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rowTurnRound.py
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#coding:utf-8
#牛回头，前期涨幅很大，回落击穿20日匀线后向上突破20日匀线
#筛选条件，第一天击穿20日匀线，然后连续两天收在20以上。30日累计7个涨停板以上（当日涨幅大于9个点）
import pymongo
import pandas as pd
import time
client = pymongo.MongoClient(host='localhost', port=27017)
db = client.ffgHarvester
stockDailyCol = db.stockDaily
stockCalendarCol = db.stockCalendar
stockListCol = db.stockList
seriesDays = 30
highDays = 7
def findRowStocks(dayStr):
dayList = list(stockCalendarCol.find({"is_open":1,'cal_date':{"$lte":dayStr}}).limit(seriesDays).sort('cal_date', pymongo.DESCENDING)) #倒推获取指定时间的交易日期
lastCal = dayList[len(dayList)-1]
lastDayStr = lastCal['cal_date'] #第一个交易日的日期
stocks = stockDailyCol.find({'trade_date':{'$lte':dayStr,'$gte':lastDayStr}})
stocksDF = pd.DataFrame(stocks)
stockList = stockListCol.find()
for stock in stockList:
df = stocksDF[(stocksDF['ts_code'] == stock['ts_code'])]
df = df.reset_index(drop=True) #重建索引
lastestDF = df.loc[len(df)-3:len(df)].reset_index(drop=True)
for index,row in lastestDF.iterrows():
ma20 = row['ma20']
pct_chg = row['pct_chg']
if(index == 0):
low = row['low']
if(low<ma20):
pass
else:
break
else:
if(pct_chg<0):
break
close = row['close']
if(close>ma20):
if(index == 1):
continue
else:
#筛选是否是牛股
highDf = df[df['pct_chg']>9.0]
if(len(highDf)>highDays):
print('股票代码'+row['ts_code']+' '+str(seriesDays)+'日类累计'+str(len(highDf))+'个交易日涨幅超过9个点'+' 股票交易日'+dayStr)
else:
break
def fenchRowStocks(dayStr):#预测牛股 一天跌穿20匀线 第二天收到匀线上，第三天收盘若在匀线上则买入
dayList = list(stockCalendarCol.find({"is_open":1,'cal_date':{"$lte":dayStr}}).limit(seriesDays).sort('cal_date', pymongo.DESCENDING)) #倒推获取指定时间的交易日期
lastCal = dayList[len(dayList)-1]
lastDayStr = lastCal['cal_date'] #第一个交易日的日期
stocks = stockDailyCol.find({'trade_date':{'$lte':dayStr,'$gte':lastDayStr}})
stocksDF = pd.DataFrame(stocks)
stockList = stockListCol.find()
for stock in stockList:
df = stocksDF[(stocksDF['ts_code'] == stock['ts_code'])]
df = df.reset_index(drop=True) #重建索引
lastestDF = df.loc[len(df)-2:len(df)].reset_index(drop=True)
for index,row in lastestDF.iterrows():
ma20 = row['ma20']
pct_chg = row['pct_chg']
if(index == 0):
low = row['low']
if(low<ma20):
pass
else:
break
else:
if(pct_chg<0):
break
close = row['close']
if(close>ma20):
#筛选是否是牛股
highDf = df[df['pct_chg']>9.0]
if(len(highDf)>highDays):
print('股票代码'+row['ts_code']+' '+str(seriesDays)+'日类累计'+str(len(highDf))+'个交易日涨幅超过9个点'+' 股票交易日'+dayStr)
else:
break
def main():
todayStr = time.strftime("%Y%m%d", time.localtime())
# dayList = list(stockCalendarCol.find({"is_open":1,'cal_date':{"$lte":todayStr}}).limit(10).sort('cal_date', pymongo.DESCENDING)) #倒推获取指定时间的交易日期
# for day in dayList:
# dayStr = day['cal_date']
# findRowStocks(dayStr)
findRowStocks(todayStr)
# fenchRowStocks(todayStr)
if __name__ == '__main__':
main()