├── .DS_Store
├── .idea
    ├── financialstocklibrary.iml
    ├── misc.xml
    ├── modules.xml
    └── workspace.xml
├── README.md
└── packagetool
    ├── Generatedealday.py
    ├── Pkltool.py
    ├── Read.py
    ├── Tools.py
    └── __init__.py


/.DS_Store:
--------------------------------------------------------------------------------
https://raw.githubusercontent.com/mysticbinary/FinancialStockLibrary/19a41007d284d27146b5118cec8a9fe582b826d1/.DS_Store


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/.idea/financialstocklibrary.iml:
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/README.md:
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1 | # 工具库使用说明
2 | ---
3 | - Generatedealday.py 是生成中国股市的交易日期
4 | - Pkltool.py 是读写pkl的标准格式函数
5 | - Read.py 是读写普通excel的函数
6 | - Tools.py 是综合性的工具库
7 | 


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/packagetool/Generatedealday.py:
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 1 | import tushare as ts
 2 | import datetime
 3 | import xlsxwriter
 4 | 
 5 | path = '../outdata/'
 6 | lists = []
 7 | deal_list = []
 8 | 
 9 | 
10 | def main():
11 |     """
12 |     生成交易日输出 excel
13 |     """
14 |     # 需要手工修改的 开始时间、结束时间
15 |     begin = datetime.date(2015, 1, 6)
16 |     end = datetime.date(2015, 1, 31)
17 | 
18 |     # get all date
19 |     for i in range((end - begin).days + 1):
20 |         day = begin + datetime.timedelta(days=i)
21 |         lists.append(day)
22 | 
23 |     # get deal date
24 |     for j in lists:
25 |         a = ts.is_holiday(str(j))
26 |         if a == False:
27 |             deal_list.append(j)
28 | 
29 |     # out excel date
30 |     workbook = xlsxwriter.Workbook(path + "交易日s.xlsx")
31 |     worksheet = workbook.add_worksheet("Sheet1")
32 |     for k in range(len(deal_list)):
33 |         worksheet.write(0, k, deal_list[k])
34 |     workbook.close()
35 | 
36 | 
37 | if __name__ == '__main__':
38 |     main()
39 | 


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/packagetool/Pkltool.py:
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 1 | import pickle
 2 | 
 3 | 
 4 | def read(path):
 5 |     with open(path, "rb") as f:
 6 |         dicts = pickle.load(f)
 7 |         return dicts
 8 | 
 9 | 
10 | def write(path, pkl):
11 |     with open(path, "wb") as f:
12 |         pickle.dump(pkl, f)
13 | 


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/packagetool/Read.py:
--------------------------------------------------------------------------------
 1 | import pandas as pd
 2 | import xlrd
 3 | from datetime import datetime
 4 | 
 5 | 
 6 | def read_excel_create_array(data_source2):
 7 |     """
 8 |     获取建仓日的矩阵
 9 |     :return: array
10 |     """
11 |     return pd.read_excel(data_source2, 'Sheet1', index_col=None)
12 | 
13 | 
14 | def get_excel_date(data_source1):
15 |     """
16 |     获取全部交易日期
17 |     :return: list
18 |     """
19 |     date_list = []
20 |     book = xlrd.open_workbook(data_source1)
21 |     sheet_1 = book.sheet_by_name('Sheet1')
22 |     for cell in sheet_1.row(0):
23 |         date_list.append(datetime(*xlrd.xldate_as_tuple(cell.value, 0)).strftime('%Y-%m-%d'))
24 |     return date_list
25 | 
26 | 
27 | def get_create_day(data_source2):
28 |     """
29 |     获取建仓日
30 |     :return: list
31 |     """
32 |     date_list = []
33 |     book = xlrd.open_workbook(data_source2)
34 |     sheet_1 = book.sheet_by_name('Sheet1')
35 |     for cell in sheet_1.row(0):
36 |         date_list.append(datetime(*xlrd.xldate_as_tuple(cell.value, 0)).strftime('%Y-%m-%d'))
37 |     return date_list
38 | 


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/packagetool/Tools.py:
--------------------------------------------------------------------------------
  1 | from settings import settingfile as sets
  2 | import pandas as pd
  3 | 
  4 | 
  5 | def get_not_ten(standard):
  6 |     """四舍五入十位 返回 0.2*标仓 """
  7 |     return round(sets.stock_position_number * standard / 100) * 100
  8 | 
  9 | 
 10 | def gerenate_candealcode(element, connect, today):
 11 |     """生成标准的交易类型"""
 12 |     df = callsql_price(connect=connect, date=today, code_str=element[0])
 13 |     if 0 != len(df):
 14 |         # 获取该股票的标仓
 15 |         stander = math_stander(open=df["open"][0])
 16 |     else:
 17 |         return []
 18 |     # 生成列表 [0-code,1-该code的标仓,2-历史仓位]
 19 |     return [element[0], stander, 1]
 20 | 
 21 | 
 22 | def get_everdaycode(connect, today, code, everdaycode_list):
 23 |     """
 24 |     在建仓日这一天，生成
 25 |     获取每日需要交易的 code_list
 26 |     一个code如果建仓之后，在新的信号日再次出现，就把名字转换成 1@2016-02-02
 27 |     :return: [['839', 37800, 143000.0],...]
 28 |     """
 29 |     code_str = code
 30 |     # 先判断和之前code 是否相同
 31 |     if len(everdaycode_list) != 0:  # 第一天的list为空
 32 |         for i in range(len(everdaycode_list)):
 33 |             if str(code) == str(everdaycode_list[i][0]):
 34 |                 code_str = str(code_str) + "@" + str(today)
 35 |     # 先判断 返回值是否等于 “sql1”
 36 |     df = callsql_price(connect=connect, date=today, code_str=code)
 37 |     if 0 != len(df):
 38 |         # 获取该股票的标仓
 39 |         stander = math_stander(open=df["open"][0])
 40 |         # 获取该股票的收盘价
 41 |         close = df["close"][len(df["close"]) - 1]
 42 |     else:
 43 |         return []
 44 |     # 生成列表 [0-code,1-该code的标仓,2-建仓的收盘价]
 45 |     return [code_str, stander, close]
 46 | 
 47 | 
 48 | def math_stander(open):
 49 |     """
 50 |     根据open,计算出标准仓位
 51 |     :param openlist:
 52 |     :return:
 53 |     """
 54 |     frist_open = int(open)
 55 |     frist_open = frist_open / 10000
 56 |     frist_open = sets.one_code_money / frist_open
 57 | 
 58 |     baiwei = int(frist_open)
 59 |     if baiwei > 99:
 60 |         baiwei = baiwei // 100  # 整除
 61 | 
 62 |     gewei = baiwei % 10
 63 |     # print("个位是：",gewei)
 64 |     if gewei == 1 or gewei == 3 or gewei == 5 or gewei == 7 or gewei == 9:
 65 |         baiwei = baiwei - 1
 66 |         stander = baiwei * 100
 67 |     else:
 68 |         stander = baiwei * 100
 69 |     return stander
 70 | 
 71 | 
 72 | def get_sixcode(code):
 73 |     """
 74 |     返回一个标准6位的编码 带后缀
 75 |     :param code:
 76 |     :return:
 77 |     """
 78 |     code = str(code)
 79 |     # 补齐code 并且判断是.SZ  or .SH
 80 |     if len(code) == 1 or len(code) == 2 or len(code) == 3 or len(code) == 3 or len(code) == 4 or len(code) == 5:
 81 |         code = code.zfill(6)
 82 |     if int(code[0]) == 6:
 83 |         code = code + ".SH"
 84 |     else:
 85 |         code = code + ".SZ"
 86 |     return code
 87 | 
 88 | 
 89 | def get_hist_postion(everdayinfor_dict, yestday, code):
 90 |     """
 91 |     获得一个code 上一天的历史仓位
 92 |     """
 93 |     elementlist = everdayinfor_dict[str(yestday)]
 94 |     for i in elementlist:
 95 |         if str(i[0]) == str(code):
 96 |             return i[2]
 97 | 
 98 | 
 99 | def if_newcode(connect, all_code, today, stop_dicts):
100 |     """
101 |     判断建仓日的code 是否是一字板、停牌，是就不加入list
102 |     :param newcode_lists:
103 |     :param today:
104 |     :return: list
105 |     """
106 |     del_one_list = []
107 |     # find 一字板
108 |     tmp = []
109 |     for index in range(len(all_code)):
110 |         df = callsql_price(connect, today, all_code[index])
111 |         if len(df) == 0:  # 等于0有多种情况 1.一字板 2.停牌 3.数据库没有这个数据
112 |             tmp.append(all_code[index])
113 |         else:
114 |             if df['open'][0] == df['close'][0] and df['open'][0] == df['high'][0] and df['open'][0] == df['low'][0]:
115 |                 tmp.append(all_code[index])
116 | 
117 |     del_one_list = [x for x in all_code if x not in tmp]
118 |     # find 停牌
119 |     addsuffix_list = add_suffix(del_one_list)
120 |     dicts = stop_dicts
121 |     today_stop_list = dicts[str(today)]
122 |     return [x[0:6] for x in addsuffix_list if x not in today_stop_list]
123 | 
124 | 
125 | def money_regulate(history_buy_dicts, yestday):
126 |     """
127 |     求出一只股票可以分的钱
128 |     :param history_buy_dicts:
129 |     :param yestday:
130 |     :return:
131 |     """
132 |     # ｛"2016-1-1":[50,98000],"2016-1-2":[60,8800],...｝
133 |     lists = history_buy_dicts[yestday]
134 |     # 1.先得到份数
135 |     par_number = can_buy_number(lists[0])
136 |     # 2.在得到昨天的可用资金
137 |     # lists[1]
138 |     # 一份的钱
139 |     if par_number != 0:
140 |         one_par_money = lists[1] / par_number
141 |         # 一只股票的钱
142 |         one_code_money = one_par_money / sets.firstday_code
143 |     else:
144 |         one_code_money = 0
145 |     print("今天有多少只:{0},有多少份：{1},一只能分多少钱：{2}".format(lists[0], par_number, one_code_money))
146 |     return one_code_money
147 | 
148 | 
149 | def can_buy_number(x):
150 |     """
151 |     算法，根据昨天的购买支数，返回今天可以购买的份数
152 |     :param x:
153 |     :return:
154 |     """
155 |     # x = 199
156 |     print("您输入的值为：{0}".format(x))
157 |     CONSTANT = sets.how_many_part  # 份数
158 |     # print("CONSTANT", CONSTANT)
159 |     SUM = sets.firstday_code * CONSTANT  # 总支数
160 |     # print("SUM", SUM)
161 |     if x == 0:
162 |         print("可以购买的份数{0}".format(sets.how_many_part))
163 |         return sets.how_many_part
164 |     elif x == SUM:
165 |         print("可以购买的份数{0}".format(0))
166 |         return 0
167 |     else:
168 |         x2 = SUM - x
169 |         # 总量 % 还剩能购买的量
170 |         gety = SUM % x2
171 |         # print(gety)
172 |         if gety != 0:
173 |             s = x2 / sets.firstday_code
174 |             print("!=0 可以购买的份数：", int(s))
175 |             return int(s)
176 |         else:
177 |             if SUM - x < sets.firstday_code:
178 |                 print("< 可以 购买的份数：{0}".format(0))
179 |                 return 0
180 |             else:
181 |                 sy = SUM / x
182 |                 print("/ 可以 购买的份数：", int(sy))
183 |                 return int(sy)
184 | 
185 | 
186 | def if_newcode(newcode_lists, today, stop_dicts, create_stop_one_dict, w):
187 |     """
188 |     判断建仓日的code 是否是一字板、停牌，是就不加入list
189 |     :param newcode_lists:
190 |     :param today:
191 |     :return: list
192 |     """
193 |     # 新code 如果是 一字板 和 停牌不加入 list
194 |     # find 一字板
195 |     df = rd.get_code4price(newcode_lists, today, w)
196 |     new_list = []
197 |     one_seven_list = []
198 |     for onecode in newcode_lists:
199 |         count = 0
200 |         for i in range(len(df[onecode])):
201 |             if df[onecode][0] == df[onecode][i]:
202 |                 count += 1
203 |         if count != len(df[onecode]):
204 |             new_list.append(onecode)
205 |         else:
206 |             one_seven_list.append("{0}=1".format(onecode))
207 |             # print("在{0}建仓日发现一字板:{1}".format(today, onecode))
208 |     # find 停牌
209 |     addsuffix_list = add_suffix(new_list)
210 |     dicts = stop_dicts
211 |     today_stop_list = dicts[str(today)]
212 | 
213 |     for j in new_list:
214 |         for k in today_stop_list:
215 |             if str(k) == str(j):
216 |                 one_seven_list.append(str("{0}=7".format(j[0:6])))
217 |     create_stop_one_dict[str(today)] = one_seven_list
218 |     return [x[0:6] for x in addsuffix_list if x not in today_stop_list]
219 | 
220 | 
221 | def only_code(lists):
222 |     """
223 |     返回每天唯一的code
224 |     :param lists:
225 |     :return: list
226 |     """
227 |     return list({}.fromkeys([x[0:6] for x in lists]).keys())
228 | 
229 | 
230 | def get_addcode(code, everdaycode_list, today):
231 |     """
232 |     在建仓日这一天，生成
233 |     获取每日需要交易的 code_list
234 |     一个code如果建仓之后，在新的信号日再次出现，就把名字转换成 1@2016-02-02
235 |     :return: ['839',"840",...]
236 |     """
237 |     code_str = code
238 |     # 先判断和之前code 是否相同
239 |     if len(everdaycode_list) != 0:  # 第一天的list为空
240 |         for i in range(len(everdaycode_list)):
241 |             if str(code) == str(everdaycode_list[i]):
242 |                 code_str = str(code_str) + "@" + str(today)
243 |     return code_str
244 | 
245 | 
246 | def add_suffix(lists):
247 |     """
248 |     "给code添加后缀"
249 |     :param lists:
250 |     :return: list
251 |     """
252 |     list1 = map(get_sixcode, lists)
253 |     return list(list1)
254 | 
255 | 
256 | def del_suffix(lists):
257 |     """
258 |     "给code添加后缀"
259 |     :param lists:
260 |     :return: list
261 |     """
262 |     list1 = map(get_sixcode, lists)
263 |     return list(list1)
264 | 
265 | 
266 | def get_sixcode(code):
267 |     """
268 |     返回一个标准6位的编码 带后缀
269 |     :param code:
270 |     :return:
271 |     """
272 |     code = str(code)
273 |     # 补齐code 并且判断是.SZ  or .SH
274 |     if len(code) == 1 or len(code) == 2 or len(code) == 3 or len(code) == 3 or len(code) == 4 or len(code) == 5:
275 |         code = code.zfill(6)
276 |     if int(code[0]) == 6:
277 |         code = code + ".SH"
278 |     else:
279 |         code = code + ".SZ"
280 |     return code
281 | 
282 | 
283 | def mergenoeday(everdayinfor_dict, today):
284 |     """
285 |     获取一天内所有code ,list , 然后合并成一个矩阵
286 |     :param everdayinfor_dict:
287 |     :param today:
288 |     :return: df
289 |     """
290 |     oneday_allcode = everdayinfor_dict[today]
291 |     df = pd.DataFrame(oneday_allcode, index=range(0, len(oneday_allcode)),
292 |                       columns=["code", "open", "现仓位", "特殊备注1or7", "开仓用的钱", "开仓剩余钱", "平仓得的钱", "卖出价", "持有or卖出备注:1or0",
293 |                                "最高收盘价", "股票市值"])
294 |     return df
295 | 


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