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Commit
3c6892e9
authored
Jun 17, 2021
by
Lawrence
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Fix correlation_test_all
parent
376fc7c6
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1 changed file
with
11 additions
and
11 deletions
correlation_test_all.py
correlation_test_all.py
View file @
3c6892e9
...
...
@@ -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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