基于toshare的机器量化分析（含数据采集+预处理与建模+模拟交易与回测+可视化）.zip

import pymysql.cursors import Deal def buy(stock_code,opdate,buy_money): # 建立数据库连接 db = pymysql.connect(host='127.0.0.1', user='root', passwd='123456', db='stock', charset='utf8') cursor = db.cursor() deal_buy = Deal.Deal(opdate) #后买入 if deal_buy.cur_money_rest+1 >= buy_money: sql_buy = "select * from stock_info a where a.state_dt = '%s' and a.stock_code = '%s'" % (opdate, stock_code) cursor.execute(sql_buy) done_set_buy = cursor.fetchall() if len(done_set_buy) == 0: return -1 buy_price = float(done_set_buy[0][3]) if buy_price >= 195: return 0 vol, rest = divmod(min(deal_buy.cur_money_rest, buy_money), buy_price * 100) vol = vol * 100 if vol == 0: return 0 new_capital = deal_buy.cur_capital - vol * buy_price * 0.0005 new_money_lock = deal_buy.cur_money_lock + vol * buy_price new_money_rest = deal_buy.cur_money_rest - vol * buy_price * 1.0005 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) cursor.execute(sql_buy_update2) db.commit() if stock_code in deal_buy.stock_all: 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) new_vol = deal_buy.stock_map2[stock_code] + vol 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) 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) sql_buy_update3c = "update my_stock_pool w set w.hold_days = (select '%i' from dual) where w.stock_code = '%s'" % (1, stock_code) cursor.execute(sql_buy_update3) cursor.execute(sql_buy_update3b) cursor.execute(sql_buy_update3c) db.commit() else: 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)) cursor.execute(sql_buy_update3) db.commit() db.close() return 1 db.close() return 0 def sell(stock_code,opdate,predict): # 建立数据库连接 db = pymysql.connect(host='127.0.0.1', user='root', passwd='123456', db='stock', charset='utf8') cursor = db.cursor() deal = Deal.Deal(opdate) init_price = deal.stock_map1[stock_code] hold_vol = deal.stock_map2[stock_code] hold_days = deal.stock_map3[stock_code] sql_sell_select = "select * from stock_info a where a.state_dt = '%s' and a.stock_code = '%s'" % (opdate, stock_code) cursor.execute(sql_sell_select) done_set_sell_select = cursor.fetchall() if len(done_set_sell_select) == 0: return -1 sell_price = float(done_set_sell_select[0][3]) if sell_price > init_price*1.03 and hold_vol > 0: new_money_lock = deal.cur_money_lock - sell_price*hold_vol new_money_rest = deal.cur_money_rest + sell_price*hold_vol new_capital = deal.cur_capital + (sell_price-init_price)*hold_vol new_profit = (sell_price-init_price)*hold_vol new_profit_rate = sell_price/init_price 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) cursor.execute(sql_sell_insert) db.commit() sql_sell_update = "delete from my_stock_pool where stock_code = '%s'" % (stock_code) cursor.execute(sql_sell_update) db.commit() db.close() return 1 elif sell_price < init_price*0.97 and hold_vol > 0: new_money_lock = deal.cur_money_lock - sell_price*hold_vol new_money_rest = deal.cur_money_rest + sell_price*hold_vol new_capital = deal.cur_capital + (sell_price-init_price)*hold_vol new_profit = (sell_price-init_price)*hold_vol new_profit_rate = sell_price/init_price 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) cursor.execute(sql_sell_insert2) db.commit() sql_sell_update2 = "delete from my_stock_pool where stock_code = '%s'" % (stock_code) cursor.execute(sql_sell_update2) db.commit() # sql_ban_insert = "insert into ban_list(stock_code) values ('%s')" %(stock_code) # cursor.execute(sql_ban_insert) # db.commit() db.close() return 1 elif hold_days >= 4 and hold_vol > 0: new_money_lock = deal.cur_money_lock - sell_price * hold_vol new_money_rest = deal.cur_money_rest + sell_price * hold_vol new_capital = deal.cur_capital + (sell_price - init_price) * hold_vol new_profit = (sell_price - init_price) * hold_vol new_profit_rate = sell_price / init_price 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) cursor.execute(sql_sell_insert3) db.commit() sql_sell_update3 = "delete from my_stock_pool where stock_code = '%s'" % (stock_code) cursor.execute(sql_sell_update3) db.commit() db.close() return 1 elif predict == -1: new_money_lock = deal.cur_money_lock - sell_price * hold_vol new_money_rest = deal.cur_money_rest + sell_price * hold_vol new_capital = deal.cur_capital + (sell_price - init_price) * hold_vol new_profit = (sell_price - init_price) * hold_vol new_profit_rate = sell_price / init_price 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')" % ( new_capital, new_money_lock, new_money_rest, 'Predict', stock_code, hold_vol, new_profit, new_profit_rate, 'PredictSell', opdate, sell_price) cursor.execute(sql_sell_insert4) db.commit() sql_sell_update3 = "delete from my_stock_pool where stock_code = '%s'" % (stock_code) cursor.execute(sql_sell_update3) db.commit() db.close() return 1 db.close() return 0