIME_ZONE */; 12 | /*!40103 SET TIME_ZONE='+00:00' */; 13 | /*!40014 SET @OLD_UNIQUE_CHECKS=@@UNIQUE_CHECKS, UNIQUE_CHECKS=0 */; 14 | /*!40014 SET @OLD_FOREIGN_KEY_CHECKS=@@FOREIGN_KEY_CHECKS, FOREIGN_KEY_CHECKS=0 */; 15 | /*!40101 SET @OLD_SQL_MODE=@@SQL_MODE, SQL_MODE='NO_AUTO_VALUE_ON_ZERO' */; 16 | /*!40111 SET @OLD_SQL_NOTES=@@SQL_NOTES, SQL_NOTES=0 */; 17 | 18 | -- 19 | -- Table structure for table `model_ev_mid` 20 | -- 21 | 22 | DROP TABLE IF EXISTS `model_ev_mid`; 23 | /*!40101 SET @saved_cs_client = @@character_set_client */; 24 | /*!40101 SET character_set_client = utf8 */; 25 | CREATE TABLE `model_ev_mid` ( 26 | `state_dt` varchar(50) NOT NULL, 27 | `stock_code` varchar(45) NOT NULL, 28 | `resu_predict` decimal(20,2) DEFAULT NULL, 29 | `resu_real` decimal(20,2) DEFAULT NULL 30 | ) ENGINE=InnoDB DEFAULT CHARSET=gbk; 31 | /*!40101 SET character_set_client = @saved_cs_client */; 32 | /*!40103 SET TIME_ZONE=@OLD_TIME_ZONE */; 33 | 34 | /*!40101 SET SQL_MODE=@OLD_SQL_MODE */; 35 | /*!40014 SET FOREIGN_KEY_CHECKS=@OLD_FOREIGN_KEY_CHECKS */; 36 | /*!40014 SET UNIQUE_CHECKS=@OLD_UNIQUE_CHECKS */; 37 | /*!40101 SET CHARACTER_SET_CLIENT=@OLD_CHARACTER_SET_CLIENT */; 38 | /*!40101 SET CHARACTER_SET_RESULTS=@OLD_CHARACTER_SET_RESULTS */; 39 | /*!40101 SET COLLATION_CONNECTION=@OLD_COLLATION_CONNECTION */; 40 | /*!40111 SET SQL_NOTES=@OLD_SQL_NOTES */; 41 | 42 | -- Dump completed on 2018-09-10 7:39:56 43 | -------------------------------------------------------------------------------- /stock_model_ev_resu.sql: -------------------------------------------------------------------------------- 1 | -- MySQL dump 10.13 Distrib 5.7.17, for Win64 (x86_64) 2 | -- 3 | -- Host: localhost Database: stock 4 | -- ------------------------------------------------------ 5 | -- Server version 5.5.27 6 | 7 | /*!40101 SET @OLD_CHARACTER_SET_CLIENT=@@CHARACTER_SET_CLIENT */; 8 | /*!40101 SET @OLD_CHARACTER_SET_RESULTS=@@CHARACTER_SET_RESULTS */; 9 | /*!40101 SET @OLD_COLLATION_CONNECTION=@@COLLATION_CONNECTION */; 10 | /*!40101 SET NAMES utf8 */; 11 | /*!40103 SET @OLD_TIME_ZONE=@@TIME_ZONE */; 12 | /*!40103 SET TIME_ZONE='+00:00' */; 13 | /*!40014 SET @OLD_UNIQUE_CHECKS=@@UNIQUE_CHECKS, UNIQUE_CHECKS=0 */; 14 | /*!40014 SET @OLD_FOREIGN_KEY_CHECKS=@@FOREIGN_KEY_CHECKS, FOREIGN_KEY_CHECKS=0 */; 15 | /*!40101 SET @OLD_SQL_MODE=@@SQL_MODE, SQL_MODE='NO_AUTO_VALUE_ON_ZERO' */; 16 | /*!40111 SET @OLD_SQL_NOTES=@@SQL_NOTES, SQL_NOTES=0 */; 17 | 18 | -- 19 | -- Table structure for table `model_ev_resu` 20 | -- 21 | 22 | DROP TABLE IF EXISTS `model_ev_resu`; 23 | /*!40101 SET @saved_cs_client = @@character_set_client */; 24 | /*!40101 SET character_set_client = utf8 */; 25 | CREATE TABLE `model_ev_resu` ( 26 | `state_dt` varchar(50) NOT NULL DEFAULT '', 27 | `stock_code` varchar(45) NOT NULL DEFAULT '', 28 | `acc` decimal(20,4) DEFAULT NULL, 29 | `recall` decimal(20,4) DEFAULT NULL, 30 | `f1` decimal(20,4) DEFAULT NULL, 31 | `acc_neg` decimal(20,4) DEFAULT NULL, 32 | `bz` varchar(45) DEFAULT NULL, 33 | `predict` varchar(45) DEFAULT NULL, 34 | PRIMARY KEY (`state_dt`,`stock_code`) 35 | ) ENGINE=InnoDB DEFAULT CHARSET=gbk; 36 | /*!40101 SET character_set_client = @saved_cs_client */; 37 | /*!40103 SET TIME_ZONE=@OLD_TIME_ZONE */; 38 | 39 | /*!40101 SET SQL_MODE=@OLD_SQL_MODE */; 40 | /*!40014 SET FOREIGN_KEY_CHECKS=@OLD_FOREIGN_KEY_CHECKS */; 41 | /*!40014 SET UNIQUE_CHECKS=@OLD_UNIQUE_CHECKS */; 42 | /*!40101 SET CHARACTER_SET_CLIENT=@OLD_CHARACTER_SET_CLIENT */; 43 | /*!40101 SET CHARACTER_SET_RESULTS=@OLD_CHARACTER_SET_RESULTS */; 44 | /*!40101 SET COLLATION_CONNECTION=@OLD_COLLATION_CONNECTION */; 45 | /*!40111 SET SQL_NOTES=@OLD_SQL_NOTES */; 46 | 47 | -- Dump completed on 2018-09-10 7:40:08 48 | -------------------------------------------------------------------------------- /stock_my_capital.sql: -------------------------------------------------------------------------------- 1 | -- MySQL dump 10.13 Distrib 5.7.17, for Win64 (x86_64) 2 | -- 3 | -- Host: localhost Database: stock 4 | -- ------------------------------------------------------ 5 | -- Server version 5.5.27 6 | 7 | /*!40101 SET @OLD_CHARACTER_SET_CLIENT=@@CHARACTER_SET_CLIENT */; 8 | /*!40101 SET @OLD_CHARACTER_SET_RESULTS=@@CHARACTER_SET_RESULTS */; 9 | /*!40101 SET @OLD_COLLATION_CONNECTION=@@COLLATION_CONNECTION */; 10 | /*!40101 SET NAMES utf8 */; 11 | /*!40103 SET @OLD_TIME_ZONE=@@TIME_ZONE */; 12 | /*!40103 SET TIME_ZONE='+00:00' */; 13 | /*!40014 SET @OLD_UNIQUE_CHECKS=@@UNIQUE_CHECKS, UNIQUE_CHECKS=0 */; 14 | /*!40014 SET @OLD_FOREIGN_KEY_CHECKS=@@FOREIGN_KEY_CHECKS, FOREIGN_KEY_CHECKS=0 */; 15 | /*!40101 SET @OLD_SQL_MODE=@@SQL_MODE, SQL_MODE='NO_AUTO_VALUE_ON_ZERO' */; 16 | /*!40111 SET @OLD_SQL_NOTES=@@SQL_NOTES, SQL_NOTES=0 */; 17 | 18 | -- 19 | -- Table structure for table `my_capital` 20 | -- 21 | 22 | DROP TABLE IF EXISTS `my_capital`; 23 | /*!40101 SET @saved_cs_client = @@character_set_client */; 24 | /*!40101 SET character_set_client = utf8 */; 25 | CREATE TABLE `my_capital` ( 26 | `capital` decimal(30,2) NOT NULL, 27 | `money_lock` decimal(30,2) DEFAULT NULL, 28 | `money_rest` decimal(30,2) DEFAULT NULL, 29 | `deal_action` varchar(45) DEFAULT NULL, 30 | `stock_code` varchar(45) DEFAULT NULL, 31 | `deal_price` decimal(30,2) DEFAULT NULL, 32 | `stock_vol` int(20) DEFAULT NULL, 33 | `profit` decimal(30,2) DEFAULT NULL, 34 | `profit_rate` decimal(20,2) DEFAULT NULL, 35 | `bz` varchar(45) DEFAULT NULL, 36 | `state_dt` varchar(45) DEFAULT NULL, 37 | `seq` int(11) NOT NULL AUTO_INCREMENT, 38 | `score` decimal(20,6) DEFAULT NULL, 39 | PRIMARY KEY (`seq`) 40 | ) ENGINE=InnoDB AUTO_INCREMENT=181 DEFAULT CHARSET=gbk; 41 | /*!40101 SET character_set_client = @saved_cs_client */; 42 | 43 | -- 44 | -- Dumping data for table `my_capital` 45 | -- 46 | 47 | LOCK TABLES `my_capital` WRITE; 48 | /*!40000 ALTER TABLE `my_capital` DISABLE KEYS */; 49 | INSERT INTO `my_capital` VALUES (1000000.00,0.00,1000000.00,NULL,NULL,NULL,NULL,NULL,NULL,NULL,NULL,1,NULL); 50 | /*!40000 ALTER TABLE `my_capital` ENABLE KEYS */; 51 | UNLOCK TABLES; 52 | /*!40103 SET TIME_ZONE=@OLD_TIME_ZONE */; 53 | 54 | /*!40101 SET SQL_MODE=@OLD_SQL_MODE */; 55 | /*!40014 SET FOREIGN_KEY_CHECKS=@OLD_FOREIGN_KEY_CHECKS */; 56 | /*!40014 SET UNIQUE_CHECKS=@OLD_UNIQUE_CHECKS */; 57 | /*!40101 SET CHARACTER_SET_CLIENT=@OLD_CHARACTER_SET_CLIENT */; 58 | /*!40101 SET CHARACTER_SET_RESULTS=@OLD_CHARACTER_SET_RESULTS */; 59 | /*!40101 SET COLLATION_CONNECTION=@OLD_COLLATION_CONNECTION */; 60 | /*!40111 SET SQL_NOTES=@OLD_SQL_NOTES */; 61 | 62 | -- Dump completed on 2018-09-04 10:24:19 63 | -------------------------------------------------------------------------------- /stock_my_stock_pool.sql: -------------------------------------------------------------------------------- 1 | -- MySQL dump 10.13 Distrib 5.7.17, for Win64 (x86_64) 2 | -- 3 | -- Host: localhost Database: stock 4 | -- ------------------------------------------------------ 5 | -- Server version 5.5.27 6 | 7 | /*!40101 SET @OLD_CHARACTER_SET_CLIENT=@@CHARACTER_SET_CLIENT */; 8 | /*!40101 SET @OLD_CHARACTER_SET_RESULTS=@@CHARACTER_SET_RESULTS */; 9 | /*!40101 SET @OLD_COLLATION_CONNECTION=@@COLLATION_CONNECTION */; 10 | /*!40101 SET NAMES utf8 */; 11 | /*!40103 SET @OLD_TIME_ZONE=@@TIME_ZONE */; 12 | /*!40103 SET TIME_ZONE='+00:00' */; 13 | /*!40014 SET @OLD_UNIQUE_CHECKS=@@UNIQUE_CHECKS, UNIQUE_CHECKS=0 */; 14 | /*!40014 SET @OLD_FOREIGN_KEY_CHECKS=@@FOREIGN_KEY_CHECKS, FOREIGN_KEY_CHECKS=0 */; 15 | /*!40101 SET @OLD_SQL_MODE=@@SQL_MODE, SQL_MODE='NO_AUTO_VALUE_ON_ZERO' */; 16 | /*!40111 SET @OLD_SQL_NOTES=@@SQL_NOTES, SQL_NOTES=0 */; 17 | 18 | -- 19 | -- Table structure for table `my_stock_pool` 20 | -- 21 | 22 | DROP TABLE IF EXISTS `my_stock_pool`; 23 | /*!40101 SET @saved_cs_client = @@character_set_client */; 24 | /*!40101 SET character_set_client = utf8 */; 25 | CREATE TABLE `my_stock_pool` ( 26 | `stock_code` varchar(50) NOT NULL, 27 | `buy_price` decimal(20,2) DEFAULT NULL, 28 | `hold_vol` int(11) DEFAULT NULL, 29 | `hold_days` int(11) DEFAULT '1', 30 | PRIMARY KEY (`stock_code`) 31 | ) ENGINE=InnoDB DEFAULT CHARSET=gbk; 32 | /*!40101 SET character_set_client = @saved_cs_client */; 33 | /*!40103 SET TIME_ZONE=@OLD_TIME_ZONE */; 34 | 35 | /*!40101 SET SQL_MODE=@OLD_SQL_MODE */; 36 | /*!40014 SET FOREIGN_KEY_CHECKS=@OLD_FOREIGN_KEY_CHECKS */; 37 | /*!40014 SET UNIQUE_CHECKS=@OLD_UNIQUE_CHECKS */; 38 | /*!40101 SET CHARACTER_SET_CLIENT=@OLD_CHARACTER_SET_CLIENT */; 39 | /*!40101 SET CHARACTER_SET_RESULTS=@OLD_CHARACTER_SET_RESULTS */; 40 | /*!40101 SET COLLATION_CONNECTION=@OLD_COLLATION_CONNECTION */; 41 | /*!40111 SET SQL_NOTES=@OLD_SQL_NOTES */; 42 | 43 | -- Dump completed on 2018-09-10 7:40:27 44 | -------------------------------------------------------------------------------- /stock_stock_all.sql: -------------------------------------------------------------------------------- 1 | -- MySQL dump 10.13 Distrib 5.7.17, for Win64 (x86_64) 2 | -- 3 | -- Host: localhost Database: stock 4 | -- ------------------------------------------------------ 5 | -- Server version 5.5.27 6 | 7 | /*!40101 SET @OLD_CHARACTER_SET_CLIENT=@@CHARACTER_SET_CLIENT */; 8 | /*!40101 SET @OLD_CHARACTER_SET_RESULTS=@@CHARACTER_SET_RESULTS */; 9 | /*!40101 SET @OLD_COLLATION_CONNECTION=@@COLLATION_CONNECTION */; 10 | /*!40101 SET NAMES utf8 */; 11 | /*!40103 SET @OLD_TIME_ZONE=@@TIME_ZONE */; 12 | /*!40103 SET TIME_ZONE='+00:00' */; 13 | /*!40014 SET @OLD_UNIQUE_CHECKS=@@UNIQUE_CHECKS, UNIQUE_CHECKS=0 */; 14 | /*!40014 SET @OLD_FOREIGN_KEY_CHECKS=@@FOREIGN_KEY_CHECKS, FOREIGN_KEY_CHECKS=0 */; 15 | /*!40101 SET @OLD_SQL_MODE=@@SQL_MODE, SQL_MODE='NO_AUTO_VALUE_ON_ZERO' */; 16 | /*!40111 SET @OLD_SQL_NOTES=@@SQL_NOTES, SQL_NOTES=0 */; 17 | 18 | -- 19 | -- Table structure for table `stock_all` 20 | -- 21 | 22 | DROP TABLE IF EXISTS `stock_all`; 23 | /*!40101 SET @saved_cs_client = @@character_set_client */; 24 | /*!40101 SET character_set_client = utf8 */; 25 | CREATE TABLE `stock_all` ( 26 | `state_dt` varchar(45) NOT NULL, 27 | `stock_code` varchar(45) NOT NULL, 28 | `open` decimal(20,2) DEFAULT NULL, 29 | `close` decimal(20,2) DEFAULT NULL, 30 | `high` decimal(20,2) DEFAULT NULL, 31 | `low` decimal(20,2) DEFAULT NULL, 32 | `vol` int(20) DEFAULT NULL, 33 | `amount` decimal(30,2) DEFAULT NULL, 34 | `pre_close` decimal(20,2) DEFAULT NULL, 35 | `amt_change` decimal(20,2) DEFAULT NULL, 36 | `pct_change` decimal(20,2) DEFAULT NULL, 37 | `big_order_cntro` decimal(20,2) DEFAULT NULL, 38 | `big_order_delt` decimal(20,2) DEFAULT NULL, 39 | PRIMARY KEY (`state_dt`,`stock_code`) 40 | ) ENGINE=InnoDB DEFAULT CHARSET=gbk; 41 | /*!40101 SET character_set_client = @saved_cs_client */; 42 | /*!40103 SET TIME_ZONE=@OLD_TIME_ZONE */; 43 | 44 | /*!40101 SET SQL_MODE=@OLD_SQL_MODE */; 45 | /*!40014 SET FOREIGN_KEY_CHECKS=@OLD_FOREIGN_KEY_CHECKS */; 46 | /*!40014 SET UNIQUE_CHECKS=@OLD_UNIQUE_CHECKS */; 47 | /*!40101 SET CHARACTER_SET_CLIENT=@OLD_CHARACTER_SET_CLIENT */; 48 | /*!40101 SET CHARACTER_SET_RESULTS=@OLD_CHARACTER_SET_RESULTS */; 49 | /*!40101 SET COLLATION_CONNECTION=@OLD_COLLATION_CONNECTION */; 50 | /*!40111 SET SQL_NOTES=@OLD_SQL_NOTES */; 51 | 52 | -- Dump completed on 2018-09-10 7:35:53 53 | -------------------------------------------------------------------------------- /stock_stock_index.sql: -------------------------------------------------------------------------------- 1 | -- MySQL dump 10.13 Distrib 5.7.17, for Win64 (x86_64) 2 | -- 3 | -- Host: localhost Database: stock 4 | -- ------------------------------------------------------ 5 | -- Server version 5.5.27 6 | 7 | /*!40101 SET @OLD_CHARACTER_SET_CLIENT=@@CHARACTER_SET_CLIENT */; 8 | /*!40101 SET @OLD_CHARACTER_SET_RESULTS=@@CHARACTER_SET_RESULTS */; 9 | /*!40101 SET @OLD_COLLATION_CONNECTION=@@COLLATION_CONNECTION */; 10 | /*!40101 SET NAMES utf8 */; 11 | /*!40103 SET @OLD_TIME_ZONE=@@TIME_ZONE */; 12 | /*!40103 SET TIME_ZONE='+00:00' */; 13 | /*!40014 SET @OLD_UNIQUE_CHECKS=@@UNIQUE_CHECKS, UNIQUE_CHECKS=0 */; 14 | /*!40014 SET @OLD_FOREIGN_KEY_CHECKS=@@FOREIGN_KEY_CHECKS, FOREIGN_KEY_CHECKS=0 */; 15 | /*!40101 SET @OLD_SQL_MODE=@@SQL_MODE, SQL_MODE='NO_AUTO_VALUE_ON_ZERO' */; 16 | /*!40111 SET @OLD_SQL_NOTES=@@SQL_NOTES, SQL_NOTES=0 */; 17 | 18 | -- 19 | -- Table structure for table `stock_index` 20 | -- 21 | 22 | DROP TABLE IF EXISTS `stock_index`; 23 | /*!40101 SET @saved_cs_client = @@character_set_client */; 24 | /*!40101 SET character_set_client = utf8 */; 25 | CREATE TABLE `stock_index` ( 26 | `state_dt` varchar(45) NOT NULL, 27 | `stock_code` varchar(45) NOT NULL, 28 | `open` decimal(20,2) DEFAULT NULL, 29 | `close` decimal(20,2) DEFAULT NULL, 30 | `high` decimal(20,2) DEFAULT NULL, 31 | `low` decimal(20,2) DEFAULT NULL, 32 | `vol` int(20) DEFAULT NULL, 33 | `amount` decimal(40,2) DEFAULT NULL, 34 | `ma5` decimal(20,2) DEFAULT NULL, 35 | `ma10` decimal(20,2) DEFAULT NULL, 36 | `ma20` decimal(20,2) DEFAULT NULL, 37 | `ma30` decimal(20,2) DEFAULT NULL, 38 | `ma60` decimal(20,2) DEFAULT NULL, 39 | `ro` decimal(20,4) DEFAULT NULL, 40 | `p_change` decimal(20,2) DEFAULT NULL, 41 | PRIMARY KEY (`state_dt`,`stock_code`) 42 | ) ENGINE=InnoDB DEFAULT CHARSET=gbk; 43 | /*!40101 SET character_set_client = @saved_cs_client */; 44 | 45 | -- 46 | -- Dumping data for table `stock_index` 47 | -- 48 | 49 | LOCK TABLES `stock_index` WRITE; 50 | /*!40000 ALTER TABLE `stock_index` DISABLE KEYS */; 51 | INSERT INTO `stock_index` VALUES 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015-03-10','SH',3289.08,3286.07,3309.92,3277.09,2858175,329955966976.00,3271.54,3279.45,3221.10,3242.95,0.00,0.9951,-16.34),('2015-03-11','SH',3289.59,3290.90,3325.05,3278.47,2829855,327573078016.00,3273.81,3285.66,3226.94,3241.86,0.00,1.0015,4.83),('2015-03-12','SH',3314.81,3349.32,3360.05,3300.49,3572951,407192403968.00,3293.98,3290.75,3237.58,3242.06,0.00,1.0178,58.42),('2015-03-13','SH',3359.49,3372.91,3391.25,3352.15,3284101,374041411584.00,3320.32,3297.01,3252.43,3242.76,0.00,1.0070,23.59),('2015-03-16','SH',3391.16,3449.30,3449.30,3377.09,3991324,479355305984.00,3349.70,3308.32,3270.14,3244.97,0.00,1.0226,76.39),('2015-03-17','SH',3469.60,3502.85,3504.12,3459.69,5209395,601500680192.00,3393.06,3332.30,3288.20,3249.96,0.00,1.0155,53.55),('2015-03-18','SH',3510.50,3577.30,3577.66,3503.85,5452171,617367011328.00,3450.34,3362.07,3309.18,3259.02,0.00,1.0213,74.45),('2015-03-19','SH',3576.02,3582.27,3600.68,3546.84,5373466,612249698304.00,3496.93,3395.45,3329.62,3269.68,0.00,1.0014,4.97),('2015-03-20','SH',3587.08,3617.32,3632.34,3569.38,5166616,651771969536.00,3545.81,3433.07,3350.30,3283.25,0.00,1.0098,35.05),('2015-03-23','SH',3640.10,3687.73,3688.25,3635.48,5360628,661574647808.00,3593.49,3471.60,3373.57,3301.89,0.00,1.0195,70.41),('2015-03-24','SH',3692.57,3691.41,3715.87,3600.70,6395546,754884739072.00,3631.21,3512.13,3395.79,3318.11,0.00,1.0010,3.68),('2015-03-25','SH',3680.95,3660.73,3693.15,3634.56,5218863,645498929152.00,3647.89,3549.11,3417.39,3334.33,0.00,0.9917,-30.68),('2015-03-26','SH',3641.94,3682.10,3707.32,3615.01,4886472,619515609088.00,3667.86,3582.39,3436.57,3352.52,0.00,1.0058,21.37),('2015-03-27','SH',3686.13,3691.10,3710.48,3656.83,4089451,509298475008.00,3682.61,3614.21,3455.61,3373.02,0.00,1.0024,9.00),('2015-03-30','SH',3710.61,3786.57,3795.93,3710.61,5647023,692125368320.00,3702.38,3647.94,3478.13,3396.07,0.00,1.0259,95.47),('2015-03-31','SH',3822.99,3747.90,3835.57,3737.04,5616760,721294917632.00,3713.68,3672.44,3502.37,3416.28,0.00,0.9898,-38.67),('2015-04-01','SH',3748.34,3810.29,3817.08,3742.21,4474583,592418308096.00,3743.59,3695.74,3528.91,3438.03,0.00,1.0166,62.39),('2015-04-02','SH',3827.69,3825.78,3835.45,3775.89,4792996,632028921856.00,3772.33,3720.09,3557.77,3459.78,0.00,1.0041,15.49),('2015-04-03','SH',3803.38,3863.93,3864.40,3792.21,4730333,635651358720.00,3806.89,3744.75,3588.91,3481.78,3363.71,1.0100,38.15),('2015-04-07','SH',3899.42,3961.38,3961.67,3891.73,5704475,746423975936.00,3841.86,3772.12,3621.86,3506.42,3373.89,1.0252,97.45),('2015-04-08','SH',3976.53,3994.81,4000.22,3903.65,6180854,839159316480.00,3891.24,3802.46,3657.30,3531.35,3384.61,1.0084,33.43),('2015-04-09','SH',4006.13,3957.53,4016.40,3900.03,5851768,816710877184.00,3920.69,3832.14,3690.63,3555.64,3394.34,0.9907,-37.28),('2015-04-10','SH',3947.49,4034.31,4040.35,3929.32,4842836,668504162304.00,3962.39,3867.36,3724.88,3580.17,3406.68,1.0194,76.78),('2015-04-13','SH',4072.72,4121.71,4128.07,4057.29,5898142,781667336192.00,4013.95,3910.42,3762.32,3607.22,3420.62,1.0217,87.40),('2015-04-14','SH',4125.78,4135.57,4168.35,4091.26,6106835,814645182464.00,4048.79,3945.32,3796.63,3633.86,3435.73,1.0034,13.86),('2015-04-15','SH',4135.65,4084.16,4175.49,4069.01,6130058,773125898240.00,4066.66,3978.95,3825.70,3661.23,3449.87,0.9876,-51.41),('2015-04-16','SH',4055.92,4194.82,4195.31,4031.24,5512429,712082456576.00,4114.11,4017.40,3856.57,3691.74,3466.08,1.0271,110.66),('2015-04-17','SH',4254.72,4287.30,4317.22,4238.91,7017061,915633012736.00,4164.71,4063.55,3891.82,3726.37,3481.93,1.0220,92.48),('2015-04-20','SH',4301.35,4217.08,4356.00,4190.68,8571328,1147600633856.00,4183.79,4098.87,3921.81,3758.90,3495.94,0.9836,-70.22),('2015-04-21','SH',4212.19,4293.62,4294.37,4188.57,6344706,862447796224.00,4215.40,4132.09,3952.11,3791.94,3515.56,1.0181,76.54),('2015-04-22','SH',4304.60,4398.49,4400.19,4297.95,6803050,976876929024.00,4278.26,4172.46,3987.46,3829.02,3535.98,1.0244,104.87),('2015-04-23','SH',4414.48,4414.51,4444.41,4358.84,6673446,963024912384.00,4322.20,4218.16,4025.15,3866.47,3554.16,1.0036,16.02),('2015-04-24','SH',4355.95,4393.69,4416.38,4318.12,6285550,916872953856.00,4343.48,4254.10,4060.73,3901.28,3571.67,0.9953,-20.82),('2015-04-27','SH',4441.93,4527.40,4529.74,4441.93,6710885,975242067968.00,4405.54,4294.66,4102.54,3939.77,3591.26,1.0304,133.71),('2015-04-28','SH',4527.64,4476.21,4572.39,4432.90,7676764,1061172150272.00,4442.06,4328.73,4137.02,3974.00,3609.48,0.9887,-51.19),('2015-04-29','SH',4446.12,4476.62,4499.94,4398.64,5198342,752401776640.00,4457.69,4367.97,4173.46,4006.45,3628.21,1.0001,0.41),('2015-04-30','SH',4483.01,4441.66,4507.34,4441.05,5267279,774349193216.00,4463.12,4392.66,4205.03,4035.27,3647.14,0.9922,-34.96),('2015-05-04','SH',4441.34,4480.46,4487.57,4387.43,4941734,717540818944.00,4480.47,4411.97,4237.76,4065.21,3667.44,1.0087,38.80),('2015-05-05','SH',4479.85,4298.71,4488.87,4282.24,5728586,805566087168.00,4434.73,4420.14,4259.50,4087.92,3685.58,0.9594,-181.75),('2015-05-06','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52 | /*!40000 ALTER TABLE `stock_index` ENABLE KEYS */; 53 | UNLOCK TABLES; 54 | /*!40103 SET TIME_ZONE=@OLD_TIME_ZONE */; 55 | 56 | /*!40101 SET SQL_MODE=@OLD_SQL_MODE */; 57 | /*!40014 SET FOREIGN_KEY_CHECKS=@OLD_FOREIGN_KEY_CHECKS */; 58 | /*!40014 SET UNIQUE_CHECKS=@OLD_UNIQUE_CHECKS */; 59 | /*!40101 SET CHARACTER_SET_CLIENT=@OLD_CHARACTER_SET_CLIENT */; 60 | /*!40101 SET CHARACTER_SET_RESULTS=@OLD_CHARACTER_SET_RESULTS */; 61 | /*!40101 SET COLLATION_CONNECTION=@OLD_COLLATION_CONNECTION */; 62 | /*!40111 SET SQL_NOTES=@OLD_SQL_NOTES */; 63 | 64 | -- Dump completed on 2018-09-04 10:24:18 65 | -------------------------------------------------------------------------------- /stock_stock_info.sql: -------------------------------------------------------------------------------- 1 | -- MySQL dump 10.13 Distrib 5.7.17, for Win64 (x86_64) 2 | -- 3 | -- Host: localhost Database: stock 4 | -- ------------------------------------------------------ 5 | -- Server version 5.5.27 6 | 7 | /*!40101 SET @OLD_CHARACTER_SET_CLIENT=@@CHARACTER_SET_CLIENT */; 8 | /*!40101 SET @OLD_CHARACTER_SET_RESULTS=@@CHARACTER_SET_RESULTS */; 9 | /*!40101 SET @OLD_COLLATION_CONNECTION=@@COLLATION_CONNECTION */; 10 | /*!40101 SET NAMES utf8 */; 11 | /*!40103 SET @OLD_TIME_ZONE=@@TIME_ZONE */; 12 | /*!40103 SET TIME_ZONE='+00:00' */; 13 | /*!40014 SET @OLD_UNIQUE_CHECKS=@@UNIQUE_CHECKS, UNIQUE_CHECKS=0 */; 14 | /*!40014 SET @OLD_FOREIGN_KEY_CHECKS=@@FOREIGN_KEY_CHECKS, FOREIGN_KEY_CHECKS=0 */; 15 | /*!40101 SET @OLD_SQL_MODE=@@SQL_MODE, SQL_MODE='NO_AUTO_VALUE_ON_ZERO' */; 16 | /*!40111 SET @OLD_SQL_NOTES=@@SQL_NOTES, SQL_NOTES=0 */; 17 | 18 | -- 19 | -- Table structure for table `stock_info` 20 | -- 21 | 22 | DROP TABLE IF EXISTS `stock_info`; 23 | /*!40101 SET @saved_cs_client = @@character_set_client */; 24 | /*!40101 SET character_set_client = utf8 */; 25 | CREATE TABLE `stock_info` ( 26 | `state_dt` varchar(45) NOT NULL, 27 | `stock_code` varchar(45) NOT NULL, 28 | `open` decimal(20,2) DEFAULT NULL, 29 | `close` decimal(20,2) DEFAULT NULL, 30 | `high` decimal(20,2) DEFAULT NULL, 31 | `low` decimal(20,2) DEFAULT NULL, 32 | `vol` int(20) DEFAULT NULL, 33 | `amount` decimal(30,2) DEFAULT NULL, 34 | `pre_close` decimal(20,2) DEFAULT NULL, 35 | `amt_change` decimal(20,2) DEFAULT NULL, 36 | `pct_change` decimal(20,2) DEFAULT NULL, 37 | `big_order_cntro` decimal(20,2) DEFAULT NULL, 38 | `big_order_delt` decimal(20,2) DEFAULT NULL, 39 | PRIMARY KEY (`state_dt`,`stock_code`) 40 | ) ENGINE=InnoDB DEFAULT CHARSET=gbk; 41 | /*!40101 SET character_set_client = @saved_cs_client */; 42 | /*!40103 SET TIME_ZONE=@OLD_TIME_ZONE */; 43 | 44 | /*!40101 SET SQL_MODE=@OLD_SQL_MODE */; 45 | /*!40014 SET FOREIGN_KEY_CHECKS=@OLD_FOREIGN_KEY_CHECKS */; 46 | /*!40014 SET UNIQUE_CHECKS=@OLD_UNIQUE_CHECKS */; 47 | /*!40101 SET CHARACTER_SET_CLIENT=@OLD_CHARACTER_SET_CLIENT */; 48 | /*!40101 SET CHARACTER_SET_RESULTS=@OLD_CHARACTER_SET_RESULTS */; 49 | /*!40101 SET COLLATION_CONNECTION=@OLD_COLLATION_CONNECTION */; 50 | /*!40111 SET SQL_NOTES=@OLD_SQL_NOTES */; 51 | 52 | -- Dump completed on 2018-09-10 7:36:36 53 | --------------------------------------------------------------------------------