repo
stringlengths 7
55
| path
stringlengths 4
223
| func_name
stringlengths 1
134
| original_string
stringlengths 75
104k
| language
stringclasses 1
value | code
stringlengths 75
104k
| code_tokens
listlengths 19
28.4k
| docstring
stringlengths 1
46.9k
| docstring_tokens
listlengths 1
1.97k
| sha
stringlengths 40
40
| url
stringlengths 87
315
| partition
stringclasses 1
value |
|---|---|---|---|---|---|---|---|---|---|---|---|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.cash_table
|
def cash_table(self):
'现金的table'
_cash = pd.DataFrame(
data=[self.cash[1::],
self.time_index_max],
index=['cash',
'datetime']
).T
_cash = _cash.assign(
date=_cash.datetime.apply(lambda x: pd.to_datetime(str(x)[0:10]))
).assign(account_cookie=self.account_cookie) # .sort_values('datetime')
return _cash.set_index(['datetime', 'account_cookie'], drop=False)
"""
实验性质
@2018-06-09
# 对于账户持仓的分解
1. 真实持仓hold:
正常模式/TZero模式:
hold = 历史持仓(init_hold)+ 初始化账户后发生的所有交易导致的持仓(hold_available)
动态持仓(初始化账户后的持仓)hold_available:
self.history 计算而得
2. 账户的可卖额度(sell_available)
正常模式:
sell_available
结算前: init_hold+ 买卖交易(卖-)
结算后: init_hold+ 买卖交易(买+ 卖-)
TZero模式:
sell_available
结算前: init_hold - 买卖交易占用的额度(abs(买+ 卖-))
结算过程 是为了补平(等于让hold={})
结算后: init_hold
"""
|
python
|
def cash_table(self):
'现金的table'
_cash = pd.DataFrame(
data=[self.cash[1::],
self.time_index_max],
index=['cash',
'datetime']
).T
_cash = _cash.assign(
date=_cash.datetime.apply(lambda x: pd.to_datetime(str(x)[0:10]))
).assign(account_cookie=self.account_cookie) # .sort_values('datetime')
return _cash.set_index(['datetime', 'account_cookie'], drop=False)
"""
实验性质
@2018-06-09
# 对于账户持仓的分解
1. 真实持仓hold:
正常模式/TZero模式:
hold = 历史持仓(init_hold)+ 初始化账户后发生的所有交易导致的持仓(hold_available)
动态持仓(初始化账户后的持仓)hold_available:
self.history 计算而得
2. 账户的可卖额度(sell_available)
正常模式:
sell_available
结算前: init_hold+ 买卖交易(卖-)
结算后: init_hold+ 买卖交易(买+ 卖-)
TZero模式:
sell_available
结算前: init_hold - 买卖交易占用的额度(abs(买+ 卖-))
结算过程 是为了补平(等于让hold={})
结算后: init_hold
"""
|
[
"def",
"cash_table",
"(",
"self",
")",
":",
"_cash",
"=",
"pd",
".",
"DataFrame",
"(",
"data",
"=",
"[",
"self",
".",
"cash",
"[",
"1",
":",
":",
"]",
",",
"self",
".",
"time_index_max",
"]",
",",
"index",
"=",
"[",
"'cash'",
",",
"'datetime'",
"]",
")",
".",
"T",
"_cash",
"=",
"_cash",
".",
"assign",
"(",
"date",
"=",
"_cash",
".",
"datetime",
".",
"apply",
"(",
"lambda",
"x",
":",
"pd",
".",
"to_datetime",
"(",
"str",
"(",
"x",
")",
"[",
"0",
":",
"10",
"]",
")",
")",
")",
".",
"assign",
"(",
"account_cookie",
"=",
"self",
".",
"account_cookie",
")",
"# .sort_values('datetime')",
"return",
"_cash",
".",
"set_index",
"(",
"[",
"'datetime'",
",",
"'account_cookie'",
"]",
",",
"drop",
"=",
"False",
")",
"\"\"\"\n 实验性质\n @2018-06-09\n\n # 对于账户持仓的分解\n\n 1. 真实持仓hold:\n\n 正常模式/TZero模式:\n hold = 历史持仓(init_hold)+ 初始化账户后发生的所有交易导致的持仓(hold_available)\n\n 动态持仓(初始化账户后的持仓)hold_available:\n self.history 计算而得\n\n 2. 账户的可卖额度(sell_available)\n\n 正常模式:\n sell_available\n 结算前: init_hold+ 买卖交易(卖-)\n 结算后: init_hold+ 买卖交易(买+ 卖-)\n TZero模式:\n sell_available\n 结算前: init_hold - 买卖交易占用的额度(abs(买+ 卖-))\n 结算过程 是为了补平(等于让hold={})\n 结算后: init_hold\n \"\"\""
] |
现金的table
|
[
"现金的table"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L690-L727
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.hold
|
def hold(self):
"""真实持仓
"""
return pd.concat(
[self.init_hold,
self.hold_available]
).groupby('code').sum().replace(0,
np.nan).dropna().sort_index()
|
python
|
def hold(self):
"""真实持仓
"""
return pd.concat(
[self.init_hold,
self.hold_available]
).groupby('code').sum().replace(0,
np.nan).dropna().sort_index()
|
[
"def",
"hold",
"(",
"self",
")",
":",
"return",
"pd",
".",
"concat",
"(",
"[",
"self",
".",
"init_hold",
",",
"self",
".",
"hold_available",
"]",
")",
".",
"groupby",
"(",
"'code'",
")",
".",
"sum",
"(",
")",
".",
"replace",
"(",
"0",
",",
"np",
".",
"nan",
")",
".",
"dropna",
"(",
")",
".",
"sort_index",
"(",
")"
] |
真实持仓
|
[
"真实持仓"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L730-L737
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.hold_available
|
def hold_available(self):
"""可用持仓
"""
return self.history_table.groupby('code').amount.sum().replace(
0,
np.nan
).dropna().sort_index()
|
python
|
def hold_available(self):
"""可用持仓
"""
return self.history_table.groupby('code').amount.sum().replace(
0,
np.nan
).dropna().sort_index()
|
[
"def",
"hold_available",
"(",
"self",
")",
":",
"return",
"self",
".",
"history_table",
".",
"groupby",
"(",
"'code'",
")",
".",
"amount",
".",
"sum",
"(",
")",
".",
"replace",
"(",
"0",
",",
"np",
".",
"nan",
")",
".",
"dropna",
"(",
")",
".",
"sort_index",
"(",
")"
] |
可用持仓
|
[
"可用持仓"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L741-L747
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.trade
|
def trade(self):
"""每次交易的pivot表
Returns:
pd.DataFrame
此处的pivot_table一定要用np.sum
"""
return self.history_table.pivot_table(
index=['datetime',
'account_cookie'],
columns='code',
values='amount',
aggfunc=np.sum
).fillna(0).sort_index()
|
python
|
def trade(self):
"""每次交易的pivot表
Returns:
pd.DataFrame
此处的pivot_table一定要用np.sum
"""
return self.history_table.pivot_table(
index=['datetime',
'account_cookie'],
columns='code',
values='amount',
aggfunc=np.sum
).fillna(0).sort_index()
|
[
"def",
"trade",
"(",
"self",
")",
":",
"return",
"self",
".",
"history_table",
".",
"pivot_table",
"(",
"index",
"=",
"[",
"'datetime'",
",",
"'account_cookie'",
"]",
",",
"columns",
"=",
"'code'",
",",
"values",
"=",
"'amount'",
",",
"aggfunc",
"=",
"np",
".",
"sum",
")",
".",
"fillna",
"(",
"0",
")",
".",
"sort_index",
"(",
")"
] |
每次交易的pivot表
Returns:
pd.DataFrame
此处的pivot_table一定要用np.sum
|
[
"每次交易的pivot表"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L755-L770
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.daily_cash
|
def daily_cash(self):
'每日交易结算时的现金表'
res = self.cash_table.drop_duplicates(subset='date', keep='last')
le=pd.DataFrame(pd.Series(data=None, index=pd.to_datetime(self.trade_range_max).set_names('date'), name='predrop'))
ri=res.set_index('date')
res_=pd.merge(le,ri,how='left',left_index=True,right_index=True)
res_=res_.ffill().fillna(self.init_cash).drop(['predrop','datetime','account_cookie'], axis=1).reset_index().set_index(['date'],drop=False).sort_index()
res_=res_[res_.index.isin(self.trade_range)]
return res_
|
python
|
def daily_cash(self):
'每日交易结算时的现金表'
res = self.cash_table.drop_duplicates(subset='date', keep='last')
le=pd.DataFrame(pd.Series(data=None, index=pd.to_datetime(self.trade_range_max).set_names('date'), name='predrop'))
ri=res.set_index('date')
res_=pd.merge(le,ri,how='left',left_index=True,right_index=True)
res_=res_.ffill().fillna(self.init_cash).drop(['predrop','datetime','account_cookie'], axis=1).reset_index().set_index(['date'],drop=False).sort_index()
res_=res_[res_.index.isin(self.trade_range)]
return res_
|
[
"def",
"daily_cash",
"(",
"self",
")",
":",
"res",
"=",
"self",
".",
"cash_table",
".",
"drop_duplicates",
"(",
"subset",
"=",
"'date'",
",",
"keep",
"=",
"'last'",
")",
"le",
"=",
"pd",
".",
"DataFrame",
"(",
"pd",
".",
"Series",
"(",
"data",
"=",
"None",
",",
"index",
"=",
"pd",
".",
"to_datetime",
"(",
"self",
".",
"trade_range_max",
")",
".",
"set_names",
"(",
"'date'",
")",
",",
"name",
"=",
"'predrop'",
")",
")",
"ri",
"=",
"res",
".",
"set_index",
"(",
"'date'",
")",
"res_",
"=",
"pd",
".",
"merge",
"(",
"le",
",",
"ri",
",",
"how",
"=",
"'left'",
",",
"left_index",
"=",
"True",
",",
"right_index",
"=",
"True",
")",
"res_",
"=",
"res_",
".",
"ffill",
"(",
")",
".",
"fillna",
"(",
"self",
".",
"init_cash",
")",
".",
"drop",
"(",
"[",
"'predrop'",
",",
"'datetime'",
",",
"'account_cookie'",
"]",
",",
"axis",
"=",
"1",
")",
".",
"reset_index",
"(",
")",
".",
"set_index",
"(",
"[",
"'date'",
"]",
",",
"drop",
"=",
"False",
")",
".",
"sort_index",
"(",
")",
"res_",
"=",
"res_",
"[",
"res_",
".",
"index",
".",
"isin",
"(",
"self",
".",
"trade_range",
")",
"]",
"return",
"res_"
] |
每日交易结算时的现金表
|
[
"每日交易结算时的现金表"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L773-L781
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.daily_hold
|
def daily_hold(self):
'每日交易结算时的持仓表'
data = self.trade.cumsum()
if len(data) < 1:
return None
else:
# print(data.index.levels[0])
data = data.assign(account_cookie=self.account_cookie).assign(
date=pd.to_datetime(data.index.levels[0]).date
)
data.date = pd.to_datetime(data.date)
data = data.set_index(['date', 'account_cookie'])
res = data[~data.index.duplicated(keep='last')].sort_index()
# 这里会导致股票停牌时的持仓也被计算 但是计算market_value的时候就没了
le=pd.DataFrame(pd.Series(data=None, index=pd.to_datetime(self.trade_range_max).set_names('date'), name='predrop'))
ri=res.reset_index().set_index('date')
res_=pd.merge(le,ri,how='left',left_index=True,right_index=True)
res_=res_.ffill().fillna(0).drop(['predrop','account_cookie'], axis=1).reset_index().set_index(['date']).sort_index()
res_=res_[res_.index.isin(self.trade_range)]
return res_
|
python
|
def daily_hold(self):
'每日交易结算时的持仓表'
data = self.trade.cumsum()
if len(data) < 1:
return None
else:
# print(data.index.levels[0])
data = data.assign(account_cookie=self.account_cookie).assign(
date=pd.to_datetime(data.index.levels[0]).date
)
data.date = pd.to_datetime(data.date)
data = data.set_index(['date', 'account_cookie'])
res = data[~data.index.duplicated(keep='last')].sort_index()
# 这里会导致股票停牌时的持仓也被计算 但是计算market_value的时候就没了
le=pd.DataFrame(pd.Series(data=None, index=pd.to_datetime(self.trade_range_max).set_names('date'), name='predrop'))
ri=res.reset_index().set_index('date')
res_=pd.merge(le,ri,how='left',left_index=True,right_index=True)
res_=res_.ffill().fillna(0).drop(['predrop','account_cookie'], axis=1).reset_index().set_index(['date']).sort_index()
res_=res_[res_.index.isin(self.trade_range)]
return res_
|
[
"def",
"daily_hold",
"(",
"self",
")",
":",
"data",
"=",
"self",
".",
"trade",
".",
"cumsum",
"(",
")",
"if",
"len",
"(",
"data",
")",
"<",
"1",
":",
"return",
"None",
"else",
":",
"# print(data.index.levels[0])",
"data",
"=",
"data",
".",
"assign",
"(",
"account_cookie",
"=",
"self",
".",
"account_cookie",
")",
".",
"assign",
"(",
"date",
"=",
"pd",
".",
"to_datetime",
"(",
"data",
".",
"index",
".",
"levels",
"[",
"0",
"]",
")",
".",
"date",
")",
"data",
".",
"date",
"=",
"pd",
".",
"to_datetime",
"(",
"data",
".",
"date",
")",
"data",
"=",
"data",
".",
"set_index",
"(",
"[",
"'date'",
",",
"'account_cookie'",
"]",
")",
"res",
"=",
"data",
"[",
"~",
"data",
".",
"index",
".",
"duplicated",
"(",
"keep",
"=",
"'last'",
")",
"]",
".",
"sort_index",
"(",
")",
"# 这里会导致股票停牌时的持仓也被计算 但是计算market_value的时候就没了",
"le",
"=",
"pd",
".",
"DataFrame",
"(",
"pd",
".",
"Series",
"(",
"data",
"=",
"None",
",",
"index",
"=",
"pd",
".",
"to_datetime",
"(",
"self",
".",
"trade_range_max",
")",
".",
"set_names",
"(",
"'date'",
")",
",",
"name",
"=",
"'predrop'",
")",
")",
"ri",
"=",
"res",
".",
"reset_index",
"(",
")",
".",
"set_index",
"(",
"'date'",
")",
"res_",
"=",
"pd",
".",
"merge",
"(",
"le",
",",
"ri",
",",
"how",
"=",
"'left'",
",",
"left_index",
"=",
"True",
",",
"right_index",
"=",
"True",
")",
"res_",
"=",
"res_",
".",
"ffill",
"(",
")",
".",
"fillna",
"(",
"0",
")",
".",
"drop",
"(",
"[",
"'predrop'",
",",
"'account_cookie'",
"]",
",",
"axis",
"=",
"1",
")",
".",
"reset_index",
"(",
")",
".",
"set_index",
"(",
"[",
"'date'",
"]",
")",
".",
"sort_index",
"(",
")",
"res_",
"=",
"res_",
"[",
"res_",
".",
"index",
".",
"isin",
"(",
"self",
".",
"trade_range",
")",
"]",
"return",
"res_"
] |
每日交易结算时的持仓表
|
[
"每日交易结算时的持仓表"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L784-L804
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.daily_frozen
|
def daily_frozen(self):
'每日交易结算时的持仓表'
res_=self.history_table.assign(date=pd.to_datetime(self.history_table.datetime)).set_index('date').resample('D').frozen.last().fillna(method='pad')
res_=res_[res_.index.isin(self.trade_range)]
return res_
|
python
|
def daily_frozen(self):
'每日交易结算时的持仓表'
res_=self.history_table.assign(date=pd.to_datetime(self.history_table.datetime)).set_index('date').resample('D').frozen.last().fillna(method='pad')
res_=res_[res_.index.isin(self.trade_range)]
return res_
|
[
"def",
"daily_frozen",
"(",
"self",
")",
":",
"res_",
"=",
"self",
".",
"history_table",
".",
"assign",
"(",
"date",
"=",
"pd",
".",
"to_datetime",
"(",
"self",
".",
"history_table",
".",
"datetime",
")",
")",
".",
"set_index",
"(",
"'date'",
")",
".",
"resample",
"(",
"'D'",
")",
".",
"frozen",
".",
"last",
"(",
")",
".",
"fillna",
"(",
"method",
"=",
"'pad'",
")",
"res_",
"=",
"res_",
"[",
"res_",
".",
"index",
".",
"isin",
"(",
"self",
".",
"trade_range",
")",
"]",
"return",
"res_"
] |
每日交易结算时的持仓表
|
[
"每日交易结算时的持仓表"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L807-L811
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.hold_table
|
def hold_table(self, datetime=None):
"到某一个时刻的持仓 如果给的是日期,则返回当日开盘前的持仓"
if datetime is None:
hold_available = self.history_table.set_index(
'datetime'
).sort_index().groupby('code').amount.sum().sort_index()
else:
hold_available = self.history_table.set_index(
'datetime'
).sort_index().loc[:datetime].groupby('code'
).amount.sum().sort_index()
return pd.concat([self.init_hold,
hold_available]).groupby('code').sum().sort_index(
).apply(lambda x: x if x > 0 else None).dropna()
|
python
|
def hold_table(self, datetime=None):
"到某一个时刻的持仓 如果给的是日期,则返回当日开盘前的持仓"
if datetime is None:
hold_available = self.history_table.set_index(
'datetime'
).sort_index().groupby('code').amount.sum().sort_index()
else:
hold_available = self.history_table.set_index(
'datetime'
).sort_index().loc[:datetime].groupby('code'
).amount.sum().sort_index()
return pd.concat([self.init_hold,
hold_available]).groupby('code').sum().sort_index(
).apply(lambda x: x if x > 0 else None).dropna()
|
[
"def",
"hold_table",
"(",
"self",
",",
"datetime",
"=",
"None",
")",
":",
"if",
"datetime",
"is",
"None",
":",
"hold_available",
"=",
"self",
".",
"history_table",
".",
"set_index",
"(",
"'datetime'",
")",
".",
"sort_index",
"(",
")",
".",
"groupby",
"(",
"'code'",
")",
".",
"amount",
".",
"sum",
"(",
")",
".",
"sort_index",
"(",
")",
"else",
":",
"hold_available",
"=",
"self",
".",
"history_table",
".",
"set_index",
"(",
"'datetime'",
")",
".",
"sort_index",
"(",
")",
".",
"loc",
"[",
":",
"datetime",
"]",
".",
"groupby",
"(",
"'code'",
")",
".",
"amount",
".",
"sum",
"(",
")",
".",
"sort_index",
"(",
")",
"return",
"pd",
".",
"concat",
"(",
"[",
"self",
".",
"init_hold",
",",
"hold_available",
"]",
")",
".",
"groupby",
"(",
"'code'",
")",
".",
"sum",
"(",
")",
".",
"sort_index",
"(",
")",
".",
"apply",
"(",
"lambda",
"x",
":",
"x",
"if",
"x",
">",
"0",
"else",
"None",
")",
".",
"dropna",
"(",
")"
] |
到某一个时刻的持仓 如果给的是日期,则返回当日开盘前的持仓
|
[
"到某一个时刻的持仓",
"如果给的是日期",
"则返回当日开盘前的持仓"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L822-L836
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.current_hold_price
|
def current_hold_price(self):
"""计算目前持仓的成本 用于模拟盘和实盘查询
Returns:
[type] -- [description]
"""
def weights(x):
n=len(x)
res=1
while res>0 or res<0:
res=sum(x[:n]['amount'])
n=n-1
x=x[n+1:]
if sum(x['amount']) != 0:
return np.average(
x['price'],
weights=x['amount'],
returned=True
)
else:
return np.nan
return self.history_table.set_index(
'datetime',
drop=False
).sort_index().groupby('code').apply(weights).dropna()
|
python
|
def current_hold_price(self):
"""计算目前持仓的成本 用于模拟盘和实盘查询
Returns:
[type] -- [description]
"""
def weights(x):
n=len(x)
res=1
while res>0 or res<0:
res=sum(x[:n]['amount'])
n=n-1
x=x[n+1:]
if sum(x['amount']) != 0:
return np.average(
x['price'],
weights=x['amount'],
returned=True
)
else:
return np.nan
return self.history_table.set_index(
'datetime',
drop=False
).sort_index().groupby('code').apply(weights).dropna()
|
[
"def",
"current_hold_price",
"(",
"self",
")",
":",
"def",
"weights",
"(",
"x",
")",
":",
"n",
"=",
"len",
"(",
"x",
")",
"res",
"=",
"1",
"while",
"res",
">",
"0",
"or",
"res",
"<",
"0",
":",
"res",
"=",
"sum",
"(",
"x",
"[",
":",
"n",
"]",
"[",
"'amount'",
"]",
")",
"n",
"=",
"n",
"-",
"1",
"x",
"=",
"x",
"[",
"n",
"+",
"1",
":",
"]",
"if",
"sum",
"(",
"x",
"[",
"'amount'",
"]",
")",
"!=",
"0",
":",
"return",
"np",
".",
"average",
"(",
"x",
"[",
"'price'",
"]",
",",
"weights",
"=",
"x",
"[",
"'amount'",
"]",
",",
"returned",
"=",
"True",
")",
"else",
":",
"return",
"np",
".",
"nan",
"return",
"self",
".",
"history_table",
".",
"set_index",
"(",
"'datetime'",
",",
"drop",
"=",
"False",
")",
".",
"sort_index",
"(",
")",
".",
"groupby",
"(",
"'code'",
")",
".",
"apply",
"(",
"weights",
")",
".",
"dropna",
"(",
")"
] |
计算目前持仓的成本 用于模拟盘和实盘查询
Returns:
[type] -- [description]
|
[
"计算目前持仓的成本",
"用于模拟盘和实盘查询"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L838-L865
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.hold_price
|
def hold_price(self, datetime=None):
"""计算持仓成本 如果给的是日期,则返回当日开盘前的持仓
Keyword Arguments:
datetime {[type]} -- [description] (default: {None})
Returns:
[type] -- [description]
"""
def weights(x):
if sum(x['amount']) != 0:
return np.average(
x['price'],
weights=x['amount'],
returned=True
)
else:
return np.nan
if datetime is None:
return self.history_table.set_index(
'datetime',
drop=False
).sort_index().groupby('code').apply(weights).dropna()
else:
return self.history_table.set_index(
'datetime',
drop=False
).sort_index().loc[:datetime].groupby('code').apply(weights
).dropna()
|
python
|
def hold_price(self, datetime=None):
"""计算持仓成本 如果给的是日期,则返回当日开盘前的持仓
Keyword Arguments:
datetime {[type]} -- [description] (default: {None})
Returns:
[type] -- [description]
"""
def weights(x):
if sum(x['amount']) != 0:
return np.average(
x['price'],
weights=x['amount'],
returned=True
)
else:
return np.nan
if datetime is None:
return self.history_table.set_index(
'datetime',
drop=False
).sort_index().groupby('code').apply(weights).dropna()
else:
return self.history_table.set_index(
'datetime',
drop=False
).sort_index().loc[:datetime].groupby('code').apply(weights
).dropna()
|
[
"def",
"hold_price",
"(",
"self",
",",
"datetime",
"=",
"None",
")",
":",
"def",
"weights",
"(",
"x",
")",
":",
"if",
"sum",
"(",
"x",
"[",
"'amount'",
"]",
")",
"!=",
"0",
":",
"return",
"np",
".",
"average",
"(",
"x",
"[",
"'price'",
"]",
",",
"weights",
"=",
"x",
"[",
"'amount'",
"]",
",",
"returned",
"=",
"True",
")",
"else",
":",
"return",
"np",
".",
"nan",
"if",
"datetime",
"is",
"None",
":",
"return",
"self",
".",
"history_table",
".",
"set_index",
"(",
"'datetime'",
",",
"drop",
"=",
"False",
")",
".",
"sort_index",
"(",
")",
".",
"groupby",
"(",
"'code'",
")",
".",
"apply",
"(",
"weights",
")",
".",
"dropna",
"(",
")",
"else",
":",
"return",
"self",
".",
"history_table",
".",
"set_index",
"(",
"'datetime'",
",",
"drop",
"=",
"False",
")",
".",
"sort_index",
"(",
")",
".",
"loc",
"[",
":",
"datetime",
"]",
".",
"groupby",
"(",
"'code'",
")",
".",
"apply",
"(",
"weights",
")",
".",
"dropna",
"(",
")"
] |
计算持仓成本 如果给的是日期,则返回当日开盘前的持仓
Keyword Arguments:
datetime {[type]} -- [description] (default: {None})
Returns:
[type] -- [description]
|
[
"计算持仓成本",
"如果给的是日期",
"则返回当日开盘前的持仓"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L867-L897
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.hold_time
|
def hold_time(self, datetime=None):
"""持仓时间
Keyword Arguments:
datetime {[type]} -- [description] (default: {None})
"""
def weights(x):
if sum(x['amount']) != 0:
return pd.Timestamp(self.datetime
) - pd.to_datetime(x.datetime.max())
else:
return np.nan
if datetime is None:
return self.history_table.set_index(
'datetime',
drop=False
).sort_index().groupby('code').apply(weights).dropna()
else:
return self.history_table.set_index(
'datetime',
drop=False
).sort_index().loc[:datetime].groupby('code').apply(weights
).dropna()
|
python
|
def hold_time(self, datetime=None):
"""持仓时间
Keyword Arguments:
datetime {[type]} -- [description] (default: {None})
"""
def weights(x):
if sum(x['amount']) != 0:
return pd.Timestamp(self.datetime
) - pd.to_datetime(x.datetime.max())
else:
return np.nan
if datetime is None:
return self.history_table.set_index(
'datetime',
drop=False
).sort_index().groupby('code').apply(weights).dropna()
else:
return self.history_table.set_index(
'datetime',
drop=False
).sort_index().loc[:datetime].groupby('code').apply(weights
).dropna()
|
[
"def",
"hold_time",
"(",
"self",
",",
"datetime",
"=",
"None",
")",
":",
"def",
"weights",
"(",
"x",
")",
":",
"if",
"sum",
"(",
"x",
"[",
"'amount'",
"]",
")",
"!=",
"0",
":",
"return",
"pd",
".",
"Timestamp",
"(",
"self",
".",
"datetime",
")",
"-",
"pd",
".",
"to_datetime",
"(",
"x",
".",
"datetime",
".",
"max",
"(",
")",
")",
"else",
":",
"return",
"np",
".",
"nan",
"if",
"datetime",
"is",
"None",
":",
"return",
"self",
".",
"history_table",
".",
"set_index",
"(",
"'datetime'",
",",
"drop",
"=",
"False",
")",
".",
"sort_index",
"(",
")",
".",
"groupby",
"(",
"'code'",
")",
".",
"apply",
"(",
"weights",
")",
".",
"dropna",
"(",
")",
"else",
":",
"return",
"self",
".",
"history_table",
".",
"set_index",
"(",
"'datetime'",
",",
"drop",
"=",
"False",
")",
".",
"sort_index",
"(",
")",
".",
"loc",
"[",
":",
"datetime",
"]",
".",
"groupby",
"(",
"'code'",
")",
".",
"apply",
"(",
"weights",
")",
".",
"dropna",
"(",
")"
] |
持仓时间
Keyword Arguments:
datetime {[type]} -- [description] (default: {None})
|
[
"持仓时间"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L900-L924
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.reset_assets
|
def reset_assets(self, init_cash=None):
'reset_history/cash/'
self.sell_available = copy.deepcopy(self.init_hold)
self.history = []
self.init_cash = init_cash
self.cash = [self.init_cash]
self.cash_available = self.cash[-1]
|
python
|
def reset_assets(self, init_cash=None):
'reset_history/cash/'
self.sell_available = copy.deepcopy(self.init_hold)
self.history = []
self.init_cash = init_cash
self.cash = [self.init_cash]
self.cash_available = self.cash[-1]
|
[
"def",
"reset_assets",
"(",
"self",
",",
"init_cash",
"=",
"None",
")",
":",
"self",
".",
"sell_available",
"=",
"copy",
".",
"deepcopy",
"(",
"self",
".",
"init_hold",
")",
"self",
".",
"history",
"=",
"[",
"]",
"self",
".",
"init_cash",
"=",
"init_cash",
"self",
".",
"cash",
"=",
"[",
"self",
".",
"init_cash",
"]",
"self",
".",
"cash_available",
"=",
"self",
".",
"cash",
"[",
"-",
"1",
"]"
] |
reset_history/cash/
|
[
"reset_history",
"/",
"cash",
"/"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L926-L932
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.receive_simpledeal
|
def receive_simpledeal(
self,
code,
trade_price,
trade_amount,
trade_towards,
trade_time,
message=None,
order_id=None,
trade_id=None,
realorder_id=None
):
"""快速撮合成交接口
此接口是一个直接可以成交的接口, 所以务必确保给出的信息是可以成交的
此接口涉及的是
1. 股票/期货的成交
2. 历史记录的增加
3. 现金/持仓/冻结资金的处理
Arguments:
code {[type]} -- [description]
trade_price {[type]} -- [description]
trade_amount {[type]} -- [description]
trade_towards {[type]} -- [description]
trade_time {[type]} -- [description]
Keyword Arguments:
message {[type]} -- [description] (default: {None})
2018/11/7 @yutiansut
修复一个bug: 在直接使用该快速撮合接口的时候, 期货卖出会扣减保证金, 买回来的时候应该反算利润
如 3800卖空 3700买回平仓 应为100利润
@2018-12-31 保证金账户ok
@2019/1/3 一些重要的意思
frozen = self.market_preset.get_frozen(code) # 保证金率
unit = self.market_preset.get_unit(code) # 合约乘数
raw_trade_money = trade_price*trade_amount*market_towards # 总市值
value = raw_trade_money * unit # 合约总价值
trade_money = value * frozen # 交易保证金
"""
self.datetime = trade_time
if realorder_id in self.finishedOrderid:
pass
else:
self.finishedOrderid.append(realorder_id)
market_towards = 1 if trade_towards > 0 else -1
# value 合约价值 unit 合约乘数
if self.allow_margin:
frozen = self.market_preset.get_frozen(code) # 保证金率
unit = self.market_preset.get_unit(code) # 合约乘数
raw_trade_money = trade_price * trade_amount * market_towards # 总市值
value = raw_trade_money * unit # 合约总价值
trade_money = value * frozen # 交易保证金
else:
trade_money = trade_price * trade_amount * market_towards
raw_trade_money = trade_money
value = trade_money
unit = 1
frozen = 1
# 计算费用
# trade_price
if self.market_type == MARKET_TYPE.FUTURE_CN:
# 期货不收税
# 双边手续费 也没有最小手续费限制
commission_fee_preset = self.market_preset.get_code(code)
if trade_towards in [ORDER_DIRECTION.BUY_OPEN,
ORDER_DIRECTION.BUY_CLOSE,
ORDER_DIRECTION.SELL_CLOSE,
ORDER_DIRECTION.SELL_OPEN]:
commission_fee = commission_fee_preset['commission_coeff_pervol'] * trade_amount + \
commission_fee_preset['commission_coeff_peramount'] * \
abs(value)
elif trade_towards in [ORDER_DIRECTION.BUY_CLOSETODAY,
ORDER_DIRECTION.SELL_CLOSETODAY]:
commission_fee = commission_fee_preset['commission_coeff_today_pervol'] * trade_amount + \
commission_fee_preset['commission_coeff_today_peramount'] * \
abs(value)
tax_fee = 0 # 买入不收印花税
elif self.market_type == MARKET_TYPE.STOCK_CN:
commission_fee = self.commission_coeff * \
abs(trade_money)
commission_fee = 5 if commission_fee < 5 else commission_fee
if int(trade_towards) > 0:
tax_fee = 0 # 买入不收印花税
else:
tax_fee = self.tax_coeff * abs(trade_money)
# 结算交易
if self.cash[-1] > trade_money + commission_fee + tax_fee:
self.time_index_max.append(trade_time)
# TODO: 目前还不支持期货的锁仓
if self.allow_sellopen:
if trade_towards in [ORDER_DIRECTION.BUY_OPEN,
ORDER_DIRECTION.SELL_OPEN]:
# 开仓单占用现金 计算avg
# 初始化
if code in self.frozen.keys():
if trade_towards in self.frozen[code].keys():
pass
else:
self.frozen[code][str(trade_towards)] = {
'money': 0,
'amount': 0,
'avg_price': 0
}
else:
self.frozen[code] = {
str(ORDER_DIRECTION.BUY_OPEN): {
'money': 0,
'amount': 0,
'avg_price': 0
},
str(ORDER_DIRECTION.SELL_OPEN): {
'money': 0,
'amount': 0,
'avg_price': 0
}
}
"""[summary]
# frozen的计算
# money 冻结的资金
# amount 冻结的数量
2018-12-31
"""
self.frozen[code][str(trade_towards)]['money'] = (
(
self.frozen[code][str(trade_towards)]['money'] *
self.frozen[code][str(trade_towards)]['amount']
) + abs(trade_money)
) / (
self.frozen[code][str(trade_towards)]['amount'] +
trade_amount
)
self.frozen[code][str(trade_towards)]['avg_price'] = (
(
self.frozen[code][str(trade_towards)]['avg_price'] *
self.frozen[code][str(trade_towards)]['amount']
) + abs(raw_trade_money)
) / (
self.frozen[code][str(trade_towards)]['amount'] +
trade_amount
)
self.frozen[code][str(trade_towards)]['amount'] += trade_amount
self.cash.append(
self.cash[-1] - abs(trade_money) - commission_fee -
tax_fee
)
elif trade_towards in [ORDER_DIRECTION.BUY_CLOSE, ORDER_DIRECTION.BUY_CLOSETODAY,
ORDER_DIRECTION.SELL_CLOSE, ORDER_DIRECTION.SELL_CLOSETODAY]:
# 平仓单释放现金
# if trade_towards == ORDER_DIRECTION.BUY_CLOSE:
# 卖空开仓 平仓买入
# self.cash
if trade_towards in [ORDER_DIRECTION.BUY_CLOSE, ORDER_DIRECTION.BUY_CLOSETODAY]: # 买入平仓 之前是空开
# self.frozen[code][ORDER_DIRECTION.SELL_OPEN]['money'] -= trade_money
self.frozen[code][str(ORDER_DIRECTION.SELL_OPEN)
]['amount'] -= trade_amount
frozen_part = self.frozen[code][
str(ORDER_DIRECTION.SELL_OPEN)]['money'] * trade_amount
# 账户的现金+ 冻结的的释放 + 买卖价差* 杠杆
self.cash.append(
self.cash[-1] + frozen_part +
(frozen_part - trade_money) / frozen -
commission_fee - tax_fee
)
if self.frozen[code][str(ORDER_DIRECTION.SELL_OPEN)
]['amount'] == 0:
self.frozen[code][str(ORDER_DIRECTION.SELL_OPEN)
]['money'] = 0
self.frozen[code][str(ORDER_DIRECTION.SELL_OPEN)
]['avg_price'] = 0
elif trade_towards in [ORDER_DIRECTION.SELL_CLOSE, ORDER_DIRECTION.SELL_CLOSETODAY]: # 卖出平仓 之前是多开
# self.frozen[code][ORDER_DIRECTION.BUY_OPEN]['money'] -= trade_money
self.frozen[code][str(ORDER_DIRECTION.BUY_OPEN)
]['amount'] -= trade_amount
frozen_part = self.frozen[code][str(ORDER_DIRECTION.BUY_OPEN)
]['money'] * trade_amount
self.cash.append(
self.cash[-1] + frozen_part +
(abs(trade_money) - frozen_part) / frozen -
commission_fee - tax_fee
)
if self.frozen[code][str(ORDER_DIRECTION.BUY_OPEN)
]['amount'] == 0:
self.frozen[code][str(ORDER_DIRECTION.BUY_OPEN)
]['money'] = 0
self.frozen[code][str(ORDER_DIRECTION.BUY_OPEN)
]['avg_price'] = 0
else: # 不允许卖空开仓的==> 股票
self.cash.append(
self.cash[-1] - trade_money - tax_fee - commission_fee
)
if self.allow_t0 or trade_towards == ORDER_DIRECTION.SELL:
self.sell_available[code] = self.sell_available.get(
code,
0
) + trade_amount * market_towards
self.buy_available = self.sell_available
self.cash_available = self.cash[-1]
frozen_money = abs(trade_money) if trade_towards in [
ORDER_DIRECTION.BUY_OPEN,
ORDER_DIRECTION.SELL_OPEN
] else 0
self.history.append(
[
str(trade_time),
code,
trade_price,
market_towards * trade_amount,
self.cash[-1],
order_id,
realorder_id,
trade_id,
self.account_cookie,
commission_fee,
tax_fee,
message,
frozen_money,
trade_towards
]
)
else:
print('ALERT MONEY NOT ENOUGH!!!')
print(self.cash[-1])
self.cash_available = self.cash[-1]
|
python
|
def receive_simpledeal(
self,
code,
trade_price,
trade_amount,
trade_towards,
trade_time,
message=None,
order_id=None,
trade_id=None,
realorder_id=None
):
"""快速撮合成交接口
此接口是一个直接可以成交的接口, 所以务必确保给出的信息是可以成交的
此接口涉及的是
1. 股票/期货的成交
2. 历史记录的增加
3. 现金/持仓/冻结资金的处理
Arguments:
code {[type]} -- [description]
trade_price {[type]} -- [description]
trade_amount {[type]} -- [description]
trade_towards {[type]} -- [description]
trade_time {[type]} -- [description]
Keyword Arguments:
message {[type]} -- [description] (default: {None})
2018/11/7 @yutiansut
修复一个bug: 在直接使用该快速撮合接口的时候, 期货卖出会扣减保证金, 买回来的时候应该反算利润
如 3800卖空 3700买回平仓 应为100利润
@2018-12-31 保证金账户ok
@2019/1/3 一些重要的意思
frozen = self.market_preset.get_frozen(code) # 保证金率
unit = self.market_preset.get_unit(code) # 合约乘数
raw_trade_money = trade_price*trade_amount*market_towards # 总市值
value = raw_trade_money * unit # 合约总价值
trade_money = value * frozen # 交易保证金
"""
self.datetime = trade_time
if realorder_id in self.finishedOrderid:
pass
else:
self.finishedOrderid.append(realorder_id)
market_towards = 1 if trade_towards > 0 else -1
# value 合约价值 unit 合约乘数
if self.allow_margin:
frozen = self.market_preset.get_frozen(code) # 保证金率
unit = self.market_preset.get_unit(code) # 合约乘数
raw_trade_money = trade_price * trade_amount * market_towards # 总市值
value = raw_trade_money * unit # 合约总价值
trade_money = value * frozen # 交易保证金
else:
trade_money = trade_price * trade_amount * market_towards
raw_trade_money = trade_money
value = trade_money
unit = 1
frozen = 1
# 计算费用
# trade_price
if self.market_type == MARKET_TYPE.FUTURE_CN:
# 期货不收税
# 双边手续费 也没有最小手续费限制
commission_fee_preset = self.market_preset.get_code(code)
if trade_towards in [ORDER_DIRECTION.BUY_OPEN,
ORDER_DIRECTION.BUY_CLOSE,
ORDER_DIRECTION.SELL_CLOSE,
ORDER_DIRECTION.SELL_OPEN]:
commission_fee = commission_fee_preset['commission_coeff_pervol'] * trade_amount + \
commission_fee_preset['commission_coeff_peramount'] * \
abs(value)
elif trade_towards in [ORDER_DIRECTION.BUY_CLOSETODAY,
ORDER_DIRECTION.SELL_CLOSETODAY]:
commission_fee = commission_fee_preset['commission_coeff_today_pervol'] * trade_amount + \
commission_fee_preset['commission_coeff_today_peramount'] * \
abs(value)
tax_fee = 0 # 买入不收印花税
elif self.market_type == MARKET_TYPE.STOCK_CN:
commission_fee = self.commission_coeff * \
abs(trade_money)
commission_fee = 5 if commission_fee < 5 else commission_fee
if int(trade_towards) > 0:
tax_fee = 0 # 买入不收印花税
else:
tax_fee = self.tax_coeff * abs(trade_money)
# 结算交易
if self.cash[-1] > trade_money + commission_fee + tax_fee:
self.time_index_max.append(trade_time)
# TODO: 目前还不支持期货的锁仓
if self.allow_sellopen:
if trade_towards in [ORDER_DIRECTION.BUY_OPEN,
ORDER_DIRECTION.SELL_OPEN]:
# 开仓单占用现金 计算avg
# 初始化
if code in self.frozen.keys():
if trade_towards in self.frozen[code].keys():
pass
else:
self.frozen[code][str(trade_towards)] = {
'money': 0,
'amount': 0,
'avg_price': 0
}
else:
self.frozen[code] = {
str(ORDER_DIRECTION.BUY_OPEN): {
'money': 0,
'amount': 0,
'avg_price': 0
},
str(ORDER_DIRECTION.SELL_OPEN): {
'money': 0,
'amount': 0,
'avg_price': 0
}
}
"""[summary]
# frozen的计算
# money 冻结的资金
# amount 冻结的数量
2018-12-31
"""
self.frozen[code][str(trade_towards)]['money'] = (
(
self.frozen[code][str(trade_towards)]['money'] *
self.frozen[code][str(trade_towards)]['amount']
) + abs(trade_money)
) / (
self.frozen[code][str(trade_towards)]['amount'] +
trade_amount
)
self.frozen[code][str(trade_towards)]['avg_price'] = (
(
self.frozen[code][str(trade_towards)]['avg_price'] *
self.frozen[code][str(trade_towards)]['amount']
) + abs(raw_trade_money)
) / (
self.frozen[code][str(trade_towards)]['amount'] +
trade_amount
)
self.frozen[code][str(trade_towards)]['amount'] += trade_amount
self.cash.append(
self.cash[-1] - abs(trade_money) - commission_fee -
tax_fee
)
elif trade_towards in [ORDER_DIRECTION.BUY_CLOSE, ORDER_DIRECTION.BUY_CLOSETODAY,
ORDER_DIRECTION.SELL_CLOSE, ORDER_DIRECTION.SELL_CLOSETODAY]:
# 平仓单释放现金
# if trade_towards == ORDER_DIRECTION.BUY_CLOSE:
# 卖空开仓 平仓买入
# self.cash
if trade_towards in [ORDER_DIRECTION.BUY_CLOSE, ORDER_DIRECTION.BUY_CLOSETODAY]: # 买入平仓 之前是空开
# self.frozen[code][ORDER_DIRECTION.SELL_OPEN]['money'] -= trade_money
self.frozen[code][str(ORDER_DIRECTION.SELL_OPEN)
]['amount'] -= trade_amount
frozen_part = self.frozen[code][
str(ORDER_DIRECTION.SELL_OPEN)]['money'] * trade_amount
# 账户的现金+ 冻结的的释放 + 买卖价差* 杠杆
self.cash.append(
self.cash[-1] + frozen_part +
(frozen_part - trade_money) / frozen -
commission_fee - tax_fee
)
if self.frozen[code][str(ORDER_DIRECTION.SELL_OPEN)
]['amount'] == 0:
self.frozen[code][str(ORDER_DIRECTION.SELL_OPEN)
]['money'] = 0
self.frozen[code][str(ORDER_DIRECTION.SELL_OPEN)
]['avg_price'] = 0
elif trade_towards in [ORDER_DIRECTION.SELL_CLOSE, ORDER_DIRECTION.SELL_CLOSETODAY]: # 卖出平仓 之前是多开
# self.frozen[code][ORDER_DIRECTION.BUY_OPEN]['money'] -= trade_money
self.frozen[code][str(ORDER_DIRECTION.BUY_OPEN)
]['amount'] -= trade_amount
frozen_part = self.frozen[code][str(ORDER_DIRECTION.BUY_OPEN)
]['money'] * trade_amount
self.cash.append(
self.cash[-1] + frozen_part +
(abs(trade_money) - frozen_part) / frozen -
commission_fee - tax_fee
)
if self.frozen[code][str(ORDER_DIRECTION.BUY_OPEN)
]['amount'] == 0:
self.frozen[code][str(ORDER_DIRECTION.BUY_OPEN)
]['money'] = 0
self.frozen[code][str(ORDER_DIRECTION.BUY_OPEN)
]['avg_price'] = 0
else: # 不允许卖空开仓的==> 股票
self.cash.append(
self.cash[-1] - trade_money - tax_fee - commission_fee
)
if self.allow_t0 or trade_towards == ORDER_DIRECTION.SELL:
self.sell_available[code] = self.sell_available.get(
code,
0
) + trade_amount * market_towards
self.buy_available = self.sell_available
self.cash_available = self.cash[-1]
frozen_money = abs(trade_money) if trade_towards in [
ORDER_DIRECTION.BUY_OPEN,
ORDER_DIRECTION.SELL_OPEN
] else 0
self.history.append(
[
str(trade_time),
code,
trade_price,
market_towards * trade_amount,
self.cash[-1],
order_id,
realorder_id,
trade_id,
self.account_cookie,
commission_fee,
tax_fee,
message,
frozen_money,
trade_towards
]
)
else:
print('ALERT MONEY NOT ENOUGH!!!')
print(self.cash[-1])
self.cash_available = self.cash[-1]
|
[
"def",
"receive_simpledeal",
"(",
"self",
",",
"code",
",",
"trade_price",
",",
"trade_amount",
",",
"trade_towards",
",",
"trade_time",
",",
"message",
"=",
"None",
",",
"order_id",
"=",
"None",
",",
"trade_id",
"=",
"None",
",",
"realorder_id",
"=",
"None",
")",
":",
"self",
".",
"datetime",
"=",
"trade_time",
"if",
"realorder_id",
"in",
"self",
".",
"finishedOrderid",
":",
"pass",
"else",
":",
"self",
".",
"finishedOrderid",
".",
"append",
"(",
"realorder_id",
")",
"market_towards",
"=",
"1",
"if",
"trade_towards",
">",
"0",
"else",
"-",
"1",
"# value 合约价值 unit 合约乘数",
"if",
"self",
".",
"allow_margin",
":",
"frozen",
"=",
"self",
".",
"market_preset",
".",
"get_frozen",
"(",
"code",
")",
"# 保证金率",
"unit",
"=",
"self",
".",
"market_preset",
".",
"get_unit",
"(",
"code",
")",
"# 合约乘数",
"raw_trade_money",
"=",
"trade_price",
"*",
"trade_amount",
"*",
"market_towards",
"# 总市值",
"value",
"=",
"raw_trade_money",
"*",
"unit",
"# 合约总价值",
"trade_money",
"=",
"value",
"*",
"frozen",
"# 交易保证金",
"else",
":",
"trade_money",
"=",
"trade_price",
"*",
"trade_amount",
"*",
"market_towards",
"raw_trade_money",
"=",
"trade_money",
"value",
"=",
"trade_money",
"unit",
"=",
"1",
"frozen",
"=",
"1",
"# 计算费用",
"# trade_price",
"if",
"self",
".",
"market_type",
"==",
"MARKET_TYPE",
".",
"FUTURE_CN",
":",
"# 期货不收税",
"# 双边手续费 也没有最小手续费限制",
"commission_fee_preset",
"=",
"self",
".",
"market_preset",
".",
"get_code",
"(",
"code",
")",
"if",
"trade_towards",
"in",
"[",
"ORDER_DIRECTION",
".",
"BUY_OPEN",
",",
"ORDER_DIRECTION",
".",
"BUY_CLOSE",
",",
"ORDER_DIRECTION",
".",
"SELL_CLOSE",
",",
"ORDER_DIRECTION",
".",
"SELL_OPEN",
"]",
":",
"commission_fee",
"=",
"commission_fee_preset",
"[",
"'commission_coeff_pervol'",
"]",
"*",
"trade_amount",
"+",
"commission_fee_preset",
"[",
"'commission_coeff_peramount'",
"]",
"*",
"abs",
"(",
"value",
")",
"elif",
"trade_towards",
"in",
"[",
"ORDER_DIRECTION",
".",
"BUY_CLOSETODAY",
",",
"ORDER_DIRECTION",
".",
"SELL_CLOSETODAY",
"]",
":",
"commission_fee",
"=",
"commission_fee_preset",
"[",
"'commission_coeff_today_pervol'",
"]",
"*",
"trade_amount",
"+",
"commission_fee_preset",
"[",
"'commission_coeff_today_peramount'",
"]",
"*",
"abs",
"(",
"value",
")",
"tax_fee",
"=",
"0",
"# 买入不收印花税",
"elif",
"self",
".",
"market_type",
"==",
"MARKET_TYPE",
".",
"STOCK_CN",
":",
"commission_fee",
"=",
"self",
".",
"commission_coeff",
"*",
"abs",
"(",
"trade_money",
")",
"commission_fee",
"=",
"5",
"if",
"commission_fee",
"<",
"5",
"else",
"commission_fee",
"if",
"int",
"(",
"trade_towards",
")",
">",
"0",
":",
"tax_fee",
"=",
"0",
"# 买入不收印花税",
"else",
":",
"tax_fee",
"=",
"self",
".",
"tax_coeff",
"*",
"abs",
"(",
"trade_money",
")",
"# 结算交易",
"if",
"self",
".",
"cash",
"[",
"-",
"1",
"]",
">",
"trade_money",
"+",
"commission_fee",
"+",
"tax_fee",
":",
"self",
".",
"time_index_max",
".",
"append",
"(",
"trade_time",
")",
"# TODO: 目前还不支持期货的锁仓",
"if",
"self",
".",
"allow_sellopen",
":",
"if",
"trade_towards",
"in",
"[",
"ORDER_DIRECTION",
".",
"BUY_OPEN",
",",
"ORDER_DIRECTION",
".",
"SELL_OPEN",
"]",
":",
"# 开仓单占用现金 计算avg",
"# 初始化",
"if",
"code",
"in",
"self",
".",
"frozen",
".",
"keys",
"(",
")",
":",
"if",
"trade_towards",
"in",
"self",
".",
"frozen",
"[",
"code",
"]",
".",
"keys",
"(",
")",
":",
"pass",
"else",
":",
"self",
".",
"frozen",
"[",
"code",
"]",
"[",
"str",
"(",
"trade_towards",
")",
"]",
"=",
"{",
"'money'",
":",
"0",
",",
"'amount'",
":",
"0",
",",
"'avg_price'",
":",
"0",
"}",
"else",
":",
"self",
".",
"frozen",
"[",
"code",
"]",
"=",
"{",
"str",
"(",
"ORDER_DIRECTION",
".",
"BUY_OPEN",
")",
":",
"{",
"'money'",
":",
"0",
",",
"'amount'",
":",
"0",
",",
"'avg_price'",
":",
"0",
"}",
",",
"str",
"(",
"ORDER_DIRECTION",
".",
"SELL_OPEN",
")",
":",
"{",
"'money'",
":",
"0",
",",
"'amount'",
":",
"0",
",",
"'avg_price'",
":",
"0",
"}",
"}",
"\"\"\"[summary]\n # frozen的计算\n # money 冻结的资金\n # amount 冻结的数量\n\n 2018-12-31 \n\n \"\"\"",
"self",
".",
"frozen",
"[",
"code",
"]",
"[",
"str",
"(",
"trade_towards",
")",
"]",
"[",
"'money'",
"]",
"=",
"(",
"(",
"self",
".",
"frozen",
"[",
"code",
"]",
"[",
"str",
"(",
"trade_towards",
")",
"]",
"[",
"'money'",
"]",
"*",
"self",
".",
"frozen",
"[",
"code",
"]",
"[",
"str",
"(",
"trade_towards",
")",
"]",
"[",
"'amount'",
"]",
")",
"+",
"abs",
"(",
"trade_money",
")",
")",
"/",
"(",
"self",
".",
"frozen",
"[",
"code",
"]",
"[",
"str",
"(",
"trade_towards",
")",
"]",
"[",
"'amount'",
"]",
"+",
"trade_amount",
")",
"self",
".",
"frozen",
"[",
"code",
"]",
"[",
"str",
"(",
"trade_towards",
")",
"]",
"[",
"'avg_price'",
"]",
"=",
"(",
"(",
"self",
".",
"frozen",
"[",
"code",
"]",
"[",
"str",
"(",
"trade_towards",
")",
"]",
"[",
"'avg_price'",
"]",
"*",
"self",
".",
"frozen",
"[",
"code",
"]",
"[",
"str",
"(",
"trade_towards",
")",
"]",
"[",
"'amount'",
"]",
")",
"+",
"abs",
"(",
"raw_trade_money",
")",
")",
"/",
"(",
"self",
".",
"frozen",
"[",
"code",
"]",
"[",
"str",
"(",
"trade_towards",
")",
"]",
"[",
"'amount'",
"]",
"+",
"trade_amount",
")",
"self",
".",
"frozen",
"[",
"code",
"]",
"[",
"str",
"(",
"trade_towards",
")",
"]",
"[",
"'amount'",
"]",
"+=",
"trade_amount",
"self",
".",
"cash",
".",
"append",
"(",
"self",
".",
"cash",
"[",
"-",
"1",
"]",
"-",
"abs",
"(",
"trade_money",
")",
"-",
"commission_fee",
"-",
"tax_fee",
")",
"elif",
"trade_towards",
"in",
"[",
"ORDER_DIRECTION",
".",
"BUY_CLOSE",
",",
"ORDER_DIRECTION",
".",
"BUY_CLOSETODAY",
",",
"ORDER_DIRECTION",
".",
"SELL_CLOSE",
",",
"ORDER_DIRECTION",
".",
"SELL_CLOSETODAY",
"]",
":",
"# 平仓单释放现金",
"# if trade_towards == ORDER_DIRECTION.BUY_CLOSE:",
"# 卖空开仓 平仓买入",
"# self.cash",
"if",
"trade_towards",
"in",
"[",
"ORDER_DIRECTION",
".",
"BUY_CLOSE",
",",
"ORDER_DIRECTION",
".",
"BUY_CLOSETODAY",
"]",
":",
"# 买入平仓 之前是空开",
"# self.frozen[code][ORDER_DIRECTION.SELL_OPEN]['money'] -= trade_money",
"self",
".",
"frozen",
"[",
"code",
"]",
"[",
"str",
"(",
"ORDER_DIRECTION",
".",
"SELL_OPEN",
")",
"]",
"[",
"'amount'",
"]",
"-=",
"trade_amount",
"frozen_part",
"=",
"self",
".",
"frozen",
"[",
"code",
"]",
"[",
"str",
"(",
"ORDER_DIRECTION",
".",
"SELL_OPEN",
")",
"]",
"[",
"'money'",
"]",
"*",
"trade_amount",
"# 账户的现金+ 冻结的的释放 + 买卖价差* 杠杆",
"self",
".",
"cash",
".",
"append",
"(",
"self",
".",
"cash",
"[",
"-",
"1",
"]",
"+",
"frozen_part",
"+",
"(",
"frozen_part",
"-",
"trade_money",
")",
"/",
"frozen",
"-",
"commission_fee",
"-",
"tax_fee",
")",
"if",
"self",
".",
"frozen",
"[",
"code",
"]",
"[",
"str",
"(",
"ORDER_DIRECTION",
".",
"SELL_OPEN",
")",
"]",
"[",
"'amount'",
"]",
"==",
"0",
":",
"self",
".",
"frozen",
"[",
"code",
"]",
"[",
"str",
"(",
"ORDER_DIRECTION",
".",
"SELL_OPEN",
")",
"]",
"[",
"'money'",
"]",
"=",
"0",
"self",
".",
"frozen",
"[",
"code",
"]",
"[",
"str",
"(",
"ORDER_DIRECTION",
".",
"SELL_OPEN",
")",
"]",
"[",
"'avg_price'",
"]",
"=",
"0",
"elif",
"trade_towards",
"in",
"[",
"ORDER_DIRECTION",
".",
"SELL_CLOSE",
",",
"ORDER_DIRECTION",
".",
"SELL_CLOSETODAY",
"]",
":",
"# 卖出平仓 之前是多开",
"# self.frozen[code][ORDER_DIRECTION.BUY_OPEN]['money'] -= trade_money",
"self",
".",
"frozen",
"[",
"code",
"]",
"[",
"str",
"(",
"ORDER_DIRECTION",
".",
"BUY_OPEN",
")",
"]",
"[",
"'amount'",
"]",
"-=",
"trade_amount",
"frozen_part",
"=",
"self",
".",
"frozen",
"[",
"code",
"]",
"[",
"str",
"(",
"ORDER_DIRECTION",
".",
"BUY_OPEN",
")",
"]",
"[",
"'money'",
"]",
"*",
"trade_amount",
"self",
".",
"cash",
".",
"append",
"(",
"self",
".",
"cash",
"[",
"-",
"1",
"]",
"+",
"frozen_part",
"+",
"(",
"abs",
"(",
"trade_money",
")",
"-",
"frozen_part",
")",
"/",
"frozen",
"-",
"commission_fee",
"-",
"tax_fee",
")",
"if",
"self",
".",
"frozen",
"[",
"code",
"]",
"[",
"str",
"(",
"ORDER_DIRECTION",
".",
"BUY_OPEN",
")",
"]",
"[",
"'amount'",
"]",
"==",
"0",
":",
"self",
".",
"frozen",
"[",
"code",
"]",
"[",
"str",
"(",
"ORDER_DIRECTION",
".",
"BUY_OPEN",
")",
"]",
"[",
"'money'",
"]",
"=",
"0",
"self",
".",
"frozen",
"[",
"code",
"]",
"[",
"str",
"(",
"ORDER_DIRECTION",
".",
"BUY_OPEN",
")",
"]",
"[",
"'avg_price'",
"]",
"=",
"0",
"else",
":",
"# 不允许卖空开仓的==> 股票",
"self",
".",
"cash",
".",
"append",
"(",
"self",
".",
"cash",
"[",
"-",
"1",
"]",
"-",
"trade_money",
"-",
"tax_fee",
"-",
"commission_fee",
")",
"if",
"self",
".",
"allow_t0",
"or",
"trade_towards",
"==",
"ORDER_DIRECTION",
".",
"SELL",
":",
"self",
".",
"sell_available",
"[",
"code",
"]",
"=",
"self",
".",
"sell_available",
".",
"get",
"(",
"code",
",",
"0",
")",
"+",
"trade_amount",
"*",
"market_towards",
"self",
".",
"buy_available",
"=",
"self",
".",
"sell_available",
"self",
".",
"cash_available",
"=",
"self",
".",
"cash",
"[",
"-",
"1",
"]",
"frozen_money",
"=",
"abs",
"(",
"trade_money",
")",
"if",
"trade_towards",
"in",
"[",
"ORDER_DIRECTION",
".",
"BUY_OPEN",
",",
"ORDER_DIRECTION",
".",
"SELL_OPEN",
"]",
"else",
"0",
"self",
".",
"history",
".",
"append",
"(",
"[",
"str",
"(",
"trade_time",
")",
",",
"code",
",",
"trade_price",
",",
"market_towards",
"*",
"trade_amount",
",",
"self",
".",
"cash",
"[",
"-",
"1",
"]",
",",
"order_id",
",",
"realorder_id",
",",
"trade_id",
",",
"self",
".",
"account_cookie",
",",
"commission_fee",
",",
"tax_fee",
",",
"message",
",",
"frozen_money",
",",
"trade_towards",
"]",
")",
"else",
":",
"print",
"(",
"'ALERT MONEY NOT ENOUGH!!!'",
")",
"print",
"(",
"self",
".",
"cash",
"[",
"-",
"1",
"]",
")",
"self",
".",
"cash_available",
"=",
"self",
".",
"cash",
"[",
"-",
"1",
"]"
] |
快速撮合成交接口
此接口是一个直接可以成交的接口, 所以务必确保给出的信息是可以成交的
此接口涉及的是
1. 股票/期货的成交
2. 历史记录的增加
3. 现金/持仓/冻结资金的处理
Arguments:
code {[type]} -- [description]
trade_price {[type]} -- [description]
trade_amount {[type]} -- [description]
trade_towards {[type]} -- [description]
trade_time {[type]} -- [description]
Keyword Arguments:
message {[type]} -- [description] (default: {None})
2018/11/7 @yutiansut
修复一个bug: 在直接使用该快速撮合接口的时候, 期货卖出会扣减保证金, 买回来的时候应该反算利润
如 3800卖空 3700买回平仓 应为100利润
@2018-12-31 保证金账户ok
@2019/1/3 一些重要的意思
frozen = self.market_preset.get_frozen(code) # 保证金率
unit = self.market_preset.get_unit(code) # 合约乘数
raw_trade_money = trade_price*trade_amount*market_towards # 总市值
value = raw_trade_money * unit # 合约总价值
trade_money = value * frozen # 交易保证金
|
[
"快速撮合成交接口"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L934-L1182
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.receive_deal
|
def receive_deal(
self,
code: str,
trade_id: str,
order_id: str,
realorder_id: str,
trade_price: float,
trade_amount: int,
trade_towards: int,
trade_time: str,
message=None
):
"""更新deal
Arguments:
code {str} -- [description]
trade_id {str} -- [description]
order_id {str} -- [description]
realorder_id {str} -- [description]
trade_price {float} -- [description]
trade_amount {int} -- [description]
trade_towards {int} -- [description]
trade_time {str} -- [description]
Returns:
[type] -- [description]
"""
print('!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!receive deal')
trade_time = str(trade_time)
code = str(code)
trade_price = float(trade_price)
trade_towards = int(trade_towards)
realorder_id = str(realorder_id)
trade_id = str(trade_id)
trade_amount = int(trade_amount)
order_id = str(order_id)
market_towards = 1 if trade_towards > 0 else -1
"""2019/01/03 直接使用快速撮合接口了
2333 这两个接口现在也没啥区别了....
太绝望了
"""
self.receive_simpledeal(
code,
trade_price,
trade_amount,
trade_towards,
trade_time,
message=message,
order_id=order_id,
trade_id=trade_id,
realorder_id=realorder_id
)
|
python
|
def receive_deal(
self,
code: str,
trade_id: str,
order_id: str,
realorder_id: str,
trade_price: float,
trade_amount: int,
trade_towards: int,
trade_time: str,
message=None
):
"""更新deal
Arguments:
code {str} -- [description]
trade_id {str} -- [description]
order_id {str} -- [description]
realorder_id {str} -- [description]
trade_price {float} -- [description]
trade_amount {int} -- [description]
trade_towards {int} -- [description]
trade_time {str} -- [description]
Returns:
[type] -- [description]
"""
print('!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!receive deal')
trade_time = str(trade_time)
code = str(code)
trade_price = float(trade_price)
trade_towards = int(trade_towards)
realorder_id = str(realorder_id)
trade_id = str(trade_id)
trade_amount = int(trade_amount)
order_id = str(order_id)
market_towards = 1 if trade_towards > 0 else -1
"""2019/01/03 直接使用快速撮合接口了
2333 这两个接口现在也没啥区别了....
太绝望了
"""
self.receive_simpledeal(
code,
trade_price,
trade_amount,
trade_towards,
trade_time,
message=message,
order_id=order_id,
trade_id=trade_id,
realorder_id=realorder_id
)
|
[
"def",
"receive_deal",
"(",
"self",
",",
"code",
":",
"str",
",",
"trade_id",
":",
"str",
",",
"order_id",
":",
"str",
",",
"realorder_id",
":",
"str",
",",
"trade_price",
":",
"float",
",",
"trade_amount",
":",
"int",
",",
"trade_towards",
":",
"int",
",",
"trade_time",
":",
"str",
",",
"message",
"=",
"None",
")",
":",
"print",
"(",
"'!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!receive deal'",
")",
"trade_time",
"=",
"str",
"(",
"trade_time",
")",
"code",
"=",
"str",
"(",
"code",
")",
"trade_price",
"=",
"float",
"(",
"trade_price",
")",
"trade_towards",
"=",
"int",
"(",
"trade_towards",
")",
"realorder_id",
"=",
"str",
"(",
"realorder_id",
")",
"trade_id",
"=",
"str",
"(",
"trade_id",
")",
"trade_amount",
"=",
"int",
"(",
"trade_amount",
")",
"order_id",
"=",
"str",
"(",
"order_id",
")",
"market_towards",
"=",
"1",
"if",
"trade_towards",
">",
"0",
"else",
"-",
"1",
"\"\"\"2019/01/03 直接使用快速撮合接口了\n 2333 这两个接口现在也没啥区别了....\n 太绝望了\n \"\"\"",
"self",
".",
"receive_simpledeal",
"(",
"code",
",",
"trade_price",
",",
"trade_amount",
",",
"trade_towards",
",",
"trade_time",
",",
"message",
"=",
"message",
",",
"order_id",
"=",
"order_id",
",",
"trade_id",
"=",
"trade_id",
",",
"realorder_id",
"=",
"realorder_id",
")"
] |
更新deal
Arguments:
code {str} -- [description]
trade_id {str} -- [description]
order_id {str} -- [description]
realorder_id {str} -- [description]
trade_price {float} -- [description]
trade_amount {int} -- [description]
trade_towards {int} -- [description]
trade_time {str} -- [description]
Returns:
[type] -- [description]
|
[
"更新deal"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L1194-L1249
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.send_order
|
def send_order(
self,
code=None,
amount=None,
time=None,
towards=None,
price=None,
money=None,
order_model=None,
amount_model=None,
*args,
**kwargs
):
"""
ATTENTION CHANGELOG 1.0.28
修改了Account的send_order方法, 区分按数量下单和按金额下单两种方式
- AMOUNT_MODEL.BY_PRICE ==> AMOUNT_MODEL.BY_MONEY # 按金额下单
- AMOUNT_MODEL.BY_AMOUNT # 按数量下单
在按金额下单的时候,应给予 money参数
在按数量下单的时候,应给予 amount参数
python code:
Account=QA.QA_Account()
Order_bymoney=Account.send_order(code='000001',
price=11,
money=0.3*Account.cash_available,
time='2018-05-09',
towards=QA.ORDER_DIRECTION.BUY,
order_model=QA.ORDER_MODEL.MARKET,
amount_model=QA.AMOUNT_MODEL.BY_MONEY
)
Order_byamount=Account.send_order(code='000001',
price=11,
amount=100,
time='2018-05-09',
towards=QA.ORDER_DIRECTION.BUY,
order_model=QA.ORDER_MODEL.MARKET,
amount_model=QA.AMOUNT_MODEL.BY_AMOUNT
)
:param code: 证券代码
:param amount: 买卖 数量多数股
:param time: Timestamp 对象 下单时间
:param towards: int , towards>0 买入 towards<0 卖出
:param price: 买入，卖出 标的证券的价格
:param money: 买卖 价格
:param order_model: 类型 QA.ORDER_MODE
:param amount_model:类型 QA.AMOUNT_MODEL
:return: QA_Order | False
@2018/12/23
send_order 是QA的标准返回, 如需对接其他接口, 只需要对于QA_Order做适配即可
@2018/12/27
在判断账户为期货账户(及 允许双向交易)
@2018/12/30 保证金账户的修改
1. 保证金账户冻结的金额
2. 保证金账户的结算
3. 保证金账户的判断
"""
wrong_reason = None
assert code is not None and time is not None and towards is not None and order_model is not None and amount_model is not None
# 🛠todo 移到Utils类中， 时间转换
# date 字符串 2011-10-11 长度10
date = str(time)[0:10] if len(str(time)) == 19 else str(time)
# time 字符串 20011-10-11 09:02:00 长度 19
time = str(time) if len(str(time)) == 19 else '{} 09:31:00'.format(
str(time)[0:10]
)
# 🛠todo 移到Utils类中， amount_to_money 成交量转金额
# BY_MONEY :: amount --钱 如10000元 因此 by_money里面 需要指定价格,来计算实际的股票数
# by_amount :: amount --股数 如10000股
if self.allow_margin:
amount = amount if amount_model is AMOUNT_MODEL.BY_AMOUNT else int(
money / (
self.market_preset.get_unit(code) *
self.market_preset.get_frozen(code) * price *
(1 + self.commission_coeff)
) / 100
) * 100
else:
amount = amount if amount_model is AMOUNT_MODEL.BY_AMOUNT else int(
money / (price * (1 + self.commission_coeff)) / 100
) * 100
# 🛠todo 移到Utils类中， money_to_amount 金额转成交量
if self.allow_margin:
money = amount * price * self.market_preset.get_unit(code)*self.market_preset.get_frozen(code) * \
(1+self.commission_coeff) if amount_model is AMOUNT_MODEL.BY_AMOUNT else money
else:
money = amount * price * \
(1+self.commission_coeff) if amount_model is AMOUNT_MODEL.BY_AMOUNT else money
# flag 判断买卖 数量和价格以及买卖方向是否正确
flag = False
assert (int(towards) != 0)
if int(towards) in [1, 2, 3]:
# 是买入的情况(包括买入.买开.买平)
if self.cash_available >= money:
if self.market_type == MARKET_TYPE.STOCK_CN: # 如果是股票 买入的时候有100股的最小限制
amount = int(amount / 100) * 100
self.cash_available -= money
flag = True
if self.running_environment == RUNNING_ENVIRONMENT.TZERO:
if abs(self.buy_available.get(code, 0)) >= amount:
flag = True
self.cash_available -= money
self.buy_available[code] -= amount
else:
flag = False
wrong_reason = 'T0交易买入超出限额'
if self.market_type == MARKET_TYPE.FUTURE_CN:
# 如果有负持仓-- 允许卖空的时候
if towards == 3: # 多平
_hold = self.sell_available.get(code, 0)
# 假设有负持仓:
# amount为下单数量 如 账户原先-3手 现在平1手
#left_amount = amount+_hold if _hold < 0 else amount
_money = abs(
float(amount * price * (1 + self.commission_coeff))
)
print(_hold)
if self.cash_available >= _money:
if _hold < 0:
self.cash_available -= _money
flag = True
else:
wrong_reason = '空单仓位不足'
else:
wrong_reason = '平多剩余资金不够'
if towards == 2:
self.cash_available -= money
flag = True
else:
wrong_reason = 'QAACCOUNT: 可用资金不足 cash_available {} code {} time {} amount {} towards {}'.format(
self.cash_available,
code,
time,
amount,
towards
)
elif int(towards) in [-1, -2, -3]:
# 是卖出的情况(包括卖出，卖出开仓allow_sellopen如果允许. 卖出平仓)
# print(self.sell_available[code])
_hold = self.sell_available.get(code, 0) # _hold 是你的持仓
# 如果你的hold> amount>0
# 持仓数量>卖出数量
if _hold >= amount:
self.sell_available[code] -= amount
# towards = ORDER_DIRECTION.SELL
flag = True
# 如果持仓数量<卖出数量
else:
# 如果是允许卖空开仓 实际计算时 先减去持仓(正持仓) 再计算 负持仓 就按原先的占用金额计算
if self.allow_sellopen and towards == -2:
if self.cash_available >= money: # 卖空的市值小于现金（有担保的卖空）， 不允许裸卖空
# self.cash_available -= money
flag = True
else:
print('sellavailable', _hold)
print('amount', amount)
print('aqureMoney', money)
print('cash', self.cash_available)
wrong_reason = "卖空资金不足/不允许裸卖空"
else:
wrong_reason = "卖出仓位不足"
if flag and (amount > 0):
_order = QA_Order(
user_cookie=self.user_cookie,
strategy=self.strategy_name,
frequence=self.frequence,
account_cookie=self.account_cookie,
code=code,
market_type=self.market_type,
date=date,
datetime=time,
sending_time=time,
callback=self.receive_deal,
amount=amount,
price=price,
order_model=order_model,
towards=towards,
money=money,
broker=self.broker,
amount_model=amount_model,
commission_coeff=self.commission_coeff,
tax_coeff=self.tax_coeff,
*args,
**kwargs
) # init
# 历史委托order状态存储， 保存到 QA_Order 对象中的队列中
self.datetime = time
self.orders.insert_order(_order)
return _order
else:
print(
'ERROR : CODE {} TIME {} AMOUNT {} TOWARDS {}'.format(
code,
time,
amount,
towards
)
)
print(wrong_reason)
return False
|
python
|
def send_order(
self,
code=None,
amount=None,
time=None,
towards=None,
price=None,
money=None,
order_model=None,
amount_model=None,
*args,
**kwargs
):
"""
ATTENTION CHANGELOG 1.0.28
修改了Account的send_order方法, 区分按数量下单和按金额下单两种方式
- AMOUNT_MODEL.BY_PRICE ==> AMOUNT_MODEL.BY_MONEY # 按金额下单
- AMOUNT_MODEL.BY_AMOUNT # 按数量下单
在按金额下单的时候,应给予 money参数
在按数量下单的时候,应给予 amount参数
python code:
Account=QA.QA_Account()
Order_bymoney=Account.send_order(code='000001',
price=11,
money=0.3*Account.cash_available,
time='2018-05-09',
towards=QA.ORDER_DIRECTION.BUY,
order_model=QA.ORDER_MODEL.MARKET,
amount_model=QA.AMOUNT_MODEL.BY_MONEY
)
Order_byamount=Account.send_order(code='000001',
price=11,
amount=100,
time='2018-05-09',
towards=QA.ORDER_DIRECTION.BUY,
order_model=QA.ORDER_MODEL.MARKET,
amount_model=QA.AMOUNT_MODEL.BY_AMOUNT
)
:param code: 证券代码
:param amount: 买卖 数量多数股
:param time: Timestamp 对象 下单时间
:param towards: int , towards>0 买入 towards<0 卖出
:param price: 买入，卖出 标的证券的价格
:param money: 买卖 价格
:param order_model: 类型 QA.ORDER_MODE
:param amount_model:类型 QA.AMOUNT_MODEL
:return: QA_Order | False
@2018/12/23
send_order 是QA的标准返回, 如需对接其他接口, 只需要对于QA_Order做适配即可
@2018/12/27
在判断账户为期货账户(及 允许双向交易)
@2018/12/30 保证金账户的修改
1. 保证金账户冻结的金额
2. 保证金账户的结算
3. 保证金账户的判断
"""
wrong_reason = None
assert code is not None and time is not None and towards is not None and order_model is not None and amount_model is not None
# 🛠todo 移到Utils类中， 时间转换
# date 字符串 2011-10-11 长度10
date = str(time)[0:10] if len(str(time)) == 19 else str(time)
# time 字符串 20011-10-11 09:02:00 长度 19
time = str(time) if len(str(time)) == 19 else '{} 09:31:00'.format(
str(time)[0:10]
)
# 🛠todo 移到Utils类中， amount_to_money 成交量转金额
# BY_MONEY :: amount --钱 如10000元 因此 by_money里面 需要指定价格,来计算实际的股票数
# by_amount :: amount --股数 如10000股
if self.allow_margin:
amount = amount if amount_model is AMOUNT_MODEL.BY_AMOUNT else int(
money / (
self.market_preset.get_unit(code) *
self.market_preset.get_frozen(code) * price *
(1 + self.commission_coeff)
) / 100
) * 100
else:
amount = amount if amount_model is AMOUNT_MODEL.BY_AMOUNT else int(
money / (price * (1 + self.commission_coeff)) / 100
) * 100
# 🛠todo 移到Utils类中， money_to_amount 金额转成交量
if self.allow_margin:
money = amount * price * self.market_preset.get_unit(code)*self.market_preset.get_frozen(code) * \
(1+self.commission_coeff) if amount_model is AMOUNT_MODEL.BY_AMOUNT else money
else:
money = amount * price * \
(1+self.commission_coeff) if amount_model is AMOUNT_MODEL.BY_AMOUNT else money
# flag 判断买卖 数量和价格以及买卖方向是否正确
flag = False
assert (int(towards) != 0)
if int(towards) in [1, 2, 3]:
# 是买入的情况(包括买入.买开.买平)
if self.cash_available >= money:
if self.market_type == MARKET_TYPE.STOCK_CN: # 如果是股票 买入的时候有100股的最小限制
amount = int(amount / 100) * 100
self.cash_available -= money
flag = True
if self.running_environment == RUNNING_ENVIRONMENT.TZERO:
if abs(self.buy_available.get(code, 0)) >= amount:
flag = True
self.cash_available -= money
self.buy_available[code] -= amount
else:
flag = False
wrong_reason = 'T0交易买入超出限额'
if self.market_type == MARKET_TYPE.FUTURE_CN:
# 如果有负持仓-- 允许卖空的时候
if towards == 3: # 多平
_hold = self.sell_available.get(code, 0)
# 假设有负持仓:
# amount为下单数量 如 账户原先-3手 现在平1手
#left_amount = amount+_hold if _hold < 0 else amount
_money = abs(
float(amount * price * (1 + self.commission_coeff))
)
print(_hold)
if self.cash_available >= _money:
if _hold < 0:
self.cash_available -= _money
flag = True
else:
wrong_reason = '空单仓位不足'
else:
wrong_reason = '平多剩余资金不够'
if towards == 2:
self.cash_available -= money
flag = True
else:
wrong_reason = 'QAACCOUNT: 可用资金不足 cash_available {} code {} time {} amount {} towards {}'.format(
self.cash_available,
code,
time,
amount,
towards
)
elif int(towards) in [-1, -2, -3]:
# 是卖出的情况(包括卖出，卖出开仓allow_sellopen如果允许. 卖出平仓)
# print(self.sell_available[code])
_hold = self.sell_available.get(code, 0) # _hold 是你的持仓
# 如果你的hold> amount>0
# 持仓数量>卖出数量
if _hold >= amount:
self.sell_available[code] -= amount
# towards = ORDER_DIRECTION.SELL
flag = True
# 如果持仓数量<卖出数量
else:
# 如果是允许卖空开仓 实际计算时 先减去持仓(正持仓) 再计算 负持仓 就按原先的占用金额计算
if self.allow_sellopen and towards == -2:
if self.cash_available >= money: # 卖空的市值小于现金（有担保的卖空）， 不允许裸卖空
# self.cash_available -= money
flag = True
else:
print('sellavailable', _hold)
print('amount', amount)
print('aqureMoney', money)
print('cash', self.cash_available)
wrong_reason = "卖空资金不足/不允许裸卖空"
else:
wrong_reason = "卖出仓位不足"
if flag and (amount > 0):
_order = QA_Order(
user_cookie=self.user_cookie,
strategy=self.strategy_name,
frequence=self.frequence,
account_cookie=self.account_cookie,
code=code,
market_type=self.market_type,
date=date,
datetime=time,
sending_time=time,
callback=self.receive_deal,
amount=amount,
price=price,
order_model=order_model,
towards=towards,
money=money,
broker=self.broker,
amount_model=amount_model,
commission_coeff=self.commission_coeff,
tax_coeff=self.tax_coeff,
*args,
**kwargs
) # init
# 历史委托order状态存储， 保存到 QA_Order 对象中的队列中
self.datetime = time
self.orders.insert_order(_order)
return _order
else:
print(
'ERROR : CODE {} TIME {} AMOUNT {} TOWARDS {}'.format(
code,
time,
amount,
towards
)
)
print(wrong_reason)
return False
|
[
"def",
"send_order",
"(",
"self",
",",
"code",
"=",
"None",
",",
"amount",
"=",
"None",
",",
"time",
"=",
"None",
",",
"towards",
"=",
"None",
",",
"price",
"=",
"None",
",",
"money",
"=",
"None",
",",
"order_model",
"=",
"None",
",",
"amount_model",
"=",
"None",
",",
"*",
"args",
",",
"*",
"*",
"kwargs",
")",
":",
"wrong_reason",
"=",
"None",
"assert",
"code",
"is",
"not",
"None",
"and",
"time",
"is",
"not",
"None",
"and",
"towards",
"is",
"not",
"None",
"and",
"order_model",
"is",
"not",
"None",
"and",
"amount_model",
"is",
"not",
"None",
"# 🛠todo 移到Utils类中， 时间转换",
"# date 字符串 2011-10-11 长度10",
"date",
"=",
"str",
"(",
"time",
")",
"[",
"0",
":",
"10",
"]",
"if",
"len",
"(",
"str",
"(",
"time",
")",
")",
"==",
"19",
"else",
"str",
"(",
"time",
")",
"# time 字符串 20011-10-11 09:02:00 长度 19",
"time",
"=",
"str",
"(",
"time",
")",
"if",
"len",
"(",
"str",
"(",
"time",
")",
")",
"==",
"19",
"else",
"'{} 09:31:00'",
".",
"format",
"(",
"str",
"(",
"time",
")",
"[",
"0",
":",
"10",
"]",
")",
"# 🛠todo 移到Utils类中， amount_to_money 成交量转金额",
"# BY_MONEY :: amount --钱 如10000元 因此 by_money里面 需要指定价格,来计算实际的股票数",
"# by_amount :: amount --股数 如10000股",
"if",
"self",
".",
"allow_margin",
":",
"amount",
"=",
"amount",
"if",
"amount_model",
"is",
"AMOUNT_MODEL",
".",
"BY_AMOUNT",
"else",
"int",
"(",
"money",
"/",
"(",
"self",
".",
"market_preset",
".",
"get_unit",
"(",
"code",
")",
"*",
"self",
".",
"market_preset",
".",
"get_frozen",
"(",
"code",
")",
"*",
"price",
"*",
"(",
"1",
"+",
"self",
".",
"commission_coeff",
")",
")",
"/",
"100",
")",
"*",
"100",
"else",
":",
"amount",
"=",
"amount",
"if",
"amount_model",
"is",
"AMOUNT_MODEL",
".",
"BY_AMOUNT",
"else",
"int",
"(",
"money",
"/",
"(",
"price",
"*",
"(",
"1",
"+",
"self",
".",
"commission_coeff",
")",
")",
"/",
"100",
")",
"*",
"100",
"# 🛠todo 移到Utils类中， money_to_amount 金额转成交量",
"if",
"self",
".",
"allow_margin",
":",
"money",
"=",
"amount",
"*",
"price",
"*",
"self",
".",
"market_preset",
".",
"get_unit",
"(",
"code",
")",
"*",
"self",
".",
"market_preset",
".",
"get_frozen",
"(",
"code",
")",
"*",
"(",
"1",
"+",
"self",
".",
"commission_coeff",
")",
"if",
"amount_model",
"is",
"AMOUNT_MODEL",
".",
"BY_AMOUNT",
"else",
"money",
"else",
":",
"money",
"=",
"amount",
"*",
"price",
"*",
"(",
"1",
"+",
"self",
".",
"commission_coeff",
")",
"if",
"amount_model",
"is",
"AMOUNT_MODEL",
".",
"BY_AMOUNT",
"else",
"money",
"# flag 判断买卖 数量和价格以及买卖方向是否正确",
"flag",
"=",
"False",
"assert",
"(",
"int",
"(",
"towards",
")",
"!=",
"0",
")",
"if",
"int",
"(",
"towards",
")",
"in",
"[",
"1",
",",
"2",
",",
"3",
"]",
":",
"# 是买入的情况(包括买入.买开.买平)",
"if",
"self",
".",
"cash_available",
">=",
"money",
":",
"if",
"self",
".",
"market_type",
"==",
"MARKET_TYPE",
".",
"STOCK_CN",
":",
"# 如果是股票 买入的时候有100股的最小限制",
"amount",
"=",
"int",
"(",
"amount",
"/",
"100",
")",
"*",
"100",
"self",
".",
"cash_available",
"-=",
"money",
"flag",
"=",
"True",
"if",
"self",
".",
"running_environment",
"==",
"RUNNING_ENVIRONMENT",
".",
"TZERO",
":",
"if",
"abs",
"(",
"self",
".",
"buy_available",
".",
"get",
"(",
"code",
",",
"0",
")",
")",
">=",
"amount",
":",
"flag",
"=",
"True",
"self",
".",
"cash_available",
"-=",
"money",
"self",
".",
"buy_available",
"[",
"code",
"]",
"-=",
"amount",
"else",
":",
"flag",
"=",
"False",
"wrong_reason",
"=",
"'T0交易买入超出限额'",
"if",
"self",
".",
"market_type",
"==",
"MARKET_TYPE",
".",
"FUTURE_CN",
":",
"# 如果有负持仓-- 允许卖空的时候",
"if",
"towards",
"==",
"3",
":",
"# 多平",
"_hold",
"=",
"self",
".",
"sell_available",
".",
"get",
"(",
"code",
",",
"0",
")",
"# 假设有负持仓:",
"# amount为下单数量 如 账户原先-3手 现在平1手",
"#left_amount = amount+_hold if _hold < 0 else amount",
"_money",
"=",
"abs",
"(",
"float",
"(",
"amount",
"*",
"price",
"*",
"(",
"1",
"+",
"self",
".",
"commission_coeff",
")",
")",
")",
"print",
"(",
"_hold",
")",
"if",
"self",
".",
"cash_available",
">=",
"_money",
":",
"if",
"_hold",
"<",
"0",
":",
"self",
".",
"cash_available",
"-=",
"_money",
"flag",
"=",
"True",
"else",
":",
"wrong_reason",
"=",
"'空单仓位不足'",
"else",
":",
"wrong_reason",
"=",
"'平多剩余资金不够'",
"if",
"towards",
"==",
"2",
":",
"self",
".",
"cash_available",
"-=",
"money",
"flag",
"=",
"True",
"else",
":",
"wrong_reason",
"=",
"'QAACCOUNT: 可用资金不足 cash_available {} code {} time {} amount {} towards {}'.format(",
"",
"",
"",
"self",
".",
"cash_available",
",",
"code",
",",
"time",
",",
"amount",
",",
"towards",
")",
"elif",
"int",
"(",
"towards",
")",
"in",
"[",
"-",
"1",
",",
"-",
"2",
",",
"-",
"3",
"]",
":",
"# 是卖出的情况(包括卖出，卖出开仓allow_sellopen如果允许. 卖出平仓)",
"# print(self.sell_available[code])",
"_hold",
"=",
"self",
".",
"sell_available",
".",
"get",
"(",
"code",
",",
"0",
")",
"# _hold 是你的持仓",
"# 如果你的hold> amount>0",
"# 持仓数量>卖出数量",
"if",
"_hold",
">=",
"amount",
":",
"self",
".",
"sell_available",
"[",
"code",
"]",
"-=",
"amount",
"# towards = ORDER_DIRECTION.SELL",
"flag",
"=",
"True",
"# 如果持仓数量<卖出数量",
"else",
":",
"# 如果是允许卖空开仓 实际计算时 先减去持仓(正持仓) 再计算 负持仓 就按原先的占用金额计算",
"if",
"self",
".",
"allow_sellopen",
"and",
"towards",
"==",
"-",
"2",
":",
"if",
"self",
".",
"cash_available",
">=",
"money",
":",
"# 卖空的市值小于现金（有担保的卖空）， 不允许裸卖空",
"# self.cash_available -= money",
"flag",
"=",
"True",
"else",
":",
"print",
"(",
"'sellavailable'",
",",
"_hold",
")",
"print",
"(",
"'amount'",
",",
"amount",
")",
"print",
"(",
"'aqureMoney'",
",",
"money",
")",
"print",
"(",
"'cash'",
",",
"self",
".",
"cash_available",
")",
"wrong_reason",
"=",
"\"卖空资金不足/不允许裸卖空\"",
"else",
":",
"wrong_reason",
"=",
"\"卖出仓位不足\"",
"if",
"flag",
"and",
"(",
"amount",
">",
"0",
")",
":",
"_order",
"=",
"QA_Order",
"(",
"user_cookie",
"=",
"self",
".",
"user_cookie",
",",
"strategy",
"=",
"self",
".",
"strategy_name",
",",
"frequence",
"=",
"self",
".",
"frequence",
",",
"account_cookie",
"=",
"self",
".",
"account_cookie",
",",
"code",
"=",
"code",
",",
"market_type",
"=",
"self",
".",
"market_type",
",",
"date",
"=",
"date",
",",
"datetime",
"=",
"time",
",",
"sending_time",
"=",
"time",
",",
"callback",
"=",
"self",
".",
"receive_deal",
",",
"amount",
"=",
"amount",
",",
"price",
"=",
"price",
",",
"order_model",
"=",
"order_model",
",",
"towards",
"=",
"towards",
",",
"money",
"=",
"money",
",",
"broker",
"=",
"self",
".",
"broker",
",",
"amount_model",
"=",
"amount_model",
",",
"commission_coeff",
"=",
"self",
".",
"commission_coeff",
",",
"tax_coeff",
"=",
"self",
".",
"tax_coeff",
",",
"*",
"args",
",",
"*",
"*",
"kwargs",
")",
"# init",
"# 历史委托order状态存储， 保存到 QA_Order 对象中的队列中",
"self",
".",
"datetime",
"=",
"time",
"self",
".",
"orders",
".",
"insert_order",
"(",
"_order",
")",
"return",
"_order",
"else",
":",
"print",
"(",
"'ERROR : CODE {} TIME {} AMOUNT {} TOWARDS {}'",
".",
"format",
"(",
"code",
",",
"time",
",",
"amount",
",",
"towards",
")",
")",
"print",
"(",
"wrong_reason",
")",
"return",
"False"
] |
ATTENTION CHANGELOG 1.0.28
修改了Account的send_order方法, 区分按数量下单和按金额下单两种方式
- AMOUNT_MODEL.BY_PRICE ==> AMOUNT_MODEL.BY_MONEY # 按金额下单
- AMOUNT_MODEL.BY_AMOUNT # 按数量下单
在按金额下单的时候,应给予 money参数
在按数量下单的时候,应给予 amount参数
python code:
Account=QA.QA_Account()
Order_bymoney=Account.send_order(code='000001',
price=11,
money=0.3*Account.cash_available,
time='2018-05-09',
towards=QA.ORDER_DIRECTION.BUY,
order_model=QA.ORDER_MODEL.MARKET,
amount_model=QA.AMOUNT_MODEL.BY_MONEY
)
Order_byamount=Account.send_order(code='000001',
price=11,
amount=100,
time='2018-05-09',
towards=QA.ORDER_DIRECTION.BUY,
order_model=QA.ORDER_MODEL.MARKET,
amount_model=QA.AMOUNT_MODEL.BY_AMOUNT
)
:param code: 证券代码
:param amount: 买卖 数量多数股
:param time: Timestamp 对象 下单时间
:param towards: int , towards>0 买入 towards<0 卖出
:param price: 买入，卖出 标的证券的价格
:param money: 买卖 价格
:param order_model: 类型 QA.ORDER_MODE
:param amount_model:类型 QA.AMOUNT_MODEL
:return: QA_Order | False
@2018/12/23
send_order 是QA的标准返回, 如需对接其他接口, 只需要对于QA_Order做适配即可
@2018/12/27
在判断账户为期货账户(及 允许双向交易)
@2018/12/30 保证金账户的修改
1. 保证金账户冻结的金额
2. 保证金账户的结算
3. 保证金账户的判断
|
[
"ATTENTION",
"CHANGELOG",
"1",
".",
"0",
".",
"28",
"修改了Account的send_order方法",
"区分按数量下单和按金额下单两种方式"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L1251-L1477
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.close_positions_order
|
def close_positions_order(self):
"""平仓单
Raises:
RuntimeError -- if ACCOUNT.RUNNING_ENVIRONMENT is NOT TZERO
Returns:
list -- list with order
"""
order_list = []
time = '{} 15:00:00'.format(self.date)
if self.running_environment == RUNNING_ENVIRONMENT.TZERO:
for code, amount in self.hold_available.iteritems():
order = False
if amount < 0:
# 先卖出的单子 买平
order = self.send_order(
code=code,
price=0,
amount=abs(amount),
time=time,
towards=ORDER_DIRECTION.BUY,
order_model=ORDER_MODEL.CLOSE,
amount_model=AMOUNT_MODEL.BY_AMOUNT,
)
elif amount > 0:
# 先买入的单子, 卖平
order = self.send_order(
code=code,
price=0,
amount=abs(amount),
time=time,
towards=ORDER_DIRECTION.SELL,
order_model=ORDER_MODEL.CLOSE,
amount_model=AMOUNT_MODEL.BY_AMOUNT
)
if order:
order_list.append(order)
return order_list
else:
raise RuntimeError(
'QAACCOUNT with {} environments cannot use this methods'.format(
self.running_environment
)
)
|
python
|
def close_positions_order(self):
"""平仓单
Raises:
RuntimeError -- if ACCOUNT.RUNNING_ENVIRONMENT is NOT TZERO
Returns:
list -- list with order
"""
order_list = []
time = '{} 15:00:00'.format(self.date)
if self.running_environment == RUNNING_ENVIRONMENT.TZERO:
for code, amount in self.hold_available.iteritems():
order = False
if amount < 0:
# 先卖出的单子 买平
order = self.send_order(
code=code,
price=0,
amount=abs(amount),
time=time,
towards=ORDER_DIRECTION.BUY,
order_model=ORDER_MODEL.CLOSE,
amount_model=AMOUNT_MODEL.BY_AMOUNT,
)
elif amount > 0:
# 先买入的单子, 卖平
order = self.send_order(
code=code,
price=0,
amount=abs(amount),
time=time,
towards=ORDER_DIRECTION.SELL,
order_model=ORDER_MODEL.CLOSE,
amount_model=AMOUNT_MODEL.BY_AMOUNT
)
if order:
order_list.append(order)
return order_list
else:
raise RuntimeError(
'QAACCOUNT with {} environments cannot use this methods'.format(
self.running_environment
)
)
|
[
"def",
"close_positions_order",
"(",
"self",
")",
":",
"order_list",
"=",
"[",
"]",
"time",
"=",
"'{} 15:00:00'",
".",
"format",
"(",
"self",
".",
"date",
")",
"if",
"self",
".",
"running_environment",
"==",
"RUNNING_ENVIRONMENT",
".",
"TZERO",
":",
"for",
"code",
",",
"amount",
"in",
"self",
".",
"hold_available",
".",
"iteritems",
"(",
")",
":",
"order",
"=",
"False",
"if",
"amount",
"<",
"0",
":",
"# 先卖出的单子 买平",
"order",
"=",
"self",
".",
"send_order",
"(",
"code",
"=",
"code",
",",
"price",
"=",
"0",
",",
"amount",
"=",
"abs",
"(",
"amount",
")",
",",
"time",
"=",
"time",
",",
"towards",
"=",
"ORDER_DIRECTION",
".",
"BUY",
",",
"order_model",
"=",
"ORDER_MODEL",
".",
"CLOSE",
",",
"amount_model",
"=",
"AMOUNT_MODEL",
".",
"BY_AMOUNT",
",",
")",
"elif",
"amount",
">",
"0",
":",
"# 先买入的单子, 卖平",
"order",
"=",
"self",
".",
"send_order",
"(",
"code",
"=",
"code",
",",
"price",
"=",
"0",
",",
"amount",
"=",
"abs",
"(",
"amount",
")",
",",
"time",
"=",
"time",
",",
"towards",
"=",
"ORDER_DIRECTION",
".",
"SELL",
",",
"order_model",
"=",
"ORDER_MODEL",
".",
"CLOSE",
",",
"amount_model",
"=",
"AMOUNT_MODEL",
".",
"BY_AMOUNT",
")",
"if",
"order",
":",
"order_list",
".",
"append",
"(",
"order",
")",
"return",
"order_list",
"else",
":",
"raise",
"RuntimeError",
"(",
"'QAACCOUNT with {} environments cannot use this methods'",
".",
"format",
"(",
"self",
".",
"running_environment",
")",
")"
] |
平仓单
Raises:
RuntimeError -- if ACCOUNT.RUNNING_ENVIRONMENT is NOT TZERO
Returns:
list -- list with order
|
[
"平仓单"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L1493-L1538
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.settle
|
def settle(self, settle_data = None):
"""
股票/期货的日结算
股票的结算: 结转股票可卖额度
T0的结算: 结转T0的额度
期货的结算: 结转静态资金
@2019-02-25 yutiansut
hold 在下面要进行大变化:
从 只计算数量 ==> 数量+成本+买入价 (携带更多信息)
基于history去计算hold ==> last_settle+ today_pos_change
"""
#print('FROM QUANTAXIS QA_ACCOUNT: account settle')
if self.running_environment == RUNNING_ENVIRONMENT.TZERO and self.hold_available.sum(
) != 0:
raise RuntimeError(
'QAACCOUNT: 该T0账户未当日仓位,请平仓 {}'.format(
self.hold_available.to_dict()
)
)
if self.market_type == MARKET_TYPE.FUTURE_CN:
# 增加逐日盯市制度
self.static_balance['frozen'].append(
sum(
[
rx['money'] * rx['amount']
for var in self.frozen.values()
for rx in var.values()
]
)
)
self.static_balance['cash'].append(self.cash[-1])
self.static_balance['hold'].append(self.hold.to_dict())
self.static_balance['date'].append(self.date)
"""静态权益的结算
只关心开仓价/ 不做盯市制度
动态权益的结算需要关心
"""
self.static_balance['static_assets'].append(
self.static_balance['cash'][-1] +
self.static_balance['frozen'][-1]
)
self.sell_available = self.hold
self.buy_available = self.hold
self.cash_available = self.cash[-1]
self.datetime = '{} 09:30:00'.format(
QA_util_get_next_day(self.date)
) if self.date is not None else None
|
python
|
def settle(self, settle_data = None):
"""
股票/期货的日结算
股票的结算: 结转股票可卖额度
T0的结算: 结转T0的额度
期货的结算: 结转静态资金
@2019-02-25 yutiansut
hold 在下面要进行大变化:
从 只计算数量 ==> 数量+成本+买入价 (携带更多信息)
基于history去计算hold ==> last_settle+ today_pos_change
"""
#print('FROM QUANTAXIS QA_ACCOUNT: account settle')
if self.running_environment == RUNNING_ENVIRONMENT.TZERO and self.hold_available.sum(
) != 0:
raise RuntimeError(
'QAACCOUNT: 该T0账户未当日仓位,请平仓 {}'.format(
self.hold_available.to_dict()
)
)
if self.market_type == MARKET_TYPE.FUTURE_CN:
# 增加逐日盯市制度
self.static_balance['frozen'].append(
sum(
[
rx['money'] * rx['amount']
for var in self.frozen.values()
for rx in var.values()
]
)
)
self.static_balance['cash'].append(self.cash[-1])
self.static_balance['hold'].append(self.hold.to_dict())
self.static_balance['date'].append(self.date)
"""静态权益的结算
只关心开仓价/ 不做盯市制度
动态权益的结算需要关心
"""
self.static_balance['static_assets'].append(
self.static_balance['cash'][-1] +
self.static_balance['frozen'][-1]
)
self.sell_available = self.hold
self.buy_available = self.hold
self.cash_available = self.cash[-1]
self.datetime = '{} 09:30:00'.format(
QA_util_get_next_day(self.date)
) if self.date is not None else None
|
[
"def",
"settle",
"(",
"self",
",",
"settle_data",
"=",
"None",
")",
":",
"#print('FROM QUANTAXIS QA_ACCOUNT: account settle')",
"if",
"self",
".",
"running_environment",
"==",
"RUNNING_ENVIRONMENT",
".",
"TZERO",
"and",
"self",
".",
"hold_available",
".",
"sum",
"(",
")",
"!=",
"0",
":",
"raise",
"RuntimeError",
"(",
"'QAACCOUNT: 该T0账户未当日仓位,请平仓 {}'.format(",
"",
"",
"",
"self",
".",
"hold_available",
".",
"to_dict",
"(",
")",
")",
")",
"if",
"self",
".",
"market_type",
"==",
"MARKET_TYPE",
".",
"FUTURE_CN",
":",
"# 增加逐日盯市制度",
"self",
".",
"static_balance",
"[",
"'frozen'",
"]",
".",
"append",
"(",
"sum",
"(",
"[",
"rx",
"[",
"'money'",
"]",
"*",
"rx",
"[",
"'amount'",
"]",
"for",
"var",
"in",
"self",
".",
"frozen",
".",
"values",
"(",
")",
"for",
"rx",
"in",
"var",
".",
"values",
"(",
")",
"]",
")",
")",
"self",
".",
"static_balance",
"[",
"'cash'",
"]",
".",
"append",
"(",
"self",
".",
"cash",
"[",
"-",
"1",
"]",
")",
"self",
".",
"static_balance",
"[",
"'hold'",
"]",
".",
"append",
"(",
"self",
".",
"hold",
".",
"to_dict",
"(",
")",
")",
"self",
".",
"static_balance",
"[",
"'date'",
"]",
".",
"append",
"(",
"self",
".",
"date",
")",
"\"\"\"静态权益的结算\n\n 只关心开仓价/ 不做盯市制度\n\n 动态权益的结算需要关心\n\n \"\"\"",
"self",
".",
"static_balance",
"[",
"'static_assets'",
"]",
".",
"append",
"(",
"self",
".",
"static_balance",
"[",
"'cash'",
"]",
"[",
"-",
"1",
"]",
"+",
"self",
".",
"static_balance",
"[",
"'frozen'",
"]",
"[",
"-",
"1",
"]",
")",
"self",
".",
"sell_available",
"=",
"self",
".",
"hold",
"self",
".",
"buy_available",
"=",
"self",
".",
"hold",
"self",
".",
"cash_available",
"=",
"self",
".",
"cash",
"[",
"-",
"1",
"]",
"self",
".",
"datetime",
"=",
"'{} 09:30:00'",
".",
"format",
"(",
"QA_util_get_next_day",
"(",
"self",
".",
"date",
")",
")",
"if",
"self",
".",
"date",
"is",
"not",
"None",
"else",
"None"
] |
股票/期货的日结算
股票的结算: 结转股票可卖额度
T0的结算: 结转T0的额度
期货的结算: 结转静态资金
@2019-02-25 yutiansut
hold 在下面要进行大变化:
从 只计算数量 ==> 数量+成本+买入价 (携带更多信息)
基于history去计算hold ==> last_settle+ today_pos_change
|
[
"股票",
"/",
"期货的日结算"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L1540-L1600
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.on_bar
|
def on_bar(self, event):
'''
策略事件
:param event:
:return:
'''
'while updating the market data'
print(
"on_bar account {} ".format(self.account_cookie),
event.market_data.data
)
print(event.send_order)
try:
for code in event.market_data.code:
if self.sell_available.get(code, 0) > 0:
print('可以卖出 {}'.format(self._currenttime))
event.send_order(
account_cookie=self.account_cookie,
amount=self.sell_available[code],
amount_model=AMOUNT_MODEL.BY_AMOUNT,
time=self.current_time,
code=code,
price=0,
order_model=ORDER_MODEL.MARKET,
towards=ORDER_DIRECTION.SELL,
market_type=self.market_type,
frequence=self.frequence,
broker_name=self.broker
)
else:
print('{} 无仓位, 买入{}'.format(self._currenttime, code))
event.send_order(
account_cookie=self.account_cookie,
amount=100,
amount_model=AMOUNT_MODEL.BY_AMOUNT,
time=self.current_time,
code=code,
price=0,
order_model=ORDER_MODEL.MARKET,
towards=ORDER_DIRECTION.BUY,
market_type=self.market_type,
frequence=self.frequence,
broker_name=self.broker
)
except Exception as e:
print(e)
|
python
|
def on_bar(self, event):
'''
策略事件
:param event:
:return:
'''
'while updating the market data'
print(
"on_bar account {} ".format(self.account_cookie),
event.market_data.data
)
print(event.send_order)
try:
for code in event.market_data.code:
if self.sell_available.get(code, 0) > 0:
print('可以卖出 {}'.format(self._currenttime))
event.send_order(
account_cookie=self.account_cookie,
amount=self.sell_available[code],
amount_model=AMOUNT_MODEL.BY_AMOUNT,
time=self.current_time,
code=code,
price=0,
order_model=ORDER_MODEL.MARKET,
towards=ORDER_DIRECTION.SELL,
market_type=self.market_type,
frequence=self.frequence,
broker_name=self.broker
)
else:
print('{} 无仓位, 买入{}'.format(self._currenttime, code))
event.send_order(
account_cookie=self.account_cookie,
amount=100,
amount_model=AMOUNT_MODEL.BY_AMOUNT,
time=self.current_time,
code=code,
price=0,
order_model=ORDER_MODEL.MARKET,
towards=ORDER_DIRECTION.BUY,
market_type=self.market_type,
frequence=self.frequence,
broker_name=self.broker
)
except Exception as e:
print(e)
|
[
"def",
"on_bar",
"(",
"self",
",",
"event",
")",
":",
"'while updating the market data'",
"print",
"(",
"\"on_bar account {} \"",
".",
"format",
"(",
"self",
".",
"account_cookie",
")",
",",
"event",
".",
"market_data",
".",
"data",
")",
"print",
"(",
"event",
".",
"send_order",
")",
"try",
":",
"for",
"code",
"in",
"event",
".",
"market_data",
".",
"code",
":",
"if",
"self",
".",
"sell_available",
".",
"get",
"(",
"code",
",",
"0",
")",
">",
"0",
":",
"print",
"(",
"'可以卖出 {}'.format(",
"s",
"elf._c",
"u",
"rren",
"t",
"time))",
"",
"",
"event",
".",
"send_order",
"(",
"account_cookie",
"=",
"self",
".",
"account_cookie",
",",
"amount",
"=",
"self",
".",
"sell_available",
"[",
"code",
"]",
",",
"amount_model",
"=",
"AMOUNT_MODEL",
".",
"BY_AMOUNT",
",",
"time",
"=",
"self",
".",
"current_time",
",",
"code",
"=",
"code",
",",
"price",
"=",
"0",
",",
"order_model",
"=",
"ORDER_MODEL",
".",
"MARKET",
",",
"towards",
"=",
"ORDER_DIRECTION",
".",
"SELL",
",",
"market_type",
"=",
"self",
".",
"market_type",
",",
"frequence",
"=",
"self",
".",
"frequence",
",",
"broker_name",
"=",
"self",
".",
"broker",
")",
"else",
":",
"print",
"(",
"'{} 无仓位, 买入{}'.format(se",
"l",
"f._cur",
"r",
"entt",
"i",
"me, code))",
"",
"",
"",
"",
"event",
".",
"send_order",
"(",
"account_cookie",
"=",
"self",
".",
"account_cookie",
",",
"amount",
"=",
"100",
",",
"amount_model",
"=",
"AMOUNT_MODEL",
".",
"BY_AMOUNT",
",",
"time",
"=",
"self",
".",
"current_time",
",",
"code",
"=",
"code",
",",
"price",
"=",
"0",
",",
"order_model",
"=",
"ORDER_MODEL",
".",
"MARKET",
",",
"towards",
"=",
"ORDER_DIRECTION",
".",
"BUY",
",",
"market_type",
"=",
"self",
".",
"market_type",
",",
"frequence",
"=",
"self",
".",
"frequence",
",",
"broker_name",
"=",
"self",
".",
"broker",
")",
"except",
"Exception",
"as",
"e",
":",
"print",
"(",
"e",
")"
] |
策略事件
:param event:
:return:
|
[
"策略事件",
":",
"param",
"event",
":",
":",
"return",
":"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L1602-L1649
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.from_message
|
def from_message(self, message):
"""resume the account from standard message
这个是从数据库恢复账户时需要的"""
self.account_cookie = message.get('account_cookie', None)
self.portfolio_cookie = message.get('portfolio_cookie', None)
self.user_cookie = message.get('user_cookie', None)
self.broker = message.get('broker', None)
self.market_type = message.get('market_type', None)
self.strategy_name = message.get('strategy_name', None)
self._currenttime = message.get('current_time', None)
self.allow_sellopen = message.get('allow_sellopen', False)
self.allow_margin = message.get('allow_margin', False)
self.allow_t0 = message.get('allow_t0', False)
self.margin_level = message.get('margin_level', False)
self.frequence = message.get('frequence', FREQUENCE.FIFTEEN_MIN) #默认15min
self.init_cash = message.get(
'init_cash',
message.get('init_assets',
1000000)
) # 兼容修改
self.init_hold = pd.Series(message.get('init_hold', {}), name='amount')
self.init_hold.index.name = 'code'
self.commission_coeff = message.get('commission_coeff', 0.00015)
self.tax_coeff = message.get('tax_coeff', 0.0015)
self.history = message['history']
self.cash = message['cash']
self.time_index_max = message['trade_index']
self.running_time = message.get('running_time', None)
self.quantaxis_version = message.get('quantaxis_version', None)
self.running_environment = message.get(
'running_environment',
RUNNING_ENVIRONMENT.BACKETEST
)
self.frozen = message.get('frozen', {})
self.finishedOrderid = message.get('finished_id', [])
self.settle()
return self
|
python
|
def from_message(self, message):
"""resume the account from standard message
这个是从数据库恢复账户时需要的"""
self.account_cookie = message.get('account_cookie', None)
self.portfolio_cookie = message.get('portfolio_cookie', None)
self.user_cookie = message.get('user_cookie', None)
self.broker = message.get('broker', None)
self.market_type = message.get('market_type', None)
self.strategy_name = message.get('strategy_name', None)
self._currenttime = message.get('current_time', None)
self.allow_sellopen = message.get('allow_sellopen', False)
self.allow_margin = message.get('allow_margin', False)
self.allow_t0 = message.get('allow_t0', False)
self.margin_level = message.get('margin_level', False)
self.frequence = message.get('frequence', FREQUENCE.FIFTEEN_MIN) #默认15min
self.init_cash = message.get(
'init_cash',
message.get('init_assets',
1000000)
) # 兼容修改
self.init_hold = pd.Series(message.get('init_hold', {}), name='amount')
self.init_hold.index.name = 'code'
self.commission_coeff = message.get('commission_coeff', 0.00015)
self.tax_coeff = message.get('tax_coeff', 0.0015)
self.history = message['history']
self.cash = message['cash']
self.time_index_max = message['trade_index']
self.running_time = message.get('running_time', None)
self.quantaxis_version = message.get('quantaxis_version', None)
self.running_environment = message.get(
'running_environment',
RUNNING_ENVIRONMENT.BACKETEST
)
self.frozen = message.get('frozen', {})
self.finishedOrderid = message.get('finished_id', [])
self.settle()
return self
|
[
"def",
"from_message",
"(",
"self",
",",
"message",
")",
":",
"self",
".",
"account_cookie",
"=",
"message",
".",
"get",
"(",
"'account_cookie'",
",",
"None",
")",
"self",
".",
"portfolio_cookie",
"=",
"message",
".",
"get",
"(",
"'portfolio_cookie'",
",",
"None",
")",
"self",
".",
"user_cookie",
"=",
"message",
".",
"get",
"(",
"'user_cookie'",
",",
"None",
")",
"self",
".",
"broker",
"=",
"message",
".",
"get",
"(",
"'broker'",
",",
"None",
")",
"self",
".",
"market_type",
"=",
"message",
".",
"get",
"(",
"'market_type'",
",",
"None",
")",
"self",
".",
"strategy_name",
"=",
"message",
".",
"get",
"(",
"'strategy_name'",
",",
"None",
")",
"self",
".",
"_currenttime",
"=",
"message",
".",
"get",
"(",
"'current_time'",
",",
"None",
")",
"self",
".",
"allow_sellopen",
"=",
"message",
".",
"get",
"(",
"'allow_sellopen'",
",",
"False",
")",
"self",
".",
"allow_margin",
"=",
"message",
".",
"get",
"(",
"'allow_margin'",
",",
"False",
")",
"self",
".",
"allow_t0",
"=",
"message",
".",
"get",
"(",
"'allow_t0'",
",",
"False",
")",
"self",
".",
"margin_level",
"=",
"message",
".",
"get",
"(",
"'margin_level'",
",",
"False",
")",
"self",
".",
"frequence",
"=",
"message",
".",
"get",
"(",
"'frequence'",
",",
"FREQUENCE",
".",
"FIFTEEN_MIN",
")",
"#默认15min",
"self",
".",
"init_cash",
"=",
"message",
".",
"get",
"(",
"'init_cash'",
",",
"message",
".",
"get",
"(",
"'init_assets'",
",",
"1000000",
")",
")",
"# 兼容修改",
"self",
".",
"init_hold",
"=",
"pd",
".",
"Series",
"(",
"message",
".",
"get",
"(",
"'init_hold'",
",",
"{",
"}",
")",
",",
"name",
"=",
"'amount'",
")",
"self",
".",
"init_hold",
".",
"index",
".",
"name",
"=",
"'code'",
"self",
".",
"commission_coeff",
"=",
"message",
".",
"get",
"(",
"'commission_coeff'",
",",
"0.00015",
")",
"self",
".",
"tax_coeff",
"=",
"message",
".",
"get",
"(",
"'tax_coeff'",
",",
"0.0015",
")",
"self",
".",
"history",
"=",
"message",
"[",
"'history'",
"]",
"self",
".",
"cash",
"=",
"message",
"[",
"'cash'",
"]",
"self",
".",
"time_index_max",
"=",
"message",
"[",
"'trade_index'",
"]",
"self",
".",
"running_time",
"=",
"message",
".",
"get",
"(",
"'running_time'",
",",
"None",
")",
"self",
".",
"quantaxis_version",
"=",
"message",
".",
"get",
"(",
"'quantaxis_version'",
",",
"None",
")",
"self",
".",
"running_environment",
"=",
"message",
".",
"get",
"(",
"'running_environment'",
",",
"RUNNING_ENVIRONMENT",
".",
"BACKETEST",
")",
"self",
".",
"frozen",
"=",
"message",
".",
"get",
"(",
"'frozen'",
",",
"{",
"}",
")",
"self",
".",
"finishedOrderid",
"=",
"message",
".",
"get",
"(",
"'finished_id'",
",",
"[",
"]",
")",
"self",
".",
"settle",
"(",
")",
"return",
"self"
] |
resume the account from standard message
这个是从数据库恢复账户时需要的
|
[
"resume",
"the",
"account",
"from",
"standard",
"message",
"这个是从数据库恢复账户时需要的"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L1661-L1697
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.from_otgdict
|
def from_otgdict(self, message):
"""[summary]
balance = static_balance + float_profit
"currency": "", # "CNY" (币种)
"pre_balance": float("nan"), # 9912934.78 (昨日账户权益)
"static_balance": float("nan"), # (静态权益)
"balance": float("nan"), # 9963216.55 (账户权益)
"available": float("nan"), # 9480176.15 (可用资金)
"float_profit": float("nan"), # 8910.0 (浮动盈亏)
"position_profit": float("nan"), # 1120.0(持仓盈亏)
"close_profit": float("nan"), # -11120.0 (本交易日内平仓盈亏)
"frozen_margin": float("nan"), # 0.0(冻结保证金)
"margin": float("nan"), # 11232.23 (保证金占用)
"frozen_commission": float("nan"), # 0.0 (冻结手续费)
"commission": float("nan"), # 123.0 (本交易日内交纳的手续费)
"frozen_premium": float("nan"), # 0.0 (冻结权利金)
"premium": float("nan"), # 0.0 (本交易日内交纳的权利金)
"deposit": float("nan"), # 1234.0 (本交易日内的入金金额)
"withdraw": float("nan"), # 890.0 (本交易日内的出金金额)
"risk_ratio": float("nan"), # 0.048482375 (风险度)
"""
self.allow_margin = True
self.allow_sellopen = True
self.allow_t0 = True
self.account_cookie = message['accounts']['user_id']
# 可用资金
self.cash_available = message['accounts']['available']
self.balance = message['accounts']['balance']
# 都是在结算的时候计算的
# 昨日权益/静态权益 ==> 这两个是一样的
self.static_balance = message['accounts']['static_balance']
self.pre_balance = message['accounts']['pre_balance']
# 平仓盈亏
self.close_profit = message['accounts']['close_profit']
# 持仓盈亏
self.position_profit = message['accounts']['position_profit']
# 动态权益
self.float_profit = message['accounts']['float_profit']
# 占用保证金
self.margin = message['accounts']['margin']
self.commission = message['accounts']['commission']
|
python
|
def from_otgdict(self, message):
"""[summary]
balance = static_balance + float_profit
"currency": "", # "CNY" (币种)
"pre_balance": float("nan"), # 9912934.78 (昨日账户权益)
"static_balance": float("nan"), # (静态权益)
"balance": float("nan"), # 9963216.55 (账户权益)
"available": float("nan"), # 9480176.15 (可用资金)
"float_profit": float("nan"), # 8910.0 (浮动盈亏)
"position_profit": float("nan"), # 1120.0(持仓盈亏)
"close_profit": float("nan"), # -11120.0 (本交易日内平仓盈亏)
"frozen_margin": float("nan"), # 0.0(冻结保证金)
"margin": float("nan"), # 11232.23 (保证金占用)
"frozen_commission": float("nan"), # 0.0 (冻结手续费)
"commission": float("nan"), # 123.0 (本交易日内交纳的手续费)
"frozen_premium": float("nan"), # 0.0 (冻结权利金)
"premium": float("nan"), # 0.0 (本交易日内交纳的权利金)
"deposit": float("nan"), # 1234.0 (本交易日内的入金金额)
"withdraw": float("nan"), # 890.0 (本交易日内的出金金额)
"risk_ratio": float("nan"), # 0.048482375 (风险度)
"""
self.allow_margin = True
self.allow_sellopen = True
self.allow_t0 = True
self.account_cookie = message['accounts']['user_id']
# 可用资金
self.cash_available = message['accounts']['available']
self.balance = message['accounts']['balance']
# 都是在结算的时候计算的
# 昨日权益/静态权益 ==> 这两个是一样的
self.static_balance = message['accounts']['static_balance']
self.pre_balance = message['accounts']['pre_balance']
# 平仓盈亏
self.close_profit = message['accounts']['close_profit']
# 持仓盈亏
self.position_profit = message['accounts']['position_profit']
# 动态权益
self.float_profit = message['accounts']['float_profit']
# 占用保证金
self.margin = message['accounts']['margin']
self.commission = message['accounts']['commission']
|
[
"def",
"from_otgdict",
"(",
"self",
",",
"message",
")",
":",
"self",
".",
"allow_margin",
"=",
"True",
"self",
".",
"allow_sellopen",
"=",
"True",
"self",
".",
"allow_t0",
"=",
"True",
"self",
".",
"account_cookie",
"=",
"message",
"[",
"'accounts'",
"]",
"[",
"'user_id'",
"]",
"# 可用资金",
"self",
".",
"cash_available",
"=",
"message",
"[",
"'accounts'",
"]",
"[",
"'available'",
"]",
"self",
".",
"balance",
"=",
"message",
"[",
"'accounts'",
"]",
"[",
"'balance'",
"]",
"# 都是在结算的时候计算的",
"# 昨日权益/静态权益 ==> 这两个是一样的",
"self",
".",
"static_balance",
"=",
"message",
"[",
"'accounts'",
"]",
"[",
"'static_balance'",
"]",
"self",
".",
"pre_balance",
"=",
"message",
"[",
"'accounts'",
"]",
"[",
"'pre_balance'",
"]",
"# 平仓盈亏",
"self",
".",
"close_profit",
"=",
"message",
"[",
"'accounts'",
"]",
"[",
"'close_profit'",
"]",
"# 持仓盈亏",
"self",
".",
"position_profit",
"=",
"message",
"[",
"'accounts'",
"]",
"[",
"'position_profit'",
"]",
"# 动态权益",
"self",
".",
"float_profit",
"=",
"message",
"[",
"'accounts'",
"]",
"[",
"'float_profit'",
"]",
"# 占用保证金",
"self",
".",
"margin",
"=",
"message",
"[",
"'accounts'",
"]",
"[",
"'margin'",
"]",
"self",
".",
"commission",
"=",
"message",
"[",
"'accounts'",
"]",
"[",
"'commission'",
"]"
] |
[summary]
balance = static_balance + float_profit
"currency": "", # "CNY" (币种)
"pre_balance": float("nan"), # 9912934.78 (昨日账户权益)
"static_balance": float("nan"), # (静态权益)
"balance": float("nan"), # 9963216.55 (账户权益)
"available": float("nan"), # 9480176.15 (可用资金)
"float_profit": float("nan"), # 8910.0 (浮动盈亏)
"position_profit": float("nan"), # 1120.0(持仓盈亏)
"close_profit": float("nan"), # -11120.0 (本交易日内平仓盈亏)
"frozen_margin": float("nan"), # 0.0(冻结保证金)
"margin": float("nan"), # 11232.23 (保证金占用)
"frozen_commission": float("nan"), # 0.0 (冻结手续费)
"commission": float("nan"), # 123.0 (本交易日内交纳的手续费)
"frozen_premium": float("nan"), # 0.0 (冻结权利金)
"premium": float("nan"), # 0.0 (本交易日内交纳的权利金)
"deposit": float("nan"), # 1234.0 (本交易日内的入金金额)
"withdraw": float("nan"), # 890.0 (本交易日内的出金金额)
"risk_ratio": float("nan"), # 0.048482375 (风险度)
|
[
"[",
"summary",
"]",
"balance",
"=",
"static_balance",
"+",
"float_profit"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L1699-L1748
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.table
|
def table(self):
"""
打印出account的内容
"""
return pd.DataFrame([
self.message,
]).set_index(
'account_cookie',
drop=False
).T
|
python
|
def table(self):
"""
打印出account的内容
"""
return pd.DataFrame([
self.message,
]).set_index(
'account_cookie',
drop=False
).T
|
[
"def",
"table",
"(",
"self",
")",
":",
"return",
"pd",
".",
"DataFrame",
"(",
"[",
"self",
".",
"message",
",",
"]",
")",
".",
"set_index",
"(",
"'account_cookie'",
",",
"drop",
"=",
"False",
")",
".",
"T"
] |
打印出account的内容
|
[
"打印出account的内容"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L1751-L1760
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.run
|
def run(self, event):
'''
这个方法是被 QA_ThreadEngine 处理队列时候调用的， QA_Task 中 do 方法调用 run （在其它线程中）
'QA_WORKER method 重载'
:param event: 事件类型 QA_Event
:return:
'''
'QA_WORKER method'
if event.event_type is ACCOUNT_EVENT.SETTLE:
print('account_settle')
self.settle()
# elif event.event_type is ACCOUNT_EVENT.UPDATE:
# self.receive_deal(event.message)
elif event.event_type is ACCOUNT_EVENT.MAKE_ORDER:
"""generate order
if callback callback the order
if not return back the order
"""
data = self.send_order(
code=event.code,
amount=event.amount,
time=event.time,
amount_model=event.amount_model,
towards=event.towards,
price=event.price,
order_model=event.order_model
)
if event.callback:
event.callback(data)
else:
return data
elif event.event_type is ENGINE_EVENT.UPCOMING_DATA:
"""update the market_data
1. update the inside market_data struct
2. tell the on_bar methods
# 这样有点慢
"""
self._currenttime = event.market_data.datetime[0]
if self._market_data is None:
self._market_data = event.market_data
else:
self._market_data = self._market_data + event.market_data
self.on_bar(event)
if event.callback:
event.callback(event)
|
python
|
def run(self, event):
'''
这个方法是被 QA_ThreadEngine 处理队列时候调用的， QA_Task 中 do 方法调用 run （在其它线程中）
'QA_WORKER method 重载'
:param event: 事件类型 QA_Event
:return:
'''
'QA_WORKER method'
if event.event_type is ACCOUNT_EVENT.SETTLE:
print('account_settle')
self.settle()
# elif event.event_type is ACCOUNT_EVENT.UPDATE:
# self.receive_deal(event.message)
elif event.event_type is ACCOUNT_EVENT.MAKE_ORDER:
"""generate order
if callback callback the order
if not return back the order
"""
data = self.send_order(
code=event.code,
amount=event.amount,
time=event.time,
amount_model=event.amount_model,
towards=event.towards,
price=event.price,
order_model=event.order_model
)
if event.callback:
event.callback(data)
else:
return data
elif event.event_type is ENGINE_EVENT.UPCOMING_DATA:
"""update the market_data
1. update the inside market_data struct
2. tell the on_bar methods
# 这样有点慢
"""
self._currenttime = event.market_data.datetime[0]
if self._market_data is None:
self._market_data = event.market_data
else:
self._market_data = self._market_data + event.market_data
self.on_bar(event)
if event.callback:
event.callback(event)
|
[
"def",
"run",
"(",
"self",
",",
"event",
")",
":",
"'QA_WORKER method'",
"if",
"event",
".",
"event_type",
"is",
"ACCOUNT_EVENT",
".",
"SETTLE",
":",
"print",
"(",
"'account_settle'",
")",
"self",
".",
"settle",
"(",
")",
"# elif event.event_type is ACCOUNT_EVENT.UPDATE:",
"# self.receive_deal(event.message)",
"elif",
"event",
".",
"event_type",
"is",
"ACCOUNT_EVENT",
".",
"MAKE_ORDER",
":",
"\"\"\"generate order\n if callback callback the order\n if not return back the order\n \"\"\"",
"data",
"=",
"self",
".",
"send_order",
"(",
"code",
"=",
"event",
".",
"code",
",",
"amount",
"=",
"event",
".",
"amount",
",",
"time",
"=",
"event",
".",
"time",
",",
"amount_model",
"=",
"event",
".",
"amount_model",
",",
"towards",
"=",
"event",
".",
"towards",
",",
"price",
"=",
"event",
".",
"price",
",",
"order_model",
"=",
"event",
".",
"order_model",
")",
"if",
"event",
".",
"callback",
":",
"event",
".",
"callback",
"(",
"data",
")",
"else",
":",
"return",
"data",
"elif",
"event",
".",
"event_type",
"is",
"ENGINE_EVENT",
".",
"UPCOMING_DATA",
":",
"\"\"\"update the market_data\n 1. update the inside market_data struct\n 2. tell the on_bar methods\n\n # 这样有点慢\n\n\n \"\"\"",
"self",
".",
"_currenttime",
"=",
"event",
".",
"market_data",
".",
"datetime",
"[",
"0",
"]",
"if",
"self",
".",
"_market_data",
"is",
"None",
":",
"self",
".",
"_market_data",
"=",
"event",
".",
"market_data",
"else",
":",
"self",
".",
"_market_data",
"=",
"self",
".",
"_market_data",
"+",
"event",
".",
"market_data",
"self",
".",
"on_bar",
"(",
"event",
")",
"if",
"event",
".",
"callback",
":",
"event",
".",
"callback",
"(",
"event",
")"
] |
这个方法是被 QA_ThreadEngine 处理队列时候调用的， QA_Task 中 do 方法调用 run （在其它线程中）
'QA_WORKER method 重载'
:param event: 事件类型 QA_Event
:return:
|
[
"这个方法是被",
"QA_ThreadEngine",
"处理队列时候调用的，",
"QA_Task",
"中",
"do",
"方法调用",
"run",
"（在其它线程中）",
"QA_WORKER",
"method",
"重载",
":",
"param",
"event",
":",
"事件类型",
"QA_Event",
":",
"return",
":"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L1762-L1812
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.sync_account
|
def sync_account(self, sync_message):
"""同步账户
Arguments:
sync_message {[type]} -- [description]
"""
self.init_hold = sync_message['hold_available']
self.init_cash = sync_message['cash_available']
self.sell_available = copy.deepcopy(self.init_hold)
self.history = []
self.cash = [self.init_cash]
self.cash_available = self.cash[-1]
|
python
|
def sync_account(self, sync_message):
"""同步账户
Arguments:
sync_message {[type]} -- [description]
"""
self.init_hold = sync_message['hold_available']
self.init_cash = sync_message['cash_available']
self.sell_available = copy.deepcopy(self.init_hold)
self.history = []
self.cash = [self.init_cash]
self.cash_available = self.cash[-1]
|
[
"def",
"sync_account",
"(",
"self",
",",
"sync_message",
")",
":",
"self",
".",
"init_hold",
"=",
"sync_message",
"[",
"'hold_available'",
"]",
"self",
".",
"init_cash",
"=",
"sync_message",
"[",
"'cash_available'",
"]",
"self",
".",
"sell_available",
"=",
"copy",
".",
"deepcopy",
"(",
"self",
".",
"init_hold",
")",
"self",
".",
"history",
"=",
"[",
"]",
"self",
".",
"cash",
"=",
"[",
"self",
".",
"init_cash",
"]",
"self",
".",
"cash_available",
"=",
"self",
".",
"cash",
"[",
"-",
"1",
"]"
] |
同步账户
Arguments:
sync_message {[type]} -- [description]
|
[
"同步账户"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L1835-L1848
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.change_cash
|
def change_cash(self, money):
"""
外部操作|高危|
"""
res = self.cash[-1] + money
if res >= 0:
# 高危操作
self.cash[-1] = res
|
python
|
def change_cash(self, money):
"""
外部操作|高危|
"""
res = self.cash[-1] + money
if res >= 0:
# 高危操作
self.cash[-1] = res
|
[
"def",
"change_cash",
"(",
"self",
",",
"money",
")",
":",
"res",
"=",
"self",
".",
"cash",
"[",
"-",
"1",
"]",
"+",
"money",
"if",
"res",
">=",
"0",
":",
"# 高危操作",
"self",
".",
"cash",
"[",
"-",
"1",
"]",
"=",
"res"
] |
外部操作|高危|
|
[
"外部操作|高危|"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L1850-L1857
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAAccount.py
|
QA_Account.get_history
|
def get_history(self, start, end):
"""返回历史成交
Arguments:
start {str} -- [description]
end {str]} -- [description]
"""
return self.history_table.set_index(
'datetime',
drop=False
).loc[slice(pd.Timestamp(start),
pd.Timestamp(end))]
|
python
|
def get_history(self, start, end):
"""返回历史成交
Arguments:
start {str} -- [description]
end {str]} -- [description]
"""
return self.history_table.set_index(
'datetime',
drop=False
).loc[slice(pd.Timestamp(start),
pd.Timestamp(end))]
|
[
"def",
"get_history",
"(",
"self",
",",
"start",
",",
"end",
")",
":",
"return",
"self",
".",
"history_table",
".",
"set_index",
"(",
"'datetime'",
",",
"drop",
"=",
"False",
")",
".",
"loc",
"[",
"slice",
"(",
"pd",
".",
"Timestamp",
"(",
"start",
")",
",",
"pd",
".",
"Timestamp",
"(",
"end",
")",
")",
"]"
] |
返回历史成交
Arguments:
start {str} -- [description]
end {str]} -- [description]
|
[
"返回历史成交"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAAccount.py#L1868-L1879
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/save_orderhandler.py
|
QA_SU_save_order
|
def QA_SU_save_order(orderlist, client=DATABASE):
"""存储order_handler的order_status
Arguments:
orderlist {[dataframe]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
if isinstance(orderlist, pd.DataFrame):
collection = client.order
collection.create_index(
[('account_cookie',
ASCENDING),
('realorder_id',
ASCENDING)],
unique=True
)
try:
orderlist = QA_util_to_json_from_pandas(orderlist.reset_index())
for item in orderlist:
if item:
#item['date']= QA_util_get_order_day()
collection.update_one(
{
'account_cookie': item.get('account_cookie'),
'realorder_id': item.get('realorder_id')
},
{'$set': item},
upsert=True
)
except Exception as e:
print(e)
pass
|
python
|
def QA_SU_save_order(orderlist, client=DATABASE):
"""存储order_handler的order_status
Arguments:
orderlist {[dataframe]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
if isinstance(orderlist, pd.DataFrame):
collection = client.order
collection.create_index(
[('account_cookie',
ASCENDING),
('realorder_id',
ASCENDING)],
unique=True
)
try:
orderlist = QA_util_to_json_from_pandas(orderlist.reset_index())
for item in orderlist:
if item:
#item['date']= QA_util_get_order_day()
collection.update_one(
{
'account_cookie': item.get('account_cookie'),
'realorder_id': item.get('realorder_id')
},
{'$set': item},
upsert=True
)
except Exception as e:
print(e)
pass
|
[
"def",
"QA_SU_save_order",
"(",
"orderlist",
",",
"client",
"=",
"DATABASE",
")",
":",
"if",
"isinstance",
"(",
"orderlist",
",",
"pd",
".",
"DataFrame",
")",
":",
"collection",
"=",
"client",
".",
"order",
"collection",
".",
"create_index",
"(",
"[",
"(",
"'account_cookie'",
",",
"ASCENDING",
")",
",",
"(",
"'realorder_id'",
",",
"ASCENDING",
")",
"]",
",",
"unique",
"=",
"True",
")",
"try",
":",
"orderlist",
"=",
"QA_util_to_json_from_pandas",
"(",
"orderlist",
".",
"reset_index",
"(",
")",
")",
"for",
"item",
"in",
"orderlist",
":",
"if",
"item",
":",
"#item['date']= QA_util_get_order_day()",
"collection",
".",
"update_one",
"(",
"{",
"'account_cookie'",
":",
"item",
".",
"get",
"(",
"'account_cookie'",
")",
",",
"'realorder_id'",
":",
"item",
".",
"get",
"(",
"'realorder_id'",
")",
"}",
",",
"{",
"'$set'",
":",
"item",
"}",
",",
"upsert",
"=",
"True",
")",
"except",
"Exception",
"as",
"e",
":",
"print",
"(",
"e",
")",
"pass"
] |
存储order_handler的order_status
Arguments:
orderlist {[dataframe]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
|
[
"存储order_handler的order_status"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/save_orderhandler.py#L31-L67
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/save_orderhandler.py
|
QA_SU_save_deal
|
def QA_SU_save_deal(dealist, client=DATABASE):
"""存储order_handler的deal_status
Arguments:
dealist {[dataframe]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
if isinstance(dealist, pd.DataFrame):
collection = client.deal
collection.create_index(
[('account_cookie',
ASCENDING),
('trade_id',
ASCENDING)],
unique=True
)
try:
dealist = QA_util_to_json_from_pandas(dealist.reset_index())
collection.insert_many(dealist, ordered=False)
except Exception as e:
pass
|
python
|
def QA_SU_save_deal(dealist, client=DATABASE):
"""存储order_handler的deal_status
Arguments:
dealist {[dataframe]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
if isinstance(dealist, pd.DataFrame):
collection = client.deal
collection.create_index(
[('account_cookie',
ASCENDING),
('trade_id',
ASCENDING)],
unique=True
)
try:
dealist = QA_util_to_json_from_pandas(dealist.reset_index())
collection.insert_many(dealist, ordered=False)
except Exception as e:
pass
|
[
"def",
"QA_SU_save_deal",
"(",
"dealist",
",",
"client",
"=",
"DATABASE",
")",
":",
"if",
"isinstance",
"(",
"dealist",
",",
"pd",
".",
"DataFrame",
")",
":",
"collection",
"=",
"client",
".",
"deal",
"collection",
".",
"create_index",
"(",
"[",
"(",
"'account_cookie'",
",",
"ASCENDING",
")",
",",
"(",
"'trade_id'",
",",
"ASCENDING",
")",
"]",
",",
"unique",
"=",
"True",
")",
"try",
":",
"dealist",
"=",
"QA_util_to_json_from_pandas",
"(",
"dealist",
".",
"reset_index",
"(",
")",
")",
"collection",
".",
"insert_many",
"(",
"dealist",
",",
"ordered",
"=",
"False",
")",
"except",
"Exception",
"as",
"e",
":",
"pass"
] |
存储order_handler的deal_status
Arguments:
dealist {[dataframe]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
|
[
"存储order_handler的deal_status"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/save_orderhandler.py#L70-L96
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/save_orderhandler.py
|
QA_SU_save_order_queue
|
def QA_SU_save_order_queue(order_queue, client=DATABASE):
"""增量存储order_queue
Arguments:
order_queue {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
collection = client.order_queue
collection.create_index(
[('account_cookie',
ASCENDING),
('order_id',
ASCENDING)],
unique=True
)
for order in order_queue.values():
order_json = order.to_dict()
try:
collection.update_one(
{
'account_cookie': order_json.get('account_cookie'),
'order_id': order_json.get('order_id')
},
{'$set': order_json},
upsert=True
)
except Exception as e:
print(e)
|
python
|
def QA_SU_save_order_queue(order_queue, client=DATABASE):
"""增量存储order_queue
Arguments:
order_queue {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
collection = client.order_queue
collection.create_index(
[('account_cookie',
ASCENDING),
('order_id',
ASCENDING)],
unique=True
)
for order in order_queue.values():
order_json = order.to_dict()
try:
collection.update_one(
{
'account_cookie': order_json.get('account_cookie'),
'order_id': order_json.get('order_id')
},
{'$set': order_json},
upsert=True
)
except Exception as e:
print(e)
|
[
"def",
"QA_SU_save_order_queue",
"(",
"order_queue",
",",
"client",
"=",
"DATABASE",
")",
":",
"collection",
"=",
"client",
".",
"order_queue",
"collection",
".",
"create_index",
"(",
"[",
"(",
"'account_cookie'",
",",
"ASCENDING",
")",
",",
"(",
"'order_id'",
",",
"ASCENDING",
")",
"]",
",",
"unique",
"=",
"True",
")",
"for",
"order",
"in",
"order_queue",
".",
"values",
"(",
")",
":",
"order_json",
"=",
"order",
".",
"to_dict",
"(",
")",
"try",
":",
"collection",
".",
"update_one",
"(",
"{",
"'account_cookie'",
":",
"order_json",
".",
"get",
"(",
"'account_cookie'",
")",
",",
"'order_id'",
":",
"order_json",
".",
"get",
"(",
"'order_id'",
")",
"}",
",",
"{",
"'$set'",
":",
"order_json",
"}",
",",
"upsert",
"=",
"True",
")",
"except",
"Exception",
"as",
"e",
":",
"print",
"(",
"e",
")"
] |
增量存储order_queue
Arguments:
order_queue {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
|
[
"增量存储order_queue"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/save_orderhandler.py#L99-L128
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAIndicator/base.py
|
SMA
|
def SMA(Series, N, M=1):
"""
威廉SMA算法
本次修正主要是对于返回值的优化,现在的返回值会带上原先输入的索引index
2018/5/3
@yutiansut
"""
ret = []
i = 1
length = len(Series)
# 跳过X中前面几个 nan 值
while i < length:
if np.isnan(Series.iloc[i]):
i += 1
else:
break
preY = Series.iloc[i] # Y'
ret.append(preY)
while i < length:
Y = (M * Series.iloc[i] + (N - M) * preY) / float(N)
ret.append(Y)
preY = Y
i += 1
return pd.Series(ret, index=Series.tail(len(ret)).index)
|
python
|
def SMA(Series, N, M=1):
"""
威廉SMA算法
本次修正主要是对于返回值的优化,现在的返回值会带上原先输入的索引index
2018/5/3
@yutiansut
"""
ret = []
i = 1
length = len(Series)
# 跳过X中前面几个 nan 值
while i < length:
if np.isnan(Series.iloc[i]):
i += 1
else:
break
preY = Series.iloc[i] # Y'
ret.append(preY)
while i < length:
Y = (M * Series.iloc[i] + (N - M) * preY) / float(N)
ret.append(Y)
preY = Y
i += 1
return pd.Series(ret, index=Series.tail(len(ret)).index)
|
[
"def",
"SMA",
"(",
"Series",
",",
"N",
",",
"M",
"=",
"1",
")",
":",
"ret",
"=",
"[",
"]",
"i",
"=",
"1",
"length",
"=",
"len",
"(",
"Series",
")",
"# 跳过X中前面几个 nan 值",
"while",
"i",
"<",
"length",
":",
"if",
"np",
".",
"isnan",
"(",
"Series",
".",
"iloc",
"[",
"i",
"]",
")",
":",
"i",
"+=",
"1",
"else",
":",
"break",
"preY",
"=",
"Series",
".",
"iloc",
"[",
"i",
"]",
"# Y'",
"ret",
".",
"append",
"(",
"preY",
")",
"while",
"i",
"<",
"length",
":",
"Y",
"=",
"(",
"M",
"*",
"Series",
".",
"iloc",
"[",
"i",
"]",
"+",
"(",
"N",
"-",
"M",
")",
"*",
"preY",
")",
"/",
"float",
"(",
"N",
")",
"ret",
".",
"append",
"(",
"Y",
")",
"preY",
"=",
"Y",
"i",
"+=",
"1",
"return",
"pd",
".",
"Series",
"(",
"ret",
",",
"index",
"=",
"Series",
".",
"tail",
"(",
"len",
"(",
"ret",
")",
")",
".",
"index",
")"
] |
威廉SMA算法
本次修正主要是对于返回值的优化,现在的返回值会带上原先输入的索引index
2018/5/3
@yutiansut
|
[
"威廉SMA算法"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAIndicator/base.py#L50-L74
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAIndicator/base.py
|
CROSS
|
def CROSS(A, B):
"""A<B then A>B A上穿B B下穿A
Arguments:
A {[type]} -- [description]
B {[type]} -- [description]
Returns:
[type] -- [description]
"""
var = np.where(A < B, 1, 0)
return (pd.Series(var, index=A.index).diff() < 0).apply(int)
|
python
|
def CROSS(A, B):
"""A<B then A>B A上穿B B下穿A
Arguments:
A {[type]} -- [description]
B {[type]} -- [description]
Returns:
[type] -- [description]
"""
var = np.where(A < B, 1, 0)
return (pd.Series(var, index=A.index).diff() < 0).apply(int)
|
[
"def",
"CROSS",
"(",
"A",
",",
"B",
")",
":",
"var",
"=",
"np",
".",
"where",
"(",
"A",
"<",
"B",
",",
"1",
",",
"0",
")",
"return",
"(",
"pd",
".",
"Series",
"(",
"var",
",",
"index",
"=",
"A",
".",
"index",
")",
".",
"diff",
"(",
")",
"<",
"0",
")",
".",
"apply",
"(",
"int",
")"
] |
A<B then A>B A上穿B B下穿A
Arguments:
A {[type]} -- [description]
B {[type]} -- [description]
Returns:
[type] -- [description]
|
[
"A<B",
"then",
"A",
">",
"B",
"A上穿B",
"B下穿A"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAIndicator/base.py#L114-L126
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAIndicator/base.py
|
COUNT
|
def COUNT(COND, N):
"""
2018/05/23 修改
参考https://github.com/QUANTAXIS/QUANTAXIS/issues/429
现在返回的是series
"""
return pd.Series(np.where(COND, 1, 0), index=COND.index).rolling(N).sum()
|
python
|
def COUNT(COND, N):
"""
2018/05/23 修改
参考https://github.com/QUANTAXIS/QUANTAXIS/issues/429
现在返回的是series
"""
return pd.Series(np.where(COND, 1, 0), index=COND.index).rolling(N).sum()
|
[
"def",
"COUNT",
"(",
"COND",
",",
"N",
")",
":",
"return",
"pd",
".",
"Series",
"(",
"np",
".",
"where",
"(",
"COND",
",",
"1",
",",
"0",
")",
",",
"index",
"=",
"COND",
".",
"index",
")",
".",
"rolling",
"(",
"N",
")",
".",
"sum",
"(",
")"
] |
2018/05/23 修改
参考https://github.com/QUANTAXIS/QUANTAXIS/issues/429
现在返回的是series
|
[
"2018",
"/",
"05",
"/",
"23",
"修改"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAIndicator/base.py#L129-L137
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAIndicator/base.py
|
LAST
|
def LAST(COND, N1, N2):
"""表达持续性
从前N1日到前N2日一直满足COND条件
Arguments:
COND {[type]} -- [description]
N1 {[type]} -- [description]
N2 {[type]} -- [description]
"""
N2 = 1 if N2 == 0 else N2
assert N2 > 0
assert N1 > N2
return COND.iloc[-N1:-N2].all()
|
python
|
def LAST(COND, N1, N2):
"""表达持续性
从前N1日到前N2日一直满足COND条件
Arguments:
COND {[type]} -- [description]
N1 {[type]} -- [description]
N2 {[type]} -- [description]
"""
N2 = 1 if N2 == 0 else N2
assert N2 > 0
assert N1 > N2
return COND.iloc[-N1:-N2].all()
|
[
"def",
"LAST",
"(",
"COND",
",",
"N1",
",",
"N2",
")",
":",
"N2",
"=",
"1",
"if",
"N2",
"==",
"0",
"else",
"N2",
"assert",
"N2",
">",
"0",
"assert",
"N1",
">",
"N2",
"return",
"COND",
".",
"iloc",
"[",
"-",
"N1",
":",
"-",
"N2",
"]",
".",
"all",
"(",
")"
] |
表达持续性
从前N1日到前N2日一直满足COND条件
Arguments:
COND {[type]} -- [description]
N1 {[type]} -- [description]
N2 {[type]} -- [description]
|
[
"表达持续性",
"从前N1日到前N2日一直满足COND条件"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAIndicator/base.py#L160-L172
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAIndicator/base.py
|
AVEDEV
|
def AVEDEV(Series, N):
"""
平均绝对偏差 mean absolute deviation
修正: 2018-05-25
之前用mad的计算模式依然返回的是单值
"""
return Series.rolling(N).apply(lambda x: (np.abs(x - x.mean())).mean(), raw=True)
|
python
|
def AVEDEV(Series, N):
"""
平均绝对偏差 mean absolute deviation
修正: 2018-05-25
之前用mad的计算模式依然返回的是单值
"""
return Series.rolling(N).apply(lambda x: (np.abs(x - x.mean())).mean(), raw=True)
|
[
"def",
"AVEDEV",
"(",
"Series",
",",
"N",
")",
":",
"return",
"Series",
".",
"rolling",
"(",
"N",
")",
".",
"apply",
"(",
"lambda",
"x",
":",
"(",
"np",
".",
"abs",
"(",
"x",
"-",
"x",
".",
"mean",
"(",
")",
")",
")",
".",
"mean",
"(",
")",
",",
"raw",
"=",
"True",
")"
] |
平均绝对偏差 mean absolute deviation
修正: 2018-05-25
之前用mad的计算模式依然返回的是单值
|
[
"平均绝对偏差",
"mean",
"absolute",
"deviation",
"修正",
":",
"2018",
"-",
"05",
"-",
"25"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAIndicator/base.py#L179-L186
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAIndicator/base.py
|
MACD
|
def MACD(Series, FAST, SLOW, MID):
"""macd指标 仅适用于Series
对于DATAFRAME的应用请使用QA_indicator_macd
"""
EMAFAST = EMA(Series, FAST)
EMASLOW = EMA(Series, SLOW)
DIFF = EMAFAST - EMASLOW
DEA = EMA(DIFF, MID)
MACD = (DIFF - DEA) * 2
DICT = {'DIFF': DIFF, 'DEA': DEA, 'MACD': MACD}
VAR = pd.DataFrame(DICT)
return VAR
|
python
|
def MACD(Series, FAST, SLOW, MID):
"""macd指标 仅适用于Series
对于DATAFRAME的应用请使用QA_indicator_macd
"""
EMAFAST = EMA(Series, FAST)
EMASLOW = EMA(Series, SLOW)
DIFF = EMAFAST - EMASLOW
DEA = EMA(DIFF, MID)
MACD = (DIFF - DEA) * 2
DICT = {'DIFF': DIFF, 'DEA': DEA, 'MACD': MACD}
VAR = pd.DataFrame(DICT)
return VAR
|
[
"def",
"MACD",
"(",
"Series",
",",
"FAST",
",",
"SLOW",
",",
"MID",
")",
":",
"EMAFAST",
"=",
"EMA",
"(",
"Series",
",",
"FAST",
")",
"EMASLOW",
"=",
"EMA",
"(",
"Series",
",",
"SLOW",
")",
"DIFF",
"=",
"EMAFAST",
"-",
"EMASLOW",
"DEA",
"=",
"EMA",
"(",
"DIFF",
",",
"MID",
")",
"MACD",
"=",
"(",
"DIFF",
"-",
"DEA",
")",
"*",
"2",
"DICT",
"=",
"{",
"'DIFF'",
":",
"DIFF",
",",
"'DEA'",
":",
"DEA",
",",
"'MACD'",
":",
"MACD",
"}",
"VAR",
"=",
"pd",
".",
"DataFrame",
"(",
"DICT",
")",
"return",
"VAR"
] |
macd指标 仅适用于Series
对于DATAFRAME的应用请使用QA_indicator_macd
|
[
"macd指标",
"仅适用于Series",
"对于DATAFRAME的应用请使用QA_indicator_macd"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAIndicator/base.py#L189-L200
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAIndicator/base.py
|
BBI
|
def BBI(Series, N1, N2, N3, N4):
'多空指标'
bbi = (MA(Series, N1) + MA(Series, N2) +
MA(Series, N3) + MA(Series, N4)) / 4
DICT = {'BBI': bbi}
VAR = pd.DataFrame(DICT)
return VAR
|
python
|
def BBI(Series, N1, N2, N3, N4):
'多空指标'
bbi = (MA(Series, N1) + MA(Series, N2) +
MA(Series, N3) + MA(Series, N4)) / 4
DICT = {'BBI': bbi}
VAR = pd.DataFrame(DICT)
return VAR
|
[
"def",
"BBI",
"(",
"Series",
",",
"N1",
",",
"N2",
",",
"N3",
",",
"N4",
")",
":",
"bbi",
"=",
"(",
"MA",
"(",
"Series",
",",
"N1",
")",
"+",
"MA",
"(",
"Series",
",",
"N2",
")",
"+",
"MA",
"(",
"Series",
",",
"N3",
")",
"+",
"MA",
"(",
"Series",
",",
"N4",
")",
")",
"/",
"4",
"DICT",
"=",
"{",
"'BBI'",
":",
"bbi",
"}",
"VAR",
"=",
"pd",
".",
"DataFrame",
"(",
"DICT",
")",
"return",
"VAR"
] |
多空指标
|
[
"多空指标"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAIndicator/base.py#L213-L220
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAIndicator/base.py
|
BARLAST
|
def BARLAST(cond, yes=True):
"""支持MultiIndex的cond和DateTimeIndex的cond
条件成立 yes= True 或者 yes=1 根据不同的指标自己定
Arguments:
cond {[type]} -- [description]
"""
if isinstance(cond.index, pd.MultiIndex):
return len(cond)-cond.index.levels[0].tolist().index(cond[cond != yes].index[-1][0])-1
elif isinstance(cond.index, pd.DatetimeIndex):
return len(cond)-cond.index.tolist().index(cond[cond != yes].index[-1])-1
|
python
|
def BARLAST(cond, yes=True):
"""支持MultiIndex的cond和DateTimeIndex的cond
条件成立 yes= True 或者 yes=1 根据不同的指标自己定
Arguments:
cond {[type]} -- [description]
"""
if isinstance(cond.index, pd.MultiIndex):
return len(cond)-cond.index.levels[0].tolist().index(cond[cond != yes].index[-1][0])-1
elif isinstance(cond.index, pd.DatetimeIndex):
return len(cond)-cond.index.tolist().index(cond[cond != yes].index[-1])-1
|
[
"def",
"BARLAST",
"(",
"cond",
",",
"yes",
"=",
"True",
")",
":",
"if",
"isinstance",
"(",
"cond",
".",
"index",
",",
"pd",
".",
"MultiIndex",
")",
":",
"return",
"len",
"(",
"cond",
")",
"-",
"cond",
".",
"index",
".",
"levels",
"[",
"0",
"]",
".",
"tolist",
"(",
")",
".",
"index",
"(",
"cond",
"[",
"cond",
"!=",
"yes",
"]",
".",
"index",
"[",
"-",
"1",
"]",
"[",
"0",
"]",
")",
"-",
"1",
"elif",
"isinstance",
"(",
"cond",
".",
"index",
",",
"pd",
".",
"DatetimeIndex",
")",
":",
"return",
"len",
"(",
"cond",
")",
"-",
"cond",
".",
"index",
".",
"tolist",
"(",
")",
".",
"index",
"(",
"cond",
"[",
"cond",
"!=",
"yes",
"]",
".",
"index",
"[",
"-",
"1",
"]",
")",
"-",
"1"
] |
支持MultiIndex的cond和DateTimeIndex的cond
条件成立 yes= True 或者 yes=1 根据不同的指标自己定
Arguments:
cond {[type]} -- [description]
|
[
"支持MultiIndex的cond和DateTimeIndex的cond",
"条件成立",
"yes",
"=",
"True",
"或者",
"yes",
"=",
"1",
"根据不同的指标自己定"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAIndicator/base.py#L223-L233
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/realtime.py
|
get_today_all
|
def get_today_all(output='pd'):
"""today all
Returns:
[type] -- [description]
"""
data = []
today = str(datetime.date.today())
codes = QA_fetch_get_stock_list('stock').code.tolist()
bestip = select_best_ip()['stock']
for code in codes:
try:
l = QA_fetch_get_stock_day(
code, today, today, '00', ip=bestip)
except:
bestip = select_best_ip()['stock']
l = QA_fetch_get_stock_day(
code, today, today, '00', ip=bestip)
if l is not None:
data.append(l)
res = pd.concat(data)
if output in ['pd']:
return res
elif output in ['QAD']:
return QA_DataStruct_Stock_day(res.set_index(['date', 'code'], drop=False))
|
python
|
def get_today_all(output='pd'):
"""today all
Returns:
[type] -- [description]
"""
data = []
today = str(datetime.date.today())
codes = QA_fetch_get_stock_list('stock').code.tolist()
bestip = select_best_ip()['stock']
for code in codes:
try:
l = QA_fetch_get_stock_day(
code, today, today, '00', ip=bestip)
except:
bestip = select_best_ip()['stock']
l = QA_fetch_get_stock_day(
code, today, today, '00', ip=bestip)
if l is not None:
data.append(l)
res = pd.concat(data)
if output in ['pd']:
return res
elif output in ['QAD']:
return QA_DataStruct_Stock_day(res.set_index(['date', 'code'], drop=False))
|
[
"def",
"get_today_all",
"(",
"output",
"=",
"'pd'",
")",
":",
"data",
"=",
"[",
"]",
"today",
"=",
"str",
"(",
"datetime",
".",
"date",
".",
"today",
"(",
")",
")",
"codes",
"=",
"QA_fetch_get_stock_list",
"(",
"'stock'",
")",
".",
"code",
".",
"tolist",
"(",
")",
"bestip",
"=",
"select_best_ip",
"(",
")",
"[",
"'stock'",
"]",
"for",
"code",
"in",
"codes",
":",
"try",
":",
"l",
"=",
"QA_fetch_get_stock_day",
"(",
"code",
",",
"today",
",",
"today",
",",
"'00'",
",",
"ip",
"=",
"bestip",
")",
"except",
":",
"bestip",
"=",
"select_best_ip",
"(",
")",
"[",
"'stock'",
"]",
"l",
"=",
"QA_fetch_get_stock_day",
"(",
"code",
",",
"today",
",",
"today",
",",
"'00'",
",",
"ip",
"=",
"bestip",
")",
"if",
"l",
"is",
"not",
"None",
":",
"data",
".",
"append",
"(",
"l",
")",
"res",
"=",
"pd",
".",
"concat",
"(",
"data",
")",
"if",
"output",
"in",
"[",
"'pd'",
"]",
":",
"return",
"res",
"elif",
"output",
"in",
"[",
"'QAD'",
"]",
":",
"return",
"QA_DataStruct_Stock_day",
"(",
"res",
".",
"set_index",
"(",
"[",
"'date'",
",",
"'code'",
"]",
",",
"drop",
"=",
"False",
")",
")"
] |
today all
Returns:
[type] -- [description]
|
[
"today",
"all"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/realtime.py#L35-L61
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/save_tdx_parallelism.py
|
QA_SU_save_stock_day
|
def QA_SU_save_stock_day(client=DATABASE, ui_log=None, ui_progress=None):
'''
save stock_day
保存日线数据
:param client:
:param ui_log: 给GUI qt 界面使用
:param ui_progress: 给GUI qt 界面使用
:param ui_progress_int_value: 给GUI qt 界面使用
'''
stock_list = QA_fetch_get_stock_list().code.unique().tolist()
coll_stock_day = client.stock_day
coll_stock_day.create_index(
[("code",
pymongo.ASCENDING),
("date_stamp",
pymongo.ASCENDING)]
)
err = []
# saveing result
def __gen_param(stock_list, coll_stock_day, ip_list=[]):
results = []
count = len(ip_list)
total = len(stock_list)
for item in range(len(stock_list)):
try:
code = stock_list[item]
QA_util_log_info(
'##JOB01 Now Saving STOCK_DAY==== {}'.format(str(code)),
ui_log
)
# 首选查找数据库 是否 有 这个代码的数据
search_cond = {'code': str(code)[0:6]}
ref = coll_stock_day.find(search_cond)
end_date = str(now_time())[0:10]
ref_count = coll_stock_day.count_documents(search_cond)
# 当前数据库已经包含了这个代码的数据， 继续增量更新
# 加入这个判断的原因是因为如果股票是刚上市的 数据库会没有数据 所以会有负索引问题出现
if ref_count > 0:
# 接着上次获取的日期继续更新
start_date = ref[ref_count - 1]['date']
# print("ref[ref.count() - 1]['date'] {} {}".format(ref.count(), coll_stock_day.count_documents({'code': str(code)[0:6]})))
else:
# 当前数据库中没有这个代码的股票数据， 从1990-01-01 开始下载所有的数据
start_date = '1990-01-01'
QA_util_log_info(
'UPDATE_STOCK_DAY \n Trying updating {} from {} to {}'
.format(code,
start_date,
end_date),
ui_log
)
if start_date != end_date:
# 更新过的，不更新
results.extend([(code, start_date, end_date, '00', 'day', ip_list[item % count]['ip'],
ip_list[item % count]['port'], item, total, ui_log, ui_progress)])
except Exception as error0:
print('Exception:{}'.format(error0))
err.append(code)
return results
ips = get_ip_list_by_multi_process_ping(stock_ip_list, _type='stock')[:cpu_count() * 2 + 1]
param = __gen_param(stock_list, coll_stock_day, ips)
ps = QA_SU_save_stock_day_parallelism(processes=cpu_count() if len(ips) >= cpu_count() else len(ips),
client=client, ui_log=ui_log)
ps.add(do_saving_work, param)
ps.run()
if len(err) < 1:
QA_util_log_info('SUCCESS save stock day ^_^', ui_log)
else:
QA_util_log_info('ERROR CODE \n ', ui_log)
QA_util_log_info(err, ui_log)
|
python
|
def QA_SU_save_stock_day(client=DATABASE, ui_log=None, ui_progress=None):
'''
save stock_day
保存日线数据
:param client:
:param ui_log: 给GUI qt 界面使用
:param ui_progress: 给GUI qt 界面使用
:param ui_progress_int_value: 给GUI qt 界面使用
'''
stock_list = QA_fetch_get_stock_list().code.unique().tolist()
coll_stock_day = client.stock_day
coll_stock_day.create_index(
[("code",
pymongo.ASCENDING),
("date_stamp",
pymongo.ASCENDING)]
)
err = []
# saveing result
def __gen_param(stock_list, coll_stock_day, ip_list=[]):
results = []
count = len(ip_list)
total = len(stock_list)
for item in range(len(stock_list)):
try:
code = stock_list[item]
QA_util_log_info(
'##JOB01 Now Saving STOCK_DAY==== {}'.format(str(code)),
ui_log
)
# 首选查找数据库 是否 有 这个代码的数据
search_cond = {'code': str(code)[0:6]}
ref = coll_stock_day.find(search_cond)
end_date = str(now_time())[0:10]
ref_count = coll_stock_day.count_documents(search_cond)
# 当前数据库已经包含了这个代码的数据， 继续增量更新
# 加入这个判断的原因是因为如果股票是刚上市的 数据库会没有数据 所以会有负索引问题出现
if ref_count > 0:
# 接着上次获取的日期继续更新
start_date = ref[ref_count - 1]['date']
# print("ref[ref.count() - 1]['date'] {} {}".format(ref.count(), coll_stock_day.count_documents({'code': str(code)[0:6]})))
else:
# 当前数据库中没有这个代码的股票数据， 从1990-01-01 开始下载所有的数据
start_date = '1990-01-01'
QA_util_log_info(
'UPDATE_STOCK_DAY \n Trying updating {} from {} to {}'
.format(code,
start_date,
end_date),
ui_log
)
if start_date != end_date:
# 更新过的，不更新
results.extend([(code, start_date, end_date, '00', 'day', ip_list[item % count]['ip'],
ip_list[item % count]['port'], item, total, ui_log, ui_progress)])
except Exception as error0:
print('Exception:{}'.format(error0))
err.append(code)
return results
ips = get_ip_list_by_multi_process_ping(stock_ip_list, _type='stock')[:cpu_count() * 2 + 1]
param = __gen_param(stock_list, coll_stock_day, ips)
ps = QA_SU_save_stock_day_parallelism(processes=cpu_count() if len(ips) >= cpu_count() else len(ips),
client=client, ui_log=ui_log)
ps.add(do_saving_work, param)
ps.run()
if len(err) < 1:
QA_util_log_info('SUCCESS save stock day ^_^', ui_log)
else:
QA_util_log_info('ERROR CODE \n ', ui_log)
QA_util_log_info(err, ui_log)
|
[
"def",
"QA_SU_save_stock_day",
"(",
"client",
"=",
"DATABASE",
",",
"ui_log",
"=",
"None",
",",
"ui_progress",
"=",
"None",
")",
":",
"stock_list",
"=",
"QA_fetch_get_stock_list",
"(",
")",
".",
"code",
".",
"unique",
"(",
")",
".",
"tolist",
"(",
")",
"coll_stock_day",
"=",
"client",
".",
"stock_day",
"coll_stock_day",
".",
"create_index",
"(",
"[",
"(",
"\"code\"",
",",
"pymongo",
".",
"ASCENDING",
")",
",",
"(",
"\"date_stamp\"",
",",
"pymongo",
".",
"ASCENDING",
")",
"]",
")",
"err",
"=",
"[",
"]",
"# saveing result",
"def",
"__gen_param",
"(",
"stock_list",
",",
"coll_stock_day",
",",
"ip_list",
"=",
"[",
"]",
")",
":",
"results",
"=",
"[",
"]",
"count",
"=",
"len",
"(",
"ip_list",
")",
"total",
"=",
"len",
"(",
"stock_list",
")",
"for",
"item",
"in",
"range",
"(",
"len",
"(",
"stock_list",
")",
")",
":",
"try",
":",
"code",
"=",
"stock_list",
"[",
"item",
"]",
"QA_util_log_info",
"(",
"'##JOB01 Now Saving STOCK_DAY==== {}'",
".",
"format",
"(",
"str",
"(",
"code",
")",
")",
",",
"ui_log",
")",
"# 首选查找数据库 是否 有 这个代码的数据",
"search_cond",
"=",
"{",
"'code'",
":",
"str",
"(",
"code",
")",
"[",
"0",
":",
"6",
"]",
"}",
"ref",
"=",
"coll_stock_day",
".",
"find",
"(",
"search_cond",
")",
"end_date",
"=",
"str",
"(",
"now_time",
"(",
")",
")",
"[",
"0",
":",
"10",
"]",
"ref_count",
"=",
"coll_stock_day",
".",
"count_documents",
"(",
"search_cond",
")",
"# 当前数据库已经包含了这个代码的数据， 继续增量更新",
"# 加入这个判断的原因是因为如果股票是刚上市的 数据库会没有数据 所以会有负索引问题出现",
"if",
"ref_count",
">",
"0",
":",
"# 接着上次获取的日期继续更新",
"start_date",
"=",
"ref",
"[",
"ref_count",
"-",
"1",
"]",
"[",
"'date'",
"]",
"# print(\"ref[ref.count() - 1]['date'] {} {}\".format(ref.count(), coll_stock_day.count_documents({'code': str(code)[0:6]})))",
"else",
":",
"# 当前数据库中没有这个代码的股票数据， 从1990-01-01 开始下载所有的数据",
"start_date",
"=",
"'1990-01-01'",
"QA_util_log_info",
"(",
"'UPDATE_STOCK_DAY \\n Trying updating {} from {} to {}'",
".",
"format",
"(",
"code",
",",
"start_date",
",",
"end_date",
")",
",",
"ui_log",
")",
"if",
"start_date",
"!=",
"end_date",
":",
"# 更新过的，不更新",
"results",
".",
"extend",
"(",
"[",
"(",
"code",
",",
"start_date",
",",
"end_date",
",",
"'00'",
",",
"'day'",
",",
"ip_list",
"[",
"item",
"%",
"count",
"]",
"[",
"'ip'",
"]",
",",
"ip_list",
"[",
"item",
"%",
"count",
"]",
"[",
"'port'",
"]",
",",
"item",
",",
"total",
",",
"ui_log",
",",
"ui_progress",
")",
"]",
")",
"except",
"Exception",
"as",
"error0",
":",
"print",
"(",
"'Exception:{}'",
".",
"format",
"(",
"error0",
")",
")",
"err",
".",
"append",
"(",
"code",
")",
"return",
"results",
"ips",
"=",
"get_ip_list_by_multi_process_ping",
"(",
"stock_ip_list",
",",
"_type",
"=",
"'stock'",
")",
"[",
":",
"cpu_count",
"(",
")",
"*",
"2",
"+",
"1",
"]",
"param",
"=",
"__gen_param",
"(",
"stock_list",
",",
"coll_stock_day",
",",
"ips",
")",
"ps",
"=",
"QA_SU_save_stock_day_parallelism",
"(",
"processes",
"=",
"cpu_count",
"(",
")",
"if",
"len",
"(",
"ips",
")",
">=",
"cpu_count",
"(",
")",
"else",
"len",
"(",
"ips",
")",
",",
"client",
"=",
"client",
",",
"ui_log",
"=",
"ui_log",
")",
"ps",
".",
"add",
"(",
"do_saving_work",
",",
"param",
")",
"ps",
".",
"run",
"(",
")",
"if",
"len",
"(",
"err",
")",
"<",
"1",
":",
"QA_util_log_info",
"(",
"'SUCCESS save stock day ^_^'",
",",
"ui_log",
")",
"else",
":",
"QA_util_log_info",
"(",
"'ERROR CODE \\n '",
",",
"ui_log",
")",
"QA_util_log_info",
"(",
"err",
",",
"ui_log",
")"
] |
save stock_day
保存日线数据
:param client:
:param ui_log: 给GUI qt 界面使用
:param ui_progress: 给GUI qt 界面使用
:param ui_progress_int_value: 给GUI qt 界面使用
|
[
"save",
"stock_day",
"保存日线数据",
":",
"param",
"client",
":",
":",
"param",
"ui_log",
":",
"给GUI",
"qt",
"界面使用",
":",
"param",
"ui_progress",
":",
"给GUI",
"qt",
"界面使用",
":",
"param",
"ui_progress_int_value",
":",
"给GUI",
"qt",
"界面使用"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/save_tdx_parallelism.py#L118-L193
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/user.py
|
QA_user_sign_in
|
def QA_user_sign_in(username, password):
"""用户登陆
不使用 QAUSER库
只返回 TRUE/FALSE
"""
#user = QA_User(name= name, password=password)
cursor = DATABASE.user.find_one(
{'username': username, 'password': password})
if cursor is None:
QA_util_log_info('SOMETHING WRONG')
return False
else:
return True
|
python
|
def QA_user_sign_in(username, password):
"""用户登陆
不使用 QAUSER库
只返回 TRUE/FALSE
"""
#user = QA_User(name= name, password=password)
cursor = DATABASE.user.find_one(
{'username': username, 'password': password})
if cursor is None:
QA_util_log_info('SOMETHING WRONG')
return False
else:
return True
|
[
"def",
"QA_user_sign_in",
"(",
"username",
",",
"password",
")",
":",
"#user = QA_User(name= name, password=password)",
"cursor",
"=",
"DATABASE",
".",
"user",
".",
"find_one",
"(",
"{",
"'username'",
":",
"username",
",",
"'password'",
":",
"password",
"}",
")",
"if",
"cursor",
"is",
"None",
":",
"QA_util_log_info",
"(",
"'SOMETHING WRONG'",
")",
"return",
"False",
"else",
":",
"return",
"True"
] |
用户登陆
不使用 QAUSER库
只返回 TRUE/FALSE
|
[
"用户登陆",
"不使用",
"QAUSER库",
"只返回",
"TRUE",
"/",
"FALSE"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/user.py#L31-L43
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/user.py
|
QA_user_sign_up
|
def QA_user_sign_up(name, password, client):
"""只做check! 具体逻辑需要在自己的函数中实现
参见:QAWEBSERVER中的实现
Arguments:
name {[type]} -- [description]
password {[type]} -- [description]
client {[type]} -- [description]
Returns:
[type] -- [description]
"""
coll = client.user
if (coll.find({'username': name}).count() > 0):
print(name)
QA_util_log_info('user name is already exist')
return False
else:
return True
|
python
|
def QA_user_sign_up(name, password, client):
"""只做check! 具体逻辑需要在自己的函数中实现
参见:QAWEBSERVER中的实现
Arguments:
name {[type]} -- [description]
password {[type]} -- [description]
client {[type]} -- [description]
Returns:
[type] -- [description]
"""
coll = client.user
if (coll.find({'username': name}).count() > 0):
print(name)
QA_util_log_info('user name is already exist')
return False
else:
return True
|
[
"def",
"QA_user_sign_up",
"(",
"name",
",",
"password",
",",
"client",
")",
":",
"coll",
"=",
"client",
".",
"user",
"if",
"(",
"coll",
".",
"find",
"(",
"{",
"'username'",
":",
"name",
"}",
")",
".",
"count",
"(",
")",
">",
"0",
")",
":",
"print",
"(",
"name",
")",
"QA_util_log_info",
"(",
"'user name is already exist'",
")",
"return",
"False",
"else",
":",
"return",
"True"
] |
只做check! 具体逻辑需要在自己的函数中实现
参见:QAWEBSERVER中的实现
Arguments:
name {[type]} -- [description]
password {[type]} -- [description]
client {[type]} -- [description]
Returns:
[type] -- [description]
|
[
"只做check!",
"具体逻辑需要在自己的函数中实现"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/user.py#L46-L66
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAMarket/QABroker.py
|
QA_Broker.warp
|
def warp(self, order):
"""对order/market的封装
[description]
Arguments:
order {[type]} -- [description]
Returns:
[type] -- [description]
"""
# 因为成交模式对时间的封装
if order.order_model == ORDER_MODEL.MARKET:
if order.frequence is FREQUENCE.DAY:
# exact_time = str(datetime.datetime.strptime(
# str(order.datetime), '%Y-%m-%d %H-%M-%S') + datetime.timedelta(day=1))
order.date = order.datetime[0:10]
order.datetime = '{} 09:30:00'.format(order.date)
elif order.frequence in [FREQUENCE.ONE_MIN,
FREQUENCE.FIVE_MIN,
FREQUENCE.FIFTEEN_MIN,
FREQUENCE.THIRTY_MIN,
FREQUENCE.SIXTY_MIN]:
exact_time = str(
datetime.datetime
.strptime(str(order.datetime),
'%Y-%m-%d %H:%M:%S') +
datetime.timedelta(minutes=1)
)
order.date = exact_time[0:10]
order.datetime = exact_time
self.market_data = self.get_market(order)
if self.market_data is None:
return order
order.price = (
float(self.market_data["high"]) +
float(self.market_data["low"])
) * 0.5
elif order.order_model == ORDER_MODEL.NEXT_OPEN:
try:
exact_time = str(
datetime.datetime
.strptime(str(order.datetime),
'%Y-%m-%d %H-%M-%S') + datetime.timedelta(day=1)
)
order.date = exact_time[0:10]
order.datetime = '{} 09:30:00'.format(order.date)
except:
order.datetime = '{} 15:00:00'.format(order.date)
self.market_data = self.get_market(order)
if self.market_data is None:
return order
order.price = float(self.market_data["close"])
elif order.order_model == ORDER_MODEL.CLOSE:
try:
order.datetime = self.market_data.datetime
except:
if len(str(order.datetime)) == 19:
pass
else:
order.datetime = '{} 15:00:00'.format(order.date)
self.market_data = self.get_market(order)
if self.market_data is None:
return order
order.price = float(self.market_data["close"])
elif order.order_model == ORDER_MODEL.STRICT:
'加入严格模式'
if order.frequence is FREQUENCE.DAY:
exact_time = str(
datetime.datetime
.strptime(order.datetime,
'%Y-%m-%d %H-%M-%S') + datetime.timedelta(day=1)
)
order.date = exact_time[0:10]
order.datetime = '{} 09:30:00'.format(order.date)
elif order.frequence in [FREQUENCE.ONE_MIN,
FREQUENCE.FIVE_MIN,
FREQUENCE.FIFTEEN_MIN,
FREQUENCE.THIRTY_MIN,
FREQUENCE.SIXTY_MIN]:
exact_time = str(
datetime.datetime
.strptime(order.datetime,
'%Y-%m-%d %H-%M-%S') +
datetime.timedelta(minute=1)
)
order.date = exact_time[0:10]
order.datetime = exact_time
self.market_data = self.get_market(order)
if self.market_data is None:
return order
if order.towards == 1:
order.price = float(self.market_data["high"])
else:
order.price = float(self.market_data["low"])
return order
|
python
|
def warp(self, order):
"""对order/market的封装
[description]
Arguments:
order {[type]} -- [description]
Returns:
[type] -- [description]
"""
# 因为成交模式对时间的封装
if order.order_model == ORDER_MODEL.MARKET:
if order.frequence is FREQUENCE.DAY:
# exact_time = str(datetime.datetime.strptime(
# str(order.datetime), '%Y-%m-%d %H-%M-%S') + datetime.timedelta(day=1))
order.date = order.datetime[0:10]
order.datetime = '{} 09:30:00'.format(order.date)
elif order.frequence in [FREQUENCE.ONE_MIN,
FREQUENCE.FIVE_MIN,
FREQUENCE.FIFTEEN_MIN,
FREQUENCE.THIRTY_MIN,
FREQUENCE.SIXTY_MIN]:
exact_time = str(
datetime.datetime
.strptime(str(order.datetime),
'%Y-%m-%d %H:%M:%S') +
datetime.timedelta(minutes=1)
)
order.date = exact_time[0:10]
order.datetime = exact_time
self.market_data = self.get_market(order)
if self.market_data is None:
return order
order.price = (
float(self.market_data["high"]) +
float(self.market_data["low"])
) * 0.5
elif order.order_model == ORDER_MODEL.NEXT_OPEN:
try:
exact_time = str(
datetime.datetime
.strptime(str(order.datetime),
'%Y-%m-%d %H-%M-%S') + datetime.timedelta(day=1)
)
order.date = exact_time[0:10]
order.datetime = '{} 09:30:00'.format(order.date)
except:
order.datetime = '{} 15:00:00'.format(order.date)
self.market_data = self.get_market(order)
if self.market_data is None:
return order
order.price = float(self.market_data["close"])
elif order.order_model == ORDER_MODEL.CLOSE:
try:
order.datetime = self.market_data.datetime
except:
if len(str(order.datetime)) == 19:
pass
else:
order.datetime = '{} 15:00:00'.format(order.date)
self.market_data = self.get_market(order)
if self.market_data is None:
return order
order.price = float(self.market_data["close"])
elif order.order_model == ORDER_MODEL.STRICT:
'加入严格模式'
if order.frequence is FREQUENCE.DAY:
exact_time = str(
datetime.datetime
.strptime(order.datetime,
'%Y-%m-%d %H-%M-%S') + datetime.timedelta(day=1)
)
order.date = exact_time[0:10]
order.datetime = '{} 09:30:00'.format(order.date)
elif order.frequence in [FREQUENCE.ONE_MIN,
FREQUENCE.FIVE_MIN,
FREQUENCE.FIFTEEN_MIN,
FREQUENCE.THIRTY_MIN,
FREQUENCE.SIXTY_MIN]:
exact_time = str(
datetime.datetime
.strptime(order.datetime,
'%Y-%m-%d %H-%M-%S') +
datetime.timedelta(minute=1)
)
order.date = exact_time[0:10]
order.datetime = exact_time
self.market_data = self.get_market(order)
if self.market_data is None:
return order
if order.towards == 1:
order.price = float(self.market_data["high"])
else:
order.price = float(self.market_data["low"])
return order
|
[
"def",
"warp",
"(",
"self",
",",
"order",
")",
":",
"# 因为成交模式对时间的封装",
"if",
"order",
".",
"order_model",
"==",
"ORDER_MODEL",
".",
"MARKET",
":",
"if",
"order",
".",
"frequence",
"is",
"FREQUENCE",
".",
"DAY",
":",
"# exact_time = str(datetime.datetime.strptime(",
"# str(order.datetime), '%Y-%m-%d %H-%M-%S') + datetime.timedelta(day=1))",
"order",
".",
"date",
"=",
"order",
".",
"datetime",
"[",
"0",
":",
"10",
"]",
"order",
".",
"datetime",
"=",
"'{} 09:30:00'",
".",
"format",
"(",
"order",
".",
"date",
")",
"elif",
"order",
".",
"frequence",
"in",
"[",
"FREQUENCE",
".",
"ONE_MIN",
",",
"FREQUENCE",
".",
"FIVE_MIN",
",",
"FREQUENCE",
".",
"FIFTEEN_MIN",
",",
"FREQUENCE",
".",
"THIRTY_MIN",
",",
"FREQUENCE",
".",
"SIXTY_MIN",
"]",
":",
"exact_time",
"=",
"str",
"(",
"datetime",
".",
"datetime",
".",
"strptime",
"(",
"str",
"(",
"order",
".",
"datetime",
")",
",",
"'%Y-%m-%d %H:%M:%S'",
")",
"+",
"datetime",
".",
"timedelta",
"(",
"minutes",
"=",
"1",
")",
")",
"order",
".",
"date",
"=",
"exact_time",
"[",
"0",
":",
"10",
"]",
"order",
".",
"datetime",
"=",
"exact_time",
"self",
".",
"market_data",
"=",
"self",
".",
"get_market",
"(",
"order",
")",
"if",
"self",
".",
"market_data",
"is",
"None",
":",
"return",
"order",
"order",
".",
"price",
"=",
"(",
"float",
"(",
"self",
".",
"market_data",
"[",
"\"high\"",
"]",
")",
"+",
"float",
"(",
"self",
".",
"market_data",
"[",
"\"low\"",
"]",
")",
")",
"*",
"0.5",
"elif",
"order",
".",
"order_model",
"==",
"ORDER_MODEL",
".",
"NEXT_OPEN",
":",
"try",
":",
"exact_time",
"=",
"str",
"(",
"datetime",
".",
"datetime",
".",
"strptime",
"(",
"str",
"(",
"order",
".",
"datetime",
")",
",",
"'%Y-%m-%d %H-%M-%S'",
")",
"+",
"datetime",
".",
"timedelta",
"(",
"day",
"=",
"1",
")",
")",
"order",
".",
"date",
"=",
"exact_time",
"[",
"0",
":",
"10",
"]",
"order",
".",
"datetime",
"=",
"'{} 09:30:00'",
".",
"format",
"(",
"order",
".",
"date",
")",
"except",
":",
"order",
".",
"datetime",
"=",
"'{} 15:00:00'",
".",
"format",
"(",
"order",
".",
"date",
")",
"self",
".",
"market_data",
"=",
"self",
".",
"get_market",
"(",
"order",
")",
"if",
"self",
".",
"market_data",
"is",
"None",
":",
"return",
"order",
"order",
".",
"price",
"=",
"float",
"(",
"self",
".",
"market_data",
"[",
"\"close\"",
"]",
")",
"elif",
"order",
".",
"order_model",
"==",
"ORDER_MODEL",
".",
"CLOSE",
":",
"try",
":",
"order",
".",
"datetime",
"=",
"self",
".",
"market_data",
".",
"datetime",
"except",
":",
"if",
"len",
"(",
"str",
"(",
"order",
".",
"datetime",
")",
")",
"==",
"19",
":",
"pass",
"else",
":",
"order",
".",
"datetime",
"=",
"'{} 15:00:00'",
".",
"format",
"(",
"order",
".",
"date",
")",
"self",
".",
"market_data",
"=",
"self",
".",
"get_market",
"(",
"order",
")",
"if",
"self",
".",
"market_data",
"is",
"None",
":",
"return",
"order",
"order",
".",
"price",
"=",
"float",
"(",
"self",
".",
"market_data",
"[",
"\"close\"",
"]",
")",
"elif",
"order",
".",
"order_model",
"==",
"ORDER_MODEL",
".",
"STRICT",
":",
"'加入严格模式'",
"if",
"order",
".",
"frequence",
"is",
"FREQUENCE",
".",
"DAY",
":",
"exact_time",
"=",
"str",
"(",
"datetime",
".",
"datetime",
".",
"strptime",
"(",
"order",
".",
"datetime",
",",
"'%Y-%m-%d %H-%M-%S'",
")",
"+",
"datetime",
".",
"timedelta",
"(",
"day",
"=",
"1",
")",
")",
"order",
".",
"date",
"=",
"exact_time",
"[",
"0",
":",
"10",
"]",
"order",
".",
"datetime",
"=",
"'{} 09:30:00'",
".",
"format",
"(",
"order",
".",
"date",
")",
"elif",
"order",
".",
"frequence",
"in",
"[",
"FREQUENCE",
".",
"ONE_MIN",
",",
"FREQUENCE",
".",
"FIVE_MIN",
",",
"FREQUENCE",
".",
"FIFTEEN_MIN",
",",
"FREQUENCE",
".",
"THIRTY_MIN",
",",
"FREQUENCE",
".",
"SIXTY_MIN",
"]",
":",
"exact_time",
"=",
"str",
"(",
"datetime",
".",
"datetime",
".",
"strptime",
"(",
"order",
".",
"datetime",
",",
"'%Y-%m-%d %H-%M-%S'",
")",
"+",
"datetime",
".",
"timedelta",
"(",
"minute",
"=",
"1",
")",
")",
"order",
".",
"date",
"=",
"exact_time",
"[",
"0",
":",
"10",
"]",
"order",
".",
"datetime",
"=",
"exact_time",
"self",
".",
"market_data",
"=",
"self",
".",
"get_market",
"(",
"order",
")",
"if",
"self",
".",
"market_data",
"is",
"None",
":",
"return",
"order",
"if",
"order",
".",
"towards",
"==",
"1",
":",
"order",
".",
"price",
"=",
"float",
"(",
"self",
".",
"market_data",
"[",
"\"high\"",
"]",
")",
"else",
":",
"order",
".",
"price",
"=",
"float",
"(",
"self",
".",
"market_data",
"[",
"\"low\"",
"]",
")",
"return",
"order"
] |
对order/market的封装
[description]
Arguments:
order {[type]} -- [description]
Returns:
[type] -- [description]
|
[
"对order",
"/",
"market的封装"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAMarket/QABroker.py#L191-L294
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QAfinancial.py
|
get_filename
|
def get_filename():
"""
get_filename
"""
return [(l[0],l[1]) for l in [line.strip().split(",") for line in requests.get(FINANCIAL_URL).text.strip().split('\n')]]
|
python
|
def get_filename():
"""
get_filename
"""
return [(l[0],l[1]) for l in [line.strip().split(",") for line in requests.get(FINANCIAL_URL).text.strip().split('\n')]]
|
[
"def",
"get_filename",
"(",
")",
":",
"return",
"[",
"(",
"l",
"[",
"0",
"]",
",",
"l",
"[",
"1",
"]",
")",
"for",
"l",
"in",
"[",
"line",
".",
"strip",
"(",
")",
".",
"split",
"(",
"\",\"",
")",
"for",
"line",
"in",
"requests",
".",
"get",
"(",
"FINANCIAL_URL",
")",
".",
"text",
".",
"strip",
"(",
")",
".",
"split",
"(",
"'\\n'",
")",
"]",
"]"
] |
get_filename
|
[
"get_filename"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QAfinancial.py#L78-L82
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QAfinancial.py
|
download_financialzip
|
def download_financialzip():
"""
会创建一个download/文件夹
"""
result = get_filename()
res = []
for item, md5 in result:
if item in os.listdir(download_path) and md5==QA_util_file_md5('{}{}{}'.format(download_path,os.sep,item)):
print('FILE {} is already in {}'.format(item, download_path))
else:
print('CURRENTLY GET/UPDATE {}'.format(item[0:12]))
r = requests.get('http://down.tdx.com.cn:8001/fin/{}'.format(item))
file = '{}{}{}'.format(download_path, os.sep, item)
with open(file, "wb") as code:
code.write(r.content)
res.append(item)
return res
|
python
|
def download_financialzip():
"""
会创建一个download/文件夹
"""
result = get_filename()
res = []
for item, md5 in result:
if item in os.listdir(download_path) and md5==QA_util_file_md5('{}{}{}'.format(download_path,os.sep,item)):
print('FILE {} is already in {}'.format(item, download_path))
else:
print('CURRENTLY GET/UPDATE {}'.format(item[0:12]))
r = requests.get('http://down.tdx.com.cn:8001/fin/{}'.format(item))
file = '{}{}{}'.format(download_path, os.sep, item)
with open(file, "wb") as code:
code.write(r.content)
res.append(item)
return res
|
[
"def",
"download_financialzip",
"(",
")",
":",
"result",
"=",
"get_filename",
"(",
")",
"res",
"=",
"[",
"]",
"for",
"item",
",",
"md5",
"in",
"result",
":",
"if",
"item",
"in",
"os",
".",
"listdir",
"(",
"download_path",
")",
"and",
"md5",
"==",
"QA_util_file_md5",
"(",
"'{}{}{}'",
".",
"format",
"(",
"download_path",
",",
"os",
".",
"sep",
",",
"item",
")",
")",
":",
"print",
"(",
"'FILE {} is already in {}'",
".",
"format",
"(",
"item",
",",
"download_path",
")",
")",
"else",
":",
"print",
"(",
"'CURRENTLY GET/UPDATE {}'",
".",
"format",
"(",
"item",
"[",
"0",
":",
"12",
"]",
")",
")",
"r",
"=",
"requests",
".",
"get",
"(",
"'http://down.tdx.com.cn:8001/fin/{}'",
".",
"format",
"(",
"item",
")",
")",
"file",
"=",
"'{}{}{}'",
".",
"format",
"(",
"download_path",
",",
"os",
".",
"sep",
",",
"item",
")",
"with",
"open",
"(",
"file",
",",
"\"wb\"",
")",
"as",
"code",
":",
"code",
".",
"write",
"(",
"r",
".",
"content",
")",
"res",
".",
"append",
"(",
"item",
")",
"return",
"res"
] |
会创建一个download/文件夹
|
[
"会创建一个download",
"/",
"文件夹"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QAfinancial.py#L89-L108
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QAfinancial.py
|
QAHistoryFinancialReader.get_df
|
def get_df(self, data_file):
"""
读取历史财务数据文件，并返回pandas结果 ， 类似gpcw20171231.zip格式，具体字段含义参考
https://github.com/rainx/pytdx/issues/133
:param data_file: 数据文件地址， 数据文件类型可以为 .zip 文件，也可以为解压后的 .dat
:return: pandas DataFrame格式的历史财务数据
"""
crawler = QAHistoryFinancialCrawler()
with open(data_file, 'rb') as df:
data = crawler.parse(download_file=df)
return crawler.to_df(data)
|
python
|
def get_df(self, data_file):
"""
读取历史财务数据文件，并返回pandas结果 ， 类似gpcw20171231.zip格式，具体字段含义参考
https://github.com/rainx/pytdx/issues/133
:param data_file: 数据文件地址， 数据文件类型可以为 .zip 文件，也可以为解压后的 .dat
:return: pandas DataFrame格式的历史财务数据
"""
crawler = QAHistoryFinancialCrawler()
with open(data_file, 'rb') as df:
data = crawler.parse(download_file=df)
return crawler.to_df(data)
|
[
"def",
"get_df",
"(",
"self",
",",
"data_file",
")",
":",
"crawler",
"=",
"QAHistoryFinancialCrawler",
"(",
")",
"with",
"open",
"(",
"data_file",
",",
"'rb'",
")",
"as",
"df",
":",
"data",
"=",
"crawler",
".",
"parse",
"(",
"download_file",
"=",
"df",
")",
"return",
"crawler",
".",
"to_df",
"(",
"data",
")"
] |
读取历史财务数据文件，并返回pandas结果 ， 类似gpcw20171231.zip格式，具体字段含义参考
https://github.com/rainx/pytdx/issues/133
:param data_file: 数据文件地址， 数据文件类型可以为 .zip 文件，也可以为解压后的 .dat
:return: pandas DataFrame格式的历史财务数据
|
[
"读取历史财务数据文件，并返回pandas结果",
"，",
"类似gpcw20171231",
".",
"zip格式，具体字段含义参考"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QAfinancial.py#L60-L75
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QACrawler.py
|
QA_fetch_get_sh_margin
|
def QA_fetch_get_sh_margin(date):
"""return shanghai margin data
Arguments:
date {str YYYY-MM-DD} -- date format
Returns:
pandas.DataFrame -- res for margin data
"""
if date in trade_date_sse:
data= pd.read_excel(_sh_url.format(QA_util_date_str2int
(date)), 1).assign(date=date).assign(sse='sh')
data.columns=['code','name','leveraged_balance','leveraged_buyout','leveraged_payoff','margin_left','margin_sell','margin_repay','date','sse']
return data
else:
pass
|
python
|
def QA_fetch_get_sh_margin(date):
"""return shanghai margin data
Arguments:
date {str YYYY-MM-DD} -- date format
Returns:
pandas.DataFrame -- res for margin data
"""
if date in trade_date_sse:
data= pd.read_excel(_sh_url.format(QA_util_date_str2int
(date)), 1).assign(date=date).assign(sse='sh')
data.columns=['code','name','leveraged_balance','leveraged_buyout','leveraged_payoff','margin_left','margin_sell','margin_repay','date','sse']
return data
else:
pass
|
[
"def",
"QA_fetch_get_sh_margin",
"(",
"date",
")",
":",
"if",
"date",
"in",
"trade_date_sse",
":",
"data",
"=",
"pd",
".",
"read_excel",
"(",
"_sh_url",
".",
"format",
"(",
"QA_util_date_str2int",
"(",
"date",
")",
")",
",",
"1",
")",
".",
"assign",
"(",
"date",
"=",
"date",
")",
".",
"assign",
"(",
"sse",
"=",
"'sh'",
")",
"data",
".",
"columns",
"=",
"[",
"'code'",
",",
"'name'",
",",
"'leveraged_balance'",
",",
"'leveraged_buyout'",
",",
"'leveraged_payoff'",
",",
"'margin_left'",
",",
"'margin_sell'",
",",
"'margin_repay'",
",",
"'date'",
",",
"'sse'",
"]",
"return",
"data",
"else",
":",
"pass"
] |
return shanghai margin data
Arguments:
date {str YYYY-MM-DD} -- date format
Returns:
pandas.DataFrame -- res for margin data
|
[
"return",
"shanghai",
"margin",
"data"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QACrawler.py#L34-L49
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QACrawler.py
|
QA_fetch_get_sz_margin
|
def QA_fetch_get_sz_margin(date):
"""return shenzhen margin data
Arguments:
date {str YYYY-MM-DD} -- date format
Returns:
pandas.DataFrame -- res for margin data
"""
if date in trade_date_sse:
return pd.read_excel(_sz_url.format(date)).assign(date=date).assign(sse='sz')
|
python
|
def QA_fetch_get_sz_margin(date):
"""return shenzhen margin data
Arguments:
date {str YYYY-MM-DD} -- date format
Returns:
pandas.DataFrame -- res for margin data
"""
if date in trade_date_sse:
return pd.read_excel(_sz_url.format(date)).assign(date=date).assign(sse='sz')
|
[
"def",
"QA_fetch_get_sz_margin",
"(",
"date",
")",
":",
"if",
"date",
"in",
"trade_date_sse",
":",
"return",
"pd",
".",
"read_excel",
"(",
"_sz_url",
".",
"format",
"(",
"date",
")",
")",
".",
"assign",
"(",
"date",
"=",
"date",
")",
".",
"assign",
"(",
"sse",
"=",
"'sz'",
")"
] |
return shenzhen margin data
Arguments:
date {str YYYY-MM-DD} -- date format
Returns:
pandas.DataFrame -- res for margin data
|
[
"return",
"shenzhen",
"margin",
"data"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QACrawler.py#L52-L63
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAMarket/QAMarket.py
|
QA_Market.upcoming_data
|
def upcoming_data(self, broker, data):
'''
更新市场数据
broker 为名字，
data 是市场数据
被 QABacktest 中run 方法调用 upcoming_data
'''
# main thread'
# if self.running_time is not None and self.running_time!= data.datetime[0]:
# for item in self.broker.keys():
# self._settle(item)
self.running_time = data.datetime[0]
for account in self.session.values():
account.run(QA_Event(
event_type=ENGINE_EVENT.UPCOMING_DATA,
# args 附加的参数
market_data=data,
broker_name=broker,
send_order=self.insert_order, # 🛠todo insert_order = insert_order
query_data=self.query_data_no_wait,
query_order=self.query_order,
query_assets=self.query_assets,
query_trade=self.query_trade
))
|
python
|
def upcoming_data(self, broker, data):
'''
更新市场数据
broker 为名字，
data 是市场数据
被 QABacktest 中run 方法调用 upcoming_data
'''
# main thread'
# if self.running_time is not None and self.running_time!= data.datetime[0]:
# for item in self.broker.keys():
# self._settle(item)
self.running_time = data.datetime[0]
for account in self.session.values():
account.run(QA_Event(
event_type=ENGINE_EVENT.UPCOMING_DATA,
# args 附加的参数
market_data=data,
broker_name=broker,
send_order=self.insert_order, # 🛠todo insert_order = insert_order
query_data=self.query_data_no_wait,
query_order=self.query_order,
query_assets=self.query_assets,
query_trade=self.query_trade
))
|
[
"def",
"upcoming_data",
"(",
"self",
",",
"broker",
",",
"data",
")",
":",
"# main thread'",
"# if self.running_time is not None and self.running_time!= data.datetime[0]:",
"# for item in self.broker.keys():",
"# self._settle(item)",
"self",
".",
"running_time",
"=",
"data",
".",
"datetime",
"[",
"0",
"]",
"for",
"account",
"in",
"self",
".",
"session",
".",
"values",
"(",
")",
":",
"account",
".",
"run",
"(",
"QA_Event",
"(",
"event_type",
"=",
"ENGINE_EVENT",
".",
"UPCOMING_DATA",
",",
"# args 附加的参数",
"market_data",
"=",
"data",
",",
"broker_name",
"=",
"broker",
",",
"send_order",
"=",
"self",
".",
"insert_order",
",",
"# 🛠todo insert_order = insert_order",
"query_data",
"=",
"self",
".",
"query_data_no_wait",
",",
"query_order",
"=",
"self",
".",
"query_order",
",",
"query_assets",
"=",
"self",
".",
"query_assets",
",",
"query_trade",
"=",
"self",
".",
"query_trade",
")",
")"
] |
更新市场数据
broker 为名字，
data 是市场数据
被 QABacktest 中run 方法调用 upcoming_data
|
[
"更新市场数据",
"broker",
"为名字，",
"data",
"是市场数据",
"被",
"QABacktest",
"中run",
"方法调用",
"upcoming_data"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAMarket/QAMarket.py#L103-L126
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAMarket/QAMarket.py
|
QA_Market.start_order_threading
|
def start_order_threading(self):
"""开启查询子线程(实盘中用)
"""
self.if_start_orderthreading = True
self.order_handler.if_start_orderquery = True
self.trade_engine.create_kernel('ORDER', daemon=True)
self.trade_engine.start_kernel('ORDER')
self.sync_order_and_deal()
|
python
|
def start_order_threading(self):
"""开启查询子线程(实盘中用)
"""
self.if_start_orderthreading = True
self.order_handler.if_start_orderquery = True
self.trade_engine.create_kernel('ORDER', daemon=True)
self.trade_engine.start_kernel('ORDER')
self.sync_order_and_deal()
|
[
"def",
"start_order_threading",
"(",
"self",
")",
":",
"self",
".",
"if_start_orderthreading",
"=",
"True",
"self",
".",
"order_handler",
".",
"if_start_orderquery",
"=",
"True",
"self",
".",
"trade_engine",
".",
"create_kernel",
"(",
"'ORDER'",
",",
"daemon",
"=",
"True",
")",
"self",
".",
"trade_engine",
".",
"start_kernel",
"(",
"'ORDER'",
")",
"self",
".",
"sync_order_and_deal",
"(",
")"
] |
开启查询子线程(实盘中用)
|
[
"开启查询子线程",
"(",
"实盘中用",
")"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAMarket/QAMarket.py#L172-L181
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAMarket/QAMarket.py
|
QA_Market.login
|
def login(self, broker_name, account_cookie, account=None):
"""login 登录到交易前置
2018-07-02 在实盘中,登录到交易前置后,需要同步资产状态
Arguments:
broker_name {[type]} -- [description]
account_cookie {[type]} -- [description]
Keyword Arguments:
account {[type]} -- [description] (default: {None})
Returns:
[type] -- [description]
"""
res = False
if account is None:
if account_cookie not in self.session.keys():
self.session[account_cookie] = QA_Account(
account_cookie=account_cookie,
broker=broker_name
)
if self.sync_account(broker_name, account_cookie):
res = True
if self.if_start_orderthreading and res:
#
self.order_handler.subscribe(
self.session[account_cookie],
self.broker[broker_name]
)
else:
if account_cookie not in self.session.keys():
account.broker = broker_name
self.session[account_cookie] = account
if self.sync_account(broker_name, account_cookie):
res = True
if self.if_start_orderthreading and res:
#
self.order_handler.subscribe(
account,
self.broker[broker_name]
)
if res:
return res
else:
try:
self.session.pop(account_cookie)
except:
pass
return False
|
python
|
def login(self, broker_name, account_cookie, account=None):
"""login 登录到交易前置
2018-07-02 在实盘中,登录到交易前置后,需要同步资产状态
Arguments:
broker_name {[type]} -- [description]
account_cookie {[type]} -- [description]
Keyword Arguments:
account {[type]} -- [description] (default: {None})
Returns:
[type] -- [description]
"""
res = False
if account is None:
if account_cookie not in self.session.keys():
self.session[account_cookie] = QA_Account(
account_cookie=account_cookie,
broker=broker_name
)
if self.sync_account(broker_name, account_cookie):
res = True
if self.if_start_orderthreading and res:
#
self.order_handler.subscribe(
self.session[account_cookie],
self.broker[broker_name]
)
else:
if account_cookie not in self.session.keys():
account.broker = broker_name
self.session[account_cookie] = account
if self.sync_account(broker_name, account_cookie):
res = True
if self.if_start_orderthreading and res:
#
self.order_handler.subscribe(
account,
self.broker[broker_name]
)
if res:
return res
else:
try:
self.session.pop(account_cookie)
except:
pass
return False
|
[
"def",
"login",
"(",
"self",
",",
"broker_name",
",",
"account_cookie",
",",
"account",
"=",
"None",
")",
":",
"res",
"=",
"False",
"if",
"account",
"is",
"None",
":",
"if",
"account_cookie",
"not",
"in",
"self",
".",
"session",
".",
"keys",
"(",
")",
":",
"self",
".",
"session",
"[",
"account_cookie",
"]",
"=",
"QA_Account",
"(",
"account_cookie",
"=",
"account_cookie",
",",
"broker",
"=",
"broker_name",
")",
"if",
"self",
".",
"sync_account",
"(",
"broker_name",
",",
"account_cookie",
")",
":",
"res",
"=",
"True",
"if",
"self",
".",
"if_start_orderthreading",
"and",
"res",
":",
"#",
"self",
".",
"order_handler",
".",
"subscribe",
"(",
"self",
".",
"session",
"[",
"account_cookie",
"]",
",",
"self",
".",
"broker",
"[",
"broker_name",
"]",
")",
"else",
":",
"if",
"account_cookie",
"not",
"in",
"self",
".",
"session",
".",
"keys",
"(",
")",
":",
"account",
".",
"broker",
"=",
"broker_name",
"self",
".",
"session",
"[",
"account_cookie",
"]",
"=",
"account",
"if",
"self",
".",
"sync_account",
"(",
"broker_name",
",",
"account_cookie",
")",
":",
"res",
"=",
"True",
"if",
"self",
".",
"if_start_orderthreading",
"and",
"res",
":",
"#",
"self",
".",
"order_handler",
".",
"subscribe",
"(",
"account",
",",
"self",
".",
"broker",
"[",
"broker_name",
"]",
")",
"if",
"res",
":",
"return",
"res",
"else",
":",
"try",
":",
"self",
".",
"session",
".",
"pop",
"(",
"account_cookie",
")",
"except",
":",
"pass",
"return",
"False"
] |
login 登录到交易前置
2018-07-02 在实盘中,登录到交易前置后,需要同步资产状态
Arguments:
broker_name {[type]} -- [description]
account_cookie {[type]} -- [description]
Keyword Arguments:
account {[type]} -- [description] (default: {None})
Returns:
[type] -- [description]
|
[
"login",
"登录到交易前置"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAMarket/QAMarket.py#L193-L245
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAMarket/QAMarket.py
|
QA_Market.sync_account
|
def sync_account(self, broker_name, account_cookie):
"""同步账户信息
Arguments:
broker_id {[type]} -- [description]
account_cookie {[type]} -- [description]
"""
try:
if isinstance(self.broker[broker_name], QA_BacktestBroker):
pass
else:
self.session[account_cookie].sync_account(
self.broker[broker_name].query_positions(account_cookie)
)
return True
except Exception as e:
print(e)
return False
|
python
|
def sync_account(self, broker_name, account_cookie):
"""同步账户信息
Arguments:
broker_id {[type]} -- [description]
account_cookie {[type]} -- [description]
"""
try:
if isinstance(self.broker[broker_name], QA_BacktestBroker):
pass
else:
self.session[account_cookie].sync_account(
self.broker[broker_name].query_positions(account_cookie)
)
return True
except Exception as e:
print(e)
return False
|
[
"def",
"sync_account",
"(",
"self",
",",
"broker_name",
",",
"account_cookie",
")",
":",
"try",
":",
"if",
"isinstance",
"(",
"self",
".",
"broker",
"[",
"broker_name",
"]",
",",
"QA_BacktestBroker",
")",
":",
"pass",
"else",
":",
"self",
".",
"session",
"[",
"account_cookie",
"]",
".",
"sync_account",
"(",
"self",
".",
"broker",
"[",
"broker_name",
"]",
".",
"query_positions",
"(",
"account_cookie",
")",
")",
"return",
"True",
"except",
"Exception",
"as",
"e",
":",
"print",
"(",
"e",
")",
"return",
"False"
] |
同步账户信息
Arguments:
broker_id {[type]} -- [description]
account_cookie {[type]} -- [description]
|
[
"同步账户信息"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAMarket/QAMarket.py#L254-L271
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAMarket/QAMarket.py
|
QA_Market._trade
|
def _trade(self, event):
"内部函数"
print('==================================market enging: trade')
print(self.order_handler.order_queue.pending)
print('==================================')
self.order_handler._trade()
print('done')
|
python
|
def _trade(self, event):
"内部函数"
print('==================================market enging: trade')
print(self.order_handler.order_queue.pending)
print('==================================')
self.order_handler._trade()
print('done')
|
[
"def",
"_trade",
"(",
"self",
",",
"event",
")",
":",
"print",
"(",
"'==================================market enging: trade'",
")",
"print",
"(",
"self",
".",
"order_handler",
".",
"order_queue",
".",
"pending",
")",
"print",
"(",
"'=================================='",
")",
"self",
".",
"order_handler",
".",
"_trade",
"(",
")",
"print",
"(",
"'done'",
")"
] |
内部函数
|
[
"内部函数"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAMarket/QAMarket.py#L585-L591
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAMarket/QAMarket.py
|
QA_Market.settle_order
|
def settle_order(self):
"""交易前置结算
1. 回测: 交易队列清空,待交易队列标记SETTLE
2. 账户每日结算
3. broker结算更新
"""
if self.if_start_orderthreading:
self.order_handler.run(
QA_Event(
event_type=BROKER_EVENT.SETTLE,
event_queue=self.trade_engine.kernels_dict['ORDER'].queue
)
)
|
python
|
def settle_order(self):
"""交易前置结算
1. 回测: 交易队列清空,待交易队列标记SETTLE
2. 账户每日结算
3. broker结算更新
"""
if self.if_start_orderthreading:
self.order_handler.run(
QA_Event(
event_type=BROKER_EVENT.SETTLE,
event_queue=self.trade_engine.kernels_dict['ORDER'].queue
)
)
|
[
"def",
"settle_order",
"(",
"self",
")",
":",
"if",
"self",
".",
"if_start_orderthreading",
":",
"self",
".",
"order_handler",
".",
"run",
"(",
"QA_Event",
"(",
"event_type",
"=",
"BROKER_EVENT",
".",
"SETTLE",
",",
"event_queue",
"=",
"self",
".",
"trade_engine",
".",
"kernels_dict",
"[",
"'ORDER'",
"]",
".",
"queue",
")",
")"
] |
交易前置结算
1. 回测: 交易队列清空,待交易队列标记SETTLE
2. 账户每日结算
3. broker结算更新
|
[
"交易前置结算"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAMarket/QAMarket.py#L644-L659
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QATransform.py
|
QA_util_to_json_from_pandas
|
def QA_util_to_json_from_pandas(data):
"""需要对于datetime 和date 进行转换, 以免直接被变成了时间戳"""
if 'datetime' in data.columns:
data.datetime = data.datetime.apply(str)
if 'date' in data.columns:
data.date = data.date.apply(str)
return json.loads(data.to_json(orient='records'))
|
python
|
def QA_util_to_json_from_pandas(data):
"""需要对于datetime 和date 进行转换, 以免直接被变成了时间戳"""
if 'datetime' in data.columns:
data.datetime = data.datetime.apply(str)
if 'date' in data.columns:
data.date = data.date.apply(str)
return json.loads(data.to_json(orient='records'))
|
[
"def",
"QA_util_to_json_from_pandas",
"(",
"data",
")",
":",
"if",
"'datetime'",
"in",
"data",
".",
"columns",
":",
"data",
".",
"datetime",
"=",
"data",
".",
"datetime",
".",
"apply",
"(",
"str",
")",
"if",
"'date'",
"in",
"data",
".",
"columns",
":",
"data",
".",
"date",
"=",
"data",
".",
"date",
".",
"apply",
"(",
"str",
")",
"return",
"json",
".",
"loads",
"(",
"data",
".",
"to_json",
"(",
"orient",
"=",
"'records'",
")",
")"
] |
需要对于datetime 和date 进行转换, 以免直接被变成了时间戳
|
[
"需要对于datetime",
"和date",
"进行转换",
"以免直接被变成了时间戳"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QATransform.py#L32-L38
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QACode.py
|
QA_util_code_tostr
|
def QA_util_code_tostr(code):
"""
将所有沪深股票从数字转化到6位的代码
因为有时候在csv等转换的时候,诸如 000001的股票会变成office强制转化成数字1
"""
if isinstance(code, int):
return "{:>06d}".format(code)
if isinstance(code, str):
# 聚宽股票代码格式 '600000.XSHG'
# 掘金股票代码格式 'SHSE.600000'
# Wind股票代码格式 '600000.SH'
# 天软股票代码格式 'SH600000'
if len(code) == 6:
return code
if len(code) == 8:
# 天软数据
return code[-6:]
if len(code) == 9:
return code[:6]
if len(code) == 11:
if code[0] in ["S"]:
return code.split(".")[1]
return code.split(".")[0]
raise ValueError("错误的股票代码格式")
if isinstance(code, list):
return QA_util_code_to_str(code[0])
|
python
|
def QA_util_code_tostr(code):
"""
将所有沪深股票从数字转化到6位的代码
因为有时候在csv等转换的时候,诸如 000001的股票会变成office强制转化成数字1
"""
if isinstance(code, int):
return "{:>06d}".format(code)
if isinstance(code, str):
# 聚宽股票代码格式 '600000.XSHG'
# 掘金股票代码格式 'SHSE.600000'
# Wind股票代码格式 '600000.SH'
# 天软股票代码格式 'SH600000'
if len(code) == 6:
return code
if len(code) == 8:
# 天软数据
return code[-6:]
if len(code) == 9:
return code[:6]
if len(code) == 11:
if code[0] in ["S"]:
return code.split(".")[1]
return code.split(".")[0]
raise ValueError("错误的股票代码格式")
if isinstance(code, list):
return QA_util_code_to_str(code[0])
|
[
"def",
"QA_util_code_tostr",
"(",
"code",
")",
":",
"if",
"isinstance",
"(",
"code",
",",
"int",
")",
":",
"return",
"\"{:>06d}\"",
".",
"format",
"(",
"code",
")",
"if",
"isinstance",
"(",
"code",
",",
"str",
")",
":",
"# 聚宽股票代码格式 '600000.XSHG'",
"# 掘金股票代码格式 'SHSE.600000'",
"# Wind股票代码格式 '600000.SH'",
"# 天软股票代码格式 'SH600000'",
"if",
"len",
"(",
"code",
")",
"==",
"6",
":",
"return",
"code",
"if",
"len",
"(",
"code",
")",
"==",
"8",
":",
"# 天软数据",
"return",
"code",
"[",
"-",
"6",
":",
"]",
"if",
"len",
"(",
"code",
")",
"==",
"9",
":",
"return",
"code",
"[",
":",
"6",
"]",
"if",
"len",
"(",
"code",
")",
"==",
"11",
":",
"if",
"code",
"[",
"0",
"]",
"in",
"[",
"\"S\"",
"]",
":",
"return",
"code",
".",
"split",
"(",
"\".\"",
")",
"[",
"1",
"]",
"return",
"code",
".",
"split",
"(",
"\".\"",
")",
"[",
"0",
"]",
"raise",
"ValueError",
"(",
"\"错误的股票代码格式\")",
"",
"if",
"isinstance",
"(",
"code",
",",
"list",
")",
":",
"return",
"QA_util_code_to_str",
"(",
"code",
"[",
"0",
"]",
")"
] |
将所有沪深股票从数字转化到6位的代码
因为有时候在csv等转换的时候,诸如 000001的股票会变成office强制转化成数字1
|
[
"将所有沪深股票从数字转化到6位的代码"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QACode.py#L29-L56
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QACode.py
|
QA_util_code_tolist
|
def QA_util_code_tolist(code, auto_fill=True):
"""转换code==> list
Arguments:
code {[type]} -- [description]
Keyword Arguments:
auto_fill {bool} -- 是否自动补全(一般是用于股票/指数/etf等6位数,期货不适用) (default: {True})
Returns:
[list] -- [description]
"""
if isinstance(code, str):
if auto_fill:
return [QA_util_code_tostr(code)]
else:
return [code]
elif isinstance(code, list):
if auto_fill:
return [QA_util_code_tostr(item) for item in code]
else:
return [item for item in code]
|
python
|
def QA_util_code_tolist(code, auto_fill=True):
"""转换code==> list
Arguments:
code {[type]} -- [description]
Keyword Arguments:
auto_fill {bool} -- 是否自动补全(一般是用于股票/指数/etf等6位数,期货不适用) (default: {True})
Returns:
[list] -- [description]
"""
if isinstance(code, str):
if auto_fill:
return [QA_util_code_tostr(code)]
else:
return [code]
elif isinstance(code, list):
if auto_fill:
return [QA_util_code_tostr(item) for item in code]
else:
return [item for item in code]
|
[
"def",
"QA_util_code_tolist",
"(",
"code",
",",
"auto_fill",
"=",
"True",
")",
":",
"if",
"isinstance",
"(",
"code",
",",
"str",
")",
":",
"if",
"auto_fill",
":",
"return",
"[",
"QA_util_code_tostr",
"(",
"code",
")",
"]",
"else",
":",
"return",
"[",
"code",
"]",
"elif",
"isinstance",
"(",
"code",
",",
"list",
")",
":",
"if",
"auto_fill",
":",
"return",
"[",
"QA_util_code_tostr",
"(",
"item",
")",
"for",
"item",
"in",
"code",
"]",
"else",
":",
"return",
"[",
"item",
"for",
"item",
"in",
"code",
"]"
] |
转换code==> list
Arguments:
code {[type]} -- [description]
Keyword Arguments:
auto_fill {bool} -- 是否自动补全(一般是用于股票/指数/etf等6位数,期货不适用) (default: {True})
Returns:
[list] -- [description]
|
[
"转换code",
"==",
">",
"list"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QACode.py#L59-L82
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAUser.py
|
QA_User.subscribe_strategy
|
def subscribe_strategy(
self,
strategy_id: str,
last: int,
today=datetime.date.today(),
cost_coins=10
):
"""订阅一个策略
会扣减你的积分
Arguments:
strategy_id {str} -- [description]
last {int} -- [description]
Keyword Arguments:
today {[type]} -- [description] (default: {datetime.date.today()})
cost_coins {int} -- [description] (default: {10})
"""
if self.coins > cost_coins:
order_id = str(uuid.uuid1())
self._subscribed_strategy[strategy_id] = {
'lasttime':
last,
'start':
str(today),
'strategy_id':
strategy_id,
'end':
QA_util_get_next_day(
QA_util_get_real_date(str(today),
towards=1),
last
),
'status':
'running',
'uuid':
order_id
}
self.coins -= cost_coins
self.coins_history.append(
[
cost_coins,
strategy_id,
str(today),
last,
order_id,
'subscribe'
]
)
return True, order_id
else:
# return QAERROR.
return False, 'Not Enough Coins'
|
python
|
def subscribe_strategy(
self,
strategy_id: str,
last: int,
today=datetime.date.today(),
cost_coins=10
):
"""订阅一个策略
会扣减你的积分
Arguments:
strategy_id {str} -- [description]
last {int} -- [description]
Keyword Arguments:
today {[type]} -- [description] (default: {datetime.date.today()})
cost_coins {int} -- [description] (default: {10})
"""
if self.coins > cost_coins:
order_id = str(uuid.uuid1())
self._subscribed_strategy[strategy_id] = {
'lasttime':
last,
'start':
str(today),
'strategy_id':
strategy_id,
'end':
QA_util_get_next_day(
QA_util_get_real_date(str(today),
towards=1),
last
),
'status':
'running',
'uuid':
order_id
}
self.coins -= cost_coins
self.coins_history.append(
[
cost_coins,
strategy_id,
str(today),
last,
order_id,
'subscribe'
]
)
return True, order_id
else:
# return QAERROR.
return False, 'Not Enough Coins'
|
[
"def",
"subscribe_strategy",
"(",
"self",
",",
"strategy_id",
":",
"str",
",",
"last",
":",
"int",
",",
"today",
"=",
"datetime",
".",
"date",
".",
"today",
"(",
")",
",",
"cost_coins",
"=",
"10",
")",
":",
"if",
"self",
".",
"coins",
">",
"cost_coins",
":",
"order_id",
"=",
"str",
"(",
"uuid",
".",
"uuid1",
"(",
")",
")",
"self",
".",
"_subscribed_strategy",
"[",
"strategy_id",
"]",
"=",
"{",
"'lasttime'",
":",
"last",
",",
"'start'",
":",
"str",
"(",
"today",
")",
",",
"'strategy_id'",
":",
"strategy_id",
",",
"'end'",
":",
"QA_util_get_next_day",
"(",
"QA_util_get_real_date",
"(",
"str",
"(",
"today",
")",
",",
"towards",
"=",
"1",
")",
",",
"last",
")",
",",
"'status'",
":",
"'running'",
",",
"'uuid'",
":",
"order_id",
"}",
"self",
".",
"coins",
"-=",
"cost_coins",
"self",
".",
"coins_history",
".",
"append",
"(",
"[",
"cost_coins",
",",
"strategy_id",
",",
"str",
"(",
"today",
")",
",",
"last",
",",
"order_id",
",",
"'subscribe'",
"]",
")",
"return",
"True",
",",
"order_id",
"else",
":",
"# return QAERROR.",
"return",
"False",
",",
"'Not Enough Coins'"
] |
订阅一个策略
会扣减你的积分
Arguments:
strategy_id {str} -- [description]
last {int} -- [description]
Keyword Arguments:
today {[type]} -- [description] (default: {datetime.date.today()})
cost_coins {int} -- [description] (default: {10})
|
[
"订阅一个策略"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAUser.py#L213-L267
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAUser.py
|
QA_User.unsubscribe_stratgy
|
def unsubscribe_stratgy(self, strategy_id):
"""取消订阅某一个策略
Arguments:
strategy_id {[type]} -- [description]
"""
today = datetime.date.today()
order_id = str(uuid.uuid1())
if strategy_id in self._subscribed_strategy.keys():
self._subscribed_strategy[strategy_id]['status'] = 'canceled'
self.coins_history.append(
[0,
strategy_id,
str(today),
0,
order_id,
'unsubscribe']
)
|
python
|
def unsubscribe_stratgy(self, strategy_id):
"""取消订阅某一个策略
Arguments:
strategy_id {[type]} -- [description]
"""
today = datetime.date.today()
order_id = str(uuid.uuid1())
if strategy_id in self._subscribed_strategy.keys():
self._subscribed_strategy[strategy_id]['status'] = 'canceled'
self.coins_history.append(
[0,
strategy_id,
str(today),
0,
order_id,
'unsubscribe']
)
|
[
"def",
"unsubscribe_stratgy",
"(",
"self",
",",
"strategy_id",
")",
":",
"today",
"=",
"datetime",
".",
"date",
".",
"today",
"(",
")",
"order_id",
"=",
"str",
"(",
"uuid",
".",
"uuid1",
"(",
")",
")",
"if",
"strategy_id",
"in",
"self",
".",
"_subscribed_strategy",
".",
"keys",
"(",
")",
":",
"self",
".",
"_subscribed_strategy",
"[",
"strategy_id",
"]",
"[",
"'status'",
"]",
"=",
"'canceled'",
"self",
".",
"coins_history",
".",
"append",
"(",
"[",
"0",
",",
"strategy_id",
",",
"str",
"(",
"today",
")",
",",
"0",
",",
"order_id",
",",
"'unsubscribe'",
"]",
")"
] |
取消订阅某一个策略
Arguments:
strategy_id {[type]} -- [description]
|
[
"取消订阅某一个策略"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAUser.py#L269-L288
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAUser.py
|
QA_User.subscribing_strategy
|
def subscribing_strategy(self):
"""订阅一个策略
Returns:
[type] -- [description]
"""
res = self.subscribed_strategy.assign(
remains=self.subscribed_strategy.end.apply(
lambda x: pd.Timestamp(x) - pd.Timestamp(datetime.date.today())
)
)
#res['left'] = res['end_time']
# res['remains']
res.assign(
status=res['remains'].apply(
lambda x: 'running'
if x > datetime.timedelta(days=0) else 'timeout'
)
)
return res.query('status=="running"')
|
python
|
def subscribing_strategy(self):
"""订阅一个策略
Returns:
[type] -- [description]
"""
res = self.subscribed_strategy.assign(
remains=self.subscribed_strategy.end.apply(
lambda x: pd.Timestamp(x) - pd.Timestamp(datetime.date.today())
)
)
#res['left'] = res['end_time']
# res['remains']
res.assign(
status=res['remains'].apply(
lambda x: 'running'
if x > datetime.timedelta(days=0) else 'timeout'
)
)
return res.query('status=="running"')
|
[
"def",
"subscribing_strategy",
"(",
"self",
")",
":",
"res",
"=",
"self",
".",
"subscribed_strategy",
".",
"assign",
"(",
"remains",
"=",
"self",
".",
"subscribed_strategy",
".",
"end",
".",
"apply",
"(",
"lambda",
"x",
":",
"pd",
".",
"Timestamp",
"(",
"x",
")",
"-",
"pd",
".",
"Timestamp",
"(",
"datetime",
".",
"date",
".",
"today",
"(",
")",
")",
")",
")",
"#res['left'] = res['end_time']",
"# res['remains']",
"res",
".",
"assign",
"(",
"status",
"=",
"res",
"[",
"'remains'",
"]",
".",
"apply",
"(",
"lambda",
"x",
":",
"'running'",
"if",
"x",
">",
"datetime",
".",
"timedelta",
"(",
"days",
"=",
"0",
")",
"else",
"'timeout'",
")",
")",
"return",
"res",
".",
"query",
"(",
"'status==\"running\"'",
")"
] |
订阅一个策略
Returns:
[type] -- [description]
|
[
"订阅一个策略"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAUser.py#L301-L321
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAUser.py
|
QA_User.new_portfolio
|
def new_portfolio(self, portfolio_cookie=None):
'''
根据 self.user_cookie 创建一个 portfolio
:return:
如果存在 返回 新建的 QA_Portfolio
如果已经存在 返回 这个portfolio
'''
_portfolio = QA_Portfolio(
user_cookie=self.user_cookie,
portfolio_cookie=portfolio_cookie
)
if _portfolio.portfolio_cookie not in self.portfolio_list.keys():
self.portfolio_list[_portfolio.portfolio_cookie] = _portfolio
return _portfolio
else:
print(
" prortfolio with user_cookie ",
self.user_cookie,
" already exist!!"
)
return self.portfolio_list[portfolio_cookie]
|
python
|
def new_portfolio(self, portfolio_cookie=None):
'''
根据 self.user_cookie 创建一个 portfolio
:return:
如果存在 返回 新建的 QA_Portfolio
如果已经存在 返回 这个portfolio
'''
_portfolio = QA_Portfolio(
user_cookie=self.user_cookie,
portfolio_cookie=portfolio_cookie
)
if _portfolio.portfolio_cookie not in self.portfolio_list.keys():
self.portfolio_list[_portfolio.portfolio_cookie] = _portfolio
return _portfolio
else:
print(
" prortfolio with user_cookie ",
self.user_cookie,
" already exist!!"
)
return self.portfolio_list[portfolio_cookie]
|
[
"def",
"new_portfolio",
"(",
"self",
",",
"portfolio_cookie",
"=",
"None",
")",
":",
"_portfolio",
"=",
"QA_Portfolio",
"(",
"user_cookie",
"=",
"self",
".",
"user_cookie",
",",
"portfolio_cookie",
"=",
"portfolio_cookie",
")",
"if",
"_portfolio",
".",
"portfolio_cookie",
"not",
"in",
"self",
".",
"portfolio_list",
".",
"keys",
"(",
")",
":",
"self",
".",
"portfolio_list",
"[",
"_portfolio",
".",
"portfolio_cookie",
"]",
"=",
"_portfolio",
"return",
"_portfolio",
"else",
":",
"print",
"(",
"\" prortfolio with user_cookie \"",
",",
"self",
".",
"user_cookie",
",",
"\" already exist!!\"",
")",
"return",
"self",
".",
"portfolio_list",
"[",
"portfolio_cookie",
"]"
] |
根据 self.user_cookie 创建一个 portfolio
:return:
如果存在 返回 新建的 QA_Portfolio
如果已经存在 返回 这个portfolio
|
[
"根据",
"self",
".",
"user_cookie",
"创建一个",
"portfolio",
":",
"return",
":",
"如果存在",
"返回",
"新建的",
"QA_Portfolio",
"如果已经存在",
"返回",
"这个portfolio"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAUser.py#L347-L367
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAUser.py
|
QA_User.get_account
|
def get_account(self, portfolio_cookie: str, account_cookie: str):
"""直接从二级目录拿到account
Arguments:
portfolio_cookie {str} -- [description]
account_cookie {str} -- [description]
Returns:
[type] -- [description]
"""
try:
return self.portfolio_list[portfolio_cookie][account_cookie]
except:
return None
|
python
|
def get_account(self, portfolio_cookie: str, account_cookie: str):
"""直接从二级目录拿到account
Arguments:
portfolio_cookie {str} -- [description]
account_cookie {str} -- [description]
Returns:
[type] -- [description]
"""
try:
return self.portfolio_list[portfolio_cookie][account_cookie]
except:
return None
|
[
"def",
"get_account",
"(",
"self",
",",
"portfolio_cookie",
":",
"str",
",",
"account_cookie",
":",
"str",
")",
":",
"try",
":",
"return",
"self",
".",
"portfolio_list",
"[",
"portfolio_cookie",
"]",
"[",
"account_cookie",
"]",
"except",
":",
"return",
"None"
] |
直接从二级目录拿到account
Arguments:
portfolio_cookie {str} -- [description]
account_cookie {str} -- [description]
Returns:
[type] -- [description]
|
[
"直接从二级目录拿到account"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAUser.py#L369-L383
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAUser.py
|
QA_User.generate_simpleaccount
|
def generate_simpleaccount(self):
"""make a simple account with a easier way
如果当前user中没有创建portfolio, 则创建一个portfolio,并用此portfolio创建一个account
如果已有一个或多个portfolio,则使用第一个portfolio来创建一个account
"""
if len(self.portfolio_list.keys()) < 1:
po = self.new_portfolio()
else:
po = list(self.portfolio_list.values())[0]
ac = po.new_account()
return ac, po
|
python
|
def generate_simpleaccount(self):
"""make a simple account with a easier way
如果当前user中没有创建portfolio, 则创建一个portfolio,并用此portfolio创建一个account
如果已有一个或多个portfolio,则使用第一个portfolio来创建一个account
"""
if len(self.portfolio_list.keys()) < 1:
po = self.new_portfolio()
else:
po = list(self.portfolio_list.values())[0]
ac = po.new_account()
return ac, po
|
[
"def",
"generate_simpleaccount",
"(",
"self",
")",
":",
"if",
"len",
"(",
"self",
".",
"portfolio_list",
".",
"keys",
"(",
")",
")",
"<",
"1",
":",
"po",
"=",
"self",
".",
"new_portfolio",
"(",
")",
"else",
":",
"po",
"=",
"list",
"(",
"self",
".",
"portfolio_list",
".",
"values",
"(",
")",
")",
"[",
"0",
"]",
"ac",
"=",
"po",
".",
"new_account",
"(",
")",
"return",
"ac",
",",
"po"
] |
make a simple account with a easier way
如果当前user中没有创建portfolio, 则创建一个portfolio,并用此portfolio创建一个account
如果已有一个或多个portfolio,则使用第一个portfolio来创建一个account
|
[
"make",
"a",
"simple",
"account",
"with",
"a",
"easier",
"way",
"如果当前user中没有创建portfolio",
"则创建一个portfolio",
"并用此portfolio创建一个account",
"如果已有一个或多个portfolio",
"则使用第一个portfolio来创建一个account"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAUser.py#L396-L406
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAUser.py
|
QA_User.register_account
|
def register_account(self, account, portfolio_cookie=None):
'''
注册一个account到portfolio组合中
account 也可以是一个策略类，实现其 on_bar 方法
:param account: 被注册的account
:return:
'''
# 查找 portfolio
if len(self.portfolio_list.keys()) < 1:
po = self.new_portfolio()
elif portfolio_cookie is not None:
po = self.portfolio_list[portfolio_cookie]
else:
po = list(self.portfolio_list.values())[0]
# 把account 添加到 portfolio中去
po.add_account(account)
return (po, account)
|
python
|
def register_account(self, account, portfolio_cookie=None):
'''
注册一个account到portfolio组合中
account 也可以是一个策略类，实现其 on_bar 方法
:param account: 被注册的account
:return:
'''
# 查找 portfolio
if len(self.portfolio_list.keys()) < 1:
po = self.new_portfolio()
elif portfolio_cookie is not None:
po = self.portfolio_list[portfolio_cookie]
else:
po = list(self.portfolio_list.values())[0]
# 把account 添加到 portfolio中去
po.add_account(account)
return (po, account)
|
[
"def",
"register_account",
"(",
"self",
",",
"account",
",",
"portfolio_cookie",
"=",
"None",
")",
":",
"# 查找 portfolio",
"if",
"len",
"(",
"self",
".",
"portfolio_list",
".",
"keys",
"(",
")",
")",
"<",
"1",
":",
"po",
"=",
"self",
".",
"new_portfolio",
"(",
")",
"elif",
"portfolio_cookie",
"is",
"not",
"None",
":",
"po",
"=",
"self",
".",
"portfolio_list",
"[",
"portfolio_cookie",
"]",
"else",
":",
"po",
"=",
"list",
"(",
"self",
".",
"portfolio_list",
".",
"values",
"(",
")",
")",
"[",
"0",
"]",
"# 把account 添加到 portfolio中去",
"po",
".",
"add_account",
"(",
"account",
")",
"return",
"(",
"po",
",",
"account",
")"
] |
注册一个account到portfolio组合中
account 也可以是一个策略类，实现其 on_bar 方法
:param account: 被注册的account
:return:
|
[
"注册一个account到portfolio组合中",
"account",
"也可以是一个策略类，实现其",
"on_bar",
"方法",
":",
"param",
"account",
":",
"被注册的account",
":",
"return",
":"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAUser.py#L408-L424
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAUser.py
|
QA_User.save
|
def save(self):
"""
将QA_USER的信息存入数据库
ATTENTION:
在save user的时候, 需要同时调用 user/portfolio/account链条上所有的实例化类 同时save
"""
if self.wechat_id is not None:
self.client.update(
{'wechat_id': self.wechat_id},
{'$set': self.message},
upsert=True
)
else:
self.client.update(
{
'username': self.username,
'password': self.password
},
{'$set': self.message},
upsert=True
)
# user ==> portfolio 的存储
# account的存储在 portfolio.save ==> account.save 中
for portfolio in list(self.portfolio_list.values()):
portfolio.save()
|
python
|
def save(self):
"""
将QA_USER的信息存入数据库
ATTENTION:
在save user的时候, 需要同时调用 user/portfolio/account链条上所有的实例化类 同时save
"""
if self.wechat_id is not None:
self.client.update(
{'wechat_id': self.wechat_id},
{'$set': self.message},
upsert=True
)
else:
self.client.update(
{
'username': self.username,
'password': self.password
},
{'$set': self.message},
upsert=True
)
# user ==> portfolio 的存储
# account的存储在 portfolio.save ==> account.save 中
for portfolio in list(self.portfolio_list.values()):
portfolio.save()
|
[
"def",
"save",
"(",
"self",
")",
":",
"if",
"self",
".",
"wechat_id",
"is",
"not",
"None",
":",
"self",
".",
"client",
".",
"update",
"(",
"{",
"'wechat_id'",
":",
"self",
".",
"wechat_id",
"}",
",",
"{",
"'$set'",
":",
"self",
".",
"message",
"}",
",",
"upsert",
"=",
"True",
")",
"else",
":",
"self",
".",
"client",
".",
"update",
"(",
"{",
"'username'",
":",
"self",
".",
"username",
",",
"'password'",
":",
"self",
".",
"password",
"}",
",",
"{",
"'$set'",
":",
"self",
".",
"message",
"}",
",",
"upsert",
"=",
"True",
")",
"# user ==> portfolio 的存储",
"# account的存储在 portfolio.save ==> account.save 中",
"for",
"portfolio",
"in",
"list",
"(",
"self",
".",
"portfolio_list",
".",
"values",
"(",
")",
")",
":",
"portfolio",
".",
"save",
"(",
")"
] |
将QA_USER的信息存入数据库
ATTENTION:
在save user的时候, 需要同时调用 user/portfolio/account链条上所有的实例化类 同时save
|
[
"将QA_USER的信息存入数据库"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAUser.py#L445-L473
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAUser.py
|
QA_User.sync
|
def sync(self):
"""基于账户/密码去sync数据库
"""
if self.wechat_id is not None:
res = self.client.find_one({'wechat_id': self.wechat_id})
else:
res = self.client.find_one(
{
'username': self.username,
'password': self.password
}
)
if res is None:
if self.client.find_one({'username': self.username}) is None:
self.client.insert_one(self.message)
return self
else:
raise RuntimeError('账户名已存在且账户密码不匹配')
else:
self.reload(res)
return self
|
python
|
def sync(self):
"""基于账户/密码去sync数据库
"""
if self.wechat_id is not None:
res = self.client.find_one({'wechat_id': self.wechat_id})
else:
res = self.client.find_one(
{
'username': self.username,
'password': self.password
}
)
if res is None:
if self.client.find_one({'username': self.username}) is None:
self.client.insert_one(self.message)
return self
else:
raise RuntimeError('账户名已存在且账户密码不匹配')
else:
self.reload(res)
return self
|
[
"def",
"sync",
"(",
"self",
")",
":",
"if",
"self",
".",
"wechat_id",
"is",
"not",
"None",
":",
"res",
"=",
"self",
".",
"client",
".",
"find_one",
"(",
"{",
"'wechat_id'",
":",
"self",
".",
"wechat_id",
"}",
")",
"else",
":",
"res",
"=",
"self",
".",
"client",
".",
"find_one",
"(",
"{",
"'username'",
":",
"self",
".",
"username",
",",
"'password'",
":",
"self",
".",
"password",
"}",
")",
"if",
"res",
"is",
"None",
":",
"if",
"self",
".",
"client",
".",
"find_one",
"(",
"{",
"'username'",
":",
"self",
".",
"username",
"}",
")",
"is",
"None",
":",
"self",
".",
"client",
".",
"insert_one",
"(",
"self",
".",
"message",
")",
"return",
"self",
"else",
":",
"raise",
"RuntimeError",
"(",
"'账户名已存在且账户密码不匹配')",
"",
"else",
":",
"self",
".",
"reload",
"(",
"res",
")",
"return",
"self"
] |
基于账户/密码去sync数据库
|
[
"基于账户",
"/",
"密码去sync数据库"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAUser.py#L475-L499
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAUser.py
|
QA_User.reload
|
def reload(self, message):
"""恢复方法
Arguments:
message {[type]} -- [description]
"""
self.phone = message.get('phone')
self.level = message.get('level')
self.utype = message.get('utype')
self.coins = message.get('coins')
self.wechat_id = message.get('wechat_id')
self.coins_history = message.get('coins_history')
self.money = message.get('money')
self._subscribed_strategy = message.get('subuscribed_strategy')
self._subscribed_code = message.get('subscribed_code')
self.username = message.get('username')
self.password = message.get('password')
self.user_cookie = message.get('user_cookie')
#
portfolio_list = [item['portfolio_cookie'] for item in DATABASE.portfolio.find(
{'user_cookie': self.user_cookie}, {'portfolio_cookie': 1, '_id': 0})]
# portfolio_list = message.get('portfolio_list')
if len(portfolio_list) > 0:
self.portfolio_list = dict(
zip(
portfolio_list,
[
QA_Portfolio(
user_cookie=self.user_cookie,
portfolio_cookie=item
) for item in portfolio_list
]
)
)
else:
self.portfolio_list = {}
|
python
|
def reload(self, message):
"""恢复方法
Arguments:
message {[type]} -- [description]
"""
self.phone = message.get('phone')
self.level = message.get('level')
self.utype = message.get('utype')
self.coins = message.get('coins')
self.wechat_id = message.get('wechat_id')
self.coins_history = message.get('coins_history')
self.money = message.get('money')
self._subscribed_strategy = message.get('subuscribed_strategy')
self._subscribed_code = message.get('subscribed_code')
self.username = message.get('username')
self.password = message.get('password')
self.user_cookie = message.get('user_cookie')
#
portfolio_list = [item['portfolio_cookie'] for item in DATABASE.portfolio.find(
{'user_cookie': self.user_cookie}, {'portfolio_cookie': 1, '_id': 0})]
# portfolio_list = message.get('portfolio_list')
if len(portfolio_list) > 0:
self.portfolio_list = dict(
zip(
portfolio_list,
[
QA_Portfolio(
user_cookie=self.user_cookie,
portfolio_cookie=item
) for item in portfolio_list
]
)
)
else:
self.portfolio_list = {}
|
[
"def",
"reload",
"(",
"self",
",",
"message",
")",
":",
"self",
".",
"phone",
"=",
"message",
".",
"get",
"(",
"'phone'",
")",
"self",
".",
"level",
"=",
"message",
".",
"get",
"(",
"'level'",
")",
"self",
".",
"utype",
"=",
"message",
".",
"get",
"(",
"'utype'",
")",
"self",
".",
"coins",
"=",
"message",
".",
"get",
"(",
"'coins'",
")",
"self",
".",
"wechat_id",
"=",
"message",
".",
"get",
"(",
"'wechat_id'",
")",
"self",
".",
"coins_history",
"=",
"message",
".",
"get",
"(",
"'coins_history'",
")",
"self",
".",
"money",
"=",
"message",
".",
"get",
"(",
"'money'",
")",
"self",
".",
"_subscribed_strategy",
"=",
"message",
".",
"get",
"(",
"'subuscribed_strategy'",
")",
"self",
".",
"_subscribed_code",
"=",
"message",
".",
"get",
"(",
"'subscribed_code'",
")",
"self",
".",
"username",
"=",
"message",
".",
"get",
"(",
"'username'",
")",
"self",
".",
"password",
"=",
"message",
".",
"get",
"(",
"'password'",
")",
"self",
".",
"user_cookie",
"=",
"message",
".",
"get",
"(",
"'user_cookie'",
")",
"#",
"portfolio_list",
"=",
"[",
"item",
"[",
"'portfolio_cookie'",
"]",
"for",
"item",
"in",
"DATABASE",
".",
"portfolio",
".",
"find",
"(",
"{",
"'user_cookie'",
":",
"self",
".",
"user_cookie",
"}",
",",
"{",
"'portfolio_cookie'",
":",
"1",
",",
"'_id'",
":",
"0",
"}",
")",
"]",
"# portfolio_list = message.get('portfolio_list')",
"if",
"len",
"(",
"portfolio_list",
")",
">",
"0",
":",
"self",
".",
"portfolio_list",
"=",
"dict",
"(",
"zip",
"(",
"portfolio_list",
",",
"[",
"QA_Portfolio",
"(",
"user_cookie",
"=",
"self",
".",
"user_cookie",
",",
"portfolio_cookie",
"=",
"item",
")",
"for",
"item",
"in",
"portfolio_list",
"]",
")",
")",
"else",
":",
"self",
".",
"portfolio_list",
"=",
"{",
"}"
] |
恢复方法
Arguments:
message {[type]} -- [description]
|
[
"恢复方法"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAUser.py#L540-L577
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QADate_trade.py
|
QA_util_format_date2str
|
def QA_util_format_date2str(cursor_date):
"""
对输入日期进行格式化处理，返回格式为 "%Y-%m-%d" 格式字符串
支持格式包括:
1. str: "%Y%m%d" "%Y%m%d%H%M%S", "%Y%m%d %H:%M:%S",
"%Y-%m-%d", "%Y-%m-%d %H:%M:%S", "%Y-%m-%d %H%M%S"
2. datetime.datetime
3. pd.Timestamp
4. int -> 自动在右边加 0 然后转换，譬如 '20190302093' --> "2019-03-02"
:param cursor_date: str/datetime.datetime/int 日期或时间
:return: str 返回字符串格式日期
"""
if isinstance(cursor_date, datetime.datetime):
cursor_date = str(cursor_date)[:10]
elif isinstance(cursor_date, str):
try:
cursor_date = str(pd.Timestamp(cursor_date))[:10]
except:
raise ValueError('请输入正确的日期格式, 建议 "%Y-%m-%d"')
elif isinstance(cursor_date, int):
cursor_date = str(pd.Timestamp("{:<014d}".format(cursor_date)))[:10]
else:
raise ValueError('请输入正确的日期格式，建议 "%Y-%m-%d"')
return cursor_date
|
python
|
def QA_util_format_date2str(cursor_date):
"""
对输入日期进行格式化处理，返回格式为 "%Y-%m-%d" 格式字符串
支持格式包括:
1. str: "%Y%m%d" "%Y%m%d%H%M%S", "%Y%m%d %H:%M:%S",
"%Y-%m-%d", "%Y-%m-%d %H:%M:%S", "%Y-%m-%d %H%M%S"
2. datetime.datetime
3. pd.Timestamp
4. int -> 自动在右边加 0 然后转换，譬如 '20190302093' --> "2019-03-02"
:param cursor_date: str/datetime.datetime/int 日期或时间
:return: str 返回字符串格式日期
"""
if isinstance(cursor_date, datetime.datetime):
cursor_date = str(cursor_date)[:10]
elif isinstance(cursor_date, str):
try:
cursor_date = str(pd.Timestamp(cursor_date))[:10]
except:
raise ValueError('请输入正确的日期格式, 建议 "%Y-%m-%d"')
elif isinstance(cursor_date, int):
cursor_date = str(pd.Timestamp("{:<014d}".format(cursor_date)))[:10]
else:
raise ValueError('请输入正确的日期格式，建议 "%Y-%m-%d"')
return cursor_date
|
[
"def",
"QA_util_format_date2str",
"(",
"cursor_date",
")",
":",
"if",
"isinstance",
"(",
"cursor_date",
",",
"datetime",
".",
"datetime",
")",
":",
"cursor_date",
"=",
"str",
"(",
"cursor_date",
")",
"[",
":",
"10",
"]",
"elif",
"isinstance",
"(",
"cursor_date",
",",
"str",
")",
":",
"try",
":",
"cursor_date",
"=",
"str",
"(",
"pd",
".",
"Timestamp",
"(",
"cursor_date",
")",
")",
"[",
":",
"10",
"]",
"except",
":",
"raise",
"ValueError",
"(",
"'请输入正确的日期格式, 建议 \"%Y-%m-%d\"')",
"",
"elif",
"isinstance",
"(",
"cursor_date",
",",
"int",
")",
":",
"cursor_date",
"=",
"str",
"(",
"pd",
".",
"Timestamp",
"(",
"\"{:<014d}\"",
".",
"format",
"(",
"cursor_date",
")",
")",
")",
"[",
":",
"10",
"]",
"else",
":",
"raise",
"ValueError",
"(",
"'请输入正确的日期格式，建议 \"%Y-%m-%d\"')",
"",
"return",
"cursor_date"
] |
对输入日期进行格式化处理，返回格式为 "%Y-%m-%d" 格式字符串
支持格式包括:
1. str: "%Y%m%d" "%Y%m%d%H%M%S", "%Y%m%d %H:%M:%S",
"%Y-%m-%d", "%Y-%m-%d %H:%M:%S", "%Y-%m-%d %H%M%S"
2. datetime.datetime
3. pd.Timestamp
4. int -> 自动在右边加 0 然后转换，譬如 '20190302093' --> "2019-03-02"
:param cursor_date: str/datetime.datetime/int 日期或时间
:return: str 返回字符串格式日期
|
[
"对输入日期进行格式化处理，返回格式为",
"%Y",
"-",
"%m",
"-",
"%d",
"格式字符串",
"支持格式包括",
":",
"1",
".",
"str",
":",
"%Y%m%d",
"%Y%m%d%H%M%S",
"%Y%m%d",
"%H",
":",
"%M",
":",
"%S",
"%Y",
"-",
"%m",
"-",
"%d",
"%Y",
"-",
"%m",
"-",
"%d",
"%H",
":",
"%M",
":",
"%S",
"%Y",
"-",
"%m",
"-",
"%d",
"%H%M%S",
"2",
".",
"datetime",
".",
"datetime",
"3",
".",
"pd",
".",
"Timestamp",
"4",
".",
"int",
"-",
">",
"自动在右边加",
"0",
"然后转换，譬如",
"20190302093",
"--",
">",
"2019",
"-",
"03",
"-",
"02"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QADate_trade.py#L7135-L7159
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QADate_trade.py
|
QA_util_get_next_trade_date
|
def QA_util_get_next_trade_date(cursor_date, n=1):
"""
得到下 n 个交易日 (不包含当前交易日)
:param date:
:param n:
"""
cursor_date = QA_util_format_date2str(cursor_date)
if cursor_date in trade_date_sse:
# 如果指定日期为交易日
return QA_util_date_gap(cursor_date, n, "gt")
real_pre_trade_date = QA_util_get_real_date(cursor_date)
return QA_util_date_gap(real_pre_trade_date, n, "gt")
|
python
|
def QA_util_get_next_trade_date(cursor_date, n=1):
"""
得到下 n 个交易日 (不包含当前交易日)
:param date:
:param n:
"""
cursor_date = QA_util_format_date2str(cursor_date)
if cursor_date in trade_date_sse:
# 如果指定日期为交易日
return QA_util_date_gap(cursor_date, n, "gt")
real_pre_trade_date = QA_util_get_real_date(cursor_date)
return QA_util_date_gap(real_pre_trade_date, n, "gt")
|
[
"def",
"QA_util_get_next_trade_date",
"(",
"cursor_date",
",",
"n",
"=",
"1",
")",
":",
"cursor_date",
"=",
"QA_util_format_date2str",
"(",
"cursor_date",
")",
"if",
"cursor_date",
"in",
"trade_date_sse",
":",
"# 如果指定日期为交易日",
"return",
"QA_util_date_gap",
"(",
"cursor_date",
",",
"n",
",",
"\"gt\"",
")",
"real_pre_trade_date",
"=",
"QA_util_get_real_date",
"(",
"cursor_date",
")",
"return",
"QA_util_date_gap",
"(",
"real_pre_trade_date",
",",
"n",
",",
"\"gt\"",
")"
] |
得到下 n 个交易日 (不包含当前交易日)
:param date:
:param n:
|
[
"得到下",
"n",
"个交易日",
"(",
"不包含当前交易日",
")",
":",
"param",
"date",
":",
":",
"param",
"n",
":"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QADate_trade.py#L7162-L7174
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QADate_trade.py
|
QA_util_get_pre_trade_date
|
def QA_util_get_pre_trade_date(cursor_date, n=1):
"""
得到前 n 个交易日 (不包含当前交易日)
:param date:
:param n:
"""
cursor_date = QA_util_format_date2str(cursor_date)
if cursor_date in trade_date_sse:
return QA_util_date_gap(cursor_date, n, "lt")
real_aft_trade_date = QA_util_get_real_date(cursor_date)
return QA_util_date_gap(real_aft_trade_date, n, "lt")
|
python
|
def QA_util_get_pre_trade_date(cursor_date, n=1):
"""
得到前 n 个交易日 (不包含当前交易日)
:param date:
:param n:
"""
cursor_date = QA_util_format_date2str(cursor_date)
if cursor_date in trade_date_sse:
return QA_util_date_gap(cursor_date, n, "lt")
real_aft_trade_date = QA_util_get_real_date(cursor_date)
return QA_util_date_gap(real_aft_trade_date, n, "lt")
|
[
"def",
"QA_util_get_pre_trade_date",
"(",
"cursor_date",
",",
"n",
"=",
"1",
")",
":",
"cursor_date",
"=",
"QA_util_format_date2str",
"(",
"cursor_date",
")",
"if",
"cursor_date",
"in",
"trade_date_sse",
":",
"return",
"QA_util_date_gap",
"(",
"cursor_date",
",",
"n",
",",
"\"lt\"",
")",
"real_aft_trade_date",
"=",
"QA_util_get_real_date",
"(",
"cursor_date",
")",
"return",
"QA_util_date_gap",
"(",
"real_aft_trade_date",
",",
"n",
",",
"\"lt\"",
")"
] |
得到前 n 个交易日 (不包含当前交易日)
:param date:
:param n:
|
[
"得到前",
"n",
"个交易日",
"(",
"不包含当前交易日",
")",
":",
"param",
"date",
":",
":",
"param",
"n",
":"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QADate_trade.py#L7177-L7188
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QADate_trade.py
|
QA_util_if_tradetime
|
def QA_util_if_tradetime(
_time=datetime.datetime.now(),
market=MARKET_TYPE.STOCK_CN,
code=None
):
'时间是否交易'
_time = datetime.datetime.strptime(str(_time)[0:19], '%Y-%m-%d %H:%M:%S')
if market is MARKET_TYPE.STOCK_CN:
if QA_util_if_trade(str(_time.date())[0:10]):
if _time.hour in [10, 13, 14]:
return True
elif _time.hour in [
9
] and _time.minute >= 15: # 修改成9:15 加入 9:15-9:30的盘前竞价时间
return True
elif _time.hour in [11] and _time.minute <= 30:
return True
else:
return False
else:
return False
elif market is MARKET_TYPE.FUTURE_CN:
date_today=str(_time.date())
date_yesterday=str((_time-datetime.timedelta(days=1)).date())
is_today_open=QA_util_if_trade(date_today)
is_yesterday_open=QA_util_if_trade(date_yesterday)
#考虑周六日的期货夜盘情况
if is_today_open==False: #可能是周六或者周日
if is_yesterday_open==False or (_time.hour > 2 or _time.hour == 2 and _time.minute > 30):
return False
shortName = "" # i , p
for i in range(len(code)):
ch = code[i]
if ch.isdigit(): # ch >= 48 and ch <= 57:
break
shortName += code[i].upper()
period = [
[9, 0, 10, 15],
[10, 30, 11, 30],
[13, 30, 15, 0]
]
if (shortName in ["IH", 'IF', 'IC']):
period = [
[9, 30, 11, 30],
[13, 0, 15, 0]
]
elif (shortName in ["T", "TF"]):
period = [
[9, 15, 11, 30],
[13, 0, 15, 15]
]
if 0<=_time.weekday<=4:
for i in range(len(period)):
p = period[i]
if ((_time.hour > p[0] or (_time.hour == p[0] and _time.minute >= p[1])) and (_time.hour < p[2] or (_time.hour == p[2] and _time.minute < p[3]))):
return True
#最新夜盘时间表_2019.03.29
nperiod = [
[
['AU', 'AG', 'SC'],
[21, 0, 2, 30]
],
[
['CU', 'AL', 'ZN', 'PB', 'SN', 'NI'],
[21, 0, 1, 0]
],
[
['RU', 'RB', 'HC', 'BU','FU','SP'],
[21, 0, 23, 0]
],
[
['A', 'B', 'Y', 'M', 'JM', 'J', 'P', 'I', 'L', 'V', 'PP', 'EG', 'C', 'CS'],
[21, 0, 23, 0]
],
[
['SR', 'CF', 'RM', 'MA', 'TA', 'ZC', 'FG', 'IO', 'CY'],
[21, 0, 23, 30]
],
]
for i in range(len(nperiod)):
for j in range(len(nperiod[i][0])):
if nperiod[i][0][j] == shortName:
p = nperiod[i][1]
condA = _time.hour > p[0] or (_time.hour == p[0] and _time.minute >= p[1])
condB = _time.hour < p[2] or (_time.hour == p[2] and _time.minute < p[3])
# in one day
if p[2] >= p[0]:
if ((_time.weekday >= 0 and _time.weekday <= 4) and condA and condB):
return True
else:
if (((_time.weekday >= 0 and _time.weekday <= 4) and condA) or ((_time.weekday >= 1 and _time.weekday <= 5) and condB)):
return True
return False
return False
|
python
|
def QA_util_if_tradetime(
_time=datetime.datetime.now(),
market=MARKET_TYPE.STOCK_CN,
code=None
):
'时间是否交易'
_time = datetime.datetime.strptime(str(_time)[0:19], '%Y-%m-%d %H:%M:%S')
if market is MARKET_TYPE.STOCK_CN:
if QA_util_if_trade(str(_time.date())[0:10]):
if _time.hour in [10, 13, 14]:
return True
elif _time.hour in [
9
] and _time.minute >= 15: # 修改成9:15 加入 9:15-9:30的盘前竞价时间
return True
elif _time.hour in [11] and _time.minute <= 30:
return True
else:
return False
else:
return False
elif market is MARKET_TYPE.FUTURE_CN:
date_today=str(_time.date())
date_yesterday=str((_time-datetime.timedelta(days=1)).date())
is_today_open=QA_util_if_trade(date_today)
is_yesterday_open=QA_util_if_trade(date_yesterday)
#考虑周六日的期货夜盘情况
if is_today_open==False: #可能是周六或者周日
if is_yesterday_open==False or (_time.hour > 2 or _time.hour == 2 and _time.minute > 30):
return False
shortName = "" # i , p
for i in range(len(code)):
ch = code[i]
if ch.isdigit(): # ch >= 48 and ch <= 57:
break
shortName += code[i].upper()
period = [
[9, 0, 10, 15],
[10, 30, 11, 30],
[13, 30, 15, 0]
]
if (shortName in ["IH", 'IF', 'IC']):
period = [
[9, 30, 11, 30],
[13, 0, 15, 0]
]
elif (shortName in ["T", "TF"]):
period = [
[9, 15, 11, 30],
[13, 0, 15, 15]
]
if 0<=_time.weekday<=4:
for i in range(len(period)):
p = period[i]
if ((_time.hour > p[0] or (_time.hour == p[0] and _time.minute >= p[1])) and (_time.hour < p[2] or (_time.hour == p[2] and _time.minute < p[3]))):
return True
#最新夜盘时间表_2019.03.29
nperiod = [
[
['AU', 'AG', 'SC'],
[21, 0, 2, 30]
],
[
['CU', 'AL', 'ZN', 'PB', 'SN', 'NI'],
[21, 0, 1, 0]
],
[
['RU', 'RB', 'HC', 'BU','FU','SP'],
[21, 0, 23, 0]
],
[
['A', 'B', 'Y', 'M', 'JM', 'J', 'P', 'I', 'L', 'V', 'PP', 'EG', 'C', 'CS'],
[21, 0, 23, 0]
],
[
['SR', 'CF', 'RM', 'MA', 'TA', 'ZC', 'FG', 'IO', 'CY'],
[21, 0, 23, 30]
],
]
for i in range(len(nperiod)):
for j in range(len(nperiod[i][0])):
if nperiod[i][0][j] == shortName:
p = nperiod[i][1]
condA = _time.hour > p[0] or (_time.hour == p[0] and _time.minute >= p[1])
condB = _time.hour < p[2] or (_time.hour == p[2] and _time.minute < p[3])
# in one day
if p[2] >= p[0]:
if ((_time.weekday >= 0 and _time.weekday <= 4) and condA and condB):
return True
else:
if (((_time.weekday >= 0 and _time.weekday <= 4) and condA) or ((_time.weekday >= 1 and _time.weekday <= 5) and condB)):
return True
return False
return False
|
[
"def",
"QA_util_if_tradetime",
"(",
"_time",
"=",
"datetime",
".",
"datetime",
".",
"now",
"(",
")",
",",
"market",
"=",
"MARKET_TYPE",
".",
"STOCK_CN",
",",
"code",
"=",
"None",
")",
":",
"_time",
"=",
"datetime",
".",
"datetime",
".",
"strptime",
"(",
"str",
"(",
"_time",
")",
"[",
"0",
":",
"19",
"]",
",",
"'%Y-%m-%d %H:%M:%S'",
")",
"if",
"market",
"is",
"MARKET_TYPE",
".",
"STOCK_CN",
":",
"if",
"QA_util_if_trade",
"(",
"str",
"(",
"_time",
".",
"date",
"(",
")",
")",
"[",
"0",
":",
"10",
"]",
")",
":",
"if",
"_time",
".",
"hour",
"in",
"[",
"10",
",",
"13",
",",
"14",
"]",
":",
"return",
"True",
"elif",
"_time",
".",
"hour",
"in",
"[",
"9",
"]",
"and",
"_time",
".",
"minute",
">=",
"15",
":",
"# 修改成9:15 加入 9:15-9:30的盘前竞价时间",
"return",
"True",
"elif",
"_time",
".",
"hour",
"in",
"[",
"11",
"]",
"and",
"_time",
".",
"minute",
"<=",
"30",
":",
"return",
"True",
"else",
":",
"return",
"False",
"else",
":",
"return",
"False",
"elif",
"market",
"is",
"MARKET_TYPE",
".",
"FUTURE_CN",
":",
"date_today",
"=",
"str",
"(",
"_time",
".",
"date",
"(",
")",
")",
"date_yesterday",
"=",
"str",
"(",
"(",
"_time",
"-",
"datetime",
".",
"timedelta",
"(",
"days",
"=",
"1",
")",
")",
".",
"date",
"(",
")",
")",
"is_today_open",
"=",
"QA_util_if_trade",
"(",
"date_today",
")",
"is_yesterday_open",
"=",
"QA_util_if_trade",
"(",
"date_yesterday",
")",
"#考虑周六日的期货夜盘情况",
"if",
"is_today_open",
"==",
"False",
":",
"#可能是周六或者周日",
"if",
"is_yesterday_open",
"==",
"False",
"or",
"(",
"_time",
".",
"hour",
">",
"2",
"or",
"_time",
".",
"hour",
"==",
"2",
"and",
"_time",
".",
"minute",
">",
"30",
")",
":",
"return",
"False",
"shortName",
"=",
"\"\"",
"# i , p",
"for",
"i",
"in",
"range",
"(",
"len",
"(",
"code",
")",
")",
":",
"ch",
"=",
"code",
"[",
"i",
"]",
"if",
"ch",
".",
"isdigit",
"(",
")",
":",
"# ch >= 48 and ch <= 57:",
"break",
"shortName",
"+=",
"code",
"[",
"i",
"]",
".",
"upper",
"(",
")",
"period",
"=",
"[",
"[",
"9",
",",
"0",
",",
"10",
",",
"15",
"]",
",",
"[",
"10",
",",
"30",
",",
"11",
",",
"30",
"]",
",",
"[",
"13",
",",
"30",
",",
"15",
",",
"0",
"]",
"]",
"if",
"(",
"shortName",
"in",
"[",
"\"IH\"",
",",
"'IF'",
",",
"'IC'",
"]",
")",
":",
"period",
"=",
"[",
"[",
"9",
",",
"30",
",",
"11",
",",
"30",
"]",
",",
"[",
"13",
",",
"0",
",",
"15",
",",
"0",
"]",
"]",
"elif",
"(",
"shortName",
"in",
"[",
"\"T\"",
",",
"\"TF\"",
"]",
")",
":",
"period",
"=",
"[",
"[",
"9",
",",
"15",
",",
"11",
",",
"30",
"]",
",",
"[",
"13",
",",
"0",
",",
"15",
",",
"15",
"]",
"]",
"if",
"0",
"<=",
"_time",
".",
"weekday",
"<=",
"4",
":",
"for",
"i",
"in",
"range",
"(",
"len",
"(",
"period",
")",
")",
":",
"p",
"=",
"period",
"[",
"i",
"]",
"if",
"(",
"(",
"_time",
".",
"hour",
">",
"p",
"[",
"0",
"]",
"or",
"(",
"_time",
".",
"hour",
"==",
"p",
"[",
"0",
"]",
"and",
"_time",
".",
"minute",
">=",
"p",
"[",
"1",
"]",
")",
")",
"and",
"(",
"_time",
".",
"hour",
"<",
"p",
"[",
"2",
"]",
"or",
"(",
"_time",
".",
"hour",
"==",
"p",
"[",
"2",
"]",
"and",
"_time",
".",
"minute",
"<",
"p",
"[",
"3",
"]",
")",
")",
")",
":",
"return",
"True",
"#最新夜盘时间表_2019.03.29",
"nperiod",
"=",
"[",
"[",
"[",
"'AU'",
",",
"'AG'",
",",
"'SC'",
"]",
",",
"[",
"21",
",",
"0",
",",
"2",
",",
"30",
"]",
"]",
",",
"[",
"[",
"'CU'",
",",
"'AL'",
",",
"'ZN'",
",",
"'PB'",
",",
"'SN'",
",",
"'NI'",
"]",
",",
"[",
"21",
",",
"0",
",",
"1",
",",
"0",
"]",
"]",
",",
"[",
"[",
"'RU'",
",",
"'RB'",
",",
"'HC'",
",",
"'BU'",
",",
"'FU'",
",",
"'SP'",
"]",
",",
"[",
"21",
",",
"0",
",",
"23",
",",
"0",
"]",
"]",
",",
"[",
"[",
"'A'",
",",
"'B'",
",",
"'Y'",
",",
"'M'",
",",
"'JM'",
",",
"'J'",
",",
"'P'",
",",
"'I'",
",",
"'L'",
",",
"'V'",
",",
"'PP'",
",",
"'EG'",
",",
"'C'",
",",
"'CS'",
"]",
",",
"[",
"21",
",",
"0",
",",
"23",
",",
"0",
"]",
"]",
",",
"[",
"[",
"'SR'",
",",
"'CF'",
",",
"'RM'",
",",
"'MA'",
",",
"'TA'",
",",
"'ZC'",
",",
"'FG'",
",",
"'IO'",
",",
"'CY'",
"]",
",",
"[",
"21",
",",
"0",
",",
"23",
",",
"30",
"]",
"]",
",",
"]",
"for",
"i",
"in",
"range",
"(",
"len",
"(",
"nperiod",
")",
")",
":",
"for",
"j",
"in",
"range",
"(",
"len",
"(",
"nperiod",
"[",
"i",
"]",
"[",
"0",
"]",
")",
")",
":",
"if",
"nperiod",
"[",
"i",
"]",
"[",
"0",
"]",
"[",
"j",
"]",
"==",
"shortName",
":",
"p",
"=",
"nperiod",
"[",
"i",
"]",
"[",
"1",
"]",
"condA",
"=",
"_time",
".",
"hour",
">",
"p",
"[",
"0",
"]",
"or",
"(",
"_time",
".",
"hour",
"==",
"p",
"[",
"0",
"]",
"and",
"_time",
".",
"minute",
">=",
"p",
"[",
"1",
"]",
")",
"condB",
"=",
"_time",
".",
"hour",
"<",
"p",
"[",
"2",
"]",
"or",
"(",
"_time",
".",
"hour",
"==",
"p",
"[",
"2",
"]",
"and",
"_time",
".",
"minute",
"<",
"p",
"[",
"3",
"]",
")",
"# in one day",
"if",
"p",
"[",
"2",
"]",
">=",
"p",
"[",
"0",
"]",
":",
"if",
"(",
"(",
"_time",
".",
"weekday",
">=",
"0",
"and",
"_time",
".",
"weekday",
"<=",
"4",
")",
"and",
"condA",
"and",
"condB",
")",
":",
"return",
"True",
"else",
":",
"if",
"(",
"(",
"(",
"_time",
".",
"weekday",
">=",
"0",
"and",
"_time",
".",
"weekday",
"<=",
"4",
")",
"and",
"condA",
")",
"or",
"(",
"(",
"_time",
".",
"weekday",
">=",
"1",
"and",
"_time",
".",
"weekday",
"<=",
"5",
")",
"and",
"condB",
")",
")",
":",
"return",
"True",
"return",
"False",
"return",
"False"
] |
时间是否交易
|
[
"时间是否交易"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QADate_trade.py#L7205-L7306
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QADate_trade.py
|
QA_util_get_real_date
|
def QA_util_get_real_date(date, trade_list=trade_date_sse, towards=-1):
"""
获取真实的交易日期,其中,第三个参数towards是表示向前/向后推
towards=1 日期向后迭代
towards=-1 日期向前迭代
@ yutiansut
"""
date = str(date)[0:10]
if towards == 1:
while date not in trade_list:
date = str(
datetime.datetime.strptime(str(date)[0:10],
'%Y-%m-%d') +
datetime.timedelta(days=1)
)[0:10]
else:
return str(date)[0:10]
elif towards == -1:
while date not in trade_list:
date = str(
datetime.datetime.strptime(str(date)[0:10],
'%Y-%m-%d') -
datetime.timedelta(days=1)
)[0:10]
else:
return str(date)[0:10]
|
python
|
def QA_util_get_real_date(date, trade_list=trade_date_sse, towards=-1):
"""
获取真实的交易日期,其中,第三个参数towards是表示向前/向后推
towards=1 日期向后迭代
towards=-1 日期向前迭代
@ yutiansut
"""
date = str(date)[0:10]
if towards == 1:
while date not in trade_list:
date = str(
datetime.datetime.strptime(str(date)[0:10],
'%Y-%m-%d') +
datetime.timedelta(days=1)
)[0:10]
else:
return str(date)[0:10]
elif towards == -1:
while date not in trade_list:
date = str(
datetime.datetime.strptime(str(date)[0:10],
'%Y-%m-%d') -
datetime.timedelta(days=1)
)[0:10]
else:
return str(date)[0:10]
|
[
"def",
"QA_util_get_real_date",
"(",
"date",
",",
"trade_list",
"=",
"trade_date_sse",
",",
"towards",
"=",
"-",
"1",
")",
":",
"date",
"=",
"str",
"(",
"date",
")",
"[",
"0",
":",
"10",
"]",
"if",
"towards",
"==",
"1",
":",
"while",
"date",
"not",
"in",
"trade_list",
":",
"date",
"=",
"str",
"(",
"datetime",
".",
"datetime",
".",
"strptime",
"(",
"str",
"(",
"date",
")",
"[",
"0",
":",
"10",
"]",
",",
"'%Y-%m-%d'",
")",
"+",
"datetime",
".",
"timedelta",
"(",
"days",
"=",
"1",
")",
")",
"[",
"0",
":",
"10",
"]",
"else",
":",
"return",
"str",
"(",
"date",
")",
"[",
"0",
":",
"10",
"]",
"elif",
"towards",
"==",
"-",
"1",
":",
"while",
"date",
"not",
"in",
"trade_list",
":",
"date",
"=",
"str",
"(",
"datetime",
".",
"datetime",
".",
"strptime",
"(",
"str",
"(",
"date",
")",
"[",
"0",
":",
"10",
"]",
",",
"'%Y-%m-%d'",
")",
"-",
"datetime",
".",
"timedelta",
"(",
"days",
"=",
"1",
")",
")",
"[",
"0",
":",
"10",
"]",
"else",
":",
"return",
"str",
"(",
"date",
")",
"[",
"0",
":",
"10",
"]"
] |
获取真实的交易日期,其中,第三个参数towards是表示向前/向后推
towards=1 日期向后迭代
towards=-1 日期向前迭代
@ yutiansut
|
[
"获取真实的交易日期",
"其中",
"第三个参数towards是表示向前",
"/",
"向后推",
"towards",
"=",
"1",
"日期向后迭代",
"towards",
"=",
"-",
"1",
"日期向前迭代",
"@",
"yutiansut"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QADate_trade.py#L7341-L7367
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QADate_trade.py
|
QA_util_get_real_datelist
|
def QA_util_get_real_datelist(start, end):
"""
取数据的真实区间,返回的时候用 start,end=QA_util_get_real_datelist
@yutiansut
2017/8/10
当start end中间没有交易日 返回None, None
@yutiansut/ 2017-12-19
"""
real_start = QA_util_get_real_date(start, trade_date_sse, 1)
real_end = QA_util_get_real_date(end, trade_date_sse, -1)
if trade_date_sse.index(real_start) > trade_date_sse.index(real_end):
return None, None
else:
return (real_start, real_end)
|
python
|
def QA_util_get_real_datelist(start, end):
"""
取数据的真实区间,返回的时候用 start,end=QA_util_get_real_datelist
@yutiansut
2017/8/10
当start end中间没有交易日 返回None, None
@yutiansut/ 2017-12-19
"""
real_start = QA_util_get_real_date(start, trade_date_sse, 1)
real_end = QA_util_get_real_date(end, trade_date_sse, -1)
if trade_date_sse.index(real_start) > trade_date_sse.index(real_end):
return None, None
else:
return (real_start, real_end)
|
[
"def",
"QA_util_get_real_datelist",
"(",
"start",
",",
"end",
")",
":",
"real_start",
"=",
"QA_util_get_real_date",
"(",
"start",
",",
"trade_date_sse",
",",
"1",
")",
"real_end",
"=",
"QA_util_get_real_date",
"(",
"end",
",",
"trade_date_sse",
",",
"-",
"1",
")",
"if",
"trade_date_sse",
".",
"index",
"(",
"real_start",
")",
">",
"trade_date_sse",
".",
"index",
"(",
"real_end",
")",
":",
"return",
"None",
",",
"None",
"else",
":",
"return",
"(",
"real_start",
",",
"real_end",
")"
] |
取数据的真实区间,返回的时候用 start,end=QA_util_get_real_datelist
@yutiansut
2017/8/10
当start end中间没有交易日 返回None, None
@yutiansut/ 2017-12-19
|
[
"取数据的真实区间",
"返回的时候用",
"start",
"end",
"=",
"QA_util_get_real_datelist",
"@yutiansut",
"2017",
"/",
"8",
"/",
"10"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QADate_trade.py#L7370-L7384
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QADate_trade.py
|
QA_util_get_trade_range
|
def QA_util_get_trade_range(start, end):
'给出交易具体时间'
start, end = QA_util_get_real_datelist(start, end)
if start is not None:
return trade_date_sse[trade_date_sse
.index(start):trade_date_sse.index(end) + 1:1]
else:
return None
|
python
|
def QA_util_get_trade_range(start, end):
'给出交易具体时间'
start, end = QA_util_get_real_datelist(start, end)
if start is not None:
return trade_date_sse[trade_date_sse
.index(start):trade_date_sse.index(end) + 1:1]
else:
return None
|
[
"def",
"QA_util_get_trade_range",
"(",
"start",
",",
"end",
")",
":",
"start",
",",
"end",
"=",
"QA_util_get_real_datelist",
"(",
"start",
",",
"end",
")",
"if",
"start",
"is",
"not",
"None",
":",
"return",
"trade_date_sse",
"[",
"trade_date_sse",
".",
"index",
"(",
"start",
")",
":",
"trade_date_sse",
".",
"index",
"(",
"end",
")",
"+",
"1",
":",
"1",
"]",
"else",
":",
"return",
"None"
] |
给出交易具体时间
|
[
"给出交易具体时间"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QADate_trade.py#L7387-L7394
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QADate_trade.py
|
QA_util_get_trade_gap
|
def QA_util_get_trade_gap(start, end):
'返回start_day到end_day中间有多少个交易天 算首尾'
start, end = QA_util_get_real_datelist(start, end)
if start is not None:
return trade_date_sse.index(end) + 1 - trade_date_sse.index(start)
else:
return 0
|
python
|
def QA_util_get_trade_gap(start, end):
'返回start_day到end_day中间有多少个交易天 算首尾'
start, end = QA_util_get_real_datelist(start, end)
if start is not None:
return trade_date_sse.index(end) + 1 - trade_date_sse.index(start)
else:
return 0
|
[
"def",
"QA_util_get_trade_gap",
"(",
"start",
",",
"end",
")",
":",
"start",
",",
"end",
"=",
"QA_util_get_real_datelist",
"(",
"start",
",",
"end",
")",
"if",
"start",
"is",
"not",
"None",
":",
"return",
"trade_date_sse",
".",
"index",
"(",
"end",
")",
"+",
"1",
"-",
"trade_date_sse",
".",
"index",
"(",
"start",
")",
"else",
":",
"return",
"0"
] |
返回start_day到end_day中间有多少个交易天 算首尾
|
[
"返回start_day到end_day中间有多少个交易天",
"算首尾"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QADate_trade.py#L7397-L7403
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QADate_trade.py
|
QA_util_date_gap
|
def QA_util_date_gap(date, gap, methods):
'''
:param date: 字符串起始日 类型 str eg: 2018-11-11
:param gap: 整数 间隔多数个交易日
:param methods: gt大于 ，gte 大于等于， 小于lt ，小于等于lte ， 等于===
:return: 字符串 eg：2000-01-01
'''
try:
if methods in ['>', 'gt']:
return trade_date_sse[trade_date_sse.index(date) + gap]
elif methods in ['>=', 'gte']:
return trade_date_sse[trade_date_sse.index(date) + gap - 1]
elif methods in ['<', 'lt']:
return trade_date_sse[trade_date_sse.index(date) - gap]
elif methods in ['<=', 'lte']:
return trade_date_sse[trade_date_sse.index(date) - gap + 1]
elif methods in ['==', '=', 'eq']:
return date
except:
return 'wrong date'
|
python
|
def QA_util_date_gap(date, gap, methods):
'''
:param date: 字符串起始日 类型 str eg: 2018-11-11
:param gap: 整数 间隔多数个交易日
:param methods: gt大于 ，gte 大于等于， 小于lt ，小于等于lte ， 等于===
:return: 字符串 eg：2000-01-01
'''
try:
if methods in ['>', 'gt']:
return trade_date_sse[trade_date_sse.index(date) + gap]
elif methods in ['>=', 'gte']:
return trade_date_sse[trade_date_sse.index(date) + gap - 1]
elif methods in ['<', 'lt']:
return trade_date_sse[trade_date_sse.index(date) - gap]
elif methods in ['<=', 'lte']:
return trade_date_sse[trade_date_sse.index(date) - gap + 1]
elif methods in ['==', '=', 'eq']:
return date
except:
return 'wrong date'
|
[
"def",
"QA_util_date_gap",
"(",
"date",
",",
"gap",
",",
"methods",
")",
":",
"try",
":",
"if",
"methods",
"in",
"[",
"'>'",
",",
"'gt'",
"]",
":",
"return",
"trade_date_sse",
"[",
"trade_date_sse",
".",
"index",
"(",
"date",
")",
"+",
"gap",
"]",
"elif",
"methods",
"in",
"[",
"'>='",
",",
"'gte'",
"]",
":",
"return",
"trade_date_sse",
"[",
"trade_date_sse",
".",
"index",
"(",
"date",
")",
"+",
"gap",
"-",
"1",
"]",
"elif",
"methods",
"in",
"[",
"'<'",
",",
"'lt'",
"]",
":",
"return",
"trade_date_sse",
"[",
"trade_date_sse",
".",
"index",
"(",
"date",
")",
"-",
"gap",
"]",
"elif",
"methods",
"in",
"[",
"'<='",
",",
"'lte'",
"]",
":",
"return",
"trade_date_sse",
"[",
"trade_date_sse",
".",
"index",
"(",
"date",
")",
"-",
"gap",
"+",
"1",
"]",
"elif",
"methods",
"in",
"[",
"'=='",
",",
"'='",
",",
"'eq'",
"]",
":",
"return",
"date",
"except",
":",
"return",
"'wrong date'"
] |
:param date: 字符串起始日 类型 str eg: 2018-11-11
:param gap: 整数 间隔多数个交易日
:param methods: gt大于 ，gte 大于等于， 小于lt ，小于等于lte ， 等于===
:return: 字符串 eg：2000-01-01
|
[
":",
"param",
"date",
":",
"字符串起始日",
"类型",
"str",
"eg",
":",
"2018",
"-",
"11",
"-",
"11",
":",
"param",
"gap",
":",
"整数",
"间隔多数个交易日",
":",
"param",
"methods",
":",
"gt大于",
"，gte",
"大于等于，",
"小于lt",
"，小于等于lte",
"，",
"等于",
"===",
":",
"return",
":",
"字符串",
"eg：2000",
"-",
"01",
"-",
"01"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QADate_trade.py#L7406-L7426
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QADate_trade.py
|
QA_util_get_trade_datetime
|
def QA_util_get_trade_datetime(dt=datetime.datetime.now()):
"""交易的真实日期
Returns:
[type] -- [description]
"""
#dt= datetime.datetime.now()
if QA_util_if_trade(str(dt.date())) and dt.time() < datetime.time(15, 0, 0):
return str(dt.date())
else:
return QA_util_get_real_date(str(dt.date()), trade_date_sse, 1)
|
python
|
def QA_util_get_trade_datetime(dt=datetime.datetime.now()):
"""交易的真实日期
Returns:
[type] -- [description]
"""
#dt= datetime.datetime.now()
if QA_util_if_trade(str(dt.date())) and dt.time() < datetime.time(15, 0, 0):
return str(dt.date())
else:
return QA_util_get_real_date(str(dt.date()), trade_date_sse, 1)
|
[
"def",
"QA_util_get_trade_datetime",
"(",
"dt",
"=",
"datetime",
".",
"datetime",
".",
"now",
"(",
")",
")",
":",
"#dt= datetime.datetime.now()",
"if",
"QA_util_if_trade",
"(",
"str",
"(",
"dt",
".",
"date",
"(",
")",
")",
")",
"and",
"dt",
".",
"time",
"(",
")",
"<",
"datetime",
".",
"time",
"(",
"15",
",",
"0",
",",
"0",
")",
":",
"return",
"str",
"(",
"dt",
".",
"date",
"(",
")",
")",
"else",
":",
"return",
"QA_util_get_real_date",
"(",
"str",
"(",
"dt",
".",
"date",
"(",
")",
")",
",",
"trade_date_sse",
",",
"1",
")"
] |
交易的真实日期
Returns:
[type] -- [description]
|
[
"交易的真实日期"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QADate_trade.py#L7429-L7441
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QADate_trade.py
|
QA_util_get_order_datetime
|
def QA_util_get_order_datetime(dt):
"""委托的真实日期
Returns:
[type] -- [description]
"""
#dt= datetime.datetime.now()
dt = datetime.datetime.strptime(str(dt)[0:19], '%Y-%m-%d %H:%M:%S')
if QA_util_if_trade(str(dt.date())) and dt.time() < datetime.time(15, 0, 0):
return str(dt)
else:
# print('before')
# print(QA_util_date_gap(str(dt.date()),1,'lt'))
return '{} {}'.format(
QA_util_date_gap(str(dt.date()),
1,
'lt'),
dt.time()
)
|
python
|
def QA_util_get_order_datetime(dt):
"""委托的真实日期
Returns:
[type] -- [description]
"""
#dt= datetime.datetime.now()
dt = datetime.datetime.strptime(str(dt)[0:19], '%Y-%m-%d %H:%M:%S')
if QA_util_if_trade(str(dt.date())) and dt.time() < datetime.time(15, 0, 0):
return str(dt)
else:
# print('before')
# print(QA_util_date_gap(str(dt.date()),1,'lt'))
return '{} {}'.format(
QA_util_date_gap(str(dt.date()),
1,
'lt'),
dt.time()
)
|
[
"def",
"QA_util_get_order_datetime",
"(",
"dt",
")",
":",
"#dt= datetime.datetime.now()",
"dt",
"=",
"datetime",
".",
"datetime",
".",
"strptime",
"(",
"str",
"(",
"dt",
")",
"[",
"0",
":",
"19",
"]",
",",
"'%Y-%m-%d %H:%M:%S'",
")",
"if",
"QA_util_if_trade",
"(",
"str",
"(",
"dt",
".",
"date",
"(",
")",
")",
")",
"and",
"dt",
".",
"time",
"(",
")",
"<",
"datetime",
".",
"time",
"(",
"15",
",",
"0",
",",
"0",
")",
":",
"return",
"str",
"(",
"dt",
")",
"else",
":",
"# print('before')",
"# print(QA_util_date_gap(str(dt.date()),1,'lt'))",
"return",
"'{} {}'",
".",
"format",
"(",
"QA_util_date_gap",
"(",
"str",
"(",
"dt",
".",
"date",
"(",
")",
")",
",",
"1",
",",
"'lt'",
")",
",",
"dt",
".",
"time",
"(",
")",
")"
] |
委托的真实日期
Returns:
[type] -- [description]
|
[
"委托的真实日期"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QADate_trade.py#L7444-L7464
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QADate_trade.py
|
QA_util_future_to_tradedatetime
|
def QA_util_future_to_tradedatetime(real_datetime):
"""输入是真实交易时间,返回按期货交易所规定的时间* 适用于tb/文华/博弈的转换
Arguments:
real_datetime {[type]} -- [description]
Returns:
[type] -- [description]
"""
if len(str(real_datetime)) >= 19:
dt = datetime.datetime.strptime(
str(real_datetime)[0:19],
'%Y-%m-%d %H:%M:%S'
)
return dt if dt.time(
) < datetime.time(21,
0) else QA_util_get_next_datetime(dt,
1)
elif len(str(real_datetime)) == 16:
dt = datetime.datetime.strptime(
str(real_datetime)[0:16],
'%Y-%m-%d %H:%M'
)
return dt if dt.time(
) < datetime.time(21,
0) else QA_util_get_next_datetime(dt,
1)
|
python
|
def QA_util_future_to_tradedatetime(real_datetime):
"""输入是真实交易时间,返回按期货交易所规定的时间* 适用于tb/文华/博弈的转换
Arguments:
real_datetime {[type]} -- [description]
Returns:
[type] -- [description]
"""
if len(str(real_datetime)) >= 19:
dt = datetime.datetime.strptime(
str(real_datetime)[0:19],
'%Y-%m-%d %H:%M:%S'
)
return dt if dt.time(
) < datetime.time(21,
0) else QA_util_get_next_datetime(dt,
1)
elif len(str(real_datetime)) == 16:
dt = datetime.datetime.strptime(
str(real_datetime)[0:16],
'%Y-%m-%d %H:%M'
)
return dt if dt.time(
) < datetime.time(21,
0) else QA_util_get_next_datetime(dt,
1)
|
[
"def",
"QA_util_future_to_tradedatetime",
"(",
"real_datetime",
")",
":",
"if",
"len",
"(",
"str",
"(",
"real_datetime",
")",
")",
">=",
"19",
":",
"dt",
"=",
"datetime",
".",
"datetime",
".",
"strptime",
"(",
"str",
"(",
"real_datetime",
")",
"[",
"0",
":",
"19",
"]",
",",
"'%Y-%m-%d %H:%M:%S'",
")",
"return",
"dt",
"if",
"dt",
".",
"time",
"(",
")",
"<",
"datetime",
".",
"time",
"(",
"21",
",",
"0",
")",
"else",
"QA_util_get_next_datetime",
"(",
"dt",
",",
"1",
")",
"elif",
"len",
"(",
"str",
"(",
"real_datetime",
")",
")",
"==",
"16",
":",
"dt",
"=",
"datetime",
".",
"datetime",
".",
"strptime",
"(",
"str",
"(",
"real_datetime",
")",
"[",
"0",
":",
"16",
"]",
",",
"'%Y-%m-%d %H:%M'",
")",
"return",
"dt",
"if",
"dt",
".",
"time",
"(",
")",
"<",
"datetime",
".",
"time",
"(",
"21",
",",
"0",
")",
"else",
"QA_util_get_next_datetime",
"(",
"dt",
",",
"1",
")"
] |
输入是真实交易时间,返回按期货交易所规定的时间* 适用于tb/文华/博弈的转换
Arguments:
real_datetime {[type]} -- [description]
Returns:
[type] -- [description]
|
[
"输入是真实交易时间",
"返回按期货交易所规定的时间",
"*",
"适用于tb",
"/",
"文华",
"/",
"博弈的转换"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QADate_trade.py#L7467-L7493
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QADate_trade.py
|
QA_util_future_to_realdatetime
|
def QA_util_future_to_realdatetime(trade_datetime):
"""输入是交易所规定的时间,返回真实时间*适用于通达信的时间转换
Arguments:
trade_datetime {[type]} -- [description]
Returns:
[type] -- [description]
"""
if len(str(trade_datetime)) == 19:
dt = datetime.datetime.strptime(
str(trade_datetime)[0:19],
'%Y-%m-%d %H:%M:%S'
)
return dt if dt.time(
) < datetime.time(21,
0) else QA_util_get_last_datetime(dt,
1)
elif len(str(trade_datetime)) == 16:
dt = datetime.datetime.strptime(
str(trade_datetime)[0:16],
'%Y-%m-%d %H:%M'
)
return dt if dt.time(
) < datetime.time(21,
0) else QA_util_get_last_datetime(dt,
1)
|
python
|
def QA_util_future_to_realdatetime(trade_datetime):
"""输入是交易所规定的时间,返回真实时间*适用于通达信的时间转换
Arguments:
trade_datetime {[type]} -- [description]
Returns:
[type] -- [description]
"""
if len(str(trade_datetime)) == 19:
dt = datetime.datetime.strptime(
str(trade_datetime)[0:19],
'%Y-%m-%d %H:%M:%S'
)
return dt if dt.time(
) < datetime.time(21,
0) else QA_util_get_last_datetime(dt,
1)
elif len(str(trade_datetime)) == 16:
dt = datetime.datetime.strptime(
str(trade_datetime)[0:16],
'%Y-%m-%d %H:%M'
)
return dt if dt.time(
) < datetime.time(21,
0) else QA_util_get_last_datetime(dt,
1)
|
[
"def",
"QA_util_future_to_realdatetime",
"(",
"trade_datetime",
")",
":",
"if",
"len",
"(",
"str",
"(",
"trade_datetime",
")",
")",
"==",
"19",
":",
"dt",
"=",
"datetime",
".",
"datetime",
".",
"strptime",
"(",
"str",
"(",
"trade_datetime",
")",
"[",
"0",
":",
"19",
"]",
",",
"'%Y-%m-%d %H:%M:%S'",
")",
"return",
"dt",
"if",
"dt",
".",
"time",
"(",
")",
"<",
"datetime",
".",
"time",
"(",
"21",
",",
"0",
")",
"else",
"QA_util_get_last_datetime",
"(",
"dt",
",",
"1",
")",
"elif",
"len",
"(",
"str",
"(",
"trade_datetime",
")",
")",
"==",
"16",
":",
"dt",
"=",
"datetime",
".",
"datetime",
".",
"strptime",
"(",
"str",
"(",
"trade_datetime",
")",
"[",
"0",
":",
"16",
"]",
",",
"'%Y-%m-%d %H:%M'",
")",
"return",
"dt",
"if",
"dt",
".",
"time",
"(",
")",
"<",
"datetime",
".",
"time",
"(",
"21",
",",
"0",
")",
"else",
"QA_util_get_last_datetime",
"(",
"dt",
",",
"1",
")"
] |
输入是交易所规定的时间,返回真实时间*适用于通达信的时间转换
Arguments:
trade_datetime {[type]} -- [description]
Returns:
[type] -- [description]
|
[
"输入是交易所规定的时间",
"返回真实时间",
"*",
"适用于通达信的时间转换"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QADate_trade.py#L7496-L7522
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QABar.py
|
QA_util_make_hour_index
|
def QA_util_make_hour_index(day, type_='1h'):
"""创建股票的小时线的index
Arguments:
day {[type]} -- [description]
Returns:
[type] -- [description]
"""
if QA_util_if_trade(day) is True:
return pd.date_range(
str(day) + ' 09:30:00',
str(day) + ' 11:30:00',
freq=type_,
closed='right'
).append(
pd.date_range(
str(day) + ' 13:00:00',
str(day) + ' 15:00:00',
freq=type_,
closed='right'
)
)
else:
return pd.DataFrame(['No trade'])
|
python
|
def QA_util_make_hour_index(day, type_='1h'):
"""创建股票的小时线的index
Arguments:
day {[type]} -- [description]
Returns:
[type] -- [description]
"""
if QA_util_if_trade(day) is True:
return pd.date_range(
str(day) + ' 09:30:00',
str(day) + ' 11:30:00',
freq=type_,
closed='right'
).append(
pd.date_range(
str(day) + ' 13:00:00',
str(day) + ' 15:00:00',
freq=type_,
closed='right'
)
)
else:
return pd.DataFrame(['No trade'])
|
[
"def",
"QA_util_make_hour_index",
"(",
"day",
",",
"type_",
"=",
"'1h'",
")",
":",
"if",
"QA_util_if_trade",
"(",
"day",
")",
"is",
"True",
":",
"return",
"pd",
".",
"date_range",
"(",
"str",
"(",
"day",
")",
"+",
"' 09:30:00'",
",",
"str",
"(",
"day",
")",
"+",
"' 11:30:00'",
",",
"freq",
"=",
"type_",
",",
"closed",
"=",
"'right'",
")",
".",
"append",
"(",
"pd",
".",
"date_range",
"(",
"str",
"(",
"day",
")",
"+",
"' 13:00:00'",
",",
"str",
"(",
"day",
")",
"+",
"' 15:00:00'",
",",
"freq",
"=",
"type_",
",",
"closed",
"=",
"'right'",
")",
")",
"else",
":",
"return",
"pd",
".",
"DataFrame",
"(",
"[",
"'No trade'",
"]",
")"
] |
创建股票的小时线的index
Arguments:
day {[type]} -- [description]
Returns:
[type] -- [description]
|
[
"创建股票的小时线的index"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QABar.py#L96-L121
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QABar.py
|
QA_util_time_gap
|
def QA_util_time_gap(time, gap, methods, type_):
'分钟线回测的时候的gap'
min_len = int(240 / int(str(type_).split('min')[0]))
day_gap = math.ceil(gap / min_len)
if methods in ['>', 'gt']:
data = pd.concat(
[
pd.DataFrame(QA_util_make_min_index(day,
type_))
for day in trade_date_sse[trade_date_sse.index(
str(
datetime.datetime.strptime(time,
'%Y-%m-%d %H:%M:%S').date()
)
):trade_date_sse.index(
str(
datetime.datetime.strptime(time,
'%Y-%m-%d %H:%M:%S').date()
)
) + day_gap + 1]
]
).reset_index()
return np.asarray(
data[data[0] > time].head(gap)[0].apply(lambda x: str(x))
).tolist()[-1]
elif methods in ['>=', 'gte']:
data = pd.concat(
[
pd.DataFrame(QA_util_make_min_index(day,
type_))
for day in trade_date_sse[trade_date_sse.index(
str(
datetime.datetime.strptime(time,
'%Y-%m-%d %H:%M:%S').date()
)
):trade_date_sse.index(
str(
datetime.datetime.strptime(time,
'%Y-%m-%d %H:%M:%S').date()
)
) + day_gap + 1]
]
).reset_index()
return np.asarray(
data[data[0] >= time].head(gap)[0].apply(lambda x: str(x))
).tolist()[-1]
elif methods in ['<', 'lt']:
data = pd.concat(
[
pd.DataFrame(QA_util_make_min_index(day,
type_))
for day in trade_date_sse[trade_date_sse.index(
str(
datetime.datetime.strptime(time,
'%Y-%m-%d %H:%M:%S').date()
)
) - day_gap:trade_date_sse.index(
str(
datetime.datetime.strptime(time,
'%Y-%m-%d %H:%M:%S').date()
)
) + 1]
]
).reset_index()
return np.asarray(
data[data[0] < time].tail(gap)[0].apply(lambda x: str(x))
).tolist()[0]
elif methods in ['<=', 'lte']:
data = pd.concat(
[
pd.DataFrame(QA_util_make_min_index(day,
type_))
for day in trade_date_sse[trade_date_sse.index(
str(
datetime.datetime.strptime(time,
'%Y-%m-%d %H:%M:%S').date()
)
) - day_gap:trade_date_sse.index(
str(
datetime.datetime.strptime(time,
'%Y-%m-%d %H:%M:%S').date()
)
) + 1]
]
).reset_index()
return np.asarray(
data[data[0] <= time].tail(gap)[0].apply(lambda x: str(x))
).tolist()[0]
elif methods in ['==', '=', 'eq']:
return time
|
python
|
def QA_util_time_gap(time, gap, methods, type_):
'分钟线回测的时候的gap'
min_len = int(240 / int(str(type_).split('min')[0]))
day_gap = math.ceil(gap / min_len)
if methods in ['>', 'gt']:
data = pd.concat(
[
pd.DataFrame(QA_util_make_min_index(day,
type_))
for day in trade_date_sse[trade_date_sse.index(
str(
datetime.datetime.strptime(time,
'%Y-%m-%d %H:%M:%S').date()
)
):trade_date_sse.index(
str(
datetime.datetime.strptime(time,
'%Y-%m-%d %H:%M:%S').date()
)
) + day_gap + 1]
]
).reset_index()
return np.asarray(
data[data[0] > time].head(gap)[0].apply(lambda x: str(x))
).tolist()[-1]
elif methods in ['>=', 'gte']:
data = pd.concat(
[
pd.DataFrame(QA_util_make_min_index(day,
type_))
for day in trade_date_sse[trade_date_sse.index(
str(
datetime.datetime.strptime(time,
'%Y-%m-%d %H:%M:%S').date()
)
):trade_date_sse.index(
str(
datetime.datetime.strptime(time,
'%Y-%m-%d %H:%M:%S').date()
)
) + day_gap + 1]
]
).reset_index()
return np.asarray(
data[data[0] >= time].head(gap)[0].apply(lambda x: str(x))
).tolist()[-1]
elif methods in ['<', 'lt']:
data = pd.concat(
[
pd.DataFrame(QA_util_make_min_index(day,
type_))
for day in trade_date_sse[trade_date_sse.index(
str(
datetime.datetime.strptime(time,
'%Y-%m-%d %H:%M:%S').date()
)
) - day_gap:trade_date_sse.index(
str(
datetime.datetime.strptime(time,
'%Y-%m-%d %H:%M:%S').date()
)
) + 1]
]
).reset_index()
return np.asarray(
data[data[0] < time].tail(gap)[0].apply(lambda x: str(x))
).tolist()[0]
elif methods in ['<=', 'lte']:
data = pd.concat(
[
pd.DataFrame(QA_util_make_min_index(day,
type_))
for day in trade_date_sse[trade_date_sse.index(
str(
datetime.datetime.strptime(time,
'%Y-%m-%d %H:%M:%S').date()
)
) - day_gap:trade_date_sse.index(
str(
datetime.datetime.strptime(time,
'%Y-%m-%d %H:%M:%S').date()
)
) + 1]
]
).reset_index()
return np.asarray(
data[data[0] <= time].tail(gap)[0].apply(lambda x: str(x))
).tolist()[0]
elif methods in ['==', '=', 'eq']:
return time
|
[
"def",
"QA_util_time_gap",
"(",
"time",
",",
"gap",
",",
"methods",
",",
"type_",
")",
":",
"min_len",
"=",
"int",
"(",
"240",
"/",
"int",
"(",
"str",
"(",
"type_",
")",
".",
"split",
"(",
"'min'",
")",
"[",
"0",
"]",
")",
")",
"day_gap",
"=",
"math",
".",
"ceil",
"(",
"gap",
"/",
"min_len",
")",
"if",
"methods",
"in",
"[",
"'>'",
",",
"'gt'",
"]",
":",
"data",
"=",
"pd",
".",
"concat",
"(",
"[",
"pd",
".",
"DataFrame",
"(",
"QA_util_make_min_index",
"(",
"day",
",",
"type_",
")",
")",
"for",
"day",
"in",
"trade_date_sse",
"[",
"trade_date_sse",
".",
"index",
"(",
"str",
"(",
"datetime",
".",
"datetime",
".",
"strptime",
"(",
"time",
",",
"'%Y-%m-%d %H:%M:%S'",
")",
".",
"date",
"(",
")",
")",
")",
":",
"trade_date_sse",
".",
"index",
"(",
"str",
"(",
"datetime",
".",
"datetime",
".",
"strptime",
"(",
"time",
",",
"'%Y-%m-%d %H:%M:%S'",
")",
".",
"date",
"(",
")",
")",
")",
"+",
"day_gap",
"+",
"1",
"]",
"]",
")",
".",
"reset_index",
"(",
")",
"return",
"np",
".",
"asarray",
"(",
"data",
"[",
"data",
"[",
"0",
"]",
">",
"time",
"]",
".",
"head",
"(",
"gap",
")",
"[",
"0",
"]",
".",
"apply",
"(",
"lambda",
"x",
":",
"str",
"(",
"x",
")",
")",
")",
".",
"tolist",
"(",
")",
"[",
"-",
"1",
"]",
"elif",
"methods",
"in",
"[",
"'>='",
",",
"'gte'",
"]",
":",
"data",
"=",
"pd",
".",
"concat",
"(",
"[",
"pd",
".",
"DataFrame",
"(",
"QA_util_make_min_index",
"(",
"day",
",",
"type_",
")",
")",
"for",
"day",
"in",
"trade_date_sse",
"[",
"trade_date_sse",
".",
"index",
"(",
"str",
"(",
"datetime",
".",
"datetime",
".",
"strptime",
"(",
"time",
",",
"'%Y-%m-%d %H:%M:%S'",
")",
".",
"date",
"(",
")",
")",
")",
":",
"trade_date_sse",
".",
"index",
"(",
"str",
"(",
"datetime",
".",
"datetime",
".",
"strptime",
"(",
"time",
",",
"'%Y-%m-%d %H:%M:%S'",
")",
".",
"date",
"(",
")",
")",
")",
"+",
"day_gap",
"+",
"1",
"]",
"]",
")",
".",
"reset_index",
"(",
")",
"return",
"np",
".",
"asarray",
"(",
"data",
"[",
"data",
"[",
"0",
"]",
">=",
"time",
"]",
".",
"head",
"(",
"gap",
")",
"[",
"0",
"]",
".",
"apply",
"(",
"lambda",
"x",
":",
"str",
"(",
"x",
")",
")",
")",
".",
"tolist",
"(",
")",
"[",
"-",
"1",
"]",
"elif",
"methods",
"in",
"[",
"'<'",
",",
"'lt'",
"]",
":",
"data",
"=",
"pd",
".",
"concat",
"(",
"[",
"pd",
".",
"DataFrame",
"(",
"QA_util_make_min_index",
"(",
"day",
",",
"type_",
")",
")",
"for",
"day",
"in",
"trade_date_sse",
"[",
"trade_date_sse",
".",
"index",
"(",
"str",
"(",
"datetime",
".",
"datetime",
".",
"strptime",
"(",
"time",
",",
"'%Y-%m-%d %H:%M:%S'",
")",
".",
"date",
"(",
")",
")",
")",
"-",
"day_gap",
":",
"trade_date_sse",
".",
"index",
"(",
"str",
"(",
"datetime",
".",
"datetime",
".",
"strptime",
"(",
"time",
",",
"'%Y-%m-%d %H:%M:%S'",
")",
".",
"date",
"(",
")",
")",
")",
"+",
"1",
"]",
"]",
")",
".",
"reset_index",
"(",
")",
"return",
"np",
".",
"asarray",
"(",
"data",
"[",
"data",
"[",
"0",
"]",
"<",
"time",
"]",
".",
"tail",
"(",
"gap",
")",
"[",
"0",
"]",
".",
"apply",
"(",
"lambda",
"x",
":",
"str",
"(",
"x",
")",
")",
")",
".",
"tolist",
"(",
")",
"[",
"0",
"]",
"elif",
"methods",
"in",
"[",
"'<='",
",",
"'lte'",
"]",
":",
"data",
"=",
"pd",
".",
"concat",
"(",
"[",
"pd",
".",
"DataFrame",
"(",
"QA_util_make_min_index",
"(",
"day",
",",
"type_",
")",
")",
"for",
"day",
"in",
"trade_date_sse",
"[",
"trade_date_sse",
".",
"index",
"(",
"str",
"(",
"datetime",
".",
"datetime",
".",
"strptime",
"(",
"time",
",",
"'%Y-%m-%d %H:%M:%S'",
")",
".",
"date",
"(",
")",
")",
")",
"-",
"day_gap",
":",
"trade_date_sse",
".",
"index",
"(",
"str",
"(",
"datetime",
".",
"datetime",
".",
"strptime",
"(",
"time",
",",
"'%Y-%m-%d %H:%M:%S'",
")",
".",
"date",
"(",
")",
")",
")",
"+",
"1",
"]",
"]",
")",
".",
"reset_index",
"(",
")",
"return",
"np",
".",
"asarray",
"(",
"data",
"[",
"data",
"[",
"0",
"]",
"<=",
"time",
"]",
".",
"tail",
"(",
"gap",
")",
"[",
"0",
"]",
".",
"apply",
"(",
"lambda",
"x",
":",
"str",
"(",
"x",
")",
")",
")",
".",
"tolist",
"(",
")",
"[",
"0",
"]",
"elif",
"methods",
"in",
"[",
"'=='",
",",
"'='",
",",
"'eq'",
"]",
":",
"return",
"time"
] |
分钟线回测的时候的gap
|
[
"分钟线回测的时候的gap"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QABar.py#L124-L217
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QACsv.py
|
QA_util_save_csv
|
def QA_util_save_csv(data, name, column=None, location=None):
# 重写了一下保存的模式
# 增加了对于可迭代对象的判断 2017/8/10
"""
QA_util_save_csv(data,name,column,location)
将list保存成csv
第一个参数是list
第二个参数是要保存的名字
第三个参数是行的名称(可选)
第四个是保存位置(可选)
@yutiansut
"""
assert isinstance(data, list)
if location is None:
path = './' + str(name) + '.csv'
else:
path = location + str(name) + '.csv'
with open(path, 'w', newline='') as f:
csvwriter = csv.writer(f)
if column is None:
pass
else:
csvwriter.writerow(column)
for item in data:
if isinstance(item, list):
csvwriter.writerow(item)
else:
csvwriter.writerow([item])
|
python
|
def QA_util_save_csv(data, name, column=None, location=None):
# 重写了一下保存的模式
# 增加了对于可迭代对象的判断 2017/8/10
"""
QA_util_save_csv(data,name,column,location)
将list保存成csv
第一个参数是list
第二个参数是要保存的名字
第三个参数是行的名称(可选)
第四个是保存位置(可选)
@yutiansut
"""
assert isinstance(data, list)
if location is None:
path = './' + str(name) + '.csv'
else:
path = location + str(name) + '.csv'
with open(path, 'w', newline='') as f:
csvwriter = csv.writer(f)
if column is None:
pass
else:
csvwriter.writerow(column)
for item in data:
if isinstance(item, list):
csvwriter.writerow(item)
else:
csvwriter.writerow([item])
|
[
"def",
"QA_util_save_csv",
"(",
"data",
",",
"name",
",",
"column",
"=",
"None",
",",
"location",
"=",
"None",
")",
":",
"# 重写了一下保存的模式",
"# 增加了对于可迭代对象的判断 2017/8/10",
"assert",
"isinstance",
"(",
"data",
",",
"list",
")",
"if",
"location",
"is",
"None",
":",
"path",
"=",
"'./'",
"+",
"str",
"(",
"name",
")",
"+",
"'.csv'",
"else",
":",
"path",
"=",
"location",
"+",
"str",
"(",
"name",
")",
"+",
"'.csv'",
"with",
"open",
"(",
"path",
",",
"'w'",
",",
"newline",
"=",
"''",
")",
"as",
"f",
":",
"csvwriter",
"=",
"csv",
".",
"writer",
"(",
"f",
")",
"if",
"column",
"is",
"None",
":",
"pass",
"else",
":",
"csvwriter",
".",
"writerow",
"(",
"column",
")",
"for",
"item",
"in",
"data",
":",
"if",
"isinstance",
"(",
"item",
",",
"list",
")",
":",
"csvwriter",
".",
"writerow",
"(",
"item",
")",
"else",
":",
"csvwriter",
".",
"writerow",
"(",
"[",
"item",
"]",
")"
] |
QA_util_save_csv(data,name,column,location)
将list保存成csv
第一个参数是list
第二个参数是要保存的名字
第三个参数是行的名称(可选)
第四个是保存位置(可选)
@yutiansut
|
[
"QA_util_save_csv",
"(",
"data",
"name",
"column",
"location",
")"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QACsv.py#L28-L59
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAMarket/QAShipaneBroker.py
|
QA_SPEBroker.query_positions
|
def query_positions(self, accounts):
"""查询现金和持仓
Arguments:
accounts {[type]} -- [description]
Returns:
dict-- {'cash_available':xxx,'hold_available':xxx}
"""
try:
data = self.call("positions", {'client': accounts})
if data is not None:
cash_part = data.get('subAccounts', {}).get('人民币', False)
if cash_part:
cash_available = cash_part.get('可用金额', cash_part.get('可用'))
position_part = data.get('dataTable', False)
if position_part:
res = data.get('dataTable', False)
if res:
hold_headers = res['columns']
hold_headers = [
cn_en_compare[item] for item in hold_headers
]
hold_available = pd.DataFrame(
res['rows'],
columns=hold_headers
)
if len(hold_available) == 1 and hold_available.amount[0] in [
None,
'',
0
]:
hold_available = pd.DataFrame(
data=None,
columns=hold_headers
)
return {
'cash_available':
cash_available,
'hold_available':
hold_available.assign(
amount=hold_available.amount.apply(float)
).loc[:,
['code',
'amount']].set_index('code').amount
}
else:
print(data)
return False, 'None ACCOUNT'
except:
return False
|
python
|
def query_positions(self, accounts):
"""查询现金和持仓
Arguments:
accounts {[type]} -- [description]
Returns:
dict-- {'cash_available':xxx,'hold_available':xxx}
"""
try:
data = self.call("positions", {'client': accounts})
if data is not None:
cash_part = data.get('subAccounts', {}).get('人民币', False)
if cash_part:
cash_available = cash_part.get('可用金额', cash_part.get('可用'))
position_part = data.get('dataTable', False)
if position_part:
res = data.get('dataTable', False)
if res:
hold_headers = res['columns']
hold_headers = [
cn_en_compare[item] for item in hold_headers
]
hold_available = pd.DataFrame(
res['rows'],
columns=hold_headers
)
if len(hold_available) == 1 and hold_available.amount[0] in [
None,
'',
0
]:
hold_available = pd.DataFrame(
data=None,
columns=hold_headers
)
return {
'cash_available':
cash_available,
'hold_available':
hold_available.assign(
amount=hold_available.amount.apply(float)
).loc[:,
['code',
'amount']].set_index('code').amount
}
else:
print(data)
return False, 'None ACCOUNT'
except:
return False
|
[
"def",
"query_positions",
"(",
"self",
",",
"accounts",
")",
":",
"try",
":",
"data",
"=",
"self",
".",
"call",
"(",
"\"positions\"",
",",
"{",
"'client'",
":",
"accounts",
"}",
")",
"if",
"data",
"is",
"not",
"None",
":",
"cash_part",
"=",
"data",
".",
"get",
"(",
"'subAccounts'",
",",
"{",
"}",
")",
".",
"get",
"(",
"'人民币', Fals",
"e",
"",
"",
"if",
"cash_part",
":",
"cash_available",
"=",
"cash_part",
".",
"get",
"(",
"'可用金额', cash_p",
"a",
"t.get('可用",
"'",
"))",
"",
"",
"",
"",
"position_part",
"=",
"data",
".",
"get",
"(",
"'dataTable'",
",",
"False",
")",
"if",
"position_part",
":",
"res",
"=",
"data",
".",
"get",
"(",
"'dataTable'",
",",
"False",
")",
"if",
"res",
":",
"hold_headers",
"=",
"res",
"[",
"'columns'",
"]",
"hold_headers",
"=",
"[",
"cn_en_compare",
"[",
"item",
"]",
"for",
"item",
"in",
"hold_headers",
"]",
"hold_available",
"=",
"pd",
".",
"DataFrame",
"(",
"res",
"[",
"'rows'",
"]",
",",
"columns",
"=",
"hold_headers",
")",
"if",
"len",
"(",
"hold_available",
")",
"==",
"1",
"and",
"hold_available",
".",
"amount",
"[",
"0",
"]",
"in",
"[",
"None",
",",
"''",
",",
"0",
"]",
":",
"hold_available",
"=",
"pd",
".",
"DataFrame",
"(",
"data",
"=",
"None",
",",
"columns",
"=",
"hold_headers",
")",
"return",
"{",
"'cash_available'",
":",
"cash_available",
",",
"'hold_available'",
":",
"hold_available",
".",
"assign",
"(",
"amount",
"=",
"hold_available",
".",
"amount",
".",
"apply",
"(",
"float",
")",
")",
".",
"loc",
"[",
":",
",",
"[",
"'code'",
",",
"'amount'",
"]",
"]",
".",
"set_index",
"(",
"'code'",
")",
".",
"amount",
"}",
"else",
":",
"print",
"(",
"data",
")",
"return",
"False",
",",
"'None ACCOUNT'",
"except",
":",
"return",
"False"
] |
查询现金和持仓
Arguments:
accounts {[type]} -- [description]
Returns:
dict-- {'cash_available':xxx,'hold_available':xxx}
|
[
"查询现金和持仓"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAMarket/QAShipaneBroker.py#L215-L266
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAMarket/QAShipaneBroker.py
|
QA_SPEBroker.query_clients
|
def query_clients(self):
"""查询clients
Returns:
[type] -- [description]
"""
try:
data = self.call("clients", {'client': 'None'})
if len(data) > 0:
return pd.DataFrame(data).drop(
['commandLine',
'processId'],
axis=1
)
else:
return pd.DataFrame(
None,
columns=[
'id',
'name',
'windowsTitle',
'accountInfo',
'status'
]
)
except Exception as e:
return False, e
|
python
|
def query_clients(self):
"""查询clients
Returns:
[type] -- [description]
"""
try:
data = self.call("clients", {'client': 'None'})
if len(data) > 0:
return pd.DataFrame(data).drop(
['commandLine',
'processId'],
axis=1
)
else:
return pd.DataFrame(
None,
columns=[
'id',
'name',
'windowsTitle',
'accountInfo',
'status'
]
)
except Exception as e:
return False, e
|
[
"def",
"query_clients",
"(",
"self",
")",
":",
"try",
":",
"data",
"=",
"self",
".",
"call",
"(",
"\"clients\"",
",",
"{",
"'client'",
":",
"'None'",
"}",
")",
"if",
"len",
"(",
"data",
")",
">",
"0",
":",
"return",
"pd",
".",
"DataFrame",
"(",
"data",
")",
".",
"drop",
"(",
"[",
"'commandLine'",
",",
"'processId'",
"]",
",",
"axis",
"=",
"1",
")",
"else",
":",
"return",
"pd",
".",
"DataFrame",
"(",
"None",
",",
"columns",
"=",
"[",
"'id'",
",",
"'name'",
",",
"'windowsTitle'",
",",
"'accountInfo'",
",",
"'status'",
"]",
")",
"except",
"Exception",
"as",
"e",
":",
"return",
"False",
",",
"e"
] |
查询clients
Returns:
[type] -- [description]
|
[
"查询clients"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAMarket/QAShipaneBroker.py#L268-L295
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAMarket/QAShipaneBroker.py
|
QA_SPEBroker.query_orders
|
def query_orders(self, accounts, status='filled'):
"""查询订单
Arguments:
accounts {[type]} -- [description]
Keyword Arguments:
status {str} -- 'open' 待成交 'filled' 成交 (default: {'filled'})
Returns:
[type] -- [description]
"""
try:
data = self.call("orders", {'client': accounts, 'status': status})
if data is not None:
orders = data.get('dataTable', False)
order_headers = orders['columns']
if ('成交状态' in order_headers
or '状态说明' in order_headers) and ('备注' in order_headers):
order_headers[order_headers.index('备注')] = '废弃'
order_headers = [cn_en_compare[item] for item in order_headers]
order_all = pd.DataFrame(
orders['rows'],
columns=order_headers
).assign(account_cookie=accounts)
order_all.towards = order_all.towards.apply(
lambda x: trade_towards_cn_en[x]
)
if 'order_time' in order_headers:
# 这是order_status
order_all['status'] = order_all.status.apply(
lambda x: order_status_cn_en[x]
)
if 'order_date' not in order_headers:
order_all.order_time = order_all.order_time.apply(
lambda x: QA_util_get_order_datetime(
dt='{} {}'.format(datetime.date.today(),
x)
)
)
else:
order_all = order_all.assign(
order_time=order_all.order_date
.apply(QA_util_date_int2str) + ' ' +
order_all.order_time
)
if 'trade_time' in order_headers:
order_all.trade_time = order_all.trade_time.apply(
lambda x: '{} {}'.format(datetime.date.today(),
x)
)
if status is 'filled':
return order_all.loc[:,
self.dealstatus_headers].set_index(
['account_cookie',
'realorder_id']
).sort_index()
else:
return order_all.loc[:,
self.orderstatus_headers].set_index(
['account_cookie',
'realorder_id']
).sort_index()
else:
print('response is None')
return False
except Exception as e:
print(e)
return False
|
python
|
def query_orders(self, accounts, status='filled'):
"""查询订单
Arguments:
accounts {[type]} -- [description]
Keyword Arguments:
status {str} -- 'open' 待成交 'filled' 成交 (default: {'filled'})
Returns:
[type] -- [description]
"""
try:
data = self.call("orders", {'client': accounts, 'status': status})
if data is not None:
orders = data.get('dataTable', False)
order_headers = orders['columns']
if ('成交状态' in order_headers
or '状态说明' in order_headers) and ('备注' in order_headers):
order_headers[order_headers.index('备注')] = '废弃'
order_headers = [cn_en_compare[item] for item in order_headers]
order_all = pd.DataFrame(
orders['rows'],
columns=order_headers
).assign(account_cookie=accounts)
order_all.towards = order_all.towards.apply(
lambda x: trade_towards_cn_en[x]
)
if 'order_time' in order_headers:
# 这是order_status
order_all['status'] = order_all.status.apply(
lambda x: order_status_cn_en[x]
)
if 'order_date' not in order_headers:
order_all.order_time = order_all.order_time.apply(
lambda x: QA_util_get_order_datetime(
dt='{} {}'.format(datetime.date.today(),
x)
)
)
else:
order_all = order_all.assign(
order_time=order_all.order_date
.apply(QA_util_date_int2str) + ' ' +
order_all.order_time
)
if 'trade_time' in order_headers:
order_all.trade_time = order_all.trade_time.apply(
lambda x: '{} {}'.format(datetime.date.today(),
x)
)
if status is 'filled':
return order_all.loc[:,
self.dealstatus_headers].set_index(
['account_cookie',
'realorder_id']
).sort_index()
else:
return order_all.loc[:,
self.orderstatus_headers].set_index(
['account_cookie',
'realorder_id']
).sort_index()
else:
print('response is None')
return False
except Exception as e:
print(e)
return False
|
[
"def",
"query_orders",
"(",
"self",
",",
"accounts",
",",
"status",
"=",
"'filled'",
")",
":",
"try",
":",
"data",
"=",
"self",
".",
"call",
"(",
"\"orders\"",
",",
"{",
"'client'",
":",
"accounts",
",",
"'status'",
":",
"status",
"}",
")",
"if",
"data",
"is",
"not",
"None",
":",
"orders",
"=",
"data",
".",
"get",
"(",
"'dataTable'",
",",
"False",
")",
"order_headers",
"=",
"orders",
"[",
"'columns'",
"]",
"if",
"(",
"'成交状态' in orde",
"_h",
"aders",
"or",
"'状态说明' in orde",
"_h",
"aders) and ('",
"备",
"' i",
" ",
"order_he",
"de",
"s):",
"",
"",
"order_headers",
"[",
"order_headers",
".",
"index",
"(",
"'备注')] =",
" ",
"'",
"弃",
"",
"order_headers",
"=",
"[",
"cn_en_compare",
"[",
"item",
"]",
"for",
"item",
"in",
"order_headers",
"]",
"order_all",
"=",
"pd",
".",
"DataFrame",
"(",
"orders",
"[",
"'rows'",
"]",
",",
"columns",
"=",
"order_headers",
")",
".",
"assign",
"(",
"account_cookie",
"=",
"accounts",
")",
"order_all",
".",
"towards",
"=",
"order_all",
".",
"towards",
".",
"apply",
"(",
"lambda",
"x",
":",
"trade_towards_cn_en",
"[",
"x",
"]",
")",
"if",
"'order_time'",
"in",
"order_headers",
":",
"# 这是order_status",
"order_all",
"[",
"'status'",
"]",
"=",
"order_all",
".",
"status",
".",
"apply",
"(",
"lambda",
"x",
":",
"order_status_cn_en",
"[",
"x",
"]",
")",
"if",
"'order_date'",
"not",
"in",
"order_headers",
":",
"order_all",
".",
"order_time",
"=",
"order_all",
".",
"order_time",
".",
"apply",
"(",
"lambda",
"x",
":",
"QA_util_get_order_datetime",
"(",
"dt",
"=",
"'{} {}'",
".",
"format",
"(",
"datetime",
".",
"date",
".",
"today",
"(",
")",
",",
"x",
")",
")",
")",
"else",
":",
"order_all",
"=",
"order_all",
".",
"assign",
"(",
"order_time",
"=",
"order_all",
".",
"order_date",
".",
"apply",
"(",
"QA_util_date_int2str",
")",
"+",
"' '",
"+",
"order_all",
".",
"order_time",
")",
"if",
"'trade_time'",
"in",
"order_headers",
":",
"order_all",
".",
"trade_time",
"=",
"order_all",
".",
"trade_time",
".",
"apply",
"(",
"lambda",
"x",
":",
"'{} {}'",
".",
"format",
"(",
"datetime",
".",
"date",
".",
"today",
"(",
")",
",",
"x",
")",
")",
"if",
"status",
"is",
"'filled'",
":",
"return",
"order_all",
".",
"loc",
"[",
":",
",",
"self",
".",
"dealstatus_headers",
"]",
".",
"set_index",
"(",
"[",
"'account_cookie'",
",",
"'realorder_id'",
"]",
")",
".",
"sort_index",
"(",
")",
"else",
":",
"return",
"order_all",
".",
"loc",
"[",
":",
",",
"self",
".",
"orderstatus_headers",
"]",
".",
"set_index",
"(",
"[",
"'account_cookie'",
",",
"'realorder_id'",
"]",
")",
".",
"sort_index",
"(",
")",
"else",
":",
"print",
"(",
"'response is None'",
")",
"return",
"False",
"except",
"Exception",
"as",
"e",
":",
"print",
"(",
"e",
")",
"return",
"False"
] |
查询订单
Arguments:
accounts {[type]} -- [description]
Keyword Arguments:
status {str} -- 'open' 待成交 'filled' 成交 (default: {'filled'})
Returns:
[type] -- [description]
|
[
"查询订单"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAMarket/QAShipaneBroker.py#L297-L372
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAMarket/QAShipaneBroker.py
|
QA_SPEBroker.send_order
|
def send_order(
self,
accounts,
code='000001',
price=9,
amount=100,
order_direction=ORDER_DIRECTION.BUY,
order_model=ORDER_MODEL.LIMIT
):
"""[summary]
Arguments:
accounts {[type]} -- [description]
code {[type]} -- [description]
price {[type]} -- [description]
amount {[type]} -- [description]
Keyword Arguments:
order_direction {[type]} -- [description] (default: {ORDER_DIRECTION.BUY})
order_model {[type]} -- [description] (default: {ORDER_MODEL.LIMIT})
priceType 可选择： 上海交易所：
0 - 限价委托
4 - 五档即时成交剩余撤销
6 - 五档即时成交剩余转限
深圳交易所：
0 - 限价委托
1 - 对手方最优价格委托
2 - 本方最优价格委托
3 - 即时成交剩余撤销委托
4 - 五档即时成交剩余撤销
5 - 全额成交或撤销委托
Returns:
[type] -- [description]
"""
try:
#print(code, price, amount)
return self.call_post(
'orders',
{
'client': accounts,
"action": 'BUY' if order_direction == 1 else 'SELL',
"symbol": code,
"type": order_model,
"priceType": 0 if order_model == ORDER_MODEL.LIMIT else 4,
"price": price,
"amount": amount
}
)
except json.decoder.JSONDecodeError:
print(RuntimeError('TRADE ERROR'))
return None
|
python
|
def send_order(
self,
accounts,
code='000001',
price=9,
amount=100,
order_direction=ORDER_DIRECTION.BUY,
order_model=ORDER_MODEL.LIMIT
):
"""[summary]
Arguments:
accounts {[type]} -- [description]
code {[type]} -- [description]
price {[type]} -- [description]
amount {[type]} -- [description]
Keyword Arguments:
order_direction {[type]} -- [description] (default: {ORDER_DIRECTION.BUY})
order_model {[type]} -- [description] (default: {ORDER_MODEL.LIMIT})
priceType 可选择： 上海交易所：
0 - 限价委托
4 - 五档即时成交剩余撤销
6 - 五档即时成交剩余转限
深圳交易所：
0 - 限价委托
1 - 对手方最优价格委托
2 - 本方最优价格委托
3 - 即时成交剩余撤销委托
4 - 五档即时成交剩余撤销
5 - 全额成交或撤销委托
Returns:
[type] -- [description]
"""
try:
#print(code, price, amount)
return self.call_post(
'orders',
{
'client': accounts,
"action": 'BUY' if order_direction == 1 else 'SELL',
"symbol": code,
"type": order_model,
"priceType": 0 if order_model == ORDER_MODEL.LIMIT else 4,
"price": price,
"amount": amount
}
)
except json.decoder.JSONDecodeError:
print(RuntimeError('TRADE ERROR'))
return None
|
[
"def",
"send_order",
"(",
"self",
",",
"accounts",
",",
"code",
"=",
"'000001'",
",",
"price",
"=",
"9",
",",
"amount",
"=",
"100",
",",
"order_direction",
"=",
"ORDER_DIRECTION",
".",
"BUY",
",",
"order_model",
"=",
"ORDER_MODEL",
".",
"LIMIT",
")",
":",
"try",
":",
"#print(code, price, amount)",
"return",
"self",
".",
"call_post",
"(",
"'orders'",
",",
"{",
"'client'",
":",
"accounts",
",",
"\"action\"",
":",
"'BUY'",
"if",
"order_direction",
"==",
"1",
"else",
"'SELL'",
",",
"\"symbol\"",
":",
"code",
",",
"\"type\"",
":",
"order_model",
",",
"\"priceType\"",
":",
"0",
"if",
"order_model",
"==",
"ORDER_MODEL",
".",
"LIMIT",
"else",
"4",
",",
"\"price\"",
":",
"price",
",",
"\"amount\"",
":",
"amount",
"}",
")",
"except",
"json",
".",
"decoder",
".",
"JSONDecodeError",
":",
"print",
"(",
"RuntimeError",
"(",
"'TRADE ERROR'",
")",
")",
"return",
"None"
] |
[summary]
Arguments:
accounts {[type]} -- [description]
code {[type]} -- [description]
price {[type]} -- [description]
amount {[type]} -- [description]
Keyword Arguments:
order_direction {[type]} -- [description] (default: {ORDER_DIRECTION.BUY})
order_model {[type]} -- [description] (default: {ORDER_MODEL.LIMIT})
priceType 可选择： 上海交易所：
0 - 限价委托
4 - 五档即时成交剩余撤销
6 - 五档即时成交剩余转限
深圳交易所：
0 - 限价委托
1 - 对手方最优价格委托
2 - 本方最优价格委托
3 - 即时成交剩余撤销委托
4 - 五档即时成交剩余撤销
5 - 全额成交或撤销委托
Returns:
[type] -- [description]
|
[
"[",
"summary",
"]"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAMarket/QAShipaneBroker.py#L374-L431
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/QAIndicatorStruct.py
|
QA_DataStruct_Indicators.get_indicator
|
def get_indicator(self, time, code, indicator_name=None):
"""
获取某一时间的某一只股票的指标
"""
try:
return self.data.loc[(pd.Timestamp(time), code), indicator_name]
except:
raise ValueError('CANNOT FOUND THIS DATE&CODE')
|
python
|
def get_indicator(self, time, code, indicator_name=None):
"""
获取某一时间的某一只股票的指标
"""
try:
return self.data.loc[(pd.Timestamp(time), code), indicator_name]
except:
raise ValueError('CANNOT FOUND THIS DATE&CODE')
|
[
"def",
"get_indicator",
"(",
"self",
",",
"time",
",",
"code",
",",
"indicator_name",
"=",
"None",
")",
":",
"try",
":",
"return",
"self",
".",
"data",
".",
"loc",
"[",
"(",
"pd",
".",
"Timestamp",
"(",
"time",
")",
",",
"code",
")",
",",
"indicator_name",
"]",
"except",
":",
"raise",
"ValueError",
"(",
"'CANNOT FOUND THIS DATE&CODE'",
")"
] |
获取某一时间的某一只股票的指标
|
[
"获取某一时间的某一只股票的指标"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/QAIndicatorStruct.py#L47-L54
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/QAIndicatorStruct.py
|
QA_DataStruct_Indicators.get_timerange
|
def get_timerange(self, start, end, code=None):
"""
获取某一段时间的某一只股票的指标
"""
try:
return self.data.loc[(slice(pd.Timestamp(start), pd.Timestamp(end)), slice(code)), :]
except:
return ValueError('CANNOT FOUND THIS TIME RANGE')
|
python
|
def get_timerange(self, start, end, code=None):
"""
获取某一段时间的某一只股票的指标
"""
try:
return self.data.loc[(slice(pd.Timestamp(start), pd.Timestamp(end)), slice(code)), :]
except:
return ValueError('CANNOT FOUND THIS TIME RANGE')
|
[
"def",
"get_timerange",
"(",
"self",
",",
"start",
",",
"end",
",",
"code",
"=",
"None",
")",
":",
"try",
":",
"return",
"self",
".",
"data",
".",
"loc",
"[",
"(",
"slice",
"(",
"pd",
".",
"Timestamp",
"(",
"start",
")",
",",
"pd",
".",
"Timestamp",
"(",
"end",
")",
")",
",",
"slice",
"(",
"code",
")",
")",
",",
":",
"]",
"except",
":",
"return",
"ValueError",
"(",
"'CANNOT FOUND THIS TIME RANGE'",
")"
] |
获取某一段时间的某一只股票的指标
|
[
"获取某一段时间的某一只股票的指标"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/QAIndicatorStruct.py#L65-L72
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/save_tushare.py
|
QA_SU_save_stock_terminated
|
def QA_SU_save_stock_terminated(client=DATABASE):
'''
获取已经被终止上市的股票列表，数据从上交所获取，目前只有在上海证券交易所交易被终止的股票。
collection：
code：股票代码 name：股票名称 oDate:上市日期 tDate:终止上市日期
:param client:
:return: None
'''
# 🛠todo 已经失效从wind 资讯里获取
# 这个函数已经失效
print("！！！ tushare 这个函数已经失效！！！")
df = QATs.get_terminated()
#df = QATs.get_suspended()
print(
" Get stock terminated from tushare,stock count is %d (终止上市股票列表)" %
len(df)
)
coll = client.stock_terminated
client.drop_collection(coll)
json_data = json.loads(df.reset_index().to_json(orient='records'))
coll.insert(json_data)
print(" 保存终止上市股票列表 到 stock_terminated collection， OK")
|
python
|
def QA_SU_save_stock_terminated(client=DATABASE):
'''
获取已经被终止上市的股票列表，数据从上交所获取，目前只有在上海证券交易所交易被终止的股票。
collection：
code：股票代码 name：股票名称 oDate:上市日期 tDate:终止上市日期
:param client:
:return: None
'''
# 🛠todo 已经失效从wind 资讯里获取
# 这个函数已经失效
print("！！！ tushare 这个函数已经失效！！！")
df = QATs.get_terminated()
#df = QATs.get_suspended()
print(
" Get stock terminated from tushare,stock count is %d (终止上市股票列表)" %
len(df)
)
coll = client.stock_terminated
client.drop_collection(coll)
json_data = json.loads(df.reset_index().to_json(orient='records'))
coll.insert(json_data)
print(" 保存终止上市股票列表 到 stock_terminated collection， OK")
|
[
"def",
"QA_SU_save_stock_terminated",
"(",
"client",
"=",
"DATABASE",
")",
":",
"# 🛠todo 已经失效从wind 资讯里获取",
"# 这个函数已经失效",
"print",
"(",
"\"！！！ tushare 这个函数已经失效！！！\")",
"",
"df",
"=",
"QATs",
".",
"get_terminated",
"(",
")",
"#df = QATs.get_suspended()",
"print",
"(",
"\" Get stock terminated from tushare,stock count is %d (终止上市股票列表)\" %",
"",
"len",
"(",
"df",
")",
")",
"coll",
"=",
"client",
".",
"stock_terminated",
"client",
".",
"drop_collection",
"(",
"coll",
")",
"json_data",
"=",
"json",
".",
"loads",
"(",
"df",
".",
"reset_index",
"(",
")",
".",
"to_json",
"(",
"orient",
"=",
"'records'",
")",
")",
"coll",
".",
"insert",
"(",
"json_data",
")",
"print",
"(",
"\" 保存终止上市股票列表 到 stock_terminated collection， OK\")",
""
] |
获取已经被终止上市的股票列表，数据从上交所获取，目前只有在上海证券交易所交易被终止的股票。
collection：
code：股票代码 name：股票名称 oDate:上市日期 tDate:终止上市日期
:param client:
:return: None
|
[
"获取已经被终止上市的股票列表，数据从上交所获取，目前只有在上海证券交易所交易被终止的股票。",
"collection：",
"code：股票代码",
"name：股票名称",
"oDate",
":",
"上市日期",
"tDate",
":",
"终止上市日期",
":",
"param",
"client",
":",
":",
"return",
":",
"None"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/save_tushare.py#L118-L140
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/save_tushare.py
|
QA_SU_save_stock_info_tushare
|
def QA_SU_save_stock_info_tushare(client=DATABASE):
'''
获取 股票的 基本信息，包含股票的如下信息
code,代码
name,名称
industry,所属行业
area,地区
pe,市盈率
outstanding,流通股本(亿)
totals,总股本(亿)
totalAssets,总资产(万)
liquidAssets,流动资产
fixedAssets,固定资产
reserved,公积金
reservedPerShare,每股公积金
esp,每股收益
bvps,每股净资
pb,市净率
timeToMarket,上市日期
undp,未分利润
perundp, 每股未分配
rev,收入同比(%)
profit,利润同比(%)
gpr,毛利率(%)
npr,净利润率(%)
holders,股东人数
add by tauruswang
在命令行工具 quantaxis 中输入 save stock_info_tushare 中的命令
:param client:
:return:
'''
df = QATs.get_stock_basics()
print(" Get stock info from tushare,stock count is %d" % len(df))
coll = client.stock_info_tushare
client.drop_collection(coll)
json_data = json.loads(df.reset_index().to_json(orient='records'))
coll.insert(json_data)
print(" Save data to stock_info_tushare collection， OK")
|
python
|
def QA_SU_save_stock_info_tushare(client=DATABASE):
'''
获取 股票的 基本信息，包含股票的如下信息
code,代码
name,名称
industry,所属行业
area,地区
pe,市盈率
outstanding,流通股本(亿)
totals,总股本(亿)
totalAssets,总资产(万)
liquidAssets,流动资产
fixedAssets,固定资产
reserved,公积金
reservedPerShare,每股公积金
esp,每股收益
bvps,每股净资
pb,市净率
timeToMarket,上市日期
undp,未分利润
perundp, 每股未分配
rev,收入同比(%)
profit,利润同比(%)
gpr,毛利率(%)
npr,净利润率(%)
holders,股东人数
add by tauruswang
在命令行工具 quantaxis 中输入 save stock_info_tushare 中的命令
:param client:
:return:
'''
df = QATs.get_stock_basics()
print(" Get stock info from tushare,stock count is %d" % len(df))
coll = client.stock_info_tushare
client.drop_collection(coll)
json_data = json.loads(df.reset_index().to_json(orient='records'))
coll.insert(json_data)
print(" Save data to stock_info_tushare collection， OK")
|
[
"def",
"QA_SU_save_stock_info_tushare",
"(",
"client",
"=",
"DATABASE",
")",
":",
"df",
"=",
"QATs",
".",
"get_stock_basics",
"(",
")",
"print",
"(",
"\" Get stock info from tushare,stock count is %d\"",
"%",
"len",
"(",
"df",
")",
")",
"coll",
"=",
"client",
".",
"stock_info_tushare",
"client",
".",
"drop_collection",
"(",
"coll",
")",
"json_data",
"=",
"json",
".",
"loads",
"(",
"df",
".",
"reset_index",
"(",
")",
".",
"to_json",
"(",
"orient",
"=",
"'records'",
")",
")",
"coll",
".",
"insert",
"(",
"json_data",
")",
"print",
"(",
"\" Save data to stock_info_tushare collection， OK\")",
""
] |
获取 股票的 基本信息，包含股票的如下信息
code,代码
name,名称
industry,所属行业
area,地区
pe,市盈率
outstanding,流通股本(亿)
totals,总股本(亿)
totalAssets,总资产(万)
liquidAssets,流动资产
fixedAssets,固定资产
reserved,公积金
reservedPerShare,每股公积金
esp,每股收益
bvps,每股净资
pb,市净率
timeToMarket,上市日期
undp,未分利润
perundp, 每股未分配
rev,收入同比(%)
profit,利润同比(%)
gpr,毛利率(%)
npr,净利润率(%)
holders,股东人数
add by tauruswang
在命令行工具 quantaxis 中输入 save stock_info_tushare 中的命令
:param client:
:return:
|
[
"获取",
"股票的",
"基本信息，包含股票的如下信息"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/save_tushare.py#L143-L183
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/save_tushare.py
|
QA_SU_save_stock_day
|
def QA_SU_save_stock_day(client=DATABASE, ui_log=None, ui_progress=None):
'''
save stock_day
保存日线数据
:param client:
:param ui_log: 给GUI qt 界面使用
:param ui_progress: 给GUI qt 界面使用
:param ui_progress_int_value: 给GUI qt 界面使用
'''
stock_list = QA_fetch_get_stock_list()
# TODO: 重命名stock_day_ts
coll_stock_day = client.stock_day_ts
coll_stock_day.create_index(
[("code",
pymongo.ASCENDING),
("date_stamp",
pymongo.ASCENDING)]
)
err = []
num_stocks = len(stock_list)
for index, ts_code in enumerate(stock_list):
QA_util_log_info('The {} of Total {}'.format(index, num_stocks))
strProgressToLog = 'DOWNLOAD PROGRESS {} {}'.format(
str(float(index / num_stocks * 100))[0:4] + '%',
ui_log
)
intProgressToLog = int(float(index / num_stocks * 100))
QA_util_log_info(
strProgressToLog,
ui_log=ui_log,
ui_progress=ui_progress,
ui_progress_int_value=intProgressToLog
)
_saving_work(ts_code,
coll_stock_day,
ui_log=ui_log,
err=err)
# 日线行情每分钟内最多调取200次，超过5000积分无限制
time.sleep(0.005)
if len(err) < 1:
QA_util_log_info('SUCCESS save stock day ^_^', ui_log)
else:
QA_util_log_info('ERROR CODE \n ', ui_log)
QA_util_log_info(err, ui_log)
|
python
|
def QA_SU_save_stock_day(client=DATABASE, ui_log=None, ui_progress=None):
'''
save stock_day
保存日线数据
:param client:
:param ui_log: 给GUI qt 界面使用
:param ui_progress: 给GUI qt 界面使用
:param ui_progress_int_value: 给GUI qt 界面使用
'''
stock_list = QA_fetch_get_stock_list()
# TODO: 重命名stock_day_ts
coll_stock_day = client.stock_day_ts
coll_stock_day.create_index(
[("code",
pymongo.ASCENDING),
("date_stamp",
pymongo.ASCENDING)]
)
err = []
num_stocks = len(stock_list)
for index, ts_code in enumerate(stock_list):
QA_util_log_info('The {} of Total {}'.format(index, num_stocks))
strProgressToLog = 'DOWNLOAD PROGRESS {} {}'.format(
str(float(index / num_stocks * 100))[0:4] + '%',
ui_log
)
intProgressToLog = int(float(index / num_stocks * 100))
QA_util_log_info(
strProgressToLog,
ui_log=ui_log,
ui_progress=ui_progress,
ui_progress_int_value=intProgressToLog
)
_saving_work(ts_code,
coll_stock_day,
ui_log=ui_log,
err=err)
# 日线行情每分钟内最多调取200次，超过5000积分无限制
time.sleep(0.005)
if len(err) < 1:
QA_util_log_info('SUCCESS save stock day ^_^', ui_log)
else:
QA_util_log_info('ERROR CODE \n ', ui_log)
QA_util_log_info(err, ui_log)
|
[
"def",
"QA_SU_save_stock_day",
"(",
"client",
"=",
"DATABASE",
",",
"ui_log",
"=",
"None",
",",
"ui_progress",
"=",
"None",
")",
":",
"stock_list",
"=",
"QA_fetch_get_stock_list",
"(",
")",
"# TODO: 重命名stock_day_ts",
"coll_stock_day",
"=",
"client",
".",
"stock_day_ts",
"coll_stock_day",
".",
"create_index",
"(",
"[",
"(",
"\"code\"",
",",
"pymongo",
".",
"ASCENDING",
")",
",",
"(",
"\"date_stamp\"",
",",
"pymongo",
".",
"ASCENDING",
")",
"]",
")",
"err",
"=",
"[",
"]",
"num_stocks",
"=",
"len",
"(",
"stock_list",
")",
"for",
"index",
",",
"ts_code",
"in",
"enumerate",
"(",
"stock_list",
")",
":",
"QA_util_log_info",
"(",
"'The {} of Total {}'",
".",
"format",
"(",
"index",
",",
"num_stocks",
")",
")",
"strProgressToLog",
"=",
"'DOWNLOAD PROGRESS {} {}'",
".",
"format",
"(",
"str",
"(",
"float",
"(",
"index",
"/",
"num_stocks",
"*",
"100",
")",
")",
"[",
"0",
":",
"4",
"]",
"+",
"'%'",
",",
"ui_log",
")",
"intProgressToLog",
"=",
"int",
"(",
"float",
"(",
"index",
"/",
"num_stocks",
"*",
"100",
")",
")",
"QA_util_log_info",
"(",
"strProgressToLog",
",",
"ui_log",
"=",
"ui_log",
",",
"ui_progress",
"=",
"ui_progress",
",",
"ui_progress_int_value",
"=",
"intProgressToLog",
")",
"_saving_work",
"(",
"ts_code",
",",
"coll_stock_day",
",",
"ui_log",
"=",
"ui_log",
",",
"err",
"=",
"err",
")",
"# 日线行情每分钟内最多调取200次，超过5000积分无限制",
"time",
".",
"sleep",
"(",
"0.005",
")",
"if",
"len",
"(",
"err",
")",
"<",
"1",
":",
"QA_util_log_info",
"(",
"'SUCCESS save stock day ^_^'",
",",
"ui_log",
")",
"else",
":",
"QA_util_log_info",
"(",
"'ERROR CODE \\n '",
",",
"ui_log",
")",
"QA_util_log_info",
"(",
"err",
",",
"ui_log",
")"
] |
save stock_day
保存日线数据
:param client:
:param ui_log: 给GUI qt 界面使用
:param ui_progress: 给GUI qt 界面使用
:param ui_progress_int_value: 给GUI qt 界面使用
|
[
"save",
"stock_day",
"保存日线数据",
":",
"param",
"client",
":",
":",
"param",
"ui_log",
":",
"给GUI",
"qt",
"界面使用",
":",
"param",
"ui_progress",
":",
"给GUI",
"qt",
"界面使用",
":",
"param",
"ui_progress_int_value",
":",
"给GUI",
"qt",
"界面使用"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/save_tushare.py#L368-L414
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QADict.py
|
QA_util_dict_remove_key
|
def QA_util_dict_remove_key(dicts, key):
"""
输入一个dict 返回删除后的
"""
if isinstance(key, list):
for item in key:
try:
dicts.pop(item)
except:
pass
else:
try:
dicts.pop(key)
except:
pass
return dicts
|
python
|
def QA_util_dict_remove_key(dicts, key):
"""
输入一个dict 返回删除后的
"""
if isinstance(key, list):
for item in key:
try:
dicts.pop(item)
except:
pass
else:
try:
dicts.pop(key)
except:
pass
return dicts
|
[
"def",
"QA_util_dict_remove_key",
"(",
"dicts",
",",
"key",
")",
":",
"if",
"isinstance",
"(",
"key",
",",
"list",
")",
":",
"for",
"item",
"in",
"key",
":",
"try",
":",
"dicts",
".",
"pop",
"(",
"item",
")",
"except",
":",
"pass",
"else",
":",
"try",
":",
"dicts",
".",
"pop",
"(",
"key",
")",
"except",
":",
"pass",
"return",
"dicts"
] |
输入一个dict 返回删除后的
|
[
"输入一个dict",
"返回删除后的"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QADict.py#L26-L42
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QASql.py
|
QA_util_sql_async_mongo_setting
|
def QA_util_sql_async_mongo_setting(uri='mongodb://localhost:27017/quantaxis'):
"""异步mongo示例
Keyword Arguments:
uri {str} -- [description] (default: {'mongodb://localhost:27017/quantaxis'})
Returns:
[type] -- [description]
"""
# loop = asyncio.new_event_loop()
# asyncio.set_event_loop(loop)
try:
loop = asyncio.get_event_loop()
except RuntimeError:
loop = asyncio.new_event_loop()
asyncio.set_event_loop(loop)
# async def client():
return AsyncIOMotorClient(uri, io_loop=loop)
|
python
|
def QA_util_sql_async_mongo_setting(uri='mongodb://localhost:27017/quantaxis'):
"""异步mongo示例
Keyword Arguments:
uri {str} -- [description] (default: {'mongodb://localhost:27017/quantaxis'})
Returns:
[type] -- [description]
"""
# loop = asyncio.new_event_loop()
# asyncio.set_event_loop(loop)
try:
loop = asyncio.get_event_loop()
except RuntimeError:
loop = asyncio.new_event_loop()
asyncio.set_event_loop(loop)
# async def client():
return AsyncIOMotorClient(uri, io_loop=loop)
|
[
"def",
"QA_util_sql_async_mongo_setting",
"(",
"uri",
"=",
"'mongodb://localhost:27017/quantaxis'",
")",
":",
"# loop = asyncio.new_event_loop()",
"# asyncio.set_event_loop(loop)",
"try",
":",
"loop",
"=",
"asyncio",
".",
"get_event_loop",
"(",
")",
"except",
"RuntimeError",
":",
"loop",
"=",
"asyncio",
".",
"new_event_loop",
"(",
")",
"asyncio",
".",
"set_event_loop",
"(",
"loop",
")",
"# async def client():",
"return",
"AsyncIOMotorClient",
"(",
"uri",
",",
"io_loop",
"=",
"loop",
")"
] |
异步mongo示例
Keyword Arguments:
uri {str} -- [description] (default: {'mongodb://localhost:27017/quantaxis'})
Returns:
[type] -- [description]
|
[
"异步mongo示例"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QASql.py#L41-L59
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAPortfolio.py
|
QA_Portfolio.add_account
|
def add_account(self, account):
'portfolio add a account/stratetgy'
if account.account_cookie not in self.account_list:
if self.cash_available > account.init_cash:
account.portfolio_cookie = self.portfolio_cookie
account.user_cookie = self.user_cookie
self.cash.append(self.cash_available - account.init_cash)
self.account_list.append(account.account_cookie)
account.save()
return account
else:
pass
|
python
|
def add_account(self, account):
'portfolio add a account/stratetgy'
if account.account_cookie not in self.account_list:
if self.cash_available > account.init_cash:
account.portfolio_cookie = self.portfolio_cookie
account.user_cookie = self.user_cookie
self.cash.append(self.cash_available - account.init_cash)
self.account_list.append(account.account_cookie)
account.save()
return account
else:
pass
|
[
"def",
"add_account",
"(",
"self",
",",
"account",
")",
":",
"if",
"account",
".",
"account_cookie",
"not",
"in",
"self",
".",
"account_list",
":",
"if",
"self",
".",
"cash_available",
">",
"account",
".",
"init_cash",
":",
"account",
".",
"portfolio_cookie",
"=",
"self",
".",
"portfolio_cookie",
"account",
".",
"user_cookie",
"=",
"self",
".",
"user_cookie",
"self",
".",
"cash",
".",
"append",
"(",
"self",
".",
"cash_available",
"-",
"account",
".",
"init_cash",
")",
"self",
".",
"account_list",
".",
"append",
"(",
"account",
".",
"account_cookie",
")",
"account",
".",
"save",
"(",
")",
"return",
"account",
"else",
":",
"pass"
] |
portfolio add a account/stratetgy
|
[
"portfolio",
"add",
"a",
"account",
"/",
"stratetgy"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAPortfolio.py#L196-L207
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAPortfolio.py
|
QA_Portfolio.drop_account
|
def drop_account(self, account_cookie):
"""删除一个account
Arguments:
account_cookie {[type]} -- [description]
Raises:
RuntimeError -- [description]
"""
if account_cookie in self.account_list:
res = self.account_list.remove(account_cookie)
self.cash.append(
self.cash[-1] + self.get_account_by_cookie(res).init_cash)
return True
else:
raise RuntimeError(
'account {} is not in the portfolio'.format(account_cookie)
)
|
python
|
def drop_account(self, account_cookie):
"""删除一个account
Arguments:
account_cookie {[type]} -- [description]
Raises:
RuntimeError -- [description]
"""
if account_cookie in self.account_list:
res = self.account_list.remove(account_cookie)
self.cash.append(
self.cash[-1] + self.get_account_by_cookie(res).init_cash)
return True
else:
raise RuntimeError(
'account {} is not in the portfolio'.format(account_cookie)
)
|
[
"def",
"drop_account",
"(",
"self",
",",
"account_cookie",
")",
":",
"if",
"account_cookie",
"in",
"self",
".",
"account_list",
":",
"res",
"=",
"self",
".",
"account_list",
".",
"remove",
"(",
"account_cookie",
")",
"self",
".",
"cash",
".",
"append",
"(",
"self",
".",
"cash",
"[",
"-",
"1",
"]",
"+",
"self",
".",
"get_account_by_cookie",
"(",
"res",
")",
".",
"init_cash",
")",
"return",
"True",
"else",
":",
"raise",
"RuntimeError",
"(",
"'account {} is not in the portfolio'",
".",
"format",
"(",
"account_cookie",
")",
")"
] |
删除一个account
Arguments:
account_cookie {[type]} -- [description]
Raises:
RuntimeError -- [description]
|
[
"删除一个account"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAPortfolio.py#L209-L227
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAPortfolio.py
|
QA_Portfolio.new_account
|
def new_account(
self,
account_cookie=None,
init_cash=1000000,
market_type=MARKET_TYPE.STOCK_CN,
*args,
**kwargs
):
"""创建一个新的Account
Keyword Arguments:
account_cookie {[type]} -- [description] (default: {None})
Returns:
[type] -- [description]
"""
if account_cookie is None:
"""创建新的account
Returns:
[type] -- [description]
"""
# 如果组合的cash_available>创建新的account所需cash
if self.cash_available >= init_cash:
temp = QA_Account(
user_cookie=self.user_cookie,
portfolio_cookie=self.portfolio_cookie,
init_cash=init_cash,
market_type=market_type,
*args,
**kwargs
)
if temp.account_cookie not in self.account_list:
#self.accounts[temp.account_cookie] = temp
self.account_list.append(temp.account_cookie)
temp.save()
self.cash.append(self.cash_available - init_cash)
return temp
else:
return self.new_account()
else:
if self.cash_available >= init_cash:
if account_cookie not in self.account_list:
acc = QA_Account(
portfolio_cookie=self.portfolio_cookie,
user_cookie=self.user_cookie,
init_cash=init_cash,
market_type=market_type,
account_cookie=account_cookie,
*args,
**kwargs
)
acc.save()
self.account_list.append(acc.account_cookie)
self.cash.append(self.cash_available - init_cash)
return acc
else:
return self.get_account_by_cookie(account_cookie)
|
python
|
def new_account(
self,
account_cookie=None,
init_cash=1000000,
market_type=MARKET_TYPE.STOCK_CN,
*args,
**kwargs
):
"""创建一个新的Account
Keyword Arguments:
account_cookie {[type]} -- [description] (default: {None})
Returns:
[type] -- [description]
"""
if account_cookie is None:
"""创建新的account
Returns:
[type] -- [description]
"""
# 如果组合的cash_available>创建新的account所需cash
if self.cash_available >= init_cash:
temp = QA_Account(
user_cookie=self.user_cookie,
portfolio_cookie=self.portfolio_cookie,
init_cash=init_cash,
market_type=market_type,
*args,
**kwargs
)
if temp.account_cookie not in self.account_list:
#self.accounts[temp.account_cookie] = temp
self.account_list.append(temp.account_cookie)
temp.save()
self.cash.append(self.cash_available - init_cash)
return temp
else:
return self.new_account()
else:
if self.cash_available >= init_cash:
if account_cookie not in self.account_list:
acc = QA_Account(
portfolio_cookie=self.portfolio_cookie,
user_cookie=self.user_cookie,
init_cash=init_cash,
market_type=market_type,
account_cookie=account_cookie,
*args,
**kwargs
)
acc.save()
self.account_list.append(acc.account_cookie)
self.cash.append(self.cash_available - init_cash)
return acc
else:
return self.get_account_by_cookie(account_cookie)
|
[
"def",
"new_account",
"(",
"self",
",",
"account_cookie",
"=",
"None",
",",
"init_cash",
"=",
"1000000",
",",
"market_type",
"=",
"MARKET_TYPE",
".",
"STOCK_CN",
",",
"*",
"args",
",",
"*",
"*",
"kwargs",
")",
":",
"if",
"account_cookie",
"is",
"None",
":",
"\"\"\"创建新的account\n\n Returns:\n [type] -- [description]\n \"\"\"",
"# 如果组合的cash_available>创建新的account所需cash",
"if",
"self",
".",
"cash_available",
">=",
"init_cash",
":",
"temp",
"=",
"QA_Account",
"(",
"user_cookie",
"=",
"self",
".",
"user_cookie",
",",
"portfolio_cookie",
"=",
"self",
".",
"portfolio_cookie",
",",
"init_cash",
"=",
"init_cash",
",",
"market_type",
"=",
"market_type",
",",
"*",
"args",
",",
"*",
"*",
"kwargs",
")",
"if",
"temp",
".",
"account_cookie",
"not",
"in",
"self",
".",
"account_list",
":",
"#self.accounts[temp.account_cookie] = temp",
"self",
".",
"account_list",
".",
"append",
"(",
"temp",
".",
"account_cookie",
")",
"temp",
".",
"save",
"(",
")",
"self",
".",
"cash",
".",
"append",
"(",
"self",
".",
"cash_available",
"-",
"init_cash",
")",
"return",
"temp",
"else",
":",
"return",
"self",
".",
"new_account",
"(",
")",
"else",
":",
"if",
"self",
".",
"cash_available",
">=",
"init_cash",
":",
"if",
"account_cookie",
"not",
"in",
"self",
".",
"account_list",
":",
"acc",
"=",
"QA_Account",
"(",
"portfolio_cookie",
"=",
"self",
".",
"portfolio_cookie",
",",
"user_cookie",
"=",
"self",
".",
"user_cookie",
",",
"init_cash",
"=",
"init_cash",
",",
"market_type",
"=",
"market_type",
",",
"account_cookie",
"=",
"account_cookie",
",",
"*",
"args",
",",
"*",
"*",
"kwargs",
")",
"acc",
".",
"save",
"(",
")",
"self",
".",
"account_list",
".",
"append",
"(",
"acc",
".",
"account_cookie",
")",
"self",
".",
"cash",
".",
"append",
"(",
"self",
".",
"cash_available",
"-",
"init_cash",
")",
"return",
"acc",
"else",
":",
"return",
"self",
".",
"get_account_by_cookie",
"(",
"account_cookie",
")"
] |
创建一个新的Account
Keyword Arguments:
account_cookie {[type]} -- [description] (default: {None})
Returns:
[type] -- [description]
|
[
"创建一个新的Account"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAPortfolio.py#L229-L290
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAPortfolio.py
|
QA_Portfolio.get_account_by_cookie
|
def get_account_by_cookie(self, cookie):
'''
'give the account_cookie and return the account/strategy back'
:param cookie:
:return: QA_Account with cookie if in dict
None not in list
'''
try:
return QA_Account(
account_cookie=cookie,
user_cookie=self.user_cookie,
portfolio_cookie=self.portfolio_cookie,
auto_reload=True
)
except:
QA_util_log_info('Can not find this account')
return None
|
python
|
def get_account_by_cookie(self, cookie):
'''
'give the account_cookie and return the account/strategy back'
:param cookie:
:return: QA_Account with cookie if in dict
None not in list
'''
try:
return QA_Account(
account_cookie=cookie,
user_cookie=self.user_cookie,
portfolio_cookie=self.portfolio_cookie,
auto_reload=True
)
except:
QA_util_log_info('Can not find this account')
return None
|
[
"def",
"get_account_by_cookie",
"(",
"self",
",",
"cookie",
")",
":",
"try",
":",
"return",
"QA_Account",
"(",
"account_cookie",
"=",
"cookie",
",",
"user_cookie",
"=",
"self",
".",
"user_cookie",
",",
"portfolio_cookie",
"=",
"self",
".",
"portfolio_cookie",
",",
"auto_reload",
"=",
"True",
")",
"except",
":",
"QA_util_log_info",
"(",
"'Can not find this account'",
")",
"return",
"None"
] |
'give the account_cookie and return the account/strategy back'
:param cookie:
:return: QA_Account with cookie if in dict
None not in list
|
[
"give",
"the",
"account_cookie",
"and",
"return",
"the",
"account",
"/",
"strategy",
"back",
":",
"param",
"cookie",
":",
":",
"return",
":",
"QA_Account",
"with",
"cookie",
"if",
"in",
"dict",
"None",
"not",
"in",
"list"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAPortfolio.py#L292-L308
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAPortfolio.py
|
QA_Portfolio.get_account
|
def get_account(self, account):
'''
check the account whether in the protfolio dict or not
:param account: QA_Account
:return: QA_Account if in dict
None not in list
'''
try:
return self.get_account_by_cookie(account.account_cookie)
except:
QA_util_log_info(
'Can not find this account with cookies %s' %
account.account_cookie
)
return None
|
python
|
def get_account(self, account):
'''
check the account whether in the protfolio dict or not
:param account: QA_Account
:return: QA_Account if in dict
None not in list
'''
try:
return self.get_account_by_cookie(account.account_cookie)
except:
QA_util_log_info(
'Can not find this account with cookies %s' %
account.account_cookie
)
return None
|
[
"def",
"get_account",
"(",
"self",
",",
"account",
")",
":",
"try",
":",
"return",
"self",
".",
"get_account_by_cookie",
"(",
"account",
".",
"account_cookie",
")",
"except",
":",
"QA_util_log_info",
"(",
"'Can not find this account with cookies %s'",
"%",
"account",
".",
"account_cookie",
")",
"return",
"None"
] |
check the account whether in the protfolio dict or not
:param account: QA_Account
:return: QA_Account if in dict
None not in list
|
[
"check",
"the",
"account",
"whether",
"in",
"the",
"protfolio",
"dict",
"or",
"not",
":",
"param",
"account",
":",
"QA_Account",
":",
"return",
":",
"QA_Account",
"if",
"in",
"dict",
"None",
"not",
"in",
"list"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAPortfolio.py#L310-L324
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAPortfolio.py
|
QA_Portfolio.message
|
def message(self):
"""portfolio 的cookie
"""
return {
'user_cookie': self.user_cookie,
'portfolio_cookie': self.portfolio_cookie,
'account_list': list(self.account_list),
'init_cash': self.init_cash,
'cash': self.cash,
'history': self.history
}
|
python
|
def message(self):
"""portfolio 的cookie
"""
return {
'user_cookie': self.user_cookie,
'portfolio_cookie': self.portfolio_cookie,
'account_list': list(self.account_list),
'init_cash': self.init_cash,
'cash': self.cash,
'history': self.history
}
|
[
"def",
"message",
"(",
"self",
")",
":",
"return",
"{",
"'user_cookie'",
":",
"self",
".",
"user_cookie",
",",
"'portfolio_cookie'",
":",
"self",
".",
"portfolio_cookie",
",",
"'account_list'",
":",
"list",
"(",
"self",
".",
"account_list",
")",
",",
"'init_cash'",
":",
"self",
".",
"init_cash",
",",
"'cash'",
":",
"self",
".",
"cash",
",",
"'history'",
":",
"self",
".",
"history",
"}"
] |
portfolio 的cookie
|
[
"portfolio",
"的cookie"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAPortfolio.py#L330-L340
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAPortfolio.py
|
QA_Portfolio.send_order
|
def send_order(
self,
account_cookie: str,
code=None,
amount=None,
time=None,
towards=None,
price=None,
money=None,
order_model=None,
amount_model=None,
*args,
**kwargs
):
"""基于portfolio对子账户下单
Arguments:
account_cookie {str} -- [description]
Keyword Arguments:
code {[type]} -- [description] (default: {None})
amount {[type]} -- [description] (default: {None})
time {[type]} -- [description] (default: {None})
towards {[type]} -- [description] (default: {None})
price {[type]} -- [description] (default: {None})
money {[type]} -- [description] (default: {None})
order_model {[type]} -- [description] (default: {None})
amount_model {[type]} -- [description] (default: {None})
Returns:
[type] -- [description]
"""
return self.get_account_by_cookie(account_cookie).send_order(
code=code,
amount=amount,
time=time,
towards=towards,
price=price,
money=money,
order_model=order_model,
amount_model=amount_model
)
|
python
|
def send_order(
self,
account_cookie: str,
code=None,
amount=None,
time=None,
towards=None,
price=None,
money=None,
order_model=None,
amount_model=None,
*args,
**kwargs
):
"""基于portfolio对子账户下单
Arguments:
account_cookie {str} -- [description]
Keyword Arguments:
code {[type]} -- [description] (default: {None})
amount {[type]} -- [description] (default: {None})
time {[type]} -- [description] (default: {None})
towards {[type]} -- [description] (default: {None})
price {[type]} -- [description] (default: {None})
money {[type]} -- [description] (default: {None})
order_model {[type]} -- [description] (default: {None})
amount_model {[type]} -- [description] (default: {None})
Returns:
[type] -- [description]
"""
return self.get_account_by_cookie(account_cookie).send_order(
code=code,
amount=amount,
time=time,
towards=towards,
price=price,
money=money,
order_model=order_model,
amount_model=amount_model
)
|
[
"def",
"send_order",
"(",
"self",
",",
"account_cookie",
":",
"str",
",",
"code",
"=",
"None",
",",
"amount",
"=",
"None",
",",
"time",
"=",
"None",
",",
"towards",
"=",
"None",
",",
"price",
"=",
"None",
",",
"money",
"=",
"None",
",",
"order_model",
"=",
"None",
",",
"amount_model",
"=",
"None",
",",
"*",
"args",
",",
"*",
"*",
"kwargs",
")",
":",
"return",
"self",
".",
"get_account_by_cookie",
"(",
"account_cookie",
")",
".",
"send_order",
"(",
"code",
"=",
"code",
",",
"amount",
"=",
"amount",
",",
"time",
"=",
"time",
",",
"towards",
"=",
"towards",
",",
"price",
"=",
"price",
",",
"money",
"=",
"money",
",",
"order_model",
"=",
"order_model",
",",
"amount_model",
"=",
"amount_model",
")"
] |
基于portfolio对子账户下单
Arguments:
account_cookie {str} -- [description]
Keyword Arguments:
code {[type]} -- [description] (default: {None})
amount {[type]} -- [description] (default: {None})
time {[type]} -- [description] (default: {None})
towards {[type]} -- [description] (default: {None})
price {[type]} -- [description] (default: {None})
money {[type]} -- [description] (default: {None})
order_model {[type]} -- [description] (default: {None})
amount_model {[type]} -- [description] (default: {None})
Returns:
[type] -- [description]
|
[
"基于portfolio对子账户下单"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAPortfolio.py#L342-L384
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAARP/QAPortfolio.py
|
QA_Portfolio.save
|
def save(self):
"""存储过程
"""
self.client.update(
{
'portfolio_cookie': self.portfolio_cookie,
'user_cookie': self.user_cookie
},
{'$set': self.message},
upsert=True
)
|
python
|
def save(self):
"""存储过程
"""
self.client.update(
{
'portfolio_cookie': self.portfolio_cookie,
'user_cookie': self.user_cookie
},
{'$set': self.message},
upsert=True
)
|
[
"def",
"save",
"(",
"self",
")",
":",
"self",
".",
"client",
".",
"update",
"(",
"{",
"'portfolio_cookie'",
":",
"self",
".",
"portfolio_cookie",
",",
"'user_cookie'",
":",
"self",
".",
"user_cookie",
"}",
",",
"{",
"'$set'",
":",
"self",
".",
"message",
"}",
",",
"upsert",
"=",
"True",
")"
] |
存储过程
|
[
"存储过程"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAARP/QAPortfolio.py#L527-L537
|
train
|
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.