JXQuant/Operator.py at master · MuddyFishing/JXQuant · GitHub

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
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='admin', 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='admin', 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