talk is cheap
# -*- coding:utf-8 -*-
import tushare as ts
import pandas as pd
import datetime
from email.header import Header
from email.mime.text import MIMEText
from email.utils import parseaddr, formataddr
import smtplib
'''
首先获得成交量较上一日翻倍的列表，然后筛选出在年线上方的股票；
特色：调用两次ts.get_k_data()，只适用于低频策略；
ts.get_k_data()得到的DataFrame Preview
kdata
0 1 2 3 4 5 6
date open close high low volume code
0 2013-09-02 6.40 6.20 6.52 6.09 34096.0 600848
1 2013-09-03 6.20 6.24 6.36 6.19 23047.0 600848
...
639 2017-04-12 20.26 21.41 22.66 20.26 142753.0 600848
640 2017-04-13 21.30 21.43 21.80 21.02 77429.0 600848
'''
'''
-------------------------------------------获得所有在basic表中的股票代码---------------------------------------
'''
#获取所有股票的代码
def get_codelist():
all_info = ts.get_stock_basics()
CODE_LIST = []
for i in all_info.index:
CODE_LIST.append(i)
return CODE_LIST
'''
------------------------------------------筛选出成交量较昨日翻倍的股票------------------------------------------
'''
def volume_fliter(CODE_LIST):
volume_double = []
volume_not_double = []
error_code = []
for code in CODE_LIST:
try: #报错：停牌/基金/timeout，尚不完全了解某些股票报错的原因
kdata = ts.get_k_data(code)
if len(kdata.index) > 1: #今天上市的股票不考虑
if kdata.iloc[-1, 5] >= 2*kdata.iloc[-2, 5]: #今日成交量超过昨日成交量的两倍
volume_double.append(code)
else:
volume_not_double.append(code)
else:
pass
except:
error_code.append(code)
print code + '报错'
return [volume_double, volume_not_double, error_code]
'''
--------------------------------------------筛选出位于年线上方股票------------------------------------------------
'''
def ma250_fliter(CODE_LIST):
NORMALCODE = []
OVERMA250 = []
IPORECENTLY = []
NOTOVERMA250 = []
ERRORCODE = []
for code in CODE_LIST:
kdata = ts.get_k_data(code)
try:
if len(kdata.index) > 250:
NORMALCODE.append(code)
kdata = kdata.set_index('date')
close = pd.Series(kdata.close)
ma250 = pd.rolling_mean(close, 250)
if ma250[-1] < close[-1]:
OVERMA250.append(code)
else:
NOTOVERMA250.append(code)
else:
IPORECENTLY.append(code)
except:
ERRORCODE.append(code)
return [OVERMA250, NOTOVERMA250, NORMALCODE, IPORECENTLY, ERRORCODE]
'''
---------------------------------------------获取邮件正文字符串---------------------------------------------------
'''
def name_str(CODE_LIST):
ERRORCODE = []
namestr = '成交量翻倍，年线以上的k股票列表:'
i = 0
for code in CODE_LIST:
if i % 4 == 0:
namestr += '\n'
else:
pass
i += 1
try:
rtprice = ts.get_realtime_quotes(code)
name = rtprice.iloc[0, 0]
name = name.encode('utf-8')
namestr += name
namestr += ' '
namestr += code
namestr += '; '
except:
ERRORCODE.append(code)
return namestr
'''
--------------------------------------------------邮件设置-------------------------------------------------------
'''
def _format_addr(s):
name, addr = parseaddr(s)
return formataddr(( \
Header(name, 'utf-8').encode(), \
addr.encode('utf-8') if isinstance(addr, unicode) else addr))
from_addr = '**************'
password = '**************'
to_addr_2 = '**************'
to_addr = '**************'
to_addr_3 = '**************'
smtp_server = 'smtp.sina.com.cn'
if __name__ == '__main__':
CODE_LIST_RAW = get_codelist()
print 'CODELISTRAW:'
print CODE_LIST_RAW
DOUBLE_VOLUME_LIST = volume_fliter(CODE_LIST_RAW)
print 'DOUBLE_VOLUME_LIST:'
print DOUBLE_VOLUME_LIST[0]
OVERMEA250_DOUBLEVOLUME = ma250_fliter(DOUBLE_VOLUME_LIST[0])
print 'OVERMA250)DOUBLEVOLUME:'
print OVERMEA250_DOUBLEVOLUME
text = name_str(OVERMEA250_DOUBLEVOLUME[0])
print text
msg = MIMEText('%s' % text, 'plain', 'utf-8')
msg['From'] = _format_addr(u'小魏 <%s>' % from_addr)
msg['To'] = _format_addr(to_addr)
msg['Subject'] = Header(u'年线以上成交量翻倍的股票', 'utf-8').encode()
server = smtplib.SMTP(smtp_server, 25)
server.set_debuglevel(1)
server.login(from_addr, password)
server.sendmail(from_addr, [to_addr_2], msg.as_string())
server.sendmail(from_addr, [to_addr], msg.as_string())
server.quit()
