init

.idea/.gitignore

+# Default ignored files
+/shelf/
+/workspace.xml
+# Editor-based HTTP Client requests
+/httpRequests/
+# Datasource local storage ignored files
+/dataSources/
+/dataSources.local.xml

.idea/encodings.xml

+<?xml version="1.0" encoding="UTF-8"?>
+<project version="4">
+  <component name="Encoding">
+    <file url="file://$PROJECT_DIR$/300-600/300-600.csv" charset="GBK" />
+    <file url="file://$PROJECT_DIR$/打板回测/1-3月/202301-03打板盈利首笔大于500w.csv" charset="GBK" />
+    <file url="file://$PROJECT_DIR$/打板回测/202303-10日未触板1-3月.csv" charset="GBK" />
+    <file url="file://$PROJECT_DIR$/打板回测/202303市值触板.csv" charset="GBK" />
+    <file url="file://$PROJECT_DIR$/打板回测/202303市值触板1-3.csv" charset="GBK" />
+    <file url="file://$PROJECT_DIR$/打板回测/202303打板盈利首笔大于500w.csv" charset="GBK" />
+    <file url="file://$PROJECT_DIR$/打板回测/202303触板.csv" charset="GBK" />
+    <file url="file://$PROJECT_DIR$/打板回测/实盘买入重合.csv" charset="GBK" />
+    <file url="file://$PROJECT_DIR$/集合竞价/集合竞价数据.csv" charset="GBK" />
+    <file url="file://$PROJECT_DIR$/集合竞价数据/2023-04-02.csv" charset="GBK" />
+    <file url="file://$PROJECT_DIR$/集合竞价数据/2023-04-02.csv" charset="GBK" />
+    <file url="file://$PROJECT_DIR$/集合竞价数据/2023-04-11-rate.csv" charset="GBK" />
+  </component>
+</project>
\ No newline at end of file

.idea/inspectionProfiles/profiles_settings.xml

+<component name="InspectionProjectProfileManager">
+  <settings>
+    <option name="USE_PROJECT_PROFILE" value="false" />
+    <version value="1.0" />
+  </settings>
+</component>
\ No newline at end of file

.idea/misc.xml

+<?xml version="1.0" encoding="UTF-8"?>
+<project version="4">
+  <component name="ProjectRootManager" version="2" project-jdk-name="Python 3.7" project-jdk-type="Python SDK" />
+</project>
\ No newline at end of file

.idea/modules.xml

+<?xml version="1.0" encoding="UTF-8"?>
+<project version="4">
+  <component name="ProjectModuleManager">
+    <modules>
+      <module fileurl="file://$PROJECT_DIR$/.idea/打板.iml" filepath="$PROJECT_DIR$/.idea/打板.iml" />
+    </modules>
+  </component>
+</project>
\ No newline at end of file

.idea/打板.iml

+<?xml version="1.0" encoding="UTF-8"?>
+<module type="PYTHON_MODULE" version="4">
+  <component name="NewModuleRootManager">
+    <content url="file://$MODULE_DIR$" />
+    <orderEntry type="jdk" jdkName="Python 3.7" jdkType="Python SDK" />
+    <orderEntry type="sourceFolder" forTests="false" />
+  </component>
+</module>
\ No newline at end of file

2板/main.py

+import csv
+import os
+import time
+
+import numpy as np
+import pandas as pd
+root='/Users/yumingwu/Downloads/Stk_Day_QFQ/'
+path =os.listdir(root)
+path.sort()
+num =60
+
+
+with open('./'+'202301-03-2板'+'.csv','w',encoding='gbk',newline='') as csfile:
+    writer =csv.writer(csfile)
+    writer.writerow(['代码','日期','昨日收盘价','打板当日开盘价','打板当日最高价','买入价格','卖出价格','盈利','涨幅','流通市值'])
+    guben = pd.read_excel('../全部A股.xlsx')
+    for spath in path:
+        #
+        if spath.find("SZ0") == -1:
+            continue
+
+        print(spath)
+        dataS = pd.read_csv(root + spath, encoding='gbk')
+        dataS['时间'] = pd.to_datetime(dataS['时间'])
+        data1=dataS[dataS['时间']>=pd.to_datetime('20230101')]
+        for indexitemn in np.arange(len(data1)):
+            if indexitemn==len(data1)-1:
+                continue
+            itemn=data1.iloc[indexitemn]
+
+            itemn1 = data1.iloc[indexitemn+1]
+            data=dataS[dataS['时间']<itemn['时间']]
+
+            data = data.iloc[len(data) - num - 1:len(data)]
+            maxPrice=data['最高价'].max()
+
+            zhangtingflag=0;
+            if (len(data) < num + 1):
+                continue
+
+
+            # for i in np.arange(len(data)):
+            #     if i > 0:
+            #         item0 = data.iloc[i - 1]
+            #         item1 = data.iloc[i]
+            #         if item1['最高价'] / item0['收盘价'] > 1.098:
+            #             zhangtingflag = 1
+            #             break
+            # if(zhangtingflag==1):
+            #     continue
+
+            data = data.iloc[len(data) - 6:len(data)]
+            zhangting = 1
+            for i in np.arange(len(data)):
+                if i > 0:
+                    item0 = data.iloc[i - 1]
+                    item1 = data.iloc[i]
+                    if item1['收盘价'] / item0['收盘价'] > 1.098 and i<5:
+                        zhangting = 1
+                        break
+                    if item1['收盘价'] / item0['收盘价'] > 1.098 and i==5:
+                        zhangting = 0
+                        break
+
+            if zhangting == 0:
+
+                item = data.iloc[-1]
+
+                # if zhangfu >= 1.15:
+                #     continue
+
+                code = item['代码'][2:8] + "." + item['代码'][0:2]
+                gubenitem = guben[guben['证券代码'] == code]
+                if len(gubenitem) == 0:
+                    continue
+                gubenitem = gubenitem.iloc[0]
+
+                shizhi = gubenitem['流通A股'] * item['收盘价'] / 100000000.0
+                # if shizhi > 200:
+                #     continue
+
+                if itemn['最高价'] / item['收盘价'] > 1.098 and itemn['最高价']>maxPrice:
+                    writer.writerow([itemn['代码'],
+                                 itemn['时间'],
+                                 item['收盘价'],
+                                 itemn['最高价'],
+                                 itemn['开盘价'],
+                                 itemn['最高价'],
+
+                                 itemn1['开盘价'],
+                                 50000*(itemn1['开盘价']/ itemn['最高价']-1-0.0014),
+                                 itemn1['开盘价'] / itemn['最高价']-1,
+                                 shizhi
+
+                                 ])
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+

300-600/300-600.csv

+代码,买入日期,买入价格,卖出日期,卖出价格,涨幅,盈利,名称
+SH688416,20230411,77,2023/4/12 0:00,76.09,-0.011818182,-660.9090909,
+SH600326,20230413,6.61,2023/4/14 0:00,7.29,0.102874433,5073.721634,
+SH600706,20230413,19.02,2023/4/14 0:00,20.93,0.10042061,4951.030494,
+SH600228,20230413,14.6,2023/4/14 0:00,14.25,-0.023972603,-1268.630137,
+SH605168,20230413,179.3,2023/4/14 0:00,173,-0.035136642,-1826.832125,
+SH603138,20230413,29.12,2023/4/14 0:00,28.92,-0.006868132,-413.4065934,
+SH601949,20230413,7.7,2023/4/14 0:00,7.7,0,-70,
+SH603096,20230413,28.07,2023/4/14 0:00,25.76,-0.082294264,-4184.713217,
+SH601900,20230413,11.44,2023/4/14 0:00,11.09,-0.030594406,-1599.72028,
+SH600757,20230413,7.78,2023/4/14 0:00,7.42,-0.046272494,-2383.624679,
+SH600749,20230413,14.9,2023/4/14 0:00,15.2,0.020134228,936.7114094,
+SH600556,20230414,9.82,2023/4/17 0:00,9.1,-0.073319756,-3735.98778,
+SH600248,20230414,5.58,2023/4/17 0:00,6,0.075268817,3693.44086,
+SH603690,20230414,45.12,2023/4/17 0:00,46.98,0.041223404,1991.170213,
+SH603005,20230414,28.5,2023/4/17 0:00,29.5,0.035087719,1684.385965,
+SH600629,20230414,6.2,2023/4/17 0:00,6.16,-0.006451613,-392.5806452,
+SH600301,20230417,20.7,2023/4/18 0:00,20.76,0.002898551,74.92753623,
+SH603508,20230418,20.88,2023/4/19 0:00,20.05,-0.039750958,-2057.547893,
+SH605589,20230418,22.19,2023/4/19 0:00,22,-0.008562416,-498.1207751,
+SH600062,20230421,19.95,2023/4/24 0:00,20.8,0.042606516,2060.325815,
+SH603999,20230424,7.25,2023/4/25 0:00,7.81,0.077241379,3792.068966,
+SH601999,20230424,7.72,2023/4/25 0:00,7.94,0.028497409,1354.870466,
+SH603191,20230426,20.27,2023/4/27 0:00,20.5,0.011346818,497.3408979,
+SH601019,20230426,10.18,2023/4/27 0:00,10.77,0.057956778,2827.8389,
+SH600229,20230427,9.24,2023/4/28 0:00,8.65,-0.063852814,-3262.640693,
+SH603636,20230427,17.08,2023/4/28 0:00,16.69,-0.022833724,-1211.686183,
+SH600833,20230427,12.15,2023/4/28 0:00,12.24,0.007407407,300.3703704,
+SZ300846,20230411,20.57,2023/4/12 0:00,20.91,0.016528926,756.446281,
+SZ300364,20230411,25.78,2023/4/12 0:00,26.88,0.042668735,2063.436773,
+SZ301052,20230411,52.33,2023/4/12 0:00,54.7267,0.045799732,2219.986623,
+SZ300766,20230411,26,2023/4/12 0:00,25,-0.038461538,-1993.076923,
+SZ300042,20230411,28.3,2023/4/12 0:00,27.24,-0.03745583,-1942.791519,
+SZ300188,20230411,27.3,2023/4/12 0:00,27,-0.010989011,-619.4505495,
+SZ300567,20230412,83,2023/4/13 0:00,91,0.096385542,4749.277108,
+SZ300458,20230412,37.11,2023/4/13 0:00,36,-0.029911075,-1565.553759,
+SZ300925,20230414,17.52,2023/4/17 0:00,18.68,0.066210046,3240.502283,
+SZ301185,20230424,27,2023/4/25 0:00,26.66,-0.012592593,-699.6296296,
+SZ300624,20230425,130,2023/4/26 0:00,133.21,0.024692308,1164.615385,
+SZ300364,20230426,25.74,2023/4/27 0:00,24.02,-0.066822067,-3411.103341,
+SZ300533,20230426,69,2023/4/27 0:00,63.41,-0.081014493,-4120.724638,
+SZ300456,20230427,20.5,2023/4/28 0:00,19.91,-0.028780488,-1509.02439,
+SZ300456,20230508,21.57,20230509,22.12,0.025498377,1204.918869,赛微电子
+SH603128,20230508,10.87,20230509,10.45,-0.038638454,-2001.922723,华贸物流
+SZ300075,20230508,27.99,20230509,30.66,0.095391211,4699.560557,数字政通
+SZ300130,20230508,21,20230509,20.69,-0.014761905,-808.0952381,新国都
+SH600711,20230508,5.83,20230509,5.79,-0.006861063,-413.0531732,盛屯矿业

300-600/300-600的副本.csv

+代码,买入日期,买入价格,卖出日期,卖出价格,涨幅,盈利,名称
+SH688416,20230411,77,2023/4/12 0:00,76.09,-0.011818182,-660.9090909,
+SH600326,20230413,6.61,2023/4/14 0:00,7.29,0.102874433,5073.721634,
+SH600706,20230413,19.02,2023/4/14 0:00,20.93,0.10042061,4951.030494,
+SH600228,20230413,14.6,2023/4/14 0:00,14.25,-0.023972603,-1268.630137,
+SH605168,20230413,179.3,2023/4/14 0:00,173,-0.035136642,-1826.832125,
+SH603138,20230413,29.12,2023/4/14 0:00,28.92,-0.006868132,-413.4065934,
+SH601949,20230413,7.7,2023/4/14 0:00,7.7,0,-70,
+SH603096,20230413,28.07,2023/4/14 0:00,25.76,-0.082294264,-4184.713217,
+SH601900,20230413,11.44,2023/4/14 0:00,11.09,-0.030594406,-1599.72028,
+SH600757,20230413,7.78,2023/4/14 0:00,7.42,-0.046272494,-2383.624679,
+SH600749,20230413,14.9,2023/4/14 0:00,15.2,0.020134228,936.7114094,
+SH600556,20230414,9.82,2023/4/17 0:00,9.1,-0.073319756,-3735.98778,
+SH600248,20230414,5.58,2023/4/17 0:00,6,0.075268817,3693.44086,
+SH603690,20230414,45.12,2023/4/17 0:00,46.98,0.041223404,1991.170213,
+SH603005,20230414,28.5,2023/4/17 0:00,29.5,0.035087719,1684.385965,
+SH600629,20230414,6.2,2023/4/17 0:00,6.16,-0.006451613,-392.5806452,
+SH600301,20230417,20.7,2023/4/18 0:00,20.76,0.002898551,74.92753623,
+SH603508,20230418,20.88,2023/4/19 0:00,20.05,-0.039750958,-2057.547893,
+SH605589,20230418,22.19,2023/4/19 0:00,22,-0.008562416,-498.1207751,
+SH600062,20230421,19.95,2023/4/24 0:00,20.8,0.042606516,2060.325815,
+SH603999,20230424,7.25,2023/4/25 0:00,7.81,0.077241379,3792.068966,
+SH601999,20230424,7.72,2023/4/25 0:00,7.94,0.028497409,1354.870466,
+SH603191,20230426,20.27,2023/4/27 0:00,20.5,0.011346818,497.3408979,
+SH601019,20230426,10.18,2023/4/27 0:00,10.77,0.057956778,2827.8389,
+SH600229,20230427,9.24,2023/4/28 0:00,8.65,-0.063852814,-3262.640693,
+SH603636,20230427,17.08,2023/4/28 0:00,16.69,-0.022833724,-1211.686183,
+SH600833,20230427,12.15,2023/4/28 0:00,12.24,0.007407407,300.3703704,
+SZ300846,20230411,20.57,2023/4/12 0:00,20.91,0.016528926,756.446281,
+SZ300364,20230411,25.78,2023/4/12 0:00,26.88,0.042668735,2063.436773,
+SZ301052,20230411,52.33,2023/4/12 0:00,54.7267,0.045799732,2219.986623,
+SZ300766,20230411,26,2023/4/12 0:00,25,-0.038461538,-1993.076923,
+SZ300042,20230411,28.3,2023/4/12 0:00,27.24,-0.03745583,-1942.791519,
+SZ300188,20230411,27.3,2023/4/12 0:00,27,-0.010989011,-619.4505495,
+SZ300567,20230412,83,2023/4/13 0:00,91,0.096385542,4749.277108,
+SZ300458,20230412,37.11,2023/4/13 0:00,36,-0.029911075,-1565.553759,
+SZ300925,20230414,17.52,2023/4/17 0:00,18.68,0.066210046,3240.502283,
+SZ301185,20230424,27,2023/4/25 0:00,26.66,-0.012592593,-699.6296296,
+SZ300624,20230425,130,2023/4/26 0:00,133.21,0.024692308,1164.615385,
+SZ300364,20230426,25.74,2023/4/27 0:00,24.02,-0.066822067,-3411.103341,
+SZ300533,20230426,69,2023/4/27 0:00,63.41,-0.081014493,-4120.724638,
+SZ300456,20230427,20.5,2023/4/28 0:00,19.91,-0.028780488,-1509.02439,
+SZ300456,20230508,21.57,20230509,21.56,-0.000463607,-93.18034307,赛微电子
+SH603128,20230508,10.87,20230509,10.9,0.00275989,67.99448022,华贸物流
+SZ300075,20230508,27.99,20230509,30.67,0.095748482,4717.42408,数字政通
+SZ300130,20230508,21,20230509,20.74,-0.012380952,-689.047619,新国都
+SH600711,20230508,5.83,20230509,5.9,0.012006861,530.3430532,盛屯矿业
+SH600710,20230509,8.13,20230510,8.13,0,-70,苏美达

300-600/main.py

+import csv
+import os
+import time
+
+import numpy as np
+import pandas as pd
+root='/Users/yumingwu/Desktop/prelog_300_600/'
+path =os.listdir(root)
+path.sort()
+
+root1='/Users/yumingwu/Downloads/Stk_Day_QFQ/'
+
+with open('./300-600.csv','w',encoding='gbk',newline='') as csfile:
+    writer =csv.writer(csfile)
+    writer.writerow(['代码','买入日期','买入价格','卖出日期','卖出价格','涨幅','盈利'])
+    for spath in path:
+        if spath.find('pre')==-1:
+            continue
+
+        day=spath[len(spath)-4-8:len(spath)-4]
+        print(day)
+        data= pd.read_table(root+spath)
+        rows=[]
+        for item in data.iterrows():
+            s=item[1][0]
+            if s.find('[INF]buy')!=-1:
+                s= s.split(',')
+                code=s[0]
+                price = s[2]
+                price=float(price)
+                code=code[len(code)-6:len(code)]
+                if code in rows:
+                    continue
+                rows.append(code)
+                if int(code)>600000:
+                    code='SH'+code
+                else:
+                    code = 'SZ' + code
+
+                codedata= pd.read_csv(root1+code+'.csv',encoding='gbk')
+                codedata['时间']=pd.to_datetime(codedata['时间'])
+                codedata=codedata[codedata['时间']>pd.to_datetime(day)]
+                if len(codedata)==0:
+                    continue
+                codeitem = codedata.iloc[0]
+                writer.writerow([codeitem['代码'], day, price, codeitem['时间'], codeitem['开盘价'], codeitem['开盘价']/price-1, (codeitem['开盘价']/price-1-0.0014)*50000])
+
+
+
+
+
+
+
+
+
+

swap/2023-04-14.csv

+代码,时间,汇率
+USDC/USDT,2023-04-14 08:17:37,0.9988418460999999
+ETH/USDT,2023-04-14 08:17:38,2012.4891688243495
+ETH/USDT,2023-04-14 08:17:38,2012.333554229836
+ETH/USDT,2023-04-14 08:17:38,2014.3134755490532
+WETH/USDC,2023-04-14 08:17:42,2014.9213982375893
+WETH/USDC,2023-04-14 08:17:51,2014.918915959785
+WETH/USDC,2023-04-14 08:17:51,2014.9165650670877
+WETH/USDC,2023-04-14 08:18:05,2014.9110941015977
+WETH/USDC,2023-04-14 08:18:14,2014.9051495428475
+WETH/USDC,2023-04-14 08:18:26,2014.9001992574622
+WETH/USDC,2023-04-14 08:18:41,2014.896751091703
+WETH/USDC,2023-04-14 08:18:41,2014.8889759663477
+WETH/USDC,2023-04-14 08:18:51,2014.8791023588408
+WETH/USDC,2023-04-14 08:19:15,2014.8757280940317
+WETH/USDC,2023-04-14 08:19:39,2014.8734391584496

swap/mian(1).py

+import csv
+import datetime
+import os
+import socketserver
+import time
+import urllib
+from http.server import HTTPServer, BaseHTTPRequestHandler
+import json
+import string
+import joblib
+import pandas as pd
+
+
+day = time.strftime('%Y-%m-%d', time.localtime(time.time()))
+if os.path.exists('./'+day  + ".csv")==False:
+    with open('./' + day + ".csv", 'a+', newline='', encoding='utf-8') as csvfile:
+        csv_write = csv.writer(csvfile)
+        csv_write.writerow(['代码', '时间', '汇率'])
+
+
+
+
+# a+表示以追加模式写入，如果用w会覆盖掉原来的数据。如果没有newline=''，则逐行写入的数据相邻行之间会出现一行空白。读者可以自己试一试。
+
+class TestHTTPHandle(BaseHTTPRequestHandler):
+    # dataTick = pd.read_csv(yesterday,encoding='utf-8')
+    # gbm_500 = joblib.load('500model.txt')
+    def do_GET(self):
+        if self.path.find('code') != -1:
+            self.queryString = urllib.parse.unquote(self.path.split('?', 1)[1])
+            params = urllib.parse.parse_qs(self.queryString)
+            code = params['code'][0]
+            rate = params['rate'][0]
+            ctime = time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(time.time()))
+            with open('./' + day + ".csv", 'a+', newline='', encoding='utf-8') as csvfile:
+                csv_write = csv.writer(csvfile)
+                csv_write.writerow([code, ctime, rate])
+
+
+
+
+        self.send_response(200,message='122')  # 应答机制，接收到消息后，响应服务端，告知服务端已经收到消息，避免消息重复发送
+        self.send_header('Content-type', 'application/json')
+        self.end_headers()
+        self.wfile.write('123'.encode('gbk'))
+
+
+# http://183.194.213.36:58588/?dateTimeStamp=1546392660.0&lastIndex=4173.74
+def start_server(port):
+        # 0.0.0.0 映射测试机器的公网地址、在回掉地址测和订阅测，配置对应机器的公务地址
+        #
+        # http_server = HTTPServer(('0.0.0.0', int(port)), TestHTTPHandle)
+        http_server =  socketserver.TCPServer(('0.0.0.0', int(port)), TestHTTPHandle)
+
+        # http_server.server_close()
+        http_server.serve_forever()
+if __name__ == '__main__':
+    start_server(8888)
+

venv/bin/easy_install

+#!/Users/yumingwu/PycharmProjects/打板/venv/bin/python -x
+# EASY-INSTALL-ENTRY-SCRIPT: 'setuptools==40.8.0','console_scripts','easy_install'
+__requires__ = 'setuptools==40.8.0'
+import re
+import sys
+from pkg_resources import load_entry_point
+
+if __name__ == '__main__':
+    sys.argv[0] = re.sub(r'(-script\.pyw?|\.exe)?$', '', sys.argv[0])
+    sys.exit(
+        load_entry_point('setuptools==40.8.0', 'console_scripts', 'easy_install')()
+    )

venv/bin/easy_install-3.7

+#!/Users/yumingwu/PycharmProjects/打板/venv/bin/python -x
+# EASY-INSTALL-ENTRY-SCRIPT: 'setuptools==40.8.0','console_scripts','easy_install-3.7'
+__requires__ = 'setuptools==40.8.0'
+import re
+import sys
+from pkg_resources import load_entry_point
+
+if __name__ == '__main__':
+    sys.argv[0] = re.sub(r'(-script\.pyw?|\.exe)?$', '', sys.argv[0])
+    sys.exit(
+        load_entry_point('setuptools==40.8.0', 'console_scripts', 'easy_install-3.7')()
+    )

venv/bin/python

+python3.7
\ No newline at end of file

venv/bin/python3

+python3.7
\ No newline at end of file

venv/bin/python3.7

+/usr/local/bin/python3.7
\ No newline at end of file

venv/lib/python3.7/site-packages/easy-install.pth

+./setuptools-40.8.0-py3.7.egg
+./pip-19.0.3-py3.7.egg