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最简单的回测页，上传csv，获取带涨幅的表格

caijynb 2 anos atrás
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f96a84ba3c
3 arquivos alterados com 113 adições e 0 exclusões
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  1. 2 0
      .gitignore
  2. 84 0
      main.py
  3. 27 0
      templates/index.html

+ 2 - 0
.gitignore
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+.idea/
 
+uploads/*

+ 84 - 0
main.py
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+from flask import Flask, render_template, request, redirect, url_for
 
+import pandas as pd
 
+from werkzeug.utils import secure_filename
 
+import os
 
+from collections import Counter
 
+import tushare as ts
 
+
 
+# 初始化Tushare和Flask应用
 
+pro = ts.pro_api('a9b83bc559587ad8b391c631b5e4eb93bd304f918c8700a81b13604f')
 
+app = Flask(__name__)
 
+app.config['UPLOAD_FOLDER'] = 'uploads/'
 
+
 
+# 创建 uploads 文件夹，如果不存在
 
+if not os.path.exists(app.config['UPLOAD_FOLDER']):
 
+    os.makedirs(app.config['UPLOAD_FOLDER'])
 
+
 
+# 用户提供的函数
 
+def tsdate(date):
 
+    return date.replace('-', '')
 
+
 
+def tscode(code):
 
+    return code + '.SH' if code[0] == '6' else code + '.SZ'
 
+
 
+def get_trade_date_after(start_date, n):
 
+    start_date = start_date.replace('-', '')
 
+    cal = pro.trade_cal(exchange='SSE', start_date=start_date)
 
+    cal = cal[cal['is_open'] == 1]
 
+    trading_days = cal[cal['cal_date'] >= start_date]
 
+    trading_days = trading_days['cal_date'].tolist()[::-1]
 
+    return trading_days[n]
 
+
 
+def extract_code_date(file_path):
 
+    df = pd.read_csv(file_path)
 
+    code_date_df = df[['code', 'tradedate']].copy()
 
+    code_date_df['code'] = code_date_df['code'].astype(str).str.zfill(6)
 
+    result_list = code_date_df.values.tolist()
 
+    return result_list
 
+
 
+def get_pct(code, start_date, end_date):
 
+    daily_data = pro.daily(ts_code=tscode(code), start_date=tsdate(start_date), end_date=tsdate(end_date))
 
+    daily_data.set_index('trade_date', inplace=True)
 
+    daily_data.sort_index(inplace=True)
 
+    pct = round((daily_data.iloc[-1]['close'] - daily_data.iloc[0]['close']) / daily_data.iloc[0]['close'] * 100, 2)
 
+    return pct
 
+
 
+
 
+# 路由定义
 
+@app.route('/', methods=['GET', 'POST'])
 
+def index():
 
+    if request.method == 'POST':
 
+        file = request.files['file']
 
+        if file:
 
+            filename = secure_filename(file.filename)
 
+            filepath = os.path.join(app.config['UPLOAD_FOLDER'], filename)
 
+            file.save(filepath)
 
+
 
+
 
+            # 读取CSV文件
 
+            code_date_list = extract_code_date(filepath)
 
+            pct_list = []
 
+            up_down_flags = []
 
+
 
+            for code, start_date in code_date_list:
 
+                end_date = get_trade_date_after(start_date, 10)
 
+                pct = get_pct(code, start_date, end_date)
 
+                pct_list.append(pct)
 
+                up_down_flags.append(1 if pct > 0 else 0)
 
+
 
+            counter = Counter(up_down_flags)
 
+            up_probability = counter[1] / len(up_down_flags) * 100
 
+
 
+            df = pd.read_csv(filepath)
 
+            df['code'] = df['code'].astype(str).str.zfill(6)
 
+            df['10_days_pct'] = pct_list
 
+
 
+            return render_template('index.html', 
+                                   tables=[df.to_html(classes='table table-striped')], 
+                                   titles=df.columns.values,
 
+                                   up_probability=up_probability)
 
+
 
+    return render_template('index.html')
 
+
 
+if __name__ == '__main__':
 
+    app.run(debug=True)

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templates/index.html
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+
 
+<!DOCTYPE html>
 
+<html lang="en">
 
+<head>
 
+    <meta charset="UTF-8">
 
+    <title>股票数据分析</title>
 
+    <link href="https://cdn.bootcdn.net/ajax/libs/bootstrap/4.5.2/css/bootstrap.min.css" rel="stylesheet">
 
+</head>
 
+<body>
 
+
 
+<div class="container mt-5">
 
+    <h1>上传CSV文件</h1>
 
+    <form action="/" method="post" enctype="multipart/form-data">
 
+        <input type="file" name="file">
 
+        <input type="submit" value="上传">
 
+    </form>
 
+
 
+    {% if tables %}
 
+        <h2>分析结果</h2>
 
+        {% for table in tables %}
 
+            {{ table|safe }}
 
+        {% endfor %}
 
+    {% endif %}
 
+</div>
 
+
 
+</body>
 
+</html>