machine_learn/mix/mix_predict_everyday_500.py

# -*- encoding:utf-8 -*-
import numpy as np
from keras.models import load_model
import random


zixuan_stock_list = [
                        # 医疗
                        '000150.SZ', '300300.SZ', '603990.SH', '300759.SZ', '300347.SZ', '300003.SZ', '300253.SZ','002421.SZ','300168.SZ','002432.SZ',
                        # 5G
                        '300698.SZ', '600498.SH', '300310.SZ', '600353.SH', '603912.SH', '603220.SH', '300602.SZ', '600260.SH', '002463.SZ','300738.SZ',
                        # 车联网
                        '002369.SZ', '002920.SZ', '300020.SZ', '002373.SZ', '002869.SZ','300098.SZ','300048.SZ','002401.SZ',
                        # 工业互联网
                        '002184.SZ', '002364.SZ','300310.SZ', '300670.SZ', '300166.SZ', '002169.SZ', '002380.SZ','002421.SZ',
                        # 特高压
                        '300341.SZ', '300670.SZ', '300018.SZ', '600268.SH', '002879.SZ','002028.SZ',
                        # 基础建设
                        '300041.SZ', '603568.SH', '000967.SZ', '603018.SH','002062.SZ',
                        # 华为
                        '300687.SZ','002316.SZ','300339.SZ','300378.SZ','300020.SZ','300634.SZ','002570.SZ',
                        '600801.SH', '300113.SZ','002555.SZ', '002174.SZ','600585.SH','600276.SH','002415.SZ','000651.SZ',
                        '300074.SZ'
]

ROE_stock_list =   [                      # ROE
'002976.SZ', '002847.SZ', '002597.SZ', '300686.SZ', '000708.SZ', '603948.SH', '600507.SH', '300401.SZ', '002714.SZ', '600732.SH', '300033.SZ', '300822.SZ', '300821.SZ',
'002458.SZ', '000708.SZ', '600732.SH', '603719.SH', '300821.SZ', '300800.SZ', '300816.SZ', '300812.SZ', '603195.SH', '300815.SZ', '603053.SH', '603551.SH', '002975.SZ',
'603949.SH', '002970.SZ', '300809.SZ', '002968.SZ', '300559.SZ', '002512.SZ', '300783.SZ', '300003.SZ', '603489.SH', '300564.SZ', '600802.SH', '002600.SZ',
'000933.SZ', '601918.SH', '000651.SZ', '002916.SZ', '000568.SZ', '000717.SZ', '600452.SH', '603589.SH', '600690.SH', '603886.SH', '300117.SZ', '000858.SZ', '002102.SZ',
'300136.SZ', '600801.SH', '600436.SH', '300401.SZ', '002190.SZ', '300122.SZ', '002299.SZ', '603610.SH', '002963.SZ', '600486.SH', '300601.SZ', '300682.SZ', '300771.SZ',
'000868.SZ', '002607.SZ', '603068.SH', '603508.SH', '603658.SH', '300571.SZ', '603868.SH', '600768.SH', '300760.SZ', '002901.SZ', '603638.SH', '601100.SH', '002032.SZ',
'600083.SH', '600507.SH', '603288.SH', '002304.SZ', '000963.SZ', '300572.SZ', '000885.SZ', '600995.SH', '300080.SZ', '601888.SH', '000048.SZ', '000333.SZ', '300529.SZ',
'000537.SZ', '002869.SZ', '600217.SH', '000526.SZ', '600887.SH', '002161.SZ', '600267.SH', '600668.SH', '600052.SH', '002379.SZ', '603369.SH', '601360.SH', '002833.SZ',
'002035.SZ', '600031.SH', '600678.SH', '600398.SH', '600587.SH', '600763.SH', '002016.SZ', '603816.SH', '000031.SZ', '002555.SZ', '603983.SH', '002746.SZ', '603899.SH',
'300595.SZ', '300632.SZ', '600809.SH', '002507.SZ', '300198.SZ', '600779.SH', '603568.SH', '300638.SZ', '002011.SZ', '603517.SH', '000661.SZ', '300630.SZ', '000895.SZ',
'002841.SZ', '300602.SZ', '300418.SZ', '603737.SH', '002755.SZ', '002803.SZ', '002182.SZ', '600132.SH', '300725.SZ', '600346.SH', '300015.SZ', '300014.SZ', '300628.SZ',
'000789.SZ', '600368.SH', '300776.SZ', '600570.SH', '000509.SZ', '600338.SH', '300770.SZ', '600309.SH', '000596.SZ', '300702.SZ', '002271.SZ', '300782.SZ', '300577.SZ',
'603505.SH', '603160.SH', '300761.SZ', '603327.SH', '002458.SZ', '300146.SZ', '002463.SZ', '300417.SZ', '600566.SH', '002372.SZ', '600585.SH', '000848.SZ', '600519.SH',
'000672.SZ', '300357.SZ', '002234.SZ', '603444.SH', '300236.SZ', '603360.SH', '002677.SZ', '300487.SZ', '600319.SH', '002415.SZ', '000403.SZ', '600340.SH', '601318.SH',

]

holder_stock_list = [
'600498.SH', '002223.SZ', '300136.SZ', '300559.SZ',
    '600496.SH', '300682.SZ'
]

import pymongo
from util.mongodb import get_mongo_table_instance
code_table = get_mongo_table_instance('tushare_code')
k_table = get_mongo_table_instance('stock_day_k')
stock_concept_table = get_mongo_table_instance('tushare_concept_detail')
all_concept_code_list = list(get_mongo_table_instance('tushare_concept').find({}))


industry = ['家用电器', '元器件', 'IT设备', '汽车服务',
            '汽车配件', '软件服务',
            '互联网', '纺织',
            '塑料', '半导体',]

gainian_map = {}
hangye_map = {}

Z_list = []  # 自选
R_list = []  #  ROE
O_list = []  # 其他

def predict_today(file, day, model='10_18d', log=True):
    lines = []
    with open(file) as f:
        for line in f.readlines()[:]:
            line = eval(line.strip())
            lines.append(line)

    size = len(lines[0])

    model=load_model(model)

    for line in lines:
        train_x = np.array([line[:size - 1]])
        train_x_tmp = train_x[:,:28*20]
        train_x_a = train_x_tmp.reshape(train_x.shape[0], 28, 20, 1)
        # train_x_b = train_x_tmp.reshape(train_x.shape[0], 18, 24)
        train_x_c = train_x[:,28*20:]

        result = model.predict([train_x_c, train_x_a, ])
        # print(result, line[-1])
        stock = code_table.find_one({'ts_code':line[-1][0]})

        if result[0][0] > 0.6:
            pass

        elif result[0][1] > 0.5:
            pass
        elif result[0][2] > 0.5 or result[0][3] > 0.5:
            if stock['ts_code'] in holder_stock_list or stock['ts_code'] in zixuan_stock_list:
                print(stock['ts_code'], stock['name'], '赶紧卖出')
        else:
            pass

    # print(gainian_map)
    # print(hangye_map)


def _read_pfile_map(path):
    s_list = []
    with open(path, encoding='utf-8') as f:
        for line in f.readlines()[:]:
            s_list.append(line)
    return s_list


def join_two_day(a, b):
    a_list = _read_pfile_map('D:\\data\\quantization\\predict\\' + str(a) + '.txt')
    b_list = _read_pfile_map('D:\\data\\quantization\\predict\\dmi_' + str(b) + '.txt')
    for a in a_list:
        for b in b_list:
            if a[2:11] == b[2:11]:
                print(a)


def check_everyday(day, today):
    a_list = _read_pfile_map('D:\\data\\quantization\\predict\\' + str(day) + '.txt')
    x = 0
    for a in a_list:
        print(a[:-1])
        k_day_list = list(k_table.find({'code':a[2:11], 'tradeDate':{'$lte':int(today)}}).sort('tradeDate', pymongo.DESCENDING).limit(5))
        if k_day_list is not None and len(k_day_list) > 0:
            k_day = k_day_list[0]
            k_day_0 = k_day_list[-1]
            k_day_last = k_day_list[1]
            if ((k_day_last['close'] - k_day_0['pre_close'])/k_day_0['pre_close']) < 0.2:
                print(k_day['open'], k_day['close'], 100*(k_day['close'] - k_day_last['close'])/k_day_last['close'])
                x = x + 100*(k_day['close'] - k_day_last['close'])/k_day_last['close']

    print(x/len(a_list))


if __name__ == '__main__':
    # predict(file_path='D:\\data\\quantization\\stock6_5_test.log', model_path='5d_dnn_seq.h5')
    # predict(file_path='D:\\data\\quantization\\stock6_test.log', model_path='15m_dnn_seq.h5')
    # multi_predict()
    predict_today("D:\\data\\quantization\\stock500_28d_20200403.log", 20200403, model='500_28d_mix_5D_ma5_s_seq.h5', log=True)
    # join_two_day(20200305, 20200305)
    # check_everyday(20200311, 20200312)