Commit 3c6892e9 by Lawrence

Fix correlation_test_all

parent 376fc7c6
Showing with 11 additions and 11 deletions
......@@ -36,23 +36,23 @@ def main():
av_gain_dict[i["ticker"]] = 0
count_dict[i["ticker"]] = 0
price_day_before = prev_price_dict[i["ticker"]][LEN_PREV - 1]
if len(prev_price_dict[i["ticker"]]) >= LEN_PREV:
price_day_before = prev_price_dict[i["ticker"]][LEN_PREV - 1]
if len(prev_price_dict[i["ticker"]]) >= LEN_PREV and price_day_before - prev_price_dict[i["ticker"]][LEN_PREV - 2] > 0:
av_gain_pos_dict[i["ticker"]] += (float(i["open"]) - price_day_before) / price_day_before
count_pos_dict[i["ticker"]] += 1
if price_day_before - prev_price_dict[i["ticker"]][LEN_PREV - 2] > 0:
av_gain_pos_dict[i["ticker"]] += (float(i["open"]) - price_day_before) / price_day_before
count_pos_dict[i["ticker"]] += 1
if len(prev_price_dict[i["ticker"]]) >= LEN_PREV and price_day_before - prev_price_dict[i["ticker"]][LEN_PREV - 2] > 0 and prev_price_dict[i["ticker"]][LEN_PREV - 2] - prev_price_dict[i["ticker"]][LEN_PREV - 3] < 0:
av_gain_turn_dict[i["ticker"]] += (float(i["open"]) - price_day_before) / price_day_before
count_turn_dict[i["ticker"]] += 1
if price_day_before - prev_price_dict[i["ticker"]][LEN_PREV - 2] > 0 and prev_price_dict[i["ticker"]][LEN_PREV - 2] - prev_price_dict[i["ticker"]][LEN_PREV - 3] < 0:
av_gain_turn_dict[i["ticker"]] += (float(i["open"]) - price_day_before) / price_day_before
count_turn_dict[i["ticker"]] += 1
if len(prev_price_dict[i["ticker"]]) >= LEN_PREV and len(prev_price_dict[i["ticker"]]) > 0:
av_gain_dict[i["ticker"]] += (float(i["open"]) - price_day_before) / price_day_before
count_dict[i["ticker"]] += 1
if len(prev_price_dict[i["ticker"]]) > LEN_PREV:
prev_price_dict[i["ticker"]].pop(0)
prev_price_dict[i["ticker"]].append(float(i["open"]))
if len(prev_price_dict[i["ticker"]]) > LEN_PREV:
prev_price_dict[i["ticker"]].pop(0)
prev_price_dict[i["ticker"]].append(float(i["open"]))
for i in av_gain_turn_dict:
if count_pos_dict[i] > 0 and count_turn_dict[i] > 0 and count_dict[i] > 0:
......
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