30天学会量化交易模型 Day04

#-*-coding=utf-8-*-

__author__ = 'rocky'

'''

http://30daydo.com

weigesysu@qq.com

'''

#获取破指定天数内的新高 比如破60日新高

import tushare as ts

import datetime

info=ts.get_stock_basics()



def loop_all_stocks():

    for EachStockID in info.index:

         if is_break_high(EachStockID,60):

             print "High price on",

             print EachStockID,

             print info.ix[EachStockID]['name'].decode('utf-8')







def is_break_high(stockID,days):

    end_day=datetime.date(datetime.date.today().year,datetime.date.today().month,datetime.date.today().day)

    days=days*7/5

    #考虑到周六日非交易

    start_day=end_day-datetime.timedelta(days)



    start_day=start_day.strftime("%Y-%m-%d")

    end_day=end_day.strftime("%Y-%m-%d")

    df=ts.get_h_data(stockID,start=start_day,end=end_day)



    period_high=df['high'].max()

    #print period_high

    today_high=df.iloc[0]['high']

    #这里不能直接用 .values

    #如果用的df【：1】 就需要用.values

    #print today_high

    if today_high>=period_high:

        return True

    else:

        return False



loop_all_stocks()