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myBackTest_test.py
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myBackTest_test.py
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# -*- coding:utf-8 -*-
# !/usr/bin/env python
from myBackTest1 import *
import datetime
#import pdSql as pds
if __name__ == "__main__":
import easyhistory
"""
import sys
#update_type = ''
update_type = 'index'
#update_type = 'position'
if len(sys.argv)>=2:
if sys.argv[1] and isinstance(sys.argv[1], str):
update_type = sys.argv[1] #start date string
#update_type = 'index'
#update_type = 'position'
stock_sql = pds.StockSQL()
"""
stock_sql = StockSQL()
"""
stock_sql.update_sql_position(users={'36005':{'broker':'yh','json':'yh.json'},'38736':{'broker':'yh','json':'yh1.json'}})
all_hold_stocks = []
for account in list(stock_sql.hold.keys()):
pos_df = stock_sql.hold[account]
hold_stocks = pos_df['证券代码'].values.tolist()
all_hold_stocks = list(set(all_hold_stocks)|set(hold_stocks))
print("all_hold_stocks=",all_hold_stocks)
"""
indexs = ['sh','sz','zxb','cyb','hs300','sh50']
hold_df,holds,available_sells = stock_sql.get_hold_stocks(accounts = ['36005', '38736'])
print(holds,available_sells)
hold_funds = []
for hold in holds:
if hold.startswith('1') or hold.startswith('5'):
hold_funds.append(hold)
#indexs = indexs + hold_funds
hold_stocks = list(set(holds).difference(set(hold_funds)))
print('hold_stocks=',hold_stocks)
print(hold_df)
"""从新浪 qq网页更新股票"""
#easyhistory.init(path="C:/hist",stock_codes=hold_stocks)
#easyhistory.update(path="C:/hist",stock_codes=hold_stocks)
#easyhistory.init('D', export='csv', path="C:/hist")
#easyhistory.update(path="C:/hist")
stock_synbol = '300162'
stock_synbol = '002177'
stock_synbol = '000418'
stock_synbol = '600570'
stock_synbol = '002504'
stock_synbol = '000989'
last_year_date =datetime.datetime.now() + datetime.timedelta(days=-365)
last_year_date_str = last_year_date.strftime('%Y/%m/%d')
k_num = last_year_date_str
#all_codes = pds.get_all_code(pds.RAW_HIST_DIR)
#all_stop_codes = get_stop_trade_symbol()
#all_stop_codes,all_stocks = get_stopped_stocks()
#all_codes = list(set(all_stocks).difference(set(all_stop_codes)))
#all_stop_codes = []
date_str ='19970101'
givens = []
source_type = 'yh'
if len(sys.argv)>=2:
if sys.argv[1] and isinstance(sys.argv[1], str):
k_num = sys.argv[1] #start date string #新浪格式：2016-01-25， 银河导出格式： 2016/01/25
date_str = k_num.replace('/', '')
try:
k_num = int(k_num)
except:
pass
#print('k_num=%s' % k_num)
if len(sys.argv)>=3:
if sys.argv[2] and isinstance(sys.argv[2], str) and (int(sys.argv[2])==1): #just test for a few stocks
is_few_test = int(sys.argv[2])==1
givens = ['000525','300128', '002288', '002156', '300126','300162','002717','002799','300515','300516','600519','000418','600103','000029']
# '002673','600060','600887','000810','600115','600567','600199','000596','000538','002274','600036','600030','601398']# '300476', '002548', '002799']
if len(sys.argv)>=4 and isinstance(sys.argv[3], str):
source_type = sys.argv[3]
else:
pass
hist_dir = 'C:/hist/day/data/'
if source_type=='yh' or source_type=='YH':
hist_dir = 'C:/中国银河证券海王星/T0002/export/'
indexs,funds,b_stock,all_stocks = pds.get_different_symbols(hist_dir)
for stock in hold_stocks:
#pds.update_one_stock(symbol=stock,realtime_update=False,dest_dir='C:/hist/day/data/', force_update_from_YH=False)
pass
pds.update_codes_from_YH(indexs,realtime_update=False,dest_dir="C:/中国银河证券海王星/T0002/export/", force_update_from_YH=True)
#back_test(k_num,given_codes=indexs,except_stocks=[],type='index')#except_stocks)
except_stocks = ['002548','002220','300467','300459','300238','603588','300379','002528',
'603026','002615','603609','603010','300459','300378','002709','300438',
'300277','002752','002613','300337','603005','603718','600666','002350',
'300451','300003','603022','300030','300240','603789','300433','300295',
'002544','300395','002605','300403','002225','002297','600572','000333',
'300413','002285','002312','002509','600305','002631','603718','002496',
'002600','603198','002444','300238','300467','300028','300033','300126',
'300135','300143','300380','300399','300117']
#givens = ['300128', '002288', '002156', '300126','300162','002717','002799','300515','300516','600519',
# '000418','002673','600060','600887','000810','600115','600567','600199','000596','000538','002274','600036','600030','601398']
hold_result_df = back_test(k_num,given_codes=holds,except_stocks=['002807','603515','160722'],type='hold',source=source_type)#,dapan_stocks=[])#except_stocks)
addition_name = 'hold'
hold_result_df.to_csv('C:/work/temp/regression_test_' + addition_name +'%s.csv' % date_str)
#hold_statistics = pds.get_hold_stock_statistics(hold_stocks=hold_stocks+hold_funds)
#hold_statistics.to_csv('C:/work/temp/statistics_test_' + addition_name +'%s.csv' % date_str)
#print(hold_statistics)
""" TA_LIB
his = easyhistory.History(dtype='D', path='C:/hist',type='csv',codes=hold_stocks+hold_funds)
his.update_indicator_results() #TA_lib 跟新指标
indicator_resuls = his.indicator_result
res = his.indicator_result['000007']
print(indicator_resuls)
"""
#all_codes = list(set(all_codes).difference(set(funds+index+except_codes)))
"""
for rate in [0,-0.005,-0.01]: #[0.015,0.01,0.007,0.003,0.03,0.02,0.00001]
try:
all_result_df = back_test(k_num,given_codes=[],except_stocks=['000029','002807','603515'],type='stock',source=source_type,rate_to_confirm=rate)#except_stocks)
except:
continue
"""
dapan_codes = ['600029', '600018', '000776', '600016', '600606', '601668', '600050', '601688', '600030',
'600104', '601377', '601633', '600585', '601186', '600036', '002450', '000538', '601818',
'601898', '002304', '601628', '600276', '601800', '002027', '600000', '601318', '601088',
'601601', '000001', '601988', '601390', '600015', '002673', '600547', '600340', '601238',
'601006', '000783', '001979', '601857', '000768', '601766', '600518', '600011', '000166',
'002024', '000002', '600519', '600048', '600383', '300498', '600028', '600999', '002142',
'601018', '600887', '601336', '600958', '002252', '601328', '002594', '601398', '600115',
'000063', '601618', '601727', '000895', '601985', '300104', '600900', '601989', '600019',
'601899', '600663', '600690', '000333', '600649', '600795', '002415', '000725', '601211',
'000625', '000651', '601169', '601111', '601788', '002736', '601009', '601669', '600837',
'601939', '603993', '601288', '601166', '000858', '601998', '600705']
all_result_df = back_test(k_num,given_codes=[],except_stocks=[],type='stock',source=source_type,rate_to_confirm=0,dapan_stocks=dapan_codes)#except_stocks)
#all_codes = all_result_df.index.values.tolist()
#all_statistics = pds.get_hold_stock_statistics(hold_stocks=all_stocks,stock_dir='C:/hist/day/temp/')
#all_statistics.to_csv('C:/work/temp/statistics_test_' + 'all' +'%s.csv' % date_str)
"""
all_hold_stocks =hold_stocks
if all_hold_stocks:
hold_result = all_result_df[all_result_df.index.isin(all_hold_stocks)]
addition_name = 'hold'
hold_result.to_csv('C:/work/temp/regression_test_' + addition_name +'%s.csv' % date_str)
"""
#k_num = 120
#print(s_stock.temp_hist_df.tail(20))