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QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/base_datastruct.py
|
_quotation_base.new
|
def new(self, data=None, dtype=None, if_fq=None):
"""
创建一个新的DataStruct
data 默认是self.data
🛠todo 没有这个？？ inplace 是否是对于原类的修改 ？？
"""
data = self.data if data is None else data
dtype = self.type if dtype is None else dtype
if_fq = self.if_fq if if_fq is None else if_fq
temp = copy(self)
temp.__init__(data, dtype, if_fq)
return temp
|
python
|
def new(self, data=None, dtype=None, if_fq=None):
"""
创建一个新的DataStruct
data 默认是self.data
🛠todo 没有这个？？ inplace 是否是对于原类的修改 ？？
"""
data = self.data if data is None else data
dtype = self.type if dtype is None else dtype
if_fq = self.if_fq if if_fq is None else if_fq
temp = copy(self)
temp.__init__(data, dtype, if_fq)
return temp
|
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创建一个新的DataStruct
data 默认是self.data
🛠todo 没有这个？？ inplace 是否是对于原类的修改 ？？
|
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"data",
"🛠todo",
"没有这个？？",
"inplace",
"是否是对于原类的修改",
"？？"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/base_datastruct.py#L845-L858
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/base_datastruct.py
|
_quotation_base.reindex
|
def reindex(self, ind):
"""reindex
Arguments:
ind {[type]} -- [description]
Raises:
RuntimeError -- [description]
RuntimeError -- [description]
Returns:
[type] -- [description]
"""
if isinstance(ind, pd.MultiIndex):
try:
return self.new(self.data.reindex(ind))
except:
raise RuntimeError('QADATASTRUCT ERROR: CANNOT REINDEX')
else:
raise RuntimeError(
'QADATASTRUCT ERROR: ONLY ACCEPT MULTI-INDEX FORMAT'
)
|
python
|
def reindex(self, ind):
"""reindex
Arguments:
ind {[type]} -- [description]
Raises:
RuntimeError -- [description]
RuntimeError -- [description]
Returns:
[type] -- [description]
"""
if isinstance(ind, pd.MultiIndex):
try:
return self.new(self.data.reindex(ind))
except:
raise RuntimeError('QADATASTRUCT ERROR: CANNOT REINDEX')
else:
raise RuntimeError(
'QADATASTRUCT ERROR: ONLY ACCEPT MULTI-INDEX FORMAT'
)
|
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reindex
Arguments:
ind {[type]} -- [description]
Raises:
RuntimeError -- [description]
RuntimeError -- [description]
Returns:
[type] -- [description]
|
[
"reindex"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/base_datastruct.py#L863-L885
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/base_datastruct.py
|
_quotation_base.to_json
|
def to_json(self):
"""
转换DataStruct为json
"""
data = self.data
if self.type[-3:] != 'min':
data = self.data.assign(datetime= self.datetime)
return QA_util_to_json_from_pandas(data.reset_index())
|
python
|
def to_json(self):
"""
转换DataStruct为json
"""
data = self.data
if self.type[-3:] != 'min':
data = self.data.assign(datetime= self.datetime)
return QA_util_to_json_from_pandas(data.reset_index())
|
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转换DataStruct为json
|
[
"转换DataStruct为json"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/base_datastruct.py#L965-L973
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/base_datastruct.py
|
_quotation_base.to_hdf
|
def to_hdf(self, place, name):
'IO --> hdf5'
self.data.to_hdf(place, name)
return place, name
|
python
|
def to_hdf(self, place, name):
'IO --> hdf5'
self.data.to_hdf(place, name)
return place, name
|
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] |
IO --> hdf5
|
[
"IO",
"--",
">",
"hdf5"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/base_datastruct.py#L993-L996
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/base_datastruct.py
|
_quotation_base.is_same
|
def is_same(self, DataStruct):
"""
判断是否相同
"""
if self.type == DataStruct.type and self.if_fq == DataStruct.if_fq:
return True
else:
return False
|
python
|
def is_same(self, DataStruct):
"""
判断是否相同
"""
if self.type == DataStruct.type and self.if_fq == DataStruct.if_fq:
return True
else:
return False
|
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":",
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"False"
] |
判断是否相同
|
[
"判断是否相同"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/base_datastruct.py#L998-L1005
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/base_datastruct.py
|
_quotation_base.splits
|
def splits(self):
"""
将一个DataStruct按code分解为N个DataStruct
"""
return list(map(lambda x: self.select_code(x), self.code))
|
python
|
def splits(self):
"""
将一个DataStruct按code分解为N个DataStruct
"""
return list(map(lambda x: self.select_code(x), self.code))
|
[
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".",
"select_code",
"(",
"x",
")",
",",
"self",
".",
"code",
")",
")"
] |
将一个DataStruct按code分解为N个DataStruct
|
[
"将一个DataStruct按code分解为N个DataStruct"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/base_datastruct.py#L1007-L1011
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/base_datastruct.py
|
_quotation_base.add_func
|
def add_func(self, func, *arg, **kwargs):
"""QADATASTRUCT的指标/函数apply入口
Arguments:
func {[type]} -- [description]
Returns:
[type] -- [description]
"""
return self.groupby(level=1, sort=False).apply(func, *arg, **kwargs)
|
python
|
def add_func(self, func, *arg, **kwargs):
"""QADATASTRUCT的指标/函数apply入口
Arguments:
func {[type]} -- [description]
Returns:
[type] -- [description]
"""
return self.groupby(level=1, sort=False).apply(func, *arg, **kwargs)
|
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] |
QADATASTRUCT的指标/函数apply入口
Arguments:
func {[type]} -- [description]
Returns:
[type] -- [description]
|
[
"QADATASTRUCT的指标",
"/",
"函数apply入口"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/base_datastruct.py#L1029-L1039
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/base_datastruct.py
|
_quotation_base.get_data
|
def get_data(self, columns, type='ndarray', with_index=False):
"""获取不同格式的数据
Arguments:
columns {[type]} -- [description]
Keyword Arguments:
type {str} -- [description] (default: {'ndarray'})
with_index {bool} -- [description] (default: {False})
Returns:
[type] -- [description]
"""
res = self.select_columns(columns)
if type == 'ndarray':
if with_index:
return res.reset_index().values
else:
return res.values
elif type == 'list':
if with_index:
return res.reset_index().values.tolist()
else:
return res.values.tolist()
elif type == 'dataframe':
if with_index:
return res.reset_index()
else:
return res
|
python
|
def get_data(self, columns, type='ndarray', with_index=False):
"""获取不同格式的数据
Arguments:
columns {[type]} -- [description]
Keyword Arguments:
type {str} -- [description] (default: {'ndarray'})
with_index {bool} -- [description] (default: {False})
Returns:
[type] -- [description]
"""
res = self.select_columns(columns)
if type == 'ndarray':
if with_index:
return res.reset_index().values
else:
return res.values
elif type == 'list':
if with_index:
return res.reset_index().values.tolist()
else:
return res.values.tolist()
elif type == 'dataframe':
if with_index:
return res.reset_index()
else:
return res
|
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获取不同格式的数据
Arguments:
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Keyword Arguments:
type {str} -- [description] (default: {'ndarray'})
with_index {bool} -- [description] (default: {False})
Returns:
[type] -- [description]
|
[
"获取不同格式的数据"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/base_datastruct.py#L1052-L1081
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/base_datastruct.py
|
_quotation_base.pivot
|
def pivot(self, column_):
"""增加对于多列的支持"""
if isinstance(column_, str):
try:
return self.data.reset_index().pivot(
index='datetime',
columns='code',
values=column_
)
except:
return self.data.reset_index().pivot(
index='date',
columns='code',
values=column_
)
elif isinstance(column_, list):
try:
return self.data.reset_index().pivot_table(
index='datetime',
columns='code',
values=column_
)
except:
return self.data.reset_index().pivot_table(
index='date',
columns='code',
values=column_
)
|
python
|
def pivot(self, column_):
"""增加对于多列的支持"""
if isinstance(column_, str):
try:
return self.data.reset_index().pivot(
index='datetime',
columns='code',
values=column_
)
except:
return self.data.reset_index().pivot(
index='date',
columns='code',
values=column_
)
elif isinstance(column_, list):
try:
return self.data.reset_index().pivot_table(
index='datetime',
columns='code',
values=column_
)
except:
return self.data.reset_index().pivot_table(
index='date',
columns='code',
values=column_
)
|
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增加对于多列的支持
|
[
"增加对于多列的支持"
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bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/base_datastruct.py#L1083-L1110
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/base_datastruct.py
|
_quotation_base.selects
|
def selects(self, code, start, end=None):
"""
选择code,start,end
如果end不填写,默认获取到结尾
@2018/06/03 pandas 的索引问题导致
https://github.com/pandas-dev/pandas/issues/21299
因此先用set_index去重做一次index
影响的有selects,select_time,select_month,get_bar
@2018/06/04
当选择的时间越界/股票不存在,raise ValueError
@2018/06/04 pandas索引问题已经解决
全部恢复
"""
def _selects(code, start, end):
if end is not None:
return self.data.loc[(slice(pd.Timestamp(start), pd.Timestamp(end)), code), :]
else:
return self.data.loc[(slice(pd.Timestamp(start), None), code), :]
try:
return self.new(_selects(code, start, end), self.type, self.if_fq)
except:
raise ValueError(
'QA CANNOT GET THIS CODE {}/START {}/END{} '.format(
code,
start,
end
)
)
|
python
|
def selects(self, code, start, end=None):
"""
选择code,start,end
如果end不填写,默认获取到结尾
@2018/06/03 pandas 的索引问题导致
https://github.com/pandas-dev/pandas/issues/21299
因此先用set_index去重做一次index
影响的有selects,select_time,select_month,get_bar
@2018/06/04
当选择的时间越界/股票不存在,raise ValueError
@2018/06/04 pandas索引问题已经解决
全部恢复
"""
def _selects(code, start, end):
if end is not None:
return self.data.loc[(slice(pd.Timestamp(start), pd.Timestamp(end)), code), :]
else:
return self.data.loc[(slice(pd.Timestamp(start), None), code), :]
try:
return self.new(_selects(code, start, end), self.type, self.if_fq)
except:
raise ValueError(
'QA CANNOT GET THIS CODE {}/START {}/END{} '.format(
code,
start,
end
)
)
|
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".",
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"(",
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",",
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",",
"end",
")",
")"
] |
选择code,start,end
如果end不填写,默认获取到结尾
@2018/06/03 pandas 的索引问题导致
https://github.com/pandas-dev/pandas/issues/21299
因此先用set_index去重做一次index
影响的有selects,select_time,select_month,get_bar
@2018/06/04
当选择的时间越界/股票不存在,raise ValueError
@2018/06/04 pandas索引问题已经解决
全部恢复
|
[
"选择code",
"start",
"end"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/base_datastruct.py#L1112-L1146
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/base_datastruct.py
|
_quotation_base.select_time
|
def select_time(self, start, end=None):
"""
选择起始时间
如果end不填写,默认获取到结尾
@2018/06/03 pandas 的索引问题导致
https://github.com/pandas-dev/pandas/issues/21299
因此先用set_index去重做一次index
影响的有selects,select_time,select_month,get_bar
@2018/06/04
当选择的时间越界/股票不存在,raise ValueError
@2018/06/04 pandas索引问题已经解决
全部恢复
"""
def _select_time(start, end):
if end is not None:
return self.data.loc[(slice(pd.Timestamp(start), pd.Timestamp(end)), slice(None)), :]
else:
return self.data.loc[(slice(pd.Timestamp(start), None), slice(None)), :]
try:
return self.new(_select_time(start, end), self.type, self.if_fq)
except:
raise ValueError(
'QA CANNOT GET THIS START {}/END{} '.format(start,
end)
)
|
python
|
def select_time(self, start, end=None):
"""
选择起始时间
如果end不填写,默认获取到结尾
@2018/06/03 pandas 的索引问题导致
https://github.com/pandas-dev/pandas/issues/21299
因此先用set_index去重做一次index
影响的有selects,select_time,select_month,get_bar
@2018/06/04
当选择的时间越界/股票不存在,raise ValueError
@2018/06/04 pandas索引问题已经解决
全部恢复
"""
def _select_time(start, end):
if end is not None:
return self.data.loc[(slice(pd.Timestamp(start), pd.Timestamp(end)), slice(None)), :]
else:
return self.data.loc[(slice(pd.Timestamp(start), None), slice(None)), :]
try:
return self.new(_select_time(start, end), self.type, self.if_fq)
except:
raise ValueError(
'QA CANNOT GET THIS START {}/END{} '.format(start,
end)
)
|
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"'QA CANNOT GET THIS START {}/END{} '",
".",
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"(",
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",",
"end",
")",
")"
] |
选择起始时间
如果end不填写,默认获取到结尾
@2018/06/03 pandas 的索引问题导致
https://github.com/pandas-dev/pandas/issues/21299
因此先用set_index去重做一次index
影响的有selects,select_time,select_month,get_bar
@2018/06/04
当选择的时间越界/股票不存在,raise ValueError
@2018/06/04 pandas索引问题已经解决
全部恢复
|
[
"选择起始时间",
"如果end不填写",
"默认获取到结尾"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/base_datastruct.py#L1148-L1178
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/base_datastruct.py
|
_quotation_base.select_day
|
def select_day(self, day):
"""选取日期(一般用于分钟线)
Arguments:
day {[type]} -- [description]
Raises:
ValueError -- [description]
Returns:
[type] -- [description]
"""
def _select_day(day):
return self.data.loc[day, slice(None)]
try:
return self.new(_select_day(day), self.type, self.if_fq)
except:
raise ValueError('QA CANNOT GET THIS Day {} '.format(day))
|
python
|
def select_day(self, day):
"""选取日期(一般用于分钟线)
Arguments:
day {[type]} -- [description]
Raises:
ValueError -- [description]
Returns:
[type] -- [description]
"""
def _select_day(day):
return self.data.loc[day, slice(None)]
try:
return self.new(_select_day(day), self.type, self.if_fq)
except:
raise ValueError('QA CANNOT GET THIS Day {} '.format(day))
|
[
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"select_day",
"(",
"self",
",",
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":",
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"'QA CANNOT GET THIS Day {} '",
".",
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"(",
"day",
")",
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] |
选取日期(一般用于分钟线)
Arguments:
day {[type]} -- [description]
Raises:
ValueError -- [description]
Returns:
[type] -- [description]
|
[
"选取日期",
"(",
"一般用于分钟线",
")"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/base_datastruct.py#L1180-L1199
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/base_datastruct.py
|
_quotation_base.select_month
|
def select_month(self, month):
"""
选择月份
@2018/06/03 pandas 的索引问题导致
https://github.com/pandas-dev/pandas/issues/21299
因此先用set_index去重做一次index
影响的有selects,select_time,select_month,get_bar
@2018/06/04
当选择的时间越界/股票不存在,raise ValueError
@2018/06/04 pandas索引问题已经解决
全部恢复
"""
def _select_month(month):
return self.data.loc[month, slice(None)]
try:
return self.new(_select_month(month), self.type, self.if_fq)
except:
raise ValueError('QA CANNOT GET THIS Month {} '.format(month))
|
python
|
def select_month(self, month):
"""
选择月份
@2018/06/03 pandas 的索引问题导致
https://github.com/pandas-dev/pandas/issues/21299
因此先用set_index去重做一次index
影响的有selects,select_time,select_month,get_bar
@2018/06/04
当选择的时间越界/股票不存在,raise ValueError
@2018/06/04 pandas索引问题已经解决
全部恢复
"""
def _select_month(month):
return self.data.loc[month, slice(None)]
try:
return self.new(_select_month(month), self.type, self.if_fq)
except:
raise ValueError('QA CANNOT GET THIS Month {} '.format(month))
|
[
"def",
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"ValueError",
"(",
"'QA CANNOT GET THIS Month {} '",
".",
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"(",
"month",
")",
")"
] |
选择月份
@2018/06/03 pandas 的索引问题导致
https://github.com/pandas-dev/pandas/issues/21299
因此先用set_index去重做一次index
影响的有selects,select_time,select_month,get_bar
@2018/06/04
当选择的时间越界/股票不存在,raise ValueError
@2018/06/04 pandas索引问题已经解决
全部恢复
|
[
"选择月份"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/base_datastruct.py#L1201-L1224
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/base_datastruct.py
|
_quotation_base.select_code
|
def select_code(self, code):
"""
选择股票
@2018/06/03 pandas 的索引问题导致
https://github.com/pandas-dev/pandas/issues/21299
因此先用set_index去重做一次index
影响的有selects,select_time,select_month,get_bar
@2018/06/04
当选择的时间越界/股票不存在,raise ValueError
@2018/06/04 pandas索引问题已经解决
全部恢复
"""
def _select_code(code):
return self.data.loc[(slice(None), code), :]
try:
return self.new(_select_code(code), self.type, self.if_fq)
except:
raise ValueError('QA CANNOT FIND THIS CODE {}'.format(code))
|
python
|
def select_code(self, code):
"""
选择股票
@2018/06/03 pandas 的索引问题导致
https://github.com/pandas-dev/pandas/issues/21299
因此先用set_index去重做一次index
影响的有selects,select_time,select_month,get_bar
@2018/06/04
当选择的时间越界/股票不存在,raise ValueError
@2018/06/04 pandas索引问题已经解决
全部恢复
"""
def _select_code(code):
return self.data.loc[(slice(None), code), :]
try:
return self.new(_select_code(code), self.type, self.if_fq)
except:
raise ValueError('QA CANNOT FIND THIS CODE {}'.format(code))
|
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":",
"raise",
"ValueError",
"(",
"'QA CANNOT FIND THIS CODE {}'",
".",
"format",
"(",
"code",
")",
")"
] |
选择股票
@2018/06/03 pandas 的索引问题导致
https://github.com/pandas-dev/pandas/issues/21299
因此先用set_index去重做一次index
影响的有selects,select_time,select_month,get_bar
@2018/06/04
当选择的时间越界/股票不存在,raise ValueError
@2018/06/04 pandas索引问题已经解决
全部恢复
|
[
"选择股票"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/base_datastruct.py#L1226-L1249
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/base_datastruct.py
|
_quotation_base.get_bar
|
def get_bar(self, code, time):
"""
获取一个bar的数据
返回一个series
如果不存在,raise ValueError
"""
try:
return self.data.loc[(pd.Timestamp(time), code)]
except:
raise ValueError(
'DATASTRUCT CURRENTLY CANNOT FIND THIS BAR WITH {} {}'.format(
code,
time
)
)
|
python
|
def get_bar(self, code, time):
"""
获取一个bar的数据
返回一个series
如果不存在,raise ValueError
"""
try:
return self.data.loc[(pd.Timestamp(time), code)]
except:
raise ValueError(
'DATASTRUCT CURRENTLY CANNOT FIND THIS BAR WITH {} {}'.format(
code,
time
)
)
|
[
"def",
"get_bar",
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"self",
",",
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")",
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"(",
"'DATASTRUCT CURRENTLY CANNOT FIND THIS BAR WITH {} {}'",
".",
"format",
"(",
"code",
",",
"time",
")",
")"
] |
获取一个bar的数据
返回一个series
如果不存在,raise ValueError
|
[
"获取一个bar的数据",
"返回一个series",
"如果不存在",
"raise",
"ValueError"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/base_datastruct.py#L1264-L1278
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/trans_ss.py
|
QA_SU_trans_stock_min
|
def QA_SU_trans_stock_min(client=DATABASE, ui_log=None, ui_progress=None,
data_path: str = "D:\\skysoft\\", type_="1min"):
"""
将天软本地数据导入 QA 数据库
:param client:
:param ui_log:
:param ui_progress:
:param data_path: 存放天软数据的路径，默认文件名格式为类似 "SH600000.csv" 格式
"""
code_list = list(map(lambda x: x[2:8], os.listdir(data_path)))
coll = client.stock_min
coll.create_index([
("code", pymongo.ASCENDING),
("time_stamp", pymongo.ASCENDING),
("date_stamp", pymongo.ASCENDING),
])
err = []
def __transform_ss_to_qa(file_path: str = None, end_time: str = None, type_="1min"):
"""
导入相应 csv 文件，并处理格式
1. 这里默认为天软数据格式:
time symbol open high low close volume amount
0 2013-08-01 09:31:00 SH600000 7.92 7.92 7.87 7.91 518700 4105381
...
2. 与 QUANTAXIS.QAFetch.QATdx.QA_fetch_get_stock_min 获取数据进行匹配，具体处理详见相应源码
open close high low vol amount ...
datetime
2018-12-03 09:31:00 10.99 10.90 10.99 10.90 2.211700e+06 2.425626e+07 ...
"""
if file_path is None:
raise ValueError("输入文件地址")
df_local = pd.read_csv(file_path)
# 列名处理
df_local = df_local.rename(
columns={"time": "datetime", "volume": "vol"})
# 格式处理
df_local = df_local.assign(
code=df_local.symbol.map(str).str.slice(2),
date=df_local.datetime.map(str).str.slice(0, 10),
).drop(
"symbol", axis=1)
df_local = df_local.assign(
datetime=pd.to_datetime(df_local.datetime),
date_stamp=df_local.date.apply(lambda x: QA_util_date_stamp(x)),
time_stamp=df_local.datetime.apply(
lambda x: QA_util_time_stamp(x)),
type="1min",
).set_index(
"datetime", drop=False)
df_local = df_local.loc[slice(None, end_time)]
df_local["datetime"] = df_local["datetime"].map(str)
df_local["type"] = type_
return df_local[[
"open",
"close",
"high",
"low",
"vol",
"amount",
"datetime",
"code",
"date",
"date_stamp",
"time_stamp",
"type",
]]
def __saving_work(code, coll):
QA_util_log_info(
"##JOB03 Now Saving STOCK_MIN ==== {}".format(code), ui_log=ui_log)
try:
col_filter = {"code": code, "type": type_}
ref_ = coll.find(col_filter)
end_time = ref_[0]['datetime'] # 本地存储分钟数据最早的时间
filename = "SH"+code+".csv" if code[0] == '6' else "SZ"+code+".csv"
__data = __transform_ss_to_qa(
data_path+filename, end_time, type_) # 加入 end_time， 避免出现数据重复
QA_util_log_info(
"##JOB03.{} Now Saving {} from {} to {} == {}".format(
type_,
code,
__data['datetime'].iloc[0],
__data['datetime'].iloc[-1],
type_,
),
ui_log=ui_log,
)
if len(__data) > 1:
coll.insert_many(
QA_util_to_json_from_pandas(__data)[1::])
except Exception as e:
QA_util_log_info(e, ui_log=ui_log)
err.append(code)
QA_util_log_info(err, ui_log=ui_log)
executor = ThreadPoolExecutor(max_workers=4)
res = {
executor.submit(__saving_work, code_list[i_], coll)
for i_ in range(len(code_list))
}
count = 0
for i_ in concurrent.futures.as_completed(res):
strProgress = "TRANSFORM PROGRESS {} ".format(
str(float(count / len(code_list) * 100))[0:4] + "%")
intProgress = int(count / len(code_list) * 10000.0)
count = count + 1
if len(err) < 1:
QA_util_log_info("SUCCESS", ui_log=ui_log)
else:
QA_util_log_info(" ERROR CODE \n ", ui_log=ui_log)
QA_util_log_info(err, ui_log=ui_log)
if len(err) < 1:
QA_util_log_info("SUCCESS", ui_log=ui_log)
else:
QA_util_log_info(" ERROR CODE \n ", ui_log=ui_log)
QA_util_log_info(err, ui_log=ui_log)
|
python
|
def QA_SU_trans_stock_min(client=DATABASE, ui_log=None, ui_progress=None,
data_path: str = "D:\\skysoft\\", type_="1min"):
"""
将天软本地数据导入 QA 数据库
:param client:
:param ui_log:
:param ui_progress:
:param data_path: 存放天软数据的路径，默认文件名格式为类似 "SH600000.csv" 格式
"""
code_list = list(map(lambda x: x[2:8], os.listdir(data_path)))
coll = client.stock_min
coll.create_index([
("code", pymongo.ASCENDING),
("time_stamp", pymongo.ASCENDING),
("date_stamp", pymongo.ASCENDING),
])
err = []
def __transform_ss_to_qa(file_path: str = None, end_time: str = None, type_="1min"):
"""
导入相应 csv 文件，并处理格式
1. 这里默认为天软数据格式:
time symbol open high low close volume amount
0 2013-08-01 09:31:00 SH600000 7.92 7.92 7.87 7.91 518700 4105381
...
2. 与 QUANTAXIS.QAFetch.QATdx.QA_fetch_get_stock_min 获取数据进行匹配，具体处理详见相应源码
open close high low vol amount ...
datetime
2018-12-03 09:31:00 10.99 10.90 10.99 10.90 2.211700e+06 2.425626e+07 ...
"""
if file_path is None:
raise ValueError("输入文件地址")
df_local = pd.read_csv(file_path)
# 列名处理
df_local = df_local.rename(
columns={"time": "datetime", "volume": "vol"})
# 格式处理
df_local = df_local.assign(
code=df_local.symbol.map(str).str.slice(2),
date=df_local.datetime.map(str).str.slice(0, 10),
).drop(
"symbol", axis=1)
df_local = df_local.assign(
datetime=pd.to_datetime(df_local.datetime),
date_stamp=df_local.date.apply(lambda x: QA_util_date_stamp(x)),
time_stamp=df_local.datetime.apply(
lambda x: QA_util_time_stamp(x)),
type="1min",
).set_index(
"datetime", drop=False)
df_local = df_local.loc[slice(None, end_time)]
df_local["datetime"] = df_local["datetime"].map(str)
df_local["type"] = type_
return df_local[[
"open",
"close",
"high",
"low",
"vol",
"amount",
"datetime",
"code",
"date",
"date_stamp",
"time_stamp",
"type",
]]
def __saving_work(code, coll):
QA_util_log_info(
"##JOB03 Now Saving STOCK_MIN ==== {}".format(code), ui_log=ui_log)
try:
col_filter = {"code": code, "type": type_}
ref_ = coll.find(col_filter)
end_time = ref_[0]['datetime'] # 本地存储分钟数据最早的时间
filename = "SH"+code+".csv" if code[0] == '6' else "SZ"+code+".csv"
__data = __transform_ss_to_qa(
data_path+filename, end_time, type_) # 加入 end_time， 避免出现数据重复
QA_util_log_info(
"##JOB03.{} Now Saving {} from {} to {} == {}".format(
type_,
code,
__data['datetime'].iloc[0],
__data['datetime'].iloc[-1],
type_,
),
ui_log=ui_log,
)
if len(__data) > 1:
coll.insert_many(
QA_util_to_json_from_pandas(__data)[1::])
except Exception as e:
QA_util_log_info(e, ui_log=ui_log)
err.append(code)
QA_util_log_info(err, ui_log=ui_log)
executor = ThreadPoolExecutor(max_workers=4)
res = {
executor.submit(__saving_work, code_list[i_], coll)
for i_ in range(len(code_list))
}
count = 0
for i_ in concurrent.futures.as_completed(res):
strProgress = "TRANSFORM PROGRESS {} ".format(
str(float(count / len(code_list) * 100))[0:4] + "%")
intProgress = int(count / len(code_list) * 10000.0)
count = count + 1
if len(err) < 1:
QA_util_log_info("SUCCESS", ui_log=ui_log)
else:
QA_util_log_info(" ERROR CODE \n ", ui_log=ui_log)
QA_util_log_info(err, ui_log=ui_log)
if len(err) < 1:
QA_util_log_info("SUCCESS", ui_log=ui_log)
else:
QA_util_log_info(" ERROR CODE \n ", ui_log=ui_log)
QA_util_log_info(err, ui_log=ui_log)
|
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] |
将天软本地数据导入 QA 数据库
:param client:
:param ui_log:
:param ui_progress:
:param data_path: 存放天软数据的路径，默认文件名格式为类似 "SH600000.csv" 格式
|
[
"将天软本地数据导入",
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"存放天软数据的路径，默认文件名格式为类似",
"SH600000",
".",
"csv",
"格式"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/trans_ss.py#L21-L145
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
get_best_ip_by_real_data_fetch
|
def get_best_ip_by_real_data_fetch(_type='stock'):
"""
用特定的数据获取函数测试数据获得的时间,从而选择下载数据最快的服务器ip
默认使用特定品种1min的方式的获取
"""
from QUANTAXIS.QAUtil.QADate import QA_util_today_str
import time
#找到前两天的有效交易日期
pre_trade_date=QA_util_get_real_date(QA_util_today_str())
pre_trade_date=QA_util_get_real_date(pre_trade_date)
# 某个函数获取的耗时测试
def get_stock_data_by_ip(ips):
start=time.time()
try:
QA_fetch_get_stock_transaction('000001',pre_trade_date,pre_trade_date,2,ips['ip'],ips['port'])
end=time.time()
return end-start
except:
return 9999
def get_future_data_by_ip(ips):
start=time.time()
try:
QA_fetch_get_future_transaction('RBL8',pre_trade_date,pre_trade_date,2,ips['ip'],ips['port'])
end=time.time()
return end-start
except:
return 9999
func,ip_list=0,0
if _type=='stock':
func,ip_list=get_stock_data_by_ip,stock_ip_list
else:
func,ip_list=get_future_data_by_ip,future_ip_list
from pathos.multiprocessing import Pool
def multiMap(func,sequence):
res=[]
pool=Pool(4)
for i in sequence:
res.append(pool.apply_async(func,(i,)))
pool.close()
pool.join()
return list(map(lambda x:x.get(),res))
res=multiMap(func,ip_list)
index=res.index(min(res))
return ip_list[index]
|
python
|
def get_best_ip_by_real_data_fetch(_type='stock'):
"""
用特定的数据获取函数测试数据获得的时间,从而选择下载数据最快的服务器ip
默认使用特定品种1min的方式的获取
"""
from QUANTAXIS.QAUtil.QADate import QA_util_today_str
import time
#找到前两天的有效交易日期
pre_trade_date=QA_util_get_real_date(QA_util_today_str())
pre_trade_date=QA_util_get_real_date(pre_trade_date)
# 某个函数获取的耗时测试
def get_stock_data_by_ip(ips):
start=time.time()
try:
QA_fetch_get_stock_transaction('000001',pre_trade_date,pre_trade_date,2,ips['ip'],ips['port'])
end=time.time()
return end-start
except:
return 9999
def get_future_data_by_ip(ips):
start=time.time()
try:
QA_fetch_get_future_transaction('RBL8',pre_trade_date,pre_trade_date,2,ips['ip'],ips['port'])
end=time.time()
return end-start
except:
return 9999
func,ip_list=0,0
if _type=='stock':
func,ip_list=get_stock_data_by_ip,stock_ip_list
else:
func,ip_list=get_future_data_by_ip,future_ip_list
from pathos.multiprocessing import Pool
def multiMap(func,sequence):
res=[]
pool=Pool(4)
for i in sequence:
res.append(pool.apply_async(func,(i,)))
pool.close()
pool.join()
return list(map(lambda x:x.get(),res))
res=multiMap(func,ip_list)
index=res.index(min(res))
return ip_list[index]
|
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] |
用特定的数据获取函数测试数据获得的时间,从而选择下载数据最快的服务器ip
默认使用特定品种1min的方式的获取
|
[
"用特定的数据获取函数测试数据获得的时间",
"从而选择下载数据最快的服务器ip",
"默认使用特定品种1min的方式的获取"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L158-L206
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
get_ip_list_by_multi_process_ping
|
def get_ip_list_by_multi_process_ping(ip_list=[], n=0, _type='stock'):
''' 根据ping排序返回可用的ip列表
2019 03 31 取消参数filename
:param ip_list: ip列表
:param n: 最多返回的ip数量， 当可用ip数量小于n，返回所有可用的ip；n=0时，返回所有可用ip
:param _type: ip类型
:return: 可以ping通的ip列表
'''
cache = QA_util_cache()
results = cache.get(_type)
if results:
# read the data from cache
print('loading ip list from {} cache.'.format(_type))
else:
ips = [(x['ip'], x['port'], _type) for x in ip_list]
ps = Parallelism()
ps.add(ping, ips)
ps.run()
data = list(ps.get_results())
results = []
for i in range(len(data)):
# 删除ping不通的数据
if data[i] < datetime.timedelta(0, 9, 0):
results.append((data[i], ip_list[i]))
# 按照ping值从小大大排序
results = [x[1] for x in sorted(results, key=lambda x: x[0])]
if _type:
# store the data as binary data stream
cache.set(_type, results, age=86400)
print('saving ip list to {} cache {}.'.format(_type, len(results)))
if len(results) > 0:
if n == 0 and len(results) > 0:
return results
else:
return results[:n]
else:
print('ALL IP PING TIMEOUT!')
return [{'ip': None, 'port': None}]
|
python
|
def get_ip_list_by_multi_process_ping(ip_list=[], n=0, _type='stock'):
''' 根据ping排序返回可用的ip列表
2019 03 31 取消参数filename
:param ip_list: ip列表
:param n: 最多返回的ip数量， 当可用ip数量小于n，返回所有可用的ip；n=0时，返回所有可用ip
:param _type: ip类型
:return: 可以ping通的ip列表
'''
cache = QA_util_cache()
results = cache.get(_type)
if results:
# read the data from cache
print('loading ip list from {} cache.'.format(_type))
else:
ips = [(x['ip'], x['port'], _type) for x in ip_list]
ps = Parallelism()
ps.add(ping, ips)
ps.run()
data = list(ps.get_results())
results = []
for i in range(len(data)):
# 删除ping不通的数据
if data[i] < datetime.timedelta(0, 9, 0):
results.append((data[i], ip_list[i]))
# 按照ping值从小大大排序
results = [x[1] for x in sorted(results, key=lambda x: x[0])]
if _type:
# store the data as binary data stream
cache.set(_type, results, age=86400)
print('saving ip list to {} cache {}.'.format(_type, len(results)))
if len(results) > 0:
if n == 0 and len(results) > 0:
return results
else:
return results[:n]
else:
print('ALL IP PING TIMEOUT!')
return [{'ip': None, 'port': None}]
|
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根据ping排序返回可用的ip列表
2019 03 31 取消参数filename
:param ip_list: ip列表
:param n: 最多返回的ip数量， 当可用ip数量小于n，返回所有可用的ip；n=0时，返回所有可用ip
:param _type: ip类型
:return: 可以ping通的ip列表
|
[
"根据ping排序返回可用的ip列表",
"2019",
"03",
"31",
"取消参数filename"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L208-L246
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
get_mainmarket_ip
|
def get_mainmarket_ip(ip, port):
"""[summary]
Arguments:
ip {[type]} -- [description]
port {[type]} -- [description]
Returns:
[type] -- [description]
"""
global best_ip
if ip is None and port is None and best_ip['stock']['ip'] is None and best_ip['stock']['port'] is None:
best_ip = select_best_ip()
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
elif ip is None and port is None and best_ip['stock']['ip'] is not None and best_ip['stock']['port'] is not None:
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
else:
pass
return ip, port
|
python
|
def get_mainmarket_ip(ip, port):
"""[summary]
Arguments:
ip {[type]} -- [description]
port {[type]} -- [description]
Returns:
[type] -- [description]
"""
global best_ip
if ip is None and port is None and best_ip['stock']['ip'] is None and best_ip['stock']['port'] is None:
best_ip = select_best_ip()
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
elif ip is None and port is None and best_ip['stock']['ip'] is not None and best_ip['stock']['port'] is not None:
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
else:
pass
return ip, port
|
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[summary]
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port {[type]} -- [description]
Returns:
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|
[
"[",
"summary",
"]"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L276-L297
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_security_bars
|
def QA_fetch_get_security_bars(code, _type, lens, ip=None, port=None):
"""按bar长度推算数据
Arguments:
code {[type]} -- [description]
_type {[type]} -- [description]
lens {[type]} -- [description]
Keyword Arguments:
ip {[type]} -- [description] (default: {best_ip})
port {[type]} -- [description] (default: {7709})
Returns:
[type] -- [description]
"""
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
with api.connect(ip, port):
data = pd.concat([api.to_df(api.get_security_bars(_select_type(_type), _select_market_code(
code), code, (i - 1) * 800, 800)) for i in range(1, int(lens / 800) + 2)], axis=0)
data = data \
.drop(['year', 'month', 'day', 'hour', 'minute'], axis=1, inplace=False) \
.assign(datetime=pd.to_datetime(data['datetime']),
date=data['datetime'].apply(lambda x: str(x)[0:10]),
date_stamp=data['datetime'].apply(
lambda x: QA_util_date_stamp(x)),
time_stamp=data['datetime'].apply(
lambda x: QA_util_time_stamp(x)),
type=_type, code=str(code)) \
.set_index('datetime', drop=False, inplace=False).tail(lens)
if data is not None:
return data
else:
return None
|
python
|
def QA_fetch_get_security_bars(code, _type, lens, ip=None, port=None):
"""按bar长度推算数据
Arguments:
code {[type]} -- [description]
_type {[type]} -- [description]
lens {[type]} -- [description]
Keyword Arguments:
ip {[type]} -- [description] (default: {best_ip})
port {[type]} -- [description] (default: {7709})
Returns:
[type] -- [description]
"""
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
with api.connect(ip, port):
data = pd.concat([api.to_df(api.get_security_bars(_select_type(_type), _select_market_code(
code), code, (i - 1) * 800, 800)) for i in range(1, int(lens / 800) + 2)], axis=0)
data = data \
.drop(['year', 'month', 'day', 'hour', 'minute'], axis=1, inplace=False) \
.assign(datetime=pd.to_datetime(data['datetime']),
date=data['datetime'].apply(lambda x: str(x)[0:10]),
date_stamp=data['datetime'].apply(
lambda x: QA_util_date_stamp(x)),
time_stamp=data['datetime'].apply(
lambda x: QA_util_time_stamp(x)),
type=_type, code=str(code)) \
.set_index('datetime', drop=False, inplace=False).tail(lens)
if data is not None:
return data
else:
return None
|
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按bar长度推算数据
Arguments:
code {[type]} -- [description]
_type {[type]} -- [description]
lens {[type]} -- [description]
Keyword Arguments:
ip {[type]} -- [description] (default: {best_ip})
port {[type]} -- [description] (default: {7709})
Returns:
[type] -- [description]
|
[
"按bar长度推算数据"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L300-L333
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_stock_day
|
def QA_fetch_get_stock_day(code, start_date, end_date, if_fq='00', frequence='day', ip=None, port=None):
"""获取日线及以上级别的数据
Arguments:
code {str:6} -- code 是一个单独的code 6位长度的str
start_date {str:10} -- 10位长度的日期 比如'2017-01-01'
end_date {str:10} -- 10位长度的日期 比如'2018-01-01'
Keyword Arguments:
if_fq {str} -- '00'/'bfq' -- 不复权 '01'/'qfq' -- 前复权 '02'/'hfq' -- 后复权 '03'/'ddqfq' -- 定点前复权 '04'/'ddhfq' --定点后复权
frequency {str} -- day/week/month/quarter/year 也可以是简写 D/W/M/Q/Y
ip {str} -- [description] (default: None) ip可以通过select_best_ip()函数重新获取
port {int} -- [description] (default: {None})
Returns:
pd.DataFrame/None -- 返回的是dataframe,如果出错比如只获取了一天,而当天停牌,返回None
Exception:
如果出现网络问题/服务器拒绝, 会出现socket:time out 尝试再次获取/更换ip即可, 本函数不做处理
"""
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
try:
with api.connect(ip, port, time_out=0.7):
if frequence in ['day', 'd', 'D', 'DAY', 'Day']:
frequence = 9
elif frequence in ['w', 'W', 'Week', 'week']:
frequence = 5
elif frequence in ['month', 'M', 'm', 'Month']:
frequence = 6
elif frequence in ['quarter', 'Q', 'Quarter', 'q']:
frequence = 10
elif frequence in ['y', 'Y', 'year', 'Year']:
frequence = 11
start_date = str(start_date)[0:10]
today_ = datetime.date.today()
lens = QA_util_get_trade_gap(start_date, today_)
data = pd.concat([api.to_df(api.get_security_bars(frequence, _select_market_code(
code), code, (int(lens / 800) - i) * 800, 800)) for i in range(int(lens / 800) + 1)], axis=0)
# 这里的问题是: 如果只取了一天的股票,而当天停牌, 那么就直接返回None了
if len(data) < 1:
return None
data = data[data['open'] != 0]
data = data.assign(date=data['datetime'].apply(lambda x: str(x[0:10])),
code=str(code),
date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(str(x)[0:10]))) \
.set_index('date', drop=False, inplace=False)
end_date = str(end_date)[0:10]
data = data.drop(['year', 'month', 'day', 'hour', 'minute', 'datetime'], axis=1)[
start_date:end_date]
if if_fq in ['00', 'bfq']:
return data
else:
print('CURRENTLY NOT SUPPORT REALTIME FUQUAN')
return None
# xdxr = QA_fetch_get_stock_xdxr(code)
# if if_fq in ['01','qfq']:
# return QA_data_make_qfq(data,xdxr)
# elif if_fq in ['02','hfq']:
# return QA_data_make_hfq(data,xdxr)
except Exception as e:
if isinstance(e, TypeError):
print('Tushare内置的pytdx版本和QUANTAXIS使用的pytdx 版本不同, 请重新安装pytdx以解决此问题')
print('pip uninstall pytdx')
print('pip install pytdx')
else:
print(e)
|
python
|
def QA_fetch_get_stock_day(code, start_date, end_date, if_fq='00', frequence='day', ip=None, port=None):
"""获取日线及以上级别的数据
Arguments:
code {str:6} -- code 是一个单独的code 6位长度的str
start_date {str:10} -- 10位长度的日期 比如'2017-01-01'
end_date {str:10} -- 10位长度的日期 比如'2018-01-01'
Keyword Arguments:
if_fq {str} -- '00'/'bfq' -- 不复权 '01'/'qfq' -- 前复权 '02'/'hfq' -- 后复权 '03'/'ddqfq' -- 定点前复权 '04'/'ddhfq' --定点后复权
frequency {str} -- day/week/month/quarter/year 也可以是简写 D/W/M/Q/Y
ip {str} -- [description] (default: None) ip可以通过select_best_ip()函数重新获取
port {int} -- [description] (default: {None})
Returns:
pd.DataFrame/None -- 返回的是dataframe,如果出错比如只获取了一天,而当天停牌,返回None
Exception:
如果出现网络问题/服务器拒绝, 会出现socket:time out 尝试再次获取/更换ip即可, 本函数不做处理
"""
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
try:
with api.connect(ip, port, time_out=0.7):
if frequence in ['day', 'd', 'D', 'DAY', 'Day']:
frequence = 9
elif frequence in ['w', 'W', 'Week', 'week']:
frequence = 5
elif frequence in ['month', 'M', 'm', 'Month']:
frequence = 6
elif frequence in ['quarter', 'Q', 'Quarter', 'q']:
frequence = 10
elif frequence in ['y', 'Y', 'year', 'Year']:
frequence = 11
start_date = str(start_date)[0:10]
today_ = datetime.date.today()
lens = QA_util_get_trade_gap(start_date, today_)
data = pd.concat([api.to_df(api.get_security_bars(frequence, _select_market_code(
code), code, (int(lens / 800) - i) * 800, 800)) for i in range(int(lens / 800) + 1)], axis=0)
# 这里的问题是: 如果只取了一天的股票,而当天停牌, 那么就直接返回None了
if len(data) < 1:
return None
data = data[data['open'] != 0]
data = data.assign(date=data['datetime'].apply(lambda x: str(x[0:10])),
code=str(code),
date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(str(x)[0:10]))) \
.set_index('date', drop=False, inplace=False)
end_date = str(end_date)[0:10]
data = data.drop(['year', 'month', 'day', 'hour', 'minute', 'datetime'], axis=1)[
start_date:end_date]
if if_fq in ['00', 'bfq']:
return data
else:
print('CURRENTLY NOT SUPPORT REALTIME FUQUAN')
return None
# xdxr = QA_fetch_get_stock_xdxr(code)
# if if_fq in ['01','qfq']:
# return QA_data_make_qfq(data,xdxr)
# elif if_fq in ['02','hfq']:
# return QA_data_make_hfq(data,xdxr)
except Exception as e:
if isinstance(e, TypeError):
print('Tushare内置的pytdx版本和QUANTAXIS使用的pytdx 版本不同, 请重新安装pytdx以解决此问题')
print('pip uninstall pytdx')
print('pip install pytdx')
else:
print(e)
|
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] |
获取日线及以上级别的数据
Arguments:
code {str:6} -- code 是一个单独的code 6位长度的str
start_date {str:10} -- 10位长度的日期 比如'2017-01-01'
end_date {str:10} -- 10位长度的日期 比如'2018-01-01'
Keyword Arguments:
if_fq {str} -- '00'/'bfq' -- 不复权 '01'/'qfq' -- 前复权 '02'/'hfq' -- 后复权 '03'/'ddqfq' -- 定点前复权 '04'/'ddhfq' --定点后复权
frequency {str} -- day/week/month/quarter/year 也可以是简写 D/W/M/Q/Y
ip {str} -- [description] (default: None) ip可以通过select_best_ip()函数重新获取
port {int} -- [description] (default: {None})
Returns:
pd.DataFrame/None -- 返回的是dataframe,如果出错比如只获取了一天,而当天停牌,返回None
Exception:
如果出现网络问题/服务器拒绝, 会出现socket:time out 尝试再次获取/更换ip即可, 本函数不做处理
|
[
"获取日线及以上级别的数据"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L336-L409
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
for_sz
|
def for_sz(code):
"""深市代码分类
Arguments:
code {[type]} -- [description]
Returns:
[type] -- [description]
"""
if str(code)[0:2] in ['00', '30', '02']:
return 'stock_cn'
elif str(code)[0:2] in ['39']:
return 'index_cn'
elif str(code)[0:2] in ['15']:
return 'etf_cn'
elif str(code)[0:2] in ['10', '11', '12', '13']:
# 10xxxx 国债现货
# 11xxxx 债券
# 12xxxx 可转换债券
# 12xxxx 国债回购
return 'bond_cn'
elif str(code)[0:2] in ['20']:
return 'stockB_cn'
else:
return 'undefined'
|
python
|
def for_sz(code):
"""深市代码分类
Arguments:
code {[type]} -- [description]
Returns:
[type] -- [description]
"""
if str(code)[0:2] in ['00', '30', '02']:
return 'stock_cn'
elif str(code)[0:2] in ['39']:
return 'index_cn'
elif str(code)[0:2] in ['15']:
return 'etf_cn'
elif str(code)[0:2] in ['10', '11', '12', '13']:
# 10xxxx 国债现货
# 11xxxx 债券
# 12xxxx 可转换债券
# 12xxxx 国债回购
return 'bond_cn'
elif str(code)[0:2] in ['20']:
return 'stockB_cn'
else:
return 'undefined'
|
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深市代码分类
Arguments:
code {[type]} -- [description]
Returns:
[type] -- [description]
|
[
"深市代码分类"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L591-L617
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_index_list
|
def QA_fetch_get_index_list(ip=None, port=None):
"""获取指数列表
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
Returns:
[type] -- [description]
"""
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
with api.connect(ip, port):
data = pd.concat(
[pd.concat([api.to_df(api.get_security_list(j, i * 1000)).assign(sse='sz' if j == 0 else 'sh').set_index(
['code', 'sse'], drop=False) for i in range(int(api.get_security_count(j) / 1000) + 1)], axis=0) for j
in range(2)], axis=0)
# data.code = data.code.apply(int)
sz = data.query('sse=="sz"')
sh = data.query('sse=="sh"')
sz = sz.assign(sec=sz.code.apply(for_sz))
sh = sh.assign(sec=sh.code.apply(for_sh))
return pd.concat([sz, sh]).query('sec=="index_cn"').sort_index().assign(
name=data['name'].apply(lambda x: str(x)[0:6]))
|
python
|
def QA_fetch_get_index_list(ip=None, port=None):
"""获取指数列表
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
Returns:
[type] -- [description]
"""
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
with api.connect(ip, port):
data = pd.concat(
[pd.concat([api.to_df(api.get_security_list(j, i * 1000)).assign(sse='sz' if j == 0 else 'sh').set_index(
['code', 'sse'], drop=False) for i in range(int(api.get_security_count(j) / 1000) + 1)], axis=0) for j
in range(2)], axis=0)
# data.code = data.code.apply(int)
sz = data.query('sse=="sz"')
sh = data.query('sse=="sh"')
sz = sz.assign(sec=sz.code.apply(for_sz))
sh = sh.assign(sec=sh.code.apply(for_sh))
return pd.concat([sz, sh]).query('sec=="index_cn"').sort_index().assign(
name=data['name'].apply(lambda x: str(x)[0:6]))
|
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] |
获取指数列表
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
Returns:
[type] -- [description]
|
[
"获取指数列表"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L672-L697
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_stock_transaction_realtime
|
def QA_fetch_get_stock_transaction_realtime(code, ip=None, port=None):
'实时分笔成交 包含集合竞价 buyorsell 1--sell 0--buy 2--盘前'
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
try:
with api.connect(ip, port):
data = pd.DataFrame()
data = pd.concat([api.to_df(api.get_transaction_data(
_select_market_code(str(code)), code, (2 - i) * 2000, 2000)) for i in range(3)], axis=0)
if 'value' in data.columns:
data = data.drop(['value'], axis=1)
data = data.dropna()
day = datetime.date.today()
return data.assign(date=str(day)).assign(
datetime=pd.to_datetime(data['time'].apply(lambda x: str(day) + ' ' + str(x)))) \
.assign(code=str(code)).assign(order=range(len(data.index))).set_index('datetime', drop=False,
inplace=False)
except:
return None
|
python
|
def QA_fetch_get_stock_transaction_realtime(code, ip=None, port=None):
'实时分笔成交 包含集合竞价 buyorsell 1--sell 0--buy 2--盘前'
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
try:
with api.connect(ip, port):
data = pd.DataFrame()
data = pd.concat([api.to_df(api.get_transaction_data(
_select_market_code(str(code)), code, (2 - i) * 2000, 2000)) for i in range(3)], axis=0)
if 'value' in data.columns:
data = data.drop(['value'], axis=1)
data = data.dropna()
day = datetime.date.today()
return data.assign(date=str(day)).assign(
datetime=pd.to_datetime(data['time'].apply(lambda x: str(day) + ' ' + str(x)))) \
.assign(code=str(code)).assign(order=range(len(data.index))).set_index('datetime', drop=False,
inplace=False)
except:
return None
|
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] |
实时分笔成交 包含集合竞价 buyorsell 1--sell 0--buy 2--盘前
|
[
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"buyorsell",
"1",
"--",
"sell",
"0",
"--",
"buy",
"2",
"--",
"盘前"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L983-L1001
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_stock_xdxr
|
def QA_fetch_get_stock_xdxr(code, ip=None, port=None):
'除权除息'
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
market_code = _select_market_code(code)
with api.connect(ip, port):
category = {
'1': '除权除息', '2': '送配股上市', '3': '非流通股上市', '4': '未知股本变动', '5': '股本变化',
'6': '增发新股', '7': '股份回购', '8': '增发新股上市', '9': '转配股上市', '10': '可转债上市',
'11': '扩缩股', '12': '非流通股缩股', '13': '送认购权证', '14': '送认沽权证'}
data = api.to_df(api.get_xdxr_info(market_code, code))
if len(data) >= 1:
data = data \
.assign(date=pd.to_datetime(data[['year', 'month', 'day']])) \
.drop(['year', 'month', 'day'], axis=1) \
.assign(category_meaning=data['category'].apply(lambda x: category[str(x)])) \
.assign(code=str(code)) \
.rename(index=str, columns={'panhouliutong': 'liquidity_after',
'panqianliutong': 'liquidity_before', 'houzongguben': 'shares_after',
'qianzongguben': 'shares_before'}) \
.set_index('date', drop=False, inplace=False)
return data.assign(date=data['date'].apply(lambda x: str(x)[0:10]))
else:
return None
|
python
|
def QA_fetch_get_stock_xdxr(code, ip=None, port=None):
'除权除息'
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
market_code = _select_market_code(code)
with api.connect(ip, port):
category = {
'1': '除权除息', '2': '送配股上市', '3': '非流通股上市', '4': '未知股本变动', '5': '股本变化',
'6': '增发新股', '7': '股份回购', '8': '增发新股上市', '9': '转配股上市', '10': '可转债上市',
'11': '扩缩股', '12': '非流通股缩股', '13': '送认购权证', '14': '送认沽权证'}
data = api.to_df(api.get_xdxr_info(market_code, code))
if len(data) >= 1:
data = data \
.assign(date=pd.to_datetime(data[['year', 'month', 'day']])) \
.drop(['year', 'month', 'day'], axis=1) \
.assign(category_meaning=data['category'].apply(lambda x: category[str(x)])) \
.assign(code=str(code)) \
.rename(index=str, columns={'panhouliutong': 'liquidity_after',
'panqianliutong': 'liquidity_before', 'houzongguben': 'shares_after',
'qianzongguben': 'shares_before'}) \
.set_index('date', drop=False, inplace=False)
return data.assign(date=data['date'].apply(lambda x: str(x)[0:10]))
else:
return None
|
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] |
除权除息
|
[
"除权除息"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L1004-L1027
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_stock_info
|
def QA_fetch_get_stock_info(code, ip=None, port=None):
'股票基本信息'
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
market_code = _select_market_code(code)
with api.connect(ip, port):
return api.to_df(api.get_finance_info(market_code, code))
|
python
|
def QA_fetch_get_stock_info(code, ip=None, port=None):
'股票基本信息'
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
market_code = _select_market_code(code)
with api.connect(ip, port):
return api.to_df(api.get_finance_info(market_code, code))
|
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股票基本信息
|
[
"股票基本信息"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L1030-L1036
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_stock_block
|
def QA_fetch_get_stock_block(ip=None, port=None):
'板块数据'
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
with api.connect(ip, port):
data = pd.concat([api.to_df(api.get_and_parse_block_info("block_gn.dat")).assign(type='gn'),
api.to_df(api.get_and_parse_block_info(
"block.dat")).assign(type='yb'),
api.to_df(api.get_and_parse_block_info(
"block_zs.dat")).assign(type='zs'),
api.to_df(api.get_and_parse_block_info("block_fg.dat")).assign(type='fg')])
if len(data) > 10:
return data.assign(source='tdx').drop(['block_type', 'code_index'], axis=1).set_index('code', drop=False,
inplace=False).drop_duplicates()
else:
QA_util_log_info('Wrong with fetch block ')
|
python
|
def QA_fetch_get_stock_block(ip=None, port=None):
'板块数据'
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
with api.connect(ip, port):
data = pd.concat([api.to_df(api.get_and_parse_block_info("block_gn.dat")).assign(type='gn'),
api.to_df(api.get_and_parse_block_info(
"block.dat")).assign(type='yb'),
api.to_df(api.get_and_parse_block_info(
"block_zs.dat")).assign(type='zs'),
api.to_df(api.get_and_parse_block_info("block_fg.dat")).assign(type='fg')])
if len(data) > 10:
return data.assign(source='tdx').drop(['block_type', 'code_index'], axis=1).set_index('code', drop=False,
inplace=False).drop_duplicates()
else:
QA_util_log_info('Wrong with fetch block ')
|
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板块数据
|
[
"板块数据"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L1039-L1056
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_extensionmarket_list
|
def QA_fetch_get_extensionmarket_list(ip=None, port=None):
'期货代码list'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
with apix.connect(ip, port):
num = apix.get_instrument_count()
return pd.concat([apix.to_df(
apix.get_instrument_info((int(num / 500) - i) * 500, 500))
for i in range(int(num / 500) + 1)], axis=0).set_index('code', drop=False)
|
python
|
def QA_fetch_get_extensionmarket_list(ip=None, port=None):
'期货代码list'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
with apix.connect(ip, port):
num = apix.get_instrument_count()
return pd.concat([apix.to_df(
apix.get_instrument_info((int(num / 500) - i) * 500, 500))
for i in range(int(num / 500) + 1)], axis=0).set_index('code', drop=False)
|
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期货代码list
|
[
"期货代码list"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L1172-L1180
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_future_list
|
def QA_fetch_get_future_list(ip=None, port=None):
"""[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
42 3 商品指数 TI
60 3 主力期货合约 MA
28 3 郑州商品 QZ
29 3 大连商品 QD
30 3 上海期货(原油+贵金属) QS
47 3 中金所期货 CZ
50 3 渤海商品 BH
76 3 齐鲁商品 QL
46 11 上海黄金(伦敦金T+D) SG
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==42 or market==28 or market==29 or market==30 or market==47')
|
python
|
def QA_fetch_get_future_list(ip=None, port=None):
"""[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
42 3 商品指数 TI
60 3 主力期货合约 MA
28 3 郑州商品 QZ
29 3 大连商品 QD
30 3 上海期货(原油+贵金属) QS
47 3 中金所期货 CZ
50 3 渤海商品 BH
76 3 齐鲁商品 QL
46 11 上海黄金(伦敦金T+D) SG
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==42 or market==28 or market==29 or market==30 or market==47')
|
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[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
42 3 商品指数 TI
60 3 主力期货合约 MA
28 3 郑州商品 QZ
29 3 大连商品 QD
30 3 上海期货(原油+贵金属) QS
47 3 中金所期货 CZ
50 3 渤海商品 BH
76 3 齐鲁商品 QL
46 11 上海黄金(伦敦金T+D) SG
|
[
"[",
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"]"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L1183-L1208
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_globalindex_list
|
def QA_fetch_get_globalindex_list(ip=None, port=None):
"""全球指数列表
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
37 11 全球指数(静态) FW
12 5 国际指数 WI
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==12 or market==37')
|
python
|
def QA_fetch_get_globalindex_list(ip=None, port=None):
"""全球指数列表
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
37 11 全球指数(静态) FW
12 5 国际指数 WI
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==12 or market==37')
|
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全球指数列表
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
37 11 全球指数(静态) FW
12 5 国际指数 WI
|
[
"全球指数列表"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L1211-L1227
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_goods_list
|
def QA_fetch_get_goods_list(ip=None, port=None):
"""[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
42 3 商品指数 TI
60 3 主力期货合约 MA
28 3 郑州商品 QZ
29 3 大连商品 QD
30 3 上海期货(原油+贵金属) QS
47 3 中金所期货 CZ
50 3 渤海商品 BH
76 3 齐鲁商品 QL
46 11 上海黄金(伦敦金T+D) SG
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==50 or market==76 or market==46')
|
python
|
def QA_fetch_get_goods_list(ip=None, port=None):
"""[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
42 3 商品指数 TI
60 3 主力期货合约 MA
28 3 郑州商品 QZ
29 3 大连商品 QD
30 3 上海期货(原油+贵金属) QS
47 3 中金所期货 CZ
50 3 渤海商品 BH
76 3 齐鲁商品 QL
46 11 上海黄金(伦敦金T+D) SG
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==50 or market==76 or market==46')
|
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] |
[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
42 3 商品指数 TI
60 3 主力期货合约 MA
28 3 郑州商品 QZ
29 3 大连商品 QD
30 3 上海期货(原油+贵金属) QS
47 3 中金所期货 CZ
50 3 渤海商品 BH
76 3 齐鲁商品 QL
46 11 上海黄金(伦敦金T+D) SG
|
[
"[",
"summary",
"]"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L1230-L1255
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_globalfuture_list
|
def QA_fetch_get_globalfuture_list(ip=None, port=None):
"""[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
14 3 伦敦金属 LM
15 3 伦敦石油 IP
16 3 纽约商品 CO
17 3 纽约石油 NY
18 3 芝加哥谷 CB
19 3 东京工业品 TO
20 3 纽约期货 NB
77 3 新加坡期货 SX
39 3 马来期货 ML
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query(
'market==14 or market==15 or market==16 or market==17 or market==18 or market==19 or market==20 or market==77 or market==39')
|
python
|
def QA_fetch_get_globalfuture_list(ip=None, port=None):
"""[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
14 3 伦敦金属 LM
15 3 伦敦石油 IP
16 3 纽约商品 CO
17 3 纽约石油 NY
18 3 芝加哥谷 CB
19 3 东京工业品 TO
20 3 纽约期货 NB
77 3 新加坡期货 SX
39 3 马来期货 ML
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query(
'market==14 or market==15 or market==16 or market==17 or market==18 or market==19 or market==20 or market==77 or market==39')
|
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[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
14 3 伦敦金属 LM
15 3 伦敦石油 IP
16 3 纽约商品 CO
17 3 纽约石油 NY
18 3 芝加哥谷 CB
19 3 东京工业品 TO
20 3 纽约期货 NB
77 3 新加坡期货 SX
39 3 马来期货 ML
|
[
"[",
"summary",
"]"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L1258-L1282
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_hkstock_list
|
def QA_fetch_get_hkstock_list(ip=None, port=None):
"""[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
# 港股 HKMARKET
27 5 香港指数 FH
31 2 香港主板 KH
48 2 香港创业板 KG
49 2 香港基金 KT
43 1 B股转H股 HB
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==31 or market==48')
|
python
|
def QA_fetch_get_hkstock_list(ip=None, port=None):
"""[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
# 港股 HKMARKET
27 5 香港指数 FH
31 2 香港主板 KH
48 2 香港创业板 KG
49 2 香港基金 KT
43 1 B股转H股 HB
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==31 or market==48')
|
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[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
# 港股 HKMARKET
27 5 香港指数 FH
31 2 香港主板 KH
48 2 香港创业板 KG
49 2 香港基金 KT
43 1 B股转H股 HB
|
[
"[",
"summary",
"]"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L1285-L1305
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_hkindex_list
|
def QA_fetch_get_hkindex_list(ip=None, port=None):
"""[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
# 港股 HKMARKET
27 5 香港指数 FH
31 2 香港主板 KH
48 2 香港创业板 KG
49 2 香港基金 KT
43 1 B股转H股 HB
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==27')
|
python
|
def QA_fetch_get_hkindex_list(ip=None, port=None):
"""[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
# 港股 HKMARKET
27 5 香港指数 FH
31 2 香港主板 KH
48 2 香港创业板 KG
49 2 香港基金 KT
43 1 B股转H股 HB
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==27')
|
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] |
[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
# 港股 HKMARKET
27 5 香港指数 FH
31 2 香港主板 KH
48 2 香港创业板 KG
49 2 香港基金 KT
43 1 B股转H股 HB
|
[
"[",
"summary",
"]"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L1308-L1328
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_hkfund_list
|
def QA_fetch_get_hkfund_list(ip=None, port=None):
"""[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
# 港股 HKMARKET
27 5 香港指数 FH
31 2 香港主板 KH
48 2 香港创业板 KG
49 2 香港基金 KT
43 1 B股转H股 HB
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==49')
|
python
|
def QA_fetch_get_hkfund_list(ip=None, port=None):
"""[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
# 港股 HKMARKET
27 5 香港指数 FH
31 2 香港主板 KH
48 2 香港创业板 KG
49 2 香港基金 KT
43 1 B股转H股 HB
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==49')
|
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] |
[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
# 港股 HKMARKET
27 5 香港指数 FH
31 2 香港主板 KH
48 2 香港创业板 KG
49 2 香港基金 KT
43 1 B股转H股 HB
|
[
"[",
"summary",
"]"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L1331-L1351
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_usstock_list
|
def QA_fetch_get_usstock_list(ip=None, port=None):
"""[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
## 美股 USA STOCK
74 13 美国股票 US
40 11 中国概念股 CH
41 11 美股知名公司 MG
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==74 or market==40 or market==41')
|
python
|
def QA_fetch_get_usstock_list(ip=None, port=None):
"""[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
## 美股 USA STOCK
74 13 美国股票 US
40 11 中国概念股 CH
41 11 美股知名公司 MG
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==74 or market==40 or market==41')
|
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[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
## 美股 USA STOCK
74 13 美国股票 US
40 11 中国概念股 CH
41 11 美股知名公司 MG
|
[
"[",
"summary",
"]"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L1354-L1373
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_macroindex_list
|
def QA_fetch_get_macroindex_list(ip=None, port=None):
"""宏观指标列表
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
38 10 宏观指标 HG
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==38')
|
python
|
def QA_fetch_get_macroindex_list(ip=None, port=None):
"""宏观指标列表
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
38 10 宏观指标 HG
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==38')
|
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宏观指标列表
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
38 10 宏观指标 HG
|
[
"宏观指标列表"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L1376-L1391
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_option_list
|
def QA_fetch_get_option_list(ip=None, port=None):
"""期权列表
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
## 期权 OPTION
1 12 临时期权(主要是50ETF)
4 12 郑州商品期权 OZ
5 12 大连商品期权 OD
6 12 上海商品期权 OS
7 12 中金所期权 OJ
8 12 上海股票期权 QQ
9 12 深圳股票期权 (推测)
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('category==12 and market!=1')
|
python
|
def QA_fetch_get_option_list(ip=None, port=None):
"""期权列表
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
## 期权 OPTION
1 12 临时期权(主要是50ETF)
4 12 郑州商品期权 OZ
5 12 大连商品期权 OD
6 12 上海商品期权 OS
7 12 中金所期权 OJ
8 12 上海股票期权 QQ
9 12 深圳股票期权 (推测)
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('category==12 and market!=1')
|
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")"
] |
期权列表
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
## 期权 OPTION
1 12 临时期权(主要是50ETF)
4 12 郑州商品期权 OZ
5 12 大连商品期权 OD
6 12 上海商品期权 OS
7 12 中金所期权 OJ
8 12 上海股票期权 QQ
9 12 深圳股票期权 (推测)
|
[
"期权列表"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L1394-L1416
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_option_contract_time_to_market
|
def QA_fetch_get_option_contract_time_to_market():
'''
#🛠todo 获取期权合约的上市日期 ？ 暂时没有。
:return: list Series
'''
result = QA_fetch_get_option_list('tdx')
# pprint.pprint(result)
# category market code name desc code
'''
fix here :
See the caveats in the documentation: http://pandas.pydata.org/pandas-docs/stable/indexing.html#indexing-view-versus-copy
result['meaningful_name'] = None
C:\work_new\QUANTAXIS\QUANTAXIS\QAFetch\QATdx.py:1468: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame.
Try using .loc[row_indexer,col_indexer] = value instead
'''
# df = pd.DataFrame()
rows = []
result['meaningful_name'] = None
for idx in result.index:
# pprint.pprint((idx))
strCategory = result.loc[idx, "category"]
strMarket = result.loc[idx, "market"]
strCode = result.loc[idx, "code"] # 10001215
strName = result.loc[idx, 'name'] # 510050C9M03200
strDesc = result.loc[idx, 'desc'] # 10001215
if strName.startswith("510050"):
# print(strCategory,' ', strMarket, ' ', strCode, ' ', strName, ' ', strDesc, )
if strName.startswith("510050C"):
putcall = '50ETF,认购期权'
elif strName.startswith("510050P"):
putcall = '50ETF,认沽期权'
else:
putcall = "Unkown code name ： " + strName
expireMonth = strName[7:8]
if expireMonth == 'A':
expireMonth = "10月"
elif expireMonth == 'B':
expireMonth = "11月"
elif expireMonth == 'C':
expireMonth = "12月"
else:
expireMonth = expireMonth + '月'
# 第12位期初设为“M”，并根据合约调整次数按照“A”至“Z”依序变更，如变更为“A”表示期权合约发生首次调整，变更为“B”表示期权合约发生第二次调整，依此类推；
# fix here : M ??
if strName[8:9] == "M":
adjust = "未调整"
elif strName[8:9] == 'A':
adjust = " 第1次调整"
elif strName[8:9] == 'B':
adjust = " 第2调整"
elif strName[8:9] == 'C':
adjust = " 第3次调整"
elif strName[8:9] == 'D':
adjust = " 第4次调整"
elif strName[8:9] == 'E':
adjust = " 第5次调整"
elif strName[8:9] == 'F':
adjust = " 第6次调整"
elif strName[8:9] == 'G':
adjust = " 第7次调整"
elif strName[8:9] == 'H':
adjust = " 第8次调整"
elif strName[8:9] == 'I':
adjust = " 第9次调整"
elif strName[8:9] == 'J':
adjust = " 第10次调整"
else:
adjust = " 第10次以上的调整，调整代码 %s" + strName[8:9]
executePrice = strName[9:]
result.loc[idx, 'meaningful_name'] = '%s,到期月份:%s,%s,行权价:%s' % (
putcall, expireMonth, adjust, executePrice)
row = result.loc[idx]
rows.append(row)
elif strName.startswith("SR"):
# print("SR")
# SR1903-P-6500
expireYear = strName[2:4]
expireMonth = strName[4:6]
put_or_call = strName[7:8]
if put_or_call == "P":
putcall = "白糖,认沽期权"
elif put_or_call == "C":
putcall = "白糖,认购期权"
else:
putcall = "Unkown code name ： " + strName
executePrice = strName[9:]
result.loc[idx, 'meaningful_name'] = '%s,到期年月份:%s%s,行权价:%s' % (
putcall, expireYear, expireMonth, executePrice)
row = result.loc[idx]
rows.append(row)
pass
elif strName.startswith("CU"):
# print("CU")
# print("SR")
# SR1903-P-6500
expireYear = strName[2:4]
expireMonth = strName[4:6]
put_or_call = strName[7:8]
if put_or_call == "P":
putcall = "铜,认沽期权"
elif put_or_call == "C":
putcall = "铜,认购期权"
else:
putcall = "Unkown code name ： " + strName
executePrice = strName[9:]
result.loc[idx, 'meaningful_name'] = '%s,到期年月份:%s%s,行权价:%s' % (
putcall, expireYear, expireMonth, executePrice)
row = result.loc[idx]
rows.append(row)
pass
# todo 新增期权品种 棉花，玉米， 天然橡胶
elif strName.startswith("RU"):
# print("M")
# print(strName)
##
expireYear = strName[2:4]
expireMonth = strName[4:6]
put_or_call = strName[7:8]
if put_or_call == "P":
putcall = "天然橡胶,认沽期权"
elif put_or_call == "C":
putcall = "天然橡胶,认购期权"
else:
putcall = "Unkown code name ： " + strName
executePrice = strName[9:]
result.loc[idx, 'meaningful_name'] = '%s,到期年月份:%s%s,行权价:%s' % (
putcall, expireYear, expireMonth, executePrice)
row = result.loc[idx]
rows.append(row)
pass
elif strName.startswith("CF"):
# print("M")
# print(strName)
##
expireYear = strName[2:4]
expireMonth = strName[4:6]
put_or_call = strName[7:8]
if put_or_call == "P":
putcall = "棉花,认沽期权"
elif put_or_call == "C":
putcall = "棉花,认购期权"
else:
putcall = "Unkown code name ： " + strName
executePrice = strName[9:]
result.loc[idx, 'meaningful_name'] = '%s,到期年月份:%s%s,行权价:%s' % (
putcall, expireYear, expireMonth, executePrice)
row = result.loc[idx]
rows.append(row)
pass
elif strName.startswith("M"):
# print("M")
# print(strName)
##
expireYear = strName[1:3]
expireMonth = strName[3:5]
put_or_call = strName[6:7]
if put_or_call == "P":
putcall = "豆粕,认沽期权"
elif put_or_call == "C":
putcall = "豆粕,认购期权"
else:
putcall = "Unkown code name ： " + strName
executePrice = strName[8:]
result.loc[idx, 'meaningful_name'] = '%s,到期年月份:%s%s,行权价:%s' % (
putcall, expireYear, expireMonth, executePrice)
row = result.loc[idx]
rows.append(row)
pass
elif strName.startswith("C") and strName[1] != 'F' and strName[1] != 'U':
# print("M")
# print(strName)
##
expireYear = strName[1:3]
expireMonth = strName[3:5]
put_or_call = strName[6:7]
if put_or_call == "P":
putcall = "玉米,认沽期权"
elif put_or_call == "C":
putcall = "玉米,认购期权"
else:
putcall = "Unkown code name ： " + strName
executePrice = strName[8:]
result.loc[idx, 'meaningful_name'] = '%s,到期年月份:%s%s,行权价:%s' % (
putcall, expireYear, expireMonth, executePrice)
row = result.loc[idx]
rows.append(row)
pass
else:
print("未知类型合约")
print(strName)
return rows
|
python
|
def QA_fetch_get_option_contract_time_to_market():
'''
#🛠todo 获取期权合约的上市日期 ？ 暂时没有。
:return: list Series
'''
result = QA_fetch_get_option_list('tdx')
# pprint.pprint(result)
# category market code name desc code
'''
fix here :
See the caveats in the documentation: http://pandas.pydata.org/pandas-docs/stable/indexing.html#indexing-view-versus-copy
result['meaningful_name'] = None
C:\work_new\QUANTAXIS\QUANTAXIS\QAFetch\QATdx.py:1468: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame.
Try using .loc[row_indexer,col_indexer] = value instead
'''
# df = pd.DataFrame()
rows = []
result['meaningful_name'] = None
for idx in result.index:
# pprint.pprint((idx))
strCategory = result.loc[idx, "category"]
strMarket = result.loc[idx, "market"]
strCode = result.loc[idx, "code"] # 10001215
strName = result.loc[idx, 'name'] # 510050C9M03200
strDesc = result.loc[idx, 'desc'] # 10001215
if strName.startswith("510050"):
# print(strCategory,' ', strMarket, ' ', strCode, ' ', strName, ' ', strDesc, )
if strName.startswith("510050C"):
putcall = '50ETF,认购期权'
elif strName.startswith("510050P"):
putcall = '50ETF,认沽期权'
else:
putcall = "Unkown code name ： " + strName
expireMonth = strName[7:8]
if expireMonth == 'A':
expireMonth = "10月"
elif expireMonth == 'B':
expireMonth = "11月"
elif expireMonth == 'C':
expireMonth = "12月"
else:
expireMonth = expireMonth + '月'
# 第12位期初设为“M”，并根据合约调整次数按照“A”至“Z”依序变更，如变更为“A”表示期权合约发生首次调整，变更为“B”表示期权合约发生第二次调整，依此类推；
# fix here : M ??
if strName[8:9] == "M":
adjust = "未调整"
elif strName[8:9] == 'A':
adjust = " 第1次调整"
elif strName[8:9] == 'B':
adjust = " 第2调整"
elif strName[8:9] == 'C':
adjust = " 第3次调整"
elif strName[8:9] == 'D':
adjust = " 第4次调整"
elif strName[8:9] == 'E':
adjust = " 第5次调整"
elif strName[8:9] == 'F':
adjust = " 第6次调整"
elif strName[8:9] == 'G':
adjust = " 第7次调整"
elif strName[8:9] == 'H':
adjust = " 第8次调整"
elif strName[8:9] == 'I':
adjust = " 第9次调整"
elif strName[8:9] == 'J':
adjust = " 第10次调整"
else:
adjust = " 第10次以上的调整，调整代码 %s" + strName[8:9]
executePrice = strName[9:]
result.loc[idx, 'meaningful_name'] = '%s,到期月份:%s,%s,行权价:%s' % (
putcall, expireMonth, adjust, executePrice)
row = result.loc[idx]
rows.append(row)
elif strName.startswith("SR"):
# print("SR")
# SR1903-P-6500
expireYear = strName[2:4]
expireMonth = strName[4:6]
put_or_call = strName[7:8]
if put_or_call == "P":
putcall = "白糖,认沽期权"
elif put_or_call == "C":
putcall = "白糖,认购期权"
else:
putcall = "Unkown code name ： " + strName
executePrice = strName[9:]
result.loc[idx, 'meaningful_name'] = '%s,到期年月份:%s%s,行权价:%s' % (
putcall, expireYear, expireMonth, executePrice)
row = result.loc[idx]
rows.append(row)
pass
elif strName.startswith("CU"):
# print("CU")
# print("SR")
# SR1903-P-6500
expireYear = strName[2:4]
expireMonth = strName[4:6]
put_or_call = strName[7:8]
if put_or_call == "P":
putcall = "铜,认沽期权"
elif put_or_call == "C":
putcall = "铜,认购期权"
else:
putcall = "Unkown code name ： " + strName
executePrice = strName[9:]
result.loc[idx, 'meaningful_name'] = '%s,到期年月份:%s%s,行权价:%s' % (
putcall, expireYear, expireMonth, executePrice)
row = result.loc[idx]
rows.append(row)
pass
# todo 新增期权品种 棉花，玉米， 天然橡胶
elif strName.startswith("RU"):
# print("M")
# print(strName)
##
expireYear = strName[2:4]
expireMonth = strName[4:6]
put_or_call = strName[7:8]
if put_or_call == "P":
putcall = "天然橡胶,认沽期权"
elif put_or_call == "C":
putcall = "天然橡胶,认购期权"
else:
putcall = "Unkown code name ： " + strName
executePrice = strName[9:]
result.loc[idx, 'meaningful_name'] = '%s,到期年月份:%s%s,行权价:%s' % (
putcall, expireYear, expireMonth, executePrice)
row = result.loc[idx]
rows.append(row)
pass
elif strName.startswith("CF"):
# print("M")
# print(strName)
##
expireYear = strName[2:4]
expireMonth = strName[4:6]
put_or_call = strName[7:8]
if put_or_call == "P":
putcall = "棉花,认沽期权"
elif put_or_call == "C":
putcall = "棉花,认购期权"
else:
putcall = "Unkown code name ： " + strName
executePrice = strName[9:]
result.loc[idx, 'meaningful_name'] = '%s,到期年月份:%s%s,行权价:%s' % (
putcall, expireYear, expireMonth, executePrice)
row = result.loc[idx]
rows.append(row)
pass
elif strName.startswith("M"):
# print("M")
# print(strName)
##
expireYear = strName[1:3]
expireMonth = strName[3:5]
put_or_call = strName[6:7]
if put_or_call == "P":
putcall = "豆粕,认沽期权"
elif put_or_call == "C":
putcall = "豆粕,认购期权"
else:
putcall = "Unkown code name ： " + strName
executePrice = strName[8:]
result.loc[idx, 'meaningful_name'] = '%s,到期年月份:%s%s,行权价:%s' % (
putcall, expireYear, expireMonth, executePrice)
row = result.loc[idx]
rows.append(row)
pass
elif strName.startswith("C") and strName[1] != 'F' and strName[1] != 'U':
# print("M")
# print(strName)
##
expireYear = strName[1:3]
expireMonth = strName[3:5]
put_or_call = strName[6:7]
if put_or_call == "P":
putcall = "玉米,认沽期权"
elif put_or_call == "C":
putcall = "玉米,认购期权"
else:
putcall = "Unkown code name ： " + strName
executePrice = strName[8:]
result.loc[idx, 'meaningful_name'] = '%s,到期年月份:%s%s,行权价:%s' % (
putcall, expireYear, expireMonth, executePrice)
row = result.loc[idx]
rows.append(row)
pass
else:
print("未知类型合约")
print(strName)
return rows
|
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] |
#🛠todo 获取期权合约的上市日期 ？ 暂时没有。
:return: list Series
|
[
"#🛠todo",
"获取期权合约的上市日期",
"？",
"暂时没有。",
":",
"return",
":",
"list",
"Series"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L1419-L1646
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_option_50etf_contract_time_to_market
|
def QA_fetch_get_option_50etf_contract_time_to_market():
'''
#🛠todo 获取期权合约的上市日期 ？ 暂时没有。
:return: list Series
'''
result = QA_fetch_get_option_list('tdx')
# pprint.pprint(result)
# category market code name desc code
'''
fix here :
See the caveats in the documentation: http://pandas.pydata.org/pandas-docs/stable/indexing.html#indexing-view-versus-copy
result['meaningful_name'] = None
C:\work_new\QUANTAXIS\QUANTAXIS\QAFetch\QATdx.py:1468: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame.
Try using .loc[row_indexer,col_indexer] = value instead
'''
# df = pd.DataFrame()
rows = []
result['meaningful_name'] = None
for idx in result.index:
# pprint.pprint((idx))
strCategory = result.loc[idx, "category"]
strMarket = result.loc[idx, "market"]
strCode = result.loc[idx, "code"] # 10001215
strName = result.loc[idx, 'name'] # 510050C9M03200
strDesc = result.loc[idx, 'desc'] # 10001215
if strName.startswith("510050"):
# print(strCategory,' ', strMarket, ' ', strCode, ' ', strName, ' ', strDesc, )
if strName.startswith("510050C"):
putcall = '50ETF,认购期权'
elif strName.startswith("510050P"):
putcall = '50ETF,认沽期权'
else:
putcall = "Unkown code name ： " + strName
expireMonth = strName[7:8]
if expireMonth == 'A':
expireMonth = "10月"
elif expireMonth == 'B':
expireMonth = "11月"
elif expireMonth == 'C':
expireMonth = "12月"
else:
expireMonth = expireMonth + '月'
# 第12位期初设为“M”，并根据合约调整次数按照“A”至“Z”依序变更，如变更为“A”表示期权合约发生首次调整，变更为“B”表示期权合约发生第二次调整，依此类推；
# fix here : M ??
if strName[8:9] == "M":
adjust = "未调整"
elif strName[8:9] == 'A':
adjust = " 第1次调整"
elif strName[8:9] == 'B':
adjust = " 第2调整"
elif strName[8:9] == 'C':
adjust = " 第3次调整"
elif strName[8:9] == 'D':
adjust = " 第4次调整"
elif strName[8:9] == 'E':
adjust = " 第5次调整"
elif strName[8:9] == 'F':
adjust = " 第6次调整"
elif strName[8:9] == 'G':
adjust = " 第7次调整"
elif strName[8:9] == 'H':
adjust = " 第8次调整"
elif strName[8:9] == 'I':
adjust = " 第9次调整"
elif strName[8:9] == 'J':
adjust = " 第10次调整"
else:
adjust = " 第10次以上的调整，调整代码 %s" + strName[8:9]
executePrice = strName[9:]
result.loc[idx, 'meaningful_name'] = '%s,到期月份:%s,%s,行权价:%s' % (
putcall, expireMonth, adjust, executePrice)
row = result.loc[idx]
rows.append(row)
return rows
|
python
|
def QA_fetch_get_option_50etf_contract_time_to_market():
'''
#🛠todo 获取期权合约的上市日期 ？ 暂时没有。
:return: list Series
'''
result = QA_fetch_get_option_list('tdx')
# pprint.pprint(result)
# category market code name desc code
'''
fix here :
See the caveats in the documentation: http://pandas.pydata.org/pandas-docs/stable/indexing.html#indexing-view-versus-copy
result['meaningful_name'] = None
C:\work_new\QUANTAXIS\QUANTAXIS\QAFetch\QATdx.py:1468: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame.
Try using .loc[row_indexer,col_indexer] = value instead
'''
# df = pd.DataFrame()
rows = []
result['meaningful_name'] = None
for idx in result.index:
# pprint.pprint((idx))
strCategory = result.loc[idx, "category"]
strMarket = result.loc[idx, "market"]
strCode = result.loc[idx, "code"] # 10001215
strName = result.loc[idx, 'name'] # 510050C9M03200
strDesc = result.loc[idx, 'desc'] # 10001215
if strName.startswith("510050"):
# print(strCategory,' ', strMarket, ' ', strCode, ' ', strName, ' ', strDesc, )
if strName.startswith("510050C"):
putcall = '50ETF,认购期权'
elif strName.startswith("510050P"):
putcall = '50ETF,认沽期权'
else:
putcall = "Unkown code name ： " + strName
expireMonth = strName[7:8]
if expireMonth == 'A':
expireMonth = "10月"
elif expireMonth == 'B':
expireMonth = "11月"
elif expireMonth == 'C':
expireMonth = "12月"
else:
expireMonth = expireMonth + '月'
# 第12位期初设为“M”，并根据合约调整次数按照“A”至“Z”依序变更，如变更为“A”表示期权合约发生首次调整，变更为“B”表示期权合约发生第二次调整，依此类推；
# fix here : M ??
if strName[8:9] == "M":
adjust = "未调整"
elif strName[8:9] == 'A':
adjust = " 第1次调整"
elif strName[8:9] == 'B':
adjust = " 第2调整"
elif strName[8:9] == 'C':
adjust = " 第3次调整"
elif strName[8:9] == 'D':
adjust = " 第4次调整"
elif strName[8:9] == 'E':
adjust = " 第5次调整"
elif strName[8:9] == 'F':
adjust = " 第6次调整"
elif strName[8:9] == 'G':
adjust = " 第7次调整"
elif strName[8:9] == 'H':
adjust = " 第8次调整"
elif strName[8:9] == 'I':
adjust = " 第9次调整"
elif strName[8:9] == 'J':
adjust = " 第10次调整"
else:
adjust = " 第10次以上的调整，调整代码 %s" + strName[8:9]
executePrice = strName[9:]
result.loc[idx, 'meaningful_name'] = '%s,到期月份:%s,%s,行权价:%s' % (
putcall, expireMonth, adjust, executePrice)
row = result.loc[idx]
rows.append(row)
return rows
|
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] |
#🛠todo 获取期权合约的上市日期 ？ 暂时没有。
:return: list Series
|
[
"#🛠todo",
"获取期权合约的上市日期",
"？",
"暂时没有。",
":",
"return",
":",
"list",
"Series"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L1649-L1730
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_commodity_option_CF_contract_time_to_market
|
def QA_fetch_get_commodity_option_CF_contract_time_to_market():
'''
铜期权 CU 开头 上期证
豆粕 M开头 大商所
白糖 SR开头 郑商所
测试中发现，行情不太稳定 ？ 是 通达信 IP 的问题 ？
'''
result = QA_fetch_get_option_list('tdx')
# pprint.pprint(result)
# category market code name desc code
# df = pd.DataFrame()
rows = []
result['meaningful_name'] = None
for idx in result.index:
# pprint.pprint((idx))
strCategory = result.loc[idx, "category"]
strMarket = result.loc[idx, "market"]
strCode = result.loc[idx, "code"] #
strName = result.loc[idx, 'name'] #
strDesc = result.loc[idx, 'desc'] #
# 如果同时获取， 不同的 期货交易所数据， pytdx会 connection close 连接中断？
# if strName.startswith("CU") or strName.startswith("M") or strName.startswith('SR'):
if strName.startswith("CF"):
# print(strCategory,' ', strMarket, ' ', strCode, ' ', strName, ' ', strDesc, )
row = result.loc[idx]
rows.append(row)
return rows
pass
|
python
|
def QA_fetch_get_commodity_option_CF_contract_time_to_market():
'''
铜期权 CU 开头 上期证
豆粕 M开头 大商所
白糖 SR开头 郑商所
测试中发现，行情不太稳定 ？ 是 通达信 IP 的问题 ？
'''
result = QA_fetch_get_option_list('tdx')
# pprint.pprint(result)
# category market code name desc code
# df = pd.DataFrame()
rows = []
result['meaningful_name'] = None
for idx in result.index:
# pprint.pprint((idx))
strCategory = result.loc[idx, "category"]
strMarket = result.loc[idx, "market"]
strCode = result.loc[idx, "code"] #
strName = result.loc[idx, 'name'] #
strDesc = result.loc[idx, 'desc'] #
# 如果同时获取， 不同的 期货交易所数据， pytdx会 connection close 连接中断？
# if strName.startswith("CU") or strName.startswith("M") or strName.startswith('SR'):
if strName.startswith("CF"):
# print(strCategory,' ', strMarket, ' ', strCode, ' ', strName, ' ', strDesc, )
row = result.loc[idx]
rows.append(row)
return rows
pass
|
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铜期权 CU 开头 上期证
豆粕 M开头 大商所
白糖 SR开头 郑商所
测试中发现，行情不太稳定 ？ 是 通达信 IP 的问题 ？
|
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] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L1733-L1765
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_exchangerate_list
|
def QA_fetch_get_exchangerate_list(ip=None, port=None):
"""汇率列表
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
## 汇率 EXCHANGERATE
10 4 基本汇率 FE
11 4 交叉汇率 FX
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==10 or market==11').query('category==4')
|
python
|
def QA_fetch_get_exchangerate_list(ip=None, port=None):
"""汇率列表
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
## 汇率 EXCHANGERATE
10 4 基本汇率 FE
11 4 交叉汇率 FX
"""
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==10 or market==11').query('category==4')
|
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汇率列表
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
## 汇率 EXCHANGERATE
10 4 基本汇率 FE
11 4 交叉汇率 FX
|
[
"汇率列表"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L1938-L1955
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_future_day
|
def QA_fetch_get_future_day(code, start_date, end_date, frequence='day', ip=None, port=None):
'期货数据 日线'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
start_date = str(start_date)[0:10]
today_ = datetime.date.today()
lens = QA_util_get_trade_gap(start_date, today_)
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
with apix.connect(ip, port):
code_market = extension_market_list.query(
'code=="{}"'.format(code)).iloc[0]
data = pd.concat(
[apix.to_df(apix.get_instrument_bars(
_select_type(frequence),
int(code_market.market),
str(code),
(int(lens / 700) - i) * 700, 700)) for i in range(int(lens / 700) + 1)],
axis=0)
try:
# 获取商品期货会报None
data = data.assign(date=data['datetime'].apply(lambda x: str(x[0:10]))).assign(code=str(code)) \
.assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(str(x)[0:10]))).set_index('date',
drop=False,
inplace=False)
except Exception as exp:
print("code is ", code)
print(exp.__str__)
return None
return data.drop(['year', 'month', 'day', 'hour', 'minute', 'datetime'], axis=1)[start_date:end_date].assign(
date=data['date'].apply(lambda x: str(x)[0:10]))
|
python
|
def QA_fetch_get_future_day(code, start_date, end_date, frequence='day', ip=None, port=None):
'期货数据 日线'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
start_date = str(start_date)[0:10]
today_ = datetime.date.today()
lens = QA_util_get_trade_gap(start_date, today_)
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
with apix.connect(ip, port):
code_market = extension_market_list.query(
'code=="{}"'.format(code)).iloc[0]
data = pd.concat(
[apix.to_df(apix.get_instrument_bars(
_select_type(frequence),
int(code_market.market),
str(code),
(int(lens / 700) - i) * 700, 700)) for i in range(int(lens / 700) + 1)],
axis=0)
try:
# 获取商品期货会报None
data = data.assign(date=data['datetime'].apply(lambda x: str(x[0:10]))).assign(code=str(code)) \
.assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(str(x)[0:10]))).set_index('date',
drop=False,
inplace=False)
except Exception as exp:
print("code is ", code)
print(exp.__str__)
return None
return data.drop(['year', 'month', 'day', 'hour', 'minute', 'datetime'], axis=1)[start_date:end_date].assign(
date=data['date'].apply(lambda x: str(x)[0:10]))
|
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] |
期货数据 日线
|
[
"期货数据",
"日线"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L1958-L1995
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_future_min
|
def QA_fetch_get_future_min(code, start, end, frequence='1min', ip=None, port=None):
'期货数据 分钟线'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
type_ = ''
start_date = str(start)[0:10]
today_ = datetime.date.today()
lens = QA_util_get_trade_gap(start_date, today_)
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
if str(frequence) in ['5', '5m', '5min', 'five']:
frequence, type_ = 0, '5min'
lens = 48 * lens * 2.5
elif str(frequence) in ['1', '1m', '1min', 'one']:
frequence, type_ = 8, '1min'
lens = 240 * lens * 2.5
elif str(frequence) in ['15', '15m', '15min', 'fifteen']:
frequence, type_ = 1, '15min'
lens = 16 * lens * 2.5
elif str(frequence) in ['30', '30m', '30min', 'half']:
frequence, type_ = 2, '30min'
lens = 8 * lens * 2.5
elif str(frequence) in ['60', '60m', '60min', '1h']:
frequence, type_ = 3, '60min'
lens = 4 * lens * 2.5
if lens > 20800:
lens = 20800
# print(lens)
with apix.connect(ip, port):
code_market = extension_market_list.query(
'code=="{}"'.format(code)).iloc[0]
data = pd.concat([apix.to_df(apix.get_instrument_bars(frequence, int(code_market.market), str(
code), (int(lens / 700) - i) * 700, 700)) for i in range(int(lens / 700) + 1)], axis=0)
# print(data)
# print(data.datetime)
data = data \
.assign(tradetime=data['datetime'].apply(str), code=str(code)) \
.assign(datetime=pd.to_datetime(data['datetime'].apply(QA_util_future_to_realdatetime, 1))) \
.drop(['year', 'month', 'day', 'hour', 'minute'], axis=1, inplace=False) \
.assign(date=data['datetime'].apply(lambda x: str(x)[0:10])) \
.assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(x))) \
.assign(time_stamp=data['datetime'].apply(lambda x: QA_util_time_stamp(x))) \
.assign(type=type_).set_index('datetime', drop=False, inplace=False)
return data.assign(datetime=data['datetime'].apply(lambda x: str(x)))[start:end].sort_index()
|
python
|
def QA_fetch_get_future_min(code, start, end, frequence='1min', ip=None, port=None):
'期货数据 分钟线'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
type_ = ''
start_date = str(start)[0:10]
today_ = datetime.date.today()
lens = QA_util_get_trade_gap(start_date, today_)
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
if str(frequence) in ['5', '5m', '5min', 'five']:
frequence, type_ = 0, '5min'
lens = 48 * lens * 2.5
elif str(frequence) in ['1', '1m', '1min', 'one']:
frequence, type_ = 8, '1min'
lens = 240 * lens * 2.5
elif str(frequence) in ['15', '15m', '15min', 'fifteen']:
frequence, type_ = 1, '15min'
lens = 16 * lens * 2.5
elif str(frequence) in ['30', '30m', '30min', 'half']:
frequence, type_ = 2, '30min'
lens = 8 * lens * 2.5
elif str(frequence) in ['60', '60m', '60min', '1h']:
frequence, type_ = 3, '60min'
lens = 4 * lens * 2.5
if lens > 20800:
lens = 20800
# print(lens)
with apix.connect(ip, port):
code_market = extension_market_list.query(
'code=="{}"'.format(code)).iloc[0]
data = pd.concat([apix.to_df(apix.get_instrument_bars(frequence, int(code_market.market), str(
code), (int(lens / 700) - i) * 700, 700)) for i in range(int(lens / 700) + 1)], axis=0)
# print(data)
# print(data.datetime)
data = data \
.assign(tradetime=data['datetime'].apply(str), code=str(code)) \
.assign(datetime=pd.to_datetime(data['datetime'].apply(QA_util_future_to_realdatetime, 1))) \
.drop(['year', 'month', 'day', 'hour', 'minute'], axis=1, inplace=False) \
.assign(date=data['datetime'].apply(lambda x: str(x)[0:10])) \
.assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(x))) \
.assign(time_stamp=data['datetime'].apply(lambda x: QA_util_time_stamp(x))) \
.assign(type=type_).set_index('datetime', drop=False, inplace=False)
return data.assign(datetime=data['datetime'].apply(lambda x: str(x)))[start:end].sort_index()
|
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期货数据 分钟线
|
[
"期货数据",
"分钟线"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L1998-L2045
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_future_transaction
|
def QA_fetch_get_future_transaction(code, start, end, retry=4, ip=None, port=None):
'期货历史成交分笔'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
real_start, real_end = QA_util_get_real_datelist(start, end)
if real_start is None:
return None
real_id_range = []
with apix.connect(ip, port):
code_market = extension_market_list.query(
'code=="{}"'.format(code)).iloc[0]
data = pd.DataFrame()
for index_ in range(trade_date_sse.index(real_start), trade_date_sse.index(real_end) + 1):
try:
data_ = __QA_fetch_get_future_transaction(
code, trade_date_sse[index_], retry, int(code_market.market), apix)
if len(data_) < 1:
return None
except Exception as e:
print(e)
QA_util_log_info('Wrong in Getting {} history transaction data in day {}'.format(
code, trade_date_sse[index_]))
else:
QA_util_log_info('Successfully Getting {} history transaction data in day {}'.format(
code, trade_date_sse[index_]))
data = data.append(data_)
if len(data) > 0:
return data.assign(datetime=data['datetime'].apply(lambda x: str(x)[0:19]))
else:
return None
|
python
|
def QA_fetch_get_future_transaction(code, start, end, retry=4, ip=None, port=None):
'期货历史成交分笔'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
real_start, real_end = QA_util_get_real_datelist(start, end)
if real_start is None:
return None
real_id_range = []
with apix.connect(ip, port):
code_market = extension_market_list.query(
'code=="{}"'.format(code)).iloc[0]
data = pd.DataFrame()
for index_ in range(trade_date_sse.index(real_start), trade_date_sse.index(real_end) + 1):
try:
data_ = __QA_fetch_get_future_transaction(
code, trade_date_sse[index_], retry, int(code_market.market), apix)
if len(data_) < 1:
return None
except Exception as e:
print(e)
QA_util_log_info('Wrong in Getting {} history transaction data in day {}'.format(
code, trade_date_sse[index_]))
else:
QA_util_log_info('Successfully Getting {} history transaction data in day {}'.format(
code, trade_date_sse[index_]))
data = data.append(data_)
if len(data) > 0:
return data.assign(datetime=data['datetime'].apply(lambda x: str(x)[0:19]))
else:
return None
|
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期货历史成交分笔
|
[
"期货历史成交分笔"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L2075-L2109
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_future_transaction_realtime
|
def QA_fetch_get_future_transaction_realtime(code, ip=None, port=None):
'期货历史成交分笔'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
code_market = extension_market_list.query(
'code=="{}"'.format(code)).iloc[0]
with apix.connect(ip, port):
data = pd.DataFrame()
data = pd.concat([apix.to_df(apix.get_transaction_data(
int(code_market.market), code, (30 - i) * 1800)) for i in range(31)], axis=0)
return data.assign(datetime=pd.to_datetime(data['date'])).assign(date=lambda x: str(x)[0:10]) \
.assign(code=str(code)).assign(order=range(len(data.index))).set_index('datetime', drop=False,
inplace=False)
|
python
|
def QA_fetch_get_future_transaction_realtime(code, ip=None, port=None):
'期货历史成交分笔'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
code_market = extension_market_list.query(
'code=="{}"'.format(code)).iloc[0]
with apix.connect(ip, port):
data = pd.DataFrame()
data = pd.concat([apix.to_df(apix.get_transaction_data(
int(code_market.market), code, (30 - i) * 1800)) for i in range(31)], axis=0)
return data.assign(datetime=pd.to_datetime(data['date'])).assign(date=lambda x: str(x)[0:10]) \
.assign(code=str(code)).assign(order=range(len(data.index))).set_index('datetime', drop=False,
inplace=False)
|
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期货历史成交分笔
|
[
"期货历史成交分笔"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L2112-L2128
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATdx.py
|
QA_fetch_get_future_realtime
|
def QA_fetch_get_future_realtime(code, ip=None, port=None):
'期货实时价格'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
__data = pd.DataFrame()
code_market = extension_market_list.query(
'code=="{}"'.format(code)).iloc[0]
with apix.connect(ip, port):
__data = apix.to_df(apix.get_instrument_quote(
int(code_market.market), code))
__data['datetime'] = datetime.datetime.now()
# data = __data[['datetime', 'active1', 'active2', 'last_close', 'code', 'open', 'high', 'low', 'price', 'cur_vol',
# 's_vol', 'b_vol', 'vol', 'ask1', 'ask_vol1', 'bid1', 'bid_vol1', 'ask2', 'ask_vol2',
# 'bid2', 'bid_vol2', 'ask3', 'ask_vol3', 'bid3', 'bid_vol3', 'ask4',
# 'ask_vol4', 'bid4', 'bid_vol4', 'ask5', 'ask_vol5', 'bid5', 'bid_vol5']]
return __data.set_index(['datetime', 'code'])
|
python
|
def QA_fetch_get_future_realtime(code, ip=None, port=None):
'期货实时价格'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
__data = pd.DataFrame()
code_market = extension_market_list.query(
'code=="{}"'.format(code)).iloc[0]
with apix.connect(ip, port):
__data = apix.to_df(apix.get_instrument_quote(
int(code_market.market), code))
__data['datetime'] = datetime.datetime.now()
# data = __data[['datetime', 'active1', 'active2', 'last_close', 'code', 'open', 'high', 'low', 'price', 'cur_vol',
# 's_vol', 'b_vol', 'vol', 'ask1', 'ask_vol1', 'bid1', 'bid_vol1', 'ask2', 'ask_vol2',
# 'bid2', 'bid_vol2', 'ask3', 'ask_vol3', 'bid3', 'bid_vol3', 'ask4',
# 'ask_vol4', 'bid4', 'bid_vol4', 'ask5', 'ask_vol5', 'bid5', 'bid_vol5']]
return __data.set_index(['datetime', 'code'])
|
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] |
期货实时价格
|
[
"期货实时价格"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATdx.py#L2131-L2150
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/dsmethods.py
|
concat
|
def concat(lists):
"""类似于pd.concat 用于合并一个list里面的多个DataStruct,会自动去重
Arguments:
lists {[type]} -- [DataStruct1,DataStruct2,....,DataStructN]
Returns:
[type] -- new DataStruct
"""
return lists[0].new(
pd.concat([lists.data for lists in lists]).drop_duplicates()
)
|
python
|
def concat(lists):
"""类似于pd.concat 用于合并一个list里面的多个DataStruct,会自动去重
Arguments:
lists {[type]} -- [DataStruct1,DataStruct2,....,DataStructN]
Returns:
[type] -- new DataStruct
"""
return lists[0].new(
pd.concat([lists.data for lists in lists]).drop_duplicates()
)
|
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类似于pd.concat 用于合并一个list里面的多个DataStruct,会自动去重
Arguments:
lists {[type]} -- [DataStruct1,DataStruct2,....,DataStructN]
Returns:
[type] -- new DataStruct
|
[
"类似于pd",
".",
"concat",
"用于合并一个list里面的多个DataStruct",
"会自动去重"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/dsmethods.py#L39-L53
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/dsmethods.py
|
datastruct_formater
|
def datastruct_formater(
data,
frequence=FREQUENCE.DAY,
market_type=MARKET_TYPE.STOCK_CN,
default_header=[]
):
"""一个任意格式转化为DataStruct的方法
Arguments:
data {[type]} -- [description]
Keyword Arguments:
frequence {[type]} -- [description] (default: {FREQUENCE.DAY})
market_type {[type]} -- [description] (default: {MARKET_TYPE.STOCK_CN})
default_header {list} -- [description] (default: {[]})
Returns:
[type] -- [description]
"""
if isinstance(data, list):
try:
res = pd.DataFrame(data, columns=default_header)
if frequence is FREQUENCE.DAY:
if market_type is MARKET_TYPE.STOCK_CN:
return QA_DataStruct_Stock_day(
res.assign(date=pd.to_datetime(res.date)
).set_index(['date',
'code'],
drop=False),
dtype='stock_day'
)
elif frequence in [FREQUENCE.ONE_MIN,
FREQUENCE.FIVE_MIN,
FREQUENCE.FIFTEEN_MIN,
FREQUENCE.THIRTY_MIN,
FREQUENCE.SIXTY_MIN]:
if market_type is MARKET_TYPE.STOCK_CN:
return QA_DataStruct_Stock_min(
res.assign(datetime=pd.to_datetime(res.datetime)
).set_index(['datetime',
'code'],
drop=False),
dtype='stock_min'
)
except:
pass
elif isinstance(data, np.ndarray):
try:
res = pd.DataFrame(data, columns=default_header)
if frequence is FREQUENCE.DAY:
if market_type is MARKET_TYPE.STOCK_CN:
return QA_DataStruct_Stock_day(
res.assign(date=pd.to_datetime(res.date)
).set_index(['date',
'code'],
drop=False),
dtype='stock_day'
)
elif frequence in [FREQUENCE.ONE_MIN,
FREQUENCE.FIVE_MIN,
FREQUENCE.FIFTEEN_MIN,
FREQUENCE.THIRTY_MIN,
FREQUENCE.SIXTY_MIN]:
if market_type is MARKET_TYPE.STOCK_CN:
return QA_DataStruct_Stock_min(
res.assign(datetime=pd.to_datetime(res.datetime)
).set_index(['datetime',
'code'],
drop=False),
dtype='stock_min'
)
except:
pass
elif isinstance(data, pd.DataFrame):
index = data.index
if isinstance(index, pd.MultiIndex):
pass
elif isinstance(index, pd.DatetimeIndex):
pass
elif isinstance(index, pd.Index):
pass
|
python
|
def datastruct_formater(
data,
frequence=FREQUENCE.DAY,
market_type=MARKET_TYPE.STOCK_CN,
default_header=[]
):
"""一个任意格式转化为DataStruct的方法
Arguments:
data {[type]} -- [description]
Keyword Arguments:
frequence {[type]} -- [description] (default: {FREQUENCE.DAY})
market_type {[type]} -- [description] (default: {MARKET_TYPE.STOCK_CN})
default_header {list} -- [description] (default: {[]})
Returns:
[type] -- [description]
"""
if isinstance(data, list):
try:
res = pd.DataFrame(data, columns=default_header)
if frequence is FREQUENCE.DAY:
if market_type is MARKET_TYPE.STOCK_CN:
return QA_DataStruct_Stock_day(
res.assign(date=pd.to_datetime(res.date)
).set_index(['date',
'code'],
drop=False),
dtype='stock_day'
)
elif frequence in [FREQUENCE.ONE_MIN,
FREQUENCE.FIVE_MIN,
FREQUENCE.FIFTEEN_MIN,
FREQUENCE.THIRTY_MIN,
FREQUENCE.SIXTY_MIN]:
if market_type is MARKET_TYPE.STOCK_CN:
return QA_DataStruct_Stock_min(
res.assign(datetime=pd.to_datetime(res.datetime)
).set_index(['datetime',
'code'],
drop=False),
dtype='stock_min'
)
except:
pass
elif isinstance(data, np.ndarray):
try:
res = pd.DataFrame(data, columns=default_header)
if frequence is FREQUENCE.DAY:
if market_type is MARKET_TYPE.STOCK_CN:
return QA_DataStruct_Stock_day(
res.assign(date=pd.to_datetime(res.date)
).set_index(['date',
'code'],
drop=False),
dtype='stock_day'
)
elif frequence in [FREQUENCE.ONE_MIN,
FREQUENCE.FIVE_MIN,
FREQUENCE.FIFTEEN_MIN,
FREQUENCE.THIRTY_MIN,
FREQUENCE.SIXTY_MIN]:
if market_type is MARKET_TYPE.STOCK_CN:
return QA_DataStruct_Stock_min(
res.assign(datetime=pd.to_datetime(res.datetime)
).set_index(['datetime',
'code'],
drop=False),
dtype='stock_min'
)
except:
pass
elif isinstance(data, pd.DataFrame):
index = data.index
if isinstance(index, pd.MultiIndex):
pass
elif isinstance(index, pd.DatetimeIndex):
pass
elif isinstance(index, pd.Index):
pass
|
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一个任意格式转化为DataStruct的方法
Arguments:
data {[type]} -- [description]
Keyword Arguments:
frequence {[type]} -- [description] (default: {FREQUENCE.DAY})
market_type {[type]} -- [description] (default: {MARKET_TYPE.STOCK_CN})
default_header {list} -- [description] (default: {[]})
Returns:
[type] -- [description]
|
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] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/dsmethods.py#L56-L138
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/dsmethods.py
|
from_tushare
|
def from_tushare(dataframe, dtype='day'):
"""dataframe from tushare
Arguments:
dataframe {[type]} -- [description]
Returns:
[type] -- [description]
"""
if dtype in ['day']:
return QA_DataStruct_Stock_day(
dataframe.assign(date=pd.to_datetime(dataframe.date)
).set_index(['date',
'code'],
drop=False),
dtype='stock_day'
)
elif dtype in ['min']:
return QA_DataStruct_Stock_min(
dataframe.assign(datetime=pd.to_datetime(dataframe.datetime)
).set_index(['datetime',
'code'],
drop=False),
dtype='stock_min'
)
|
python
|
def from_tushare(dataframe, dtype='day'):
"""dataframe from tushare
Arguments:
dataframe {[type]} -- [description]
Returns:
[type] -- [description]
"""
if dtype in ['day']:
return QA_DataStruct_Stock_day(
dataframe.assign(date=pd.to_datetime(dataframe.date)
).set_index(['date',
'code'],
drop=False),
dtype='stock_day'
)
elif dtype in ['min']:
return QA_DataStruct_Stock_min(
dataframe.assign(datetime=pd.to_datetime(dataframe.datetime)
).set_index(['datetime',
'code'],
drop=False),
dtype='stock_min'
)
|
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dataframe from tushare
Arguments:
dataframe {[type]} -- [description]
Returns:
[type] -- [description]
|
[
"dataframe",
"from",
"tushare"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/dsmethods.py#L141-L166
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/dsmethods.py
|
QDS_StockDayWarpper
|
def QDS_StockDayWarpper(func):
"""
日线QDS装饰器
"""
def warpper(*args, **kwargs):
data = func(*args, **kwargs)
if isinstance(data.index, pd.MultiIndex):
return QA_DataStruct_Stock_day(data)
else:
return QA_DataStruct_Stock_day(
data.assign(date=pd.to_datetime(data.date)
).set_index(['date',
'code'],
drop=False),
dtype='stock_day'
)
return warpper
|
python
|
def QDS_StockDayWarpper(func):
"""
日线QDS装饰器
"""
def warpper(*args, **kwargs):
data = func(*args, **kwargs)
if isinstance(data.index, pd.MultiIndex):
return QA_DataStruct_Stock_day(data)
else:
return QA_DataStruct_Stock_day(
data.assign(date=pd.to_datetime(data.date)
).set_index(['date',
'code'],
drop=False),
dtype='stock_day'
)
return warpper
|
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日线QDS装饰器
|
[
"日线QDS装饰器"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/dsmethods.py#L169-L189
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/dsmethods.py
|
QDS_StockMinWarpper
|
def QDS_StockMinWarpper(func, *args, **kwargs):
"""
分钟线QDS装饰器
"""
def warpper(*args, **kwargs):
data = func(*args, **kwargs)
if isinstance(data.index, pd.MultiIndex):
return QA_DataStruct_Stock_min(data)
else:
return QA_DataStruct_Stock_min(
data.assign(datetime=pd.to_datetime(data.datetime)
).set_index(['datetime',
'code'],
drop=False),
dtype='stock_min'
)
return warpper
|
python
|
def QDS_StockMinWarpper(func, *args, **kwargs):
"""
分钟线QDS装饰器
"""
def warpper(*args, **kwargs):
data = func(*args, **kwargs)
if isinstance(data.index, pd.MultiIndex):
return QA_DataStruct_Stock_min(data)
else:
return QA_DataStruct_Stock_min(
data.assign(datetime=pd.to_datetime(data.datetime)
).set_index(['datetime',
'code'],
drop=False),
dtype='stock_min'
)
return warpper
|
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] |
分钟线QDS装饰器
|
[
"分钟线QDS装饰器"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/dsmethods.py#L192-L211
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATushare.py
|
QA_fetch_get_stock_adj
|
def QA_fetch_get_stock_adj(code, end=''):
"""获取股票的复权因子
Arguments:
code {[type]} -- [description]
Keyword Arguments:
end {str} -- [description] (default: {''})
Returns:
[type] -- [description]
"""
pro = get_pro()
adj = pro.adj_factor(ts_code=code, trade_date=end)
return adj
|
python
|
def QA_fetch_get_stock_adj(code, end=''):
"""获取股票的复权因子
Arguments:
code {[type]} -- [description]
Keyword Arguments:
end {str} -- [description] (default: {''})
Returns:
[type] -- [description]
"""
pro = get_pro()
adj = pro.adj_factor(ts_code=code, trade_date=end)
return adj
|
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",",
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获取股票的复权因子
Arguments:
code {[type]} -- [description]
Keyword Arguments:
end {str} -- [description] (default: {''})
Returns:
[type] -- [description]
|
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bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATushare.py#L67-L82
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/QATushare.py
|
cover_time
|
def cover_time(date):
"""
字符串 '20180101' 转变成 float 类型时间 类似 time.time() 返回的类型
:param date: 字符串str -- 格式必须是 20180101 ，长度8
:return: 类型float
"""
datestr = str(date)[0:8]
date = time.mktime(time.strptime(datestr, '%Y%m%d'))
return date
|
python
|
def cover_time(date):
"""
字符串 '20180101' 转变成 float 类型时间 类似 time.time() 返回的类型
:param date: 字符串str -- 格式必须是 20180101 ，长度8
:return: 类型float
"""
datestr = str(date)[0:8]
date = time.mktime(time.strptime(datestr, '%Y%m%d'))
return date
|
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字符串 '20180101' 转变成 float 类型时间 类似 time.time() 返回的类型
:param date: 字符串str -- 格式必须是 20180101 ，长度8
:return: 类型float
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bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QATushare.py#L109-L117
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/QABlockStruct.py
|
QA_DataStruct_Stock_block.new
|
def new(self, data):
"""通过data新建一个stock_block
Arguments:
data {[type]} -- [description]
Returns:
[type] -- [description]
"""
temp = copy(self)
temp.__init__(data)
return temp
|
python
|
def new(self, data):
"""通过data新建一个stock_block
Arguments:
data {[type]} -- [description]
Returns:
[type] -- [description]
"""
temp = copy(self)
temp.__init__(data)
return temp
|
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] |
通过data新建一个stock_block
Arguments:
data {[type]} -- [description]
Returns:
[type] -- [description]
|
[
"通过data新建一个stock_block"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/QABlockStruct.py#L50-L61
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/QABlockStruct.py
|
QA_DataStruct_Stock_block.view_code
|
def view_code(self):
"""按股票排列的查看blockname的视图
Returns:
[type] -- [description]
"""
return self.data.groupby(level=1).apply(
lambda x:
[item for item in x.index.remove_unused_levels().levels[0]]
)
|
python
|
def view_code(self):
"""按股票排列的查看blockname的视图
Returns:
[type] -- [description]
"""
return self.data.groupby(level=1).apply(
lambda x:
[item for item in x.index.remove_unused_levels().levels[0]]
)
|
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按股票排列的查看blockname的视图
Returns:
[type] -- [description]
|
[
"按股票排列的查看blockname的视图"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/QABlockStruct.py#L94-L104
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/QABlockStruct.py
|
QA_DataStruct_Stock_block.get_code
|
def get_code(self, code):
"""getcode 获取某一只股票的板块
Arguments:
code {str} -- 股票代码
Returns:
DataStruct -- [description]
"""
# code= [code] if isinstance(code,str) else
return self.new(self.data.loc[(slice(None), code), :])
|
python
|
def get_code(self, code):
"""getcode 获取某一只股票的板块
Arguments:
code {str} -- 股票代码
Returns:
DataStruct -- [description]
"""
# code= [code] if isinstance(code,str) else
return self.new(self.data.loc[(slice(None), code), :])
|
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getcode 获取某一只股票的板块
Arguments:
code {str} -- 股票代码
Returns:
DataStruct -- [description]
|
[
"getcode",
"获取某一只股票的板块"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/QABlockStruct.py#L128-L138
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/QABlockStruct.py
|
QA_DataStruct_Stock_block.get_block
|
def get_block(self, block_name):
"""getblock 获取板块, block_name是list或者是单个str
Arguments:
block_name {[type]} -- [description]
Returns:
[type] -- [description]
"""
# block_name = [block_name] if isinstance(
# block_name, str) else block_name
# return QA_DataStruct_Stock_block(self.data[self.data.blockname.apply(lambda x: x in block_name)])
return self.new(self.data.loc[(block_name, slice(None)), :])
|
python
|
def get_block(self, block_name):
"""getblock 获取板块, block_name是list或者是单个str
Arguments:
block_name {[type]} -- [description]
Returns:
[type] -- [description]
"""
# block_name = [block_name] if isinstance(
# block_name, str) else block_name
# return QA_DataStruct_Stock_block(self.data[self.data.blockname.apply(lambda x: x in block_name)])
return self.new(self.data.loc[(block_name, slice(None)), :])
|
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getblock 获取板块, block_name是list或者是单个str
Arguments:
block_name {[type]} -- [description]
Returns:
[type] -- [description]
|
[
"getblock",
"获取板块",
"block_name是list或者是单个str"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/QABlockStruct.py#L140-L153
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/QABlockStruct.py
|
QA_DataStruct_Stock_block.get_both_code
|
def get_both_code(self, code):
"""get_both_code 获取几个股票相同的版块
Arguments:
code {[type]} -- [description]
Returns:
[type] -- [description]
"""
return self.new(self.data.loc[(slice(None), code), :])
|
python
|
def get_both_code(self, code):
"""get_both_code 获取几个股票相同的版块
Arguments:
code {[type]} -- [description]
Returns:
[type] -- [description]
"""
return self.new(self.data.loc[(slice(None), code), :])
|
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")",
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"code",
")",
",",
":",
"]",
")"
] |
get_both_code 获取几个股票相同的版块
Arguments:
code {[type]} -- [description]
Returns:
[type] -- [description]
|
[
"get_both_code",
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"[",
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bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/QABlockStruct.py#L155-L165
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/Fetcher.py
|
QA_get_tick
|
def QA_get_tick(code, start, end, market):
"""
统一的获取期货/股票tick的接口
"""
res = None
if market == MARKET_TYPE.STOCK_CN:
res = QATdx.QA_fetch_get_stock_transaction(code, start, end)
elif market == MARKET_TYPE.FUTURE_CN:
res = QATdx.QA_fetch_get_future_transaction(code, start, end)
return res
|
python
|
def QA_get_tick(code, start, end, market):
"""
统一的获取期货/股票tick的接口
"""
res = None
if market == MARKET_TYPE.STOCK_CN:
res = QATdx.QA_fetch_get_stock_transaction(code, start, end)
elif market == MARKET_TYPE.FUTURE_CN:
res = QATdx.QA_fetch_get_future_transaction(code, start, end)
return res
|
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统一的获取期货/股票tick的接口
|
[
"统一的获取期货",
"/",
"股票tick的接口"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/Fetcher.py#L93-L102
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/Fetcher.py
|
QA_get_realtime
|
def QA_get_realtime(code, market):
"""
统一的获取期货/股票实时行情的接口
"""
res = None
if market == MARKET_TYPE.STOCK_CN:
res = QATdx.QA_fetch_get_stock_realtime(code)
elif market == MARKET_TYPE.FUTURE_CN:
res = QATdx.QA_fetch_get_future_realtime(code)
return res
|
python
|
def QA_get_realtime(code, market):
"""
统一的获取期货/股票实时行情的接口
"""
res = None
if market == MARKET_TYPE.STOCK_CN:
res = QATdx.QA_fetch_get_stock_realtime(code)
elif market == MARKET_TYPE.FUTURE_CN:
res = QATdx.QA_fetch_get_future_realtime(code)
return res
|
[
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] |
统一的获取期货/股票实时行情的接口
|
[
"统一的获取期货",
"/",
"股票实时行情的接口"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/Fetcher.py#L105-L115
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAFetch/Fetcher.py
|
QA_quotation
|
def QA_quotation(code, start, end, frequence, market, source=DATASOURCE.TDX, output=OUTPUT_FORMAT.DATAFRAME):
"""一个统一的获取k线的方法
如果使用mongo,从本地数据库获取,失败则在线获取
Arguments:
code {str/list} -- 期货/股票的代码
start {str} -- 开始日期
end {str} -- 结束日期
frequence {enum} -- 频率 QA.FREQUENCE
market {enum} -- 市场 QA.MARKET_TYPE
source {enum} -- 来源 QA.DATASOURCE
output {enum} -- 输出类型 QA.OUTPUT_FORMAT
"""
res = None
if market == MARKET_TYPE.STOCK_CN:
if frequence == FREQUENCE.DAY:
if source == DATASOURCE.MONGO:
try:
res = QAQueryAdv.QA_fetch_stock_day_adv(code, start, end)
except:
res = None
if source == DATASOURCE.TDX or res == None:
res = QATdx.QA_fetch_get_stock_day(code, start, end, '00')
res = QA_DataStruct_Stock_day(res.set_index(['date', 'code']))
elif source == DATASOURCE.TUSHARE:
res = QATushare.QA_fetch_get_stock_day(code, start, end, '00')
elif frequence in [FREQUENCE.ONE_MIN, FREQUENCE.FIVE_MIN, FREQUENCE.FIFTEEN_MIN, FREQUENCE.THIRTY_MIN, FREQUENCE.SIXTY_MIN]:
if source == DATASOURCE.MONGO:
try:
res = QAQueryAdv.QA_fetch_stock_min_adv(
code, start, end, frequence=frequence)
except:
res = None
if source == DATASOURCE.TDX or res == None:
res = QATdx.QA_fetch_get_stock_min(
code, start, end, frequence=frequence)
res = QA_DataStruct_Stock_min(
res.set_index(['datetime', 'code']))
elif market == MARKET_TYPE.FUTURE_CN:
if frequence == FREQUENCE.DAY:
if source == DATASOURCE.MONGO:
try:
res = QAQueryAdv.QA_fetch_future_day_adv(code, start, end)
except:
res = None
if source == DATASOURCE.TDX or res == None:
res = QATdx.QA_fetch_get_future_day(code, start, end)
res = QA_DataStruct_Future_day(res.set_index(['date', 'code']))
elif frequence in [FREQUENCE.ONE_MIN, FREQUENCE.FIVE_MIN, FREQUENCE.FIFTEEN_MIN, FREQUENCE.THIRTY_MIN, FREQUENCE.SIXTY_MIN]:
if source == DATASOURCE.MONGO:
try:
res = QAQueryAdv.QA_fetch_future_min_adv(
code, start, end, frequence=frequence)
except:
res = None
if source == DATASOURCE.TDX or res == None:
res = QATdx.QA_fetch_get_future_min(
code, start, end, frequence=frequence)
res = QA_DataStruct_Future_min(
res.set_index(['datetime', 'code']))
# 指数代码和股票代码是冲突重复的， sh000001 上证指数 000001 是不同的
elif market == MARKET_TYPE.INDEX_CN:
if frequence == FREQUENCE.DAY:
if source == DATASOURCE.MONGO:
res = QAQueryAdv.QA_fetch_index_day_adv(code, start, end)
elif market == MARKET_TYPE.OPTION_CN:
if source == DATASOURCE.MONGO:
#res = QAQueryAdv.QA_fetch_option_day_adv(code, start, end)
raise NotImplementedError('CURRENT NOT FINISH THIS METHOD')
# print(type(res))
if output is OUTPUT_FORMAT.DATAFRAME:
return res.data
elif output is OUTPUT_FORMAT.DATASTRUCT:
return res
elif output is OUTPUT_FORMAT.NDARRAY:
return res.to_numpy()
elif output is OUTPUT_FORMAT.JSON:
return res.to_json()
elif output is OUTPUT_FORMAT.LIST:
return res.to_list()
|
python
|
def QA_quotation(code, start, end, frequence, market, source=DATASOURCE.TDX, output=OUTPUT_FORMAT.DATAFRAME):
"""一个统一的获取k线的方法
如果使用mongo,从本地数据库获取,失败则在线获取
Arguments:
code {str/list} -- 期货/股票的代码
start {str} -- 开始日期
end {str} -- 结束日期
frequence {enum} -- 频率 QA.FREQUENCE
market {enum} -- 市场 QA.MARKET_TYPE
source {enum} -- 来源 QA.DATASOURCE
output {enum} -- 输出类型 QA.OUTPUT_FORMAT
"""
res = None
if market == MARKET_TYPE.STOCK_CN:
if frequence == FREQUENCE.DAY:
if source == DATASOURCE.MONGO:
try:
res = QAQueryAdv.QA_fetch_stock_day_adv(code, start, end)
except:
res = None
if source == DATASOURCE.TDX or res == None:
res = QATdx.QA_fetch_get_stock_day(code, start, end, '00')
res = QA_DataStruct_Stock_day(res.set_index(['date', 'code']))
elif source == DATASOURCE.TUSHARE:
res = QATushare.QA_fetch_get_stock_day(code, start, end, '00')
elif frequence in [FREQUENCE.ONE_MIN, FREQUENCE.FIVE_MIN, FREQUENCE.FIFTEEN_MIN, FREQUENCE.THIRTY_MIN, FREQUENCE.SIXTY_MIN]:
if source == DATASOURCE.MONGO:
try:
res = QAQueryAdv.QA_fetch_stock_min_adv(
code, start, end, frequence=frequence)
except:
res = None
if source == DATASOURCE.TDX or res == None:
res = QATdx.QA_fetch_get_stock_min(
code, start, end, frequence=frequence)
res = QA_DataStruct_Stock_min(
res.set_index(['datetime', 'code']))
elif market == MARKET_TYPE.FUTURE_CN:
if frequence == FREQUENCE.DAY:
if source == DATASOURCE.MONGO:
try:
res = QAQueryAdv.QA_fetch_future_day_adv(code, start, end)
except:
res = None
if source == DATASOURCE.TDX or res == None:
res = QATdx.QA_fetch_get_future_day(code, start, end)
res = QA_DataStruct_Future_day(res.set_index(['date', 'code']))
elif frequence in [FREQUENCE.ONE_MIN, FREQUENCE.FIVE_MIN, FREQUENCE.FIFTEEN_MIN, FREQUENCE.THIRTY_MIN, FREQUENCE.SIXTY_MIN]:
if source == DATASOURCE.MONGO:
try:
res = QAQueryAdv.QA_fetch_future_min_adv(
code, start, end, frequence=frequence)
except:
res = None
if source == DATASOURCE.TDX or res == None:
res = QATdx.QA_fetch_get_future_min(
code, start, end, frequence=frequence)
res = QA_DataStruct_Future_min(
res.set_index(['datetime', 'code']))
# 指数代码和股票代码是冲突重复的， sh000001 上证指数 000001 是不同的
elif market == MARKET_TYPE.INDEX_CN:
if frequence == FREQUENCE.DAY:
if source == DATASOURCE.MONGO:
res = QAQueryAdv.QA_fetch_index_day_adv(code, start, end)
elif market == MARKET_TYPE.OPTION_CN:
if source == DATASOURCE.MONGO:
#res = QAQueryAdv.QA_fetch_option_day_adv(code, start, end)
raise NotImplementedError('CURRENT NOT FINISH THIS METHOD')
# print(type(res))
if output is OUTPUT_FORMAT.DATAFRAME:
return res.data
elif output is OUTPUT_FORMAT.DATASTRUCT:
return res
elif output is OUTPUT_FORMAT.NDARRAY:
return res.to_numpy()
elif output is OUTPUT_FORMAT.JSON:
return res.to_json()
elif output is OUTPUT_FORMAT.LIST:
return res.to_list()
|
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] |
一个统一的获取k线的方法
如果使用mongo,从本地数据库获取,失败则在线获取
Arguments:
code {str/list} -- 期货/股票的代码
start {str} -- 开始日期
end {str} -- 结束日期
frequence {enum} -- 频率 QA.FREQUENCE
market {enum} -- 市场 QA.MARKET_TYPE
source {enum} -- 来源 QA.DATASOURCE
output {enum} -- 输出类型 QA.OUTPUT_FORMAT
|
[
"一个统一的获取k线的方法",
"如果使用mongo",
"从本地数据库获取",
"失败则在线获取"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/Fetcher.py#L118-L201
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QARandom.py
|
QA_util_random_with_zh_stock_code
|
def QA_util_random_with_zh_stock_code(stockNumber=10):
'''
随机生成股票代码
:param stockNumber: 生成个数
:return: ['60XXXX', '00XXXX', '300XXX']
'''
codeList = []
pt = 0
for i in range(stockNumber):
if pt == 0:
#print("random 60XXXX")
iCode = random.randint(600000, 609999)
aCode = "%06d" % iCode
elif pt == 1:
#print("random 00XXXX")
iCode = random.randint(600000, 600999)
aCode = "%06d" % iCode
elif pt == 2:
#print("random 00XXXX")
iCode = random.randint(2000, 9999)
aCode = "%06d" % iCode
elif pt == 3:
#print("random 300XXX")
iCode = random.randint(300000, 300999)
aCode = "%06d" % iCode
elif pt == 4:
#print("random 00XXXX")
iCode = random.randint(2000, 2999)
aCode = "%06d" % iCode
pt = (pt + 1) % 5
codeList.append(aCode)
return codeList
|
python
|
def QA_util_random_with_zh_stock_code(stockNumber=10):
'''
随机生成股票代码
:param stockNumber: 生成个数
:return: ['60XXXX', '00XXXX', '300XXX']
'''
codeList = []
pt = 0
for i in range(stockNumber):
if pt == 0:
#print("random 60XXXX")
iCode = random.randint(600000, 609999)
aCode = "%06d" % iCode
elif pt == 1:
#print("random 00XXXX")
iCode = random.randint(600000, 600999)
aCode = "%06d" % iCode
elif pt == 2:
#print("random 00XXXX")
iCode = random.randint(2000, 9999)
aCode = "%06d" % iCode
elif pt == 3:
#print("random 300XXX")
iCode = random.randint(300000, 300999)
aCode = "%06d" % iCode
elif pt == 4:
#print("random 00XXXX")
iCode = random.randint(2000, 2999)
aCode = "%06d" % iCode
pt = (pt + 1) % 5
codeList.append(aCode)
return codeList
|
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] |
随机生成股票代码
:param stockNumber: 生成个数
:return: ['60XXXX', '00XXXX', '300XXX']
|
[
"随机生成股票代码",
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":",
"生成个数",
":",
"return",
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"60XXXX",
"00XXXX",
"300XXX",
"]"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QARandom.py#L28-L63
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAUtil/QARandom.py
|
QA_util_random_with_topic
|
def QA_util_random_with_topic(topic='Acc', lens=8):
"""
生成account随机值
Acc+4数字id+4位大小写随机
"""
_list = [chr(i) for i in range(65,
91)] + [chr(i) for i in range(97,
123)
] + [str(i) for i in range(10)]
num = random.sample(_list, lens)
return '{}_{}'.format(topic, ''.join(num))
|
python
|
def QA_util_random_with_topic(topic='Acc', lens=8):
"""
生成account随机值
Acc+4数字id+4位大小写随机
"""
_list = [chr(i) for i in range(65,
91)] + [chr(i) for i in range(97,
123)
] + [str(i) for i in range(10)]
num = random.sample(_list, lens)
return '{}_{}'.format(topic, ''.join(num))
|
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生成account随机值
Acc+4数字id+4位大小写随机
|
[
"生成account随机值"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAUtil/QARandom.py#L66-L79
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAMarket/QAPosition.py
|
QA_Position.update_pos
|
def update_pos(self, price, amount, towards):
"""支持股票/期货的更新仓位
Arguments:
price {[type]} -- [description]
amount {[type]} -- [description]
towards {[type]} -- [description]
margin: 30080
margin_long: 0
margin_short: 30080
open_cost_long: 0
open_cost_short: 419100
open_price_long: 4193
open_price_short: 4191
position_cost_long: 0
position_cost_short: 419100
position_price_long: 4193
position_price_short: 4191
position_profit: -200
position_profit_long: 0
position_profit_short: -200
"""
temp_cost = amount*price * \
self.market_preset.get('unit_table', 1)
# if towards == ORDER_DIRECTION.SELL_CLOSE:
if towards == ORDER_DIRECTION.BUY:
# 股票模式/ 期货买入开仓
self.volume_long_today += amount
elif towards == ORDER_DIRECTION.SELL:
# 股票卖出模式:
# 今日买入仓位不能卖出
if self.volume_long_his > amount:
self.volume_long_his -= amount
elif towards == ORDER_DIRECTION.BUY_OPEN:
# 增加保证金
self.margin_long += temp_cost * \
self.market_preset['buy_frozen_coeff']
# 重算开仓均价
self.open_price_long = (
self.open_price_long * self.volume_long + amount*price) / (amount + self.volume_long)
# 重算持仓均价
self.position_price_long = (
self.position_price_long * self.volume_long + amount * price) / (amount + self.volume_long)
# 增加今仓数量 ==> 会自动增加volume_long
self.volume_long_today += amount
#
self.open_cost_long += temp_cost
elif towards == ORDER_DIRECTION.SELL_OPEN:
# 增加保证金
self.margin_short += temp_cost * \
self.market_preset['sell_frozen_coeff']
# 重新计算开仓/持仓成本
self.open_price_short = (
self.open_price_short * self.volume_short + amount*price) / (amount + self.volume_short)
self.position_price_short = (
self.position_price_short * self.volume_short + amount * price) / (amount + self.volume_short)
self.open_cost_short += temp_cost
self.volume_short_today += amount
elif towards == ORDER_DIRECTION.BUY_CLOSETODAY:
if self.volume_short_today > amount:
self.position_cost_short = self.position_cost_short * \
(self.volume_short-amount)/self.volume_short
self.open_cost_short = self.open_cost_short * \
(self.volume_short-amount)/self.volume_short
self.volume_short_today -= amount
# close_profit = (self.position_price_short - price) * volume * position->ins->volume_multiple;
#self.volume_short_frozen_today += amount
# 释放保证金
# TODO
# self.margin_short
#self.open_cost_short = price* amount
elif towards == ORDER_DIRECTION.SELL_CLOSETODAY:
if self.volume_long_today > amount:
self.position_cost_long = self.position_cost_long * \
(self.volume_long - amount)/self.volume_long
self.open_cost_long = self.open_cost_long * \
(self.volume_long-amount)/self.volume_long
self.volume_long_today -= amount
elif towards == ORDER_DIRECTION.BUY_CLOSE:
# 有昨仓先平昨仓
self.position_cost_short = self.position_cost_short * \
(self.volume_short-amount)/self.volume_short
self.open_cost_short = self.open_cost_short * \
(self.volume_short-amount)/self.volume_short
if self.volume_short_his >= amount:
self.volume_short_his -= amount
else:
self.volume_short_today -= (amount - self.volume_short_his)
self.volume_short_his = 0
elif towards == ORDER_DIRECTION.SELL_CLOSE:
# 有昨仓先平昨仓
self.position_cost_long = self.position_cost_long * \
(self.volume_long - amount)/self.volume_long
self.open_cost_long = self.open_cost_long * \
(self.volume_long-amount)/self.volume_long
if self.volume_long_his >= amount:
self.volume_long_his -= amount
else:
self.volume_long_today -= (amount - self.volume_long_his)
self.volume_long_his -= amount
|
python
|
def update_pos(self, price, amount, towards):
"""支持股票/期货的更新仓位
Arguments:
price {[type]} -- [description]
amount {[type]} -- [description]
towards {[type]} -- [description]
margin: 30080
margin_long: 0
margin_short: 30080
open_cost_long: 0
open_cost_short: 419100
open_price_long: 4193
open_price_short: 4191
position_cost_long: 0
position_cost_short: 419100
position_price_long: 4193
position_price_short: 4191
position_profit: -200
position_profit_long: 0
position_profit_short: -200
"""
temp_cost = amount*price * \
self.market_preset.get('unit_table', 1)
# if towards == ORDER_DIRECTION.SELL_CLOSE:
if towards == ORDER_DIRECTION.BUY:
# 股票模式/ 期货买入开仓
self.volume_long_today += amount
elif towards == ORDER_DIRECTION.SELL:
# 股票卖出模式:
# 今日买入仓位不能卖出
if self.volume_long_his > amount:
self.volume_long_his -= amount
elif towards == ORDER_DIRECTION.BUY_OPEN:
# 增加保证金
self.margin_long += temp_cost * \
self.market_preset['buy_frozen_coeff']
# 重算开仓均价
self.open_price_long = (
self.open_price_long * self.volume_long + amount*price) / (amount + self.volume_long)
# 重算持仓均价
self.position_price_long = (
self.position_price_long * self.volume_long + amount * price) / (amount + self.volume_long)
# 增加今仓数量 ==> 会自动增加volume_long
self.volume_long_today += amount
#
self.open_cost_long += temp_cost
elif towards == ORDER_DIRECTION.SELL_OPEN:
# 增加保证金
self.margin_short += temp_cost * \
self.market_preset['sell_frozen_coeff']
# 重新计算开仓/持仓成本
self.open_price_short = (
self.open_price_short * self.volume_short + amount*price) / (amount + self.volume_short)
self.position_price_short = (
self.position_price_short * self.volume_short + amount * price) / (amount + self.volume_short)
self.open_cost_short += temp_cost
self.volume_short_today += amount
elif towards == ORDER_DIRECTION.BUY_CLOSETODAY:
if self.volume_short_today > amount:
self.position_cost_short = self.position_cost_short * \
(self.volume_short-amount)/self.volume_short
self.open_cost_short = self.open_cost_short * \
(self.volume_short-amount)/self.volume_short
self.volume_short_today -= amount
# close_profit = (self.position_price_short - price) * volume * position->ins->volume_multiple;
#self.volume_short_frozen_today += amount
# 释放保证金
# TODO
# self.margin_short
#self.open_cost_short = price* amount
elif towards == ORDER_DIRECTION.SELL_CLOSETODAY:
if self.volume_long_today > amount:
self.position_cost_long = self.position_cost_long * \
(self.volume_long - amount)/self.volume_long
self.open_cost_long = self.open_cost_long * \
(self.volume_long-amount)/self.volume_long
self.volume_long_today -= amount
elif towards == ORDER_DIRECTION.BUY_CLOSE:
# 有昨仓先平昨仓
self.position_cost_short = self.position_cost_short * \
(self.volume_short-amount)/self.volume_short
self.open_cost_short = self.open_cost_short * \
(self.volume_short-amount)/self.volume_short
if self.volume_short_his >= amount:
self.volume_short_his -= amount
else:
self.volume_short_today -= (amount - self.volume_short_his)
self.volume_short_his = 0
elif towards == ORDER_DIRECTION.SELL_CLOSE:
# 有昨仓先平昨仓
self.position_cost_long = self.position_cost_long * \
(self.volume_long - amount)/self.volume_long
self.open_cost_long = self.open_cost_long * \
(self.volume_long-amount)/self.volume_long
if self.volume_long_his >= amount:
self.volume_long_his -= amount
else:
self.volume_long_today -= (amount - self.volume_long_his)
self.volume_long_his -= amount
|
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")",
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"-=",
"amount"
] |
支持股票/期货的更新仓位
Arguments:
price {[type]} -- [description]
amount {[type]} -- [description]
towards {[type]} -- [description]
margin: 30080
margin_long: 0
margin_short: 30080
open_cost_long: 0
open_cost_short: 419100
open_price_long: 4193
open_price_short: 4191
position_cost_long: 0
position_cost_short: 419100
position_price_long: 4193
position_price_short: 4191
position_profit: -200
position_profit_long: 0
position_profit_short: -200
|
[
"支持股票",
"/",
"期货的更新仓位"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAMarket/QAPosition.py#L265-L373
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAMarket/QAPosition.py
|
QA_Position.settle
|
def settle(self):
"""收盘后的结算事件
"""
self.volume_long_his += self.volume_long_today
self.volume_long_today = 0
self.volume_long_frozen_today = 0
self.volume_short_his += self.volume_short_today
self.volume_short_today = 0
self.volume_short_frozen_today = 0
|
python
|
def settle(self):
"""收盘后的结算事件
"""
self.volume_long_his += self.volume_long_today
self.volume_long_today = 0
self.volume_long_frozen_today = 0
self.volume_short_his += self.volume_short_today
self.volume_short_today = 0
self.volume_short_frozen_today = 0
|
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"volume_short_today",
"=",
"0",
"self",
".",
"volume_short_frozen_today",
"=",
"0"
] |
收盘后的结算事件
|
[
"收盘后的结算事件"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAMarket/QAPosition.py#L377-L385
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAMarket/QAPosition.py
|
QA_Position.close_available
|
def close_available(self):
"""可平仓数量
Returns:
[type] -- [description]
"""
return {
'volume_long': self.volume_long - self.volume_long_frozen,
'volume_short': self.volume_short - self.volume_short_frozen
}
|
python
|
def close_available(self):
"""可平仓数量
Returns:
[type] -- [description]
"""
return {
'volume_long': self.volume_long - self.volume_long_frozen,
'volume_short': self.volume_short - self.volume_short_frozen
}
|
[
"def",
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"(",
"self",
")",
":",
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"{",
"'volume_long'",
":",
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",",
"'volume_short'",
":",
"self",
".",
"volume_short",
"-",
"self",
".",
"volume_short_frozen",
"}"
] |
可平仓数量
Returns:
[type] -- [description]
|
[
"可平仓数量"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAMarket/QAPosition.py#L395-L404
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAMarket/QAPosition.py
|
QA_PMS.orderAction
|
def orderAction(self, order:QA_Order):
"""
委托回报
"""
return self.pms[order.code][order.order_id].receive_order(order)
|
python
|
def orderAction(self, order:QA_Order):
"""
委托回报
"""
return self.pms[order.code][order.order_id].receive_order(order)
|
[
"def",
"orderAction",
"(",
"self",
",",
"order",
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"QA_Order",
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":",
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"]",
"[",
"order",
".",
"order_id",
"]",
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"receive_order",
"(",
"order",
")"
] |
委托回报
|
[
"委托回报"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAMarket/QAPosition.py#L464-L468
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/save_jq.py
|
QA_SU_save_stock_min
|
def QA_SU_save_stock_min(client=DATABASE, ui_log=None, ui_progress=None):
"""
聚宽实现方式
save current day's stock_min data
"""
# 导入聚宽模块且进行登录
try:
import jqdatasdk
# 请自行将 JQUSERNAME 和 JQUSERPASSWD 修改为自己的账号密码
jqdatasdk.auth("JQUSERNAME", "JQUSERPASSWD")
except:
raise ModuleNotFoundError
# 股票代码格式化
code_list = list(
map(
lambda x: x + ".XSHG" if x[0] == "6" else x + ".XSHE",
QA_fetch_get_stock_list().code.unique().tolist(),
))
coll = client.stock_min
coll.create_index([
("code", pymongo.ASCENDING),
("time_stamp", pymongo.ASCENDING),
("date_stamp", pymongo.ASCENDING),
])
err = []
def __transform_jq_to_qa(df, code, type_):
"""
处理 jqdata 分钟数据为 qa 格式，并存入数据库
1. jdatasdk 数据格式:
open close high low volume money
2018-12-03 09:31:00 10.59 10.61 10.61 10.59 8339100.0 88377836.0
2. 与 QUANTAXIS.QAFetch.QATdx.QA_fetch_get_stock_min 获取数据进行匹配，具体处理详见相应源码
open close high low vol amount ...
datetime
2018-12-03 09:31:00 10.99 10.90 10.99 10.90 2.211700e+06 2.425626e+07 ...
"""
if df is None or len(df) == 0:
raise ValueError("没有聚宽数据")
df = df.reset_index().rename(columns={
"index": "datetime",
"volume": "vol",
"money": "amount"
})
df["code"] = code
df["date"] = df.datetime.map(str).str.slice(0, 10)
df = df.set_index("datetime", drop=False)
df["date_stamp"] = df["date"].apply(lambda x: QA_util_date_stamp(x))
df["time_stamp"] = (
df["datetime"].map(str).apply(lambda x: QA_util_time_stamp(x)))
df["type"] = type_
return df[[
"open",
"close",
"high",
"low",
"vol",
"amount",
"datetime",
"code",
"date",
"date_stamp",
"time_stamp",
"type",
]]
def __saving_work(code, coll):
QA_util_log_info(
"##JOB03 Now Saving STOCK_MIN ==== {}".format(code), ui_log=ui_log)
try:
for type_ in ["1min", "5min", "15min", "30min", "60min"]:
col_filter = {"code": str(code)[0:6], "type": type_}
ref_ = coll.find(col_filter)
end_time = str(now_time())[0:19]
if coll.count_documents(col_filter) > 0:
start_time = ref_[coll.count_documents(
col_filter) - 1]["datetime"]
QA_util_log_info(
"##JOB03.{} Now Saving {} from {} to {} == {}".format(
["1min",
"5min",
"15min",
"30min",
"60min"].index(type_),
str(code)[0:6],
start_time,
end_time,
type_,
),
ui_log=ui_log,
)
if start_time != end_time:
df = jqdatasdk.get_price(
security=code,
start_date=start_time,
end_date=end_time,
frequency=type_.split("min")[0]+"m",
)
__data = __transform_jq_to_qa(
df, code=code[:6], type_=type_)
if len(__data) > 1:
coll.insert_many(
QA_util_to_json_from_pandas(__data)[1::])
else:
start_time = "2015-01-01 09:30:00"
QA_util_log_info(
"##JOB03.{} Now Saving {} from {} to {} == {}".format(
["1min",
"5min",
"15min",
"30min",
"60min"].index(type_),
str(code)[0:6],
start_time,
end_time,
type_,
),
ui_log=ui_log,
)
if start_time != end_time:
__data == __transform_jq_to_qa(
jqdatasdk.get_price(
security=code,
start_date=start_time,
end_date=end_time,
frequency=type_.split("min")[0]+"m",
),
code=code[:6],
type_=type_
)
if len(__data) > 1:
coll.insert_many(
QA_util_to_json_from_pandas(__data)[1::])
except Exception as e:
QA_util_log_info(e, ui_log=ui_log)
err.append(code)
QA_util_log_info(err, ui_log=ui_log)
# 聚宽之多允许三个线程连接
executor = ThreadPoolExecutor(max_workers=2)
res = {
executor.submit(__saving_work, code_list[i_], coll)
for i_ in range(len(code_list))
}
count = 0
for i_ in concurrent.futures.as_completed(res):
QA_util_log_info(
'The {} of Total {}'.format(count,
len(code_list)),
ui_log=ui_log
)
strProgress = "DOWNLOAD PROGRESS {} ".format(
str(float(count / len(code_list) * 100))[0:4] + "%")
intProgress = int(count / len(code_list) * 10000.0)
QA_util_log_info(
strProgress,
ui_log,
ui_progress=ui_progress,
ui_progress_int_value=intProgress
)
count = count + 1
if len(err) < 1:
QA_util_log_info("SUCCESS", ui_log=ui_log)
else:
QA_util_log_info(" ERROR CODE \n ", ui_log=ui_log)
QA_util_log_info(err, ui_log=ui_log)
|
python
|
def QA_SU_save_stock_min(client=DATABASE, ui_log=None, ui_progress=None):
"""
聚宽实现方式
save current day's stock_min data
"""
# 导入聚宽模块且进行登录
try:
import jqdatasdk
# 请自行将 JQUSERNAME 和 JQUSERPASSWD 修改为自己的账号密码
jqdatasdk.auth("JQUSERNAME", "JQUSERPASSWD")
except:
raise ModuleNotFoundError
# 股票代码格式化
code_list = list(
map(
lambda x: x + ".XSHG" if x[0] == "6" else x + ".XSHE",
QA_fetch_get_stock_list().code.unique().tolist(),
))
coll = client.stock_min
coll.create_index([
("code", pymongo.ASCENDING),
("time_stamp", pymongo.ASCENDING),
("date_stamp", pymongo.ASCENDING),
])
err = []
def __transform_jq_to_qa(df, code, type_):
"""
处理 jqdata 分钟数据为 qa 格式，并存入数据库
1. jdatasdk 数据格式:
open close high low volume money
2018-12-03 09:31:00 10.59 10.61 10.61 10.59 8339100.0 88377836.0
2. 与 QUANTAXIS.QAFetch.QATdx.QA_fetch_get_stock_min 获取数据进行匹配，具体处理详见相应源码
open close high low vol amount ...
datetime
2018-12-03 09:31:00 10.99 10.90 10.99 10.90 2.211700e+06 2.425626e+07 ...
"""
if df is None or len(df) == 0:
raise ValueError("没有聚宽数据")
df = df.reset_index().rename(columns={
"index": "datetime",
"volume": "vol",
"money": "amount"
})
df["code"] = code
df["date"] = df.datetime.map(str).str.slice(0, 10)
df = df.set_index("datetime", drop=False)
df["date_stamp"] = df["date"].apply(lambda x: QA_util_date_stamp(x))
df["time_stamp"] = (
df["datetime"].map(str).apply(lambda x: QA_util_time_stamp(x)))
df["type"] = type_
return df[[
"open",
"close",
"high",
"low",
"vol",
"amount",
"datetime",
"code",
"date",
"date_stamp",
"time_stamp",
"type",
]]
def __saving_work(code, coll):
QA_util_log_info(
"##JOB03 Now Saving STOCK_MIN ==== {}".format(code), ui_log=ui_log)
try:
for type_ in ["1min", "5min", "15min", "30min", "60min"]:
col_filter = {"code": str(code)[0:6], "type": type_}
ref_ = coll.find(col_filter)
end_time = str(now_time())[0:19]
if coll.count_documents(col_filter) > 0:
start_time = ref_[coll.count_documents(
col_filter) - 1]["datetime"]
QA_util_log_info(
"##JOB03.{} Now Saving {} from {} to {} == {}".format(
["1min",
"5min",
"15min",
"30min",
"60min"].index(type_),
str(code)[0:6],
start_time,
end_time,
type_,
),
ui_log=ui_log,
)
if start_time != end_time:
df = jqdatasdk.get_price(
security=code,
start_date=start_time,
end_date=end_time,
frequency=type_.split("min")[0]+"m",
)
__data = __transform_jq_to_qa(
df, code=code[:6], type_=type_)
if len(__data) > 1:
coll.insert_many(
QA_util_to_json_from_pandas(__data)[1::])
else:
start_time = "2015-01-01 09:30:00"
QA_util_log_info(
"##JOB03.{} Now Saving {} from {} to {} == {}".format(
["1min",
"5min",
"15min",
"30min",
"60min"].index(type_),
str(code)[0:6],
start_time,
end_time,
type_,
),
ui_log=ui_log,
)
if start_time != end_time:
__data == __transform_jq_to_qa(
jqdatasdk.get_price(
security=code,
start_date=start_time,
end_date=end_time,
frequency=type_.split("min")[0]+"m",
),
code=code[:6],
type_=type_
)
if len(__data) > 1:
coll.insert_many(
QA_util_to_json_from_pandas(__data)[1::])
except Exception as e:
QA_util_log_info(e, ui_log=ui_log)
err.append(code)
QA_util_log_info(err, ui_log=ui_log)
# 聚宽之多允许三个线程连接
executor = ThreadPoolExecutor(max_workers=2)
res = {
executor.submit(__saving_work, code_list[i_], coll)
for i_ in range(len(code_list))
}
count = 0
for i_ in concurrent.futures.as_completed(res):
QA_util_log_info(
'The {} of Total {}'.format(count,
len(code_list)),
ui_log=ui_log
)
strProgress = "DOWNLOAD PROGRESS {} ".format(
str(float(count / len(code_list) * 100))[0:4] + "%")
intProgress = int(count / len(code_list) * 10000.0)
QA_util_log_info(
strProgress,
ui_log,
ui_progress=ui_progress,
ui_progress_int_value=intProgress
)
count = count + 1
if len(err) < 1:
QA_util_log_info("SUCCESS", ui_log=ui_log)
else:
QA_util_log_info(" ERROR CODE \n ", ui_log=ui_log)
QA_util_log_info(err, ui_log=ui_log)
|
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] |
聚宽实现方式
save current day's stock_min data
|
[
"聚宽实现方式",
"save",
"current",
"day",
"s",
"stock_min",
"data"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/save_jq.py#L34-L207
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASetting/executor.py
|
execute
|
def execute(command, shell=None, working_dir=".", echo=False, echo_indent=0):
"""Execute a command on the command-line.
:param str,list command: The command to run
:param bool shell: Whether or not to use the shell. This is optional; if
``command`` is a basestring, shell will be set to True, otherwise it will
be false. You can override this behavior by setting this parameter
directly.
:param str working_dir: The directory in which to run the command.
:param bool echo: Whether or not to print the output from the command to
stdout.
:param int echo_indent: Any number of spaces to indent the echo for clarity
:returns: tuple: (return code, stdout)
Example
>>> from executor import execute
>>> return_code, text = execute("dir")
"""
if shell is None:
shell = True if isinstance(command, str) else False
p = Popen(command, stdin=PIPE, stdout=PIPE,
stderr=STDOUT, shell=shell, cwd=working_dir)
if echo:
stdout = ""
while p.poll() is None:
# This blocks until it receives a newline.
line = p.stdout.readline()
print(" " * echo_indent, line, end="")
stdout += line
# Read any last bits
line = p.stdout.read()
print(" " * echo_indent, line, end="")
print()
stdout += line
else:
stdout, _ = p.communicate()
return (p.returncode, stdout)
|
python
|
def execute(command, shell=None, working_dir=".", echo=False, echo_indent=0):
"""Execute a command on the command-line.
:param str,list command: The command to run
:param bool shell: Whether or not to use the shell. This is optional; if
``command`` is a basestring, shell will be set to True, otherwise it will
be false. You can override this behavior by setting this parameter
directly.
:param str working_dir: The directory in which to run the command.
:param bool echo: Whether or not to print the output from the command to
stdout.
:param int echo_indent: Any number of spaces to indent the echo for clarity
:returns: tuple: (return code, stdout)
Example
>>> from executor import execute
>>> return_code, text = execute("dir")
"""
if shell is None:
shell = True if isinstance(command, str) else False
p = Popen(command, stdin=PIPE, stdout=PIPE,
stderr=STDOUT, shell=shell, cwd=working_dir)
if echo:
stdout = ""
while p.poll() is None:
# This blocks until it receives a newline.
line = p.stdout.readline()
print(" " * echo_indent, line, end="")
stdout += line
# Read any last bits
line = p.stdout.read()
print(" " * echo_indent, line, end="")
print()
stdout += line
else:
stdout, _ = p.communicate()
return (p.returncode, stdout)
|
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|
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bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASetting/executor.py#L33-L71
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/data_marketvalue.py
|
QA_data_calc_marketvalue
|
def QA_data_calc_marketvalue(data, xdxr):
'使用数据库数据计算复权'
mv = xdxr.query('category!=6').loc[:,
['shares_after',
'liquidity_after']].dropna()
res = pd.concat([data, mv], axis=1)
res = res.assign(
shares=res.shares_after.fillna(method='ffill'),
lshares=res.liquidity_after.fillna(method='ffill')
)
return res.assign(mv=res.close*res.shares*10000, liquidity_mv=res.close*res.lshares*10000).drop(['shares_after', 'liquidity_after'], axis=1)\
.loc[(slice(data.index.remove_unused_levels().levels[0][0],data.index.remove_unused_levels().levels[0][-1]),slice(None)),:]
|
python
|
def QA_data_calc_marketvalue(data, xdxr):
'使用数据库数据计算复权'
mv = xdxr.query('category!=6').loc[:,
['shares_after',
'liquidity_after']].dropna()
res = pd.concat([data, mv], axis=1)
res = res.assign(
shares=res.shares_after.fillna(method='ffill'),
lshares=res.liquidity_after.fillna(method='ffill')
)
return res.assign(mv=res.close*res.shares*10000, liquidity_mv=res.close*res.lshares*10000).drop(['shares_after', 'liquidity_after'], axis=1)\
.loc[(slice(data.index.remove_unused_levels().levels[0][0],data.index.remove_unused_levels().levels[0][-1]),slice(None)),:]
|
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使用数据库数据计算复权
|
[
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bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/data_marketvalue.py#L32-L44
|
train
|
QUANTAXIS/QUANTAXIS
|
EXAMPLE/4_回测实盘交易/回测/股票回测/超级简化版回测/MACD_JCSC.py
|
MACD_JCSC
|
def MACD_JCSC(dataframe, SHORT=12, LONG=26, M=9):
"""
1.DIF向上突破DEA，买入信号参考。
2.DIF向下跌破DEA，卖出信号参考。
"""
CLOSE = dataframe.close
DIFF = QA.EMA(CLOSE, SHORT) - QA.EMA(CLOSE, LONG)
DEA = QA.EMA(DIFF, M)
MACD = 2*(DIFF-DEA)
CROSS_JC = QA.CROSS(DIFF, DEA)
CROSS_SC = QA.CROSS(DEA, DIFF)
ZERO = 0
return pd.DataFrame({'DIFF': DIFF, 'DEA': DEA, 'MACD': MACD, 'CROSS_JC': CROSS_JC, 'CROSS_SC': CROSS_SC, 'ZERO': ZERO})
|
python
|
def MACD_JCSC(dataframe, SHORT=12, LONG=26, M=9):
"""
1.DIF向上突破DEA，买入信号参考。
2.DIF向下跌破DEA，卖出信号参考。
"""
CLOSE = dataframe.close
DIFF = QA.EMA(CLOSE, SHORT) - QA.EMA(CLOSE, LONG)
DEA = QA.EMA(DIFF, M)
MACD = 2*(DIFF-DEA)
CROSS_JC = QA.CROSS(DIFF, DEA)
CROSS_SC = QA.CROSS(DEA, DIFF)
ZERO = 0
return pd.DataFrame({'DIFF': DIFF, 'DEA': DEA, 'MACD': MACD, 'CROSS_JC': CROSS_JC, 'CROSS_SC': CROSS_SC, 'ZERO': ZERO})
|
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1.DIF向上突破DEA，买入信号参考。
2.DIF向下跌破DEA，卖出信号参考。
|
[
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bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/EXAMPLE/4_回测实盘交易/回测/股票回测/超级简化版回测/MACD_JCSC.py#L13-L26
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASetting/cache.py
|
Cache._create
|
def _create(self, cache_file):
"""Create the tables needed to store the information."""
conn = sqlite3.connect(cache_file)
cur = conn.cursor()
cur.execute("PRAGMA foreign_keys = ON")
cur.execute('''
CREATE TABLE jobs(
hash TEXT NOT NULL UNIQUE PRIMARY KEY, description TEXT NOT NULL,
last_run REAL, next_run REAL, last_run_result INTEGER)''')
cur.execute('''
CREATE TABLE history(
hash TEXT, description TEXT, time REAL, result INTEGER,
FOREIGN KEY(hash) REFERENCES jobs(hash))''')
conn.commit()
conn.close()
|
python
|
def _create(self, cache_file):
"""Create the tables needed to store the information."""
conn = sqlite3.connect(cache_file)
cur = conn.cursor()
cur.execute("PRAGMA foreign_keys = ON")
cur.execute('''
CREATE TABLE jobs(
hash TEXT NOT NULL UNIQUE PRIMARY KEY, description TEXT NOT NULL,
last_run REAL, next_run REAL, last_run_result INTEGER)''')
cur.execute('''
CREATE TABLE history(
hash TEXT, description TEXT, time REAL, result INTEGER,
FOREIGN KEY(hash) REFERENCES jobs(hash))''')
conn.commit()
conn.close()
|
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bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASetting/cache.py#L68-L84
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASetting/cache.py
|
Cache.get
|
def get(self, id):
"""Retrieves the job with the selected ID.
:param str id: The ID of the job
:returns: The dictionary of the job if found, None otherwise
"""
self.cur.execute("SELECT * FROM jobs WHERE hash=?", (id,))
item = self.cur.fetchone()
if item:
return dict(zip(
("id", "description", "last-run", "next-run", "last-run-result"),
item))
return None
|
python
|
def get(self, id):
"""Retrieves the job with the selected ID.
:param str id: The ID of the job
:returns: The dictionary of the job if found, None otherwise
"""
self.cur.execute("SELECT * FROM jobs WHERE hash=?", (id,))
item = self.cur.fetchone()
if item:
return dict(zip(
("id", "description", "last-run", "next-run", "last-run-result"),
item))
return None
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bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASetting/cache.py#L93-L105
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASetting/cache.py
|
Cache.update
|
def update(self, job):
"""Update last_run, next_run, and last_run_result for an existing job.
:param dict job: The job dictionary
:returns: True
"""
self.cur.execute('''UPDATE jobs
SET last_run=?,next_run=?,last_run_result=? WHERE hash=?''', (
job["last-run"], job["next-run"], job["last-run-result"], job["id"]))
|
python
|
def update(self, job):
"""Update last_run, next_run, and last_run_result for an existing job.
:param dict job: The job dictionary
:returns: True
"""
self.cur.execute('''UPDATE jobs
SET last_run=?,next_run=?,last_run_result=? WHERE hash=?''', (
job["last-run"], job["next-run"], job["last-run-result"], job["id"]))
|
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bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASetting/cache.py#L107-L114
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASetting/cache.py
|
Cache.add_job
|
def add_job(self, job):
"""Adds a new job into the cache.
:param dict job: The job dictionary
:returns: True
"""
self.cur.execute("INSERT INTO jobs VALUES(?,?,?,?,?)", (
job["id"], job["description"], job["last-run"], job["next-run"], job["last-run-result"]))
return True
|
python
|
def add_job(self, job):
"""Adds a new job into the cache.
:param dict job: The job dictionary
:returns: True
"""
self.cur.execute("INSERT INTO jobs VALUES(?,?,?,?,?)", (
job["id"], job["description"], job["last-run"], job["next-run"], job["last-run-result"]))
return True
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bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASetting/cache.py#L116-L124
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASetting/cache.py
|
Cache.add_result
|
def add_result(self, job):
"""Adds a job run result to the history table.
:param dict job: The job dictionary
:returns: True
"""
self.cur.execute(
"INSERT INTO history VALUES(?,?,?,?)",
(job["id"], job["description"], job["last-run"], job["last-run-result"]))
return True
|
python
|
def add_result(self, job):
"""Adds a job run result to the history table.
:param dict job: The job dictionary
:returns: True
"""
self.cur.execute(
"INSERT INTO history VALUES(?,?,?,?)",
(job["id"], job["description"], job["last-run"], job["last-run-result"]))
return True
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bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASetting/cache.py#L126-L135
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/data_resample.py
|
QA_data_tick_resample_1min
|
def QA_data_tick_resample_1min(tick, type_='1min', if_drop=True):
"""
tick 采样为 分钟数据
1. 仅使用将 tick 采样为 1 分钟数据
2. 仅测试过，与通达信 1 分钟数据达成一致
3. 经测试，可以匹配 QA.QA_fetch_get_stock_transaction 得到的数据，其他类型数据未测试
demo:
df = QA.QA_fetch_get_stock_transaction(package='tdx', code='000001',
start='2018-08-01 09:25:00',
end='2018-08-03 15:00:00')
df_min = QA_data_tick_resample_1min(df)
"""
tick = tick.assign(amount=tick.price * tick.vol)
resx = pd.DataFrame()
_dates = set(tick.date)
for date in sorted(list(_dates)):
_data = tick.loc[tick.date == date]
# morning min bar
_data1 = _data[time(9,
25):time(11,
30)].resample(
type_,
closed='left',
base=30,
loffset=type_
).apply(
{
'price': 'ohlc',
'vol': 'sum',
'code': 'last',
'amount': 'sum'
}
)
_data1.columns = _data1.columns.droplevel(0)
# do fix on the first and last bar
# 某些股票某些日期没有集合竞价信息，譬如 002468 在 2017 年 6 月 5 日的数据
if len(_data.loc[time(9, 25):time(9, 25)]) > 0:
_data1.loc[time(9,
31):time(9,
31),
'open'] = _data1.loc[time(9,
26):time(9,
26),
'open'].values
_data1.loc[time(9,
31):time(9,
31),
'high'] = _data1.loc[time(9,
26):time(9,
31),
'high'].max()
_data1.loc[time(9,
31):time(9,
31),
'low'] = _data1.loc[time(9,
26):time(9,
31),
'low'].min()
_data1.loc[time(9,
31):time(9,
31),
'vol'] = _data1.loc[time(9,
26):time(9,
31),
'vol'].sum()
_data1.loc[time(9,
31):time(9,
31),
'amount'] = _data1.loc[time(9,
26):time(9,
31),
'amount'].sum()
# 通达信分笔数据有的有 11:30 数据，有的没有
if len(_data.loc[time(11, 30):time(11, 30)]) > 0:
_data1.loc[time(11,
30):time(11,
30),
'high'] = _data1.loc[time(11,
30):time(11,
31),
'high'].max()
_data1.loc[time(11,
30):time(11,
30),
'low'] = _data1.loc[time(11,
30):time(11,
31),
'low'].min()
_data1.loc[time(11,
30):time(11,
30),
'close'] = _data1.loc[time(11,
31):time(11,
31),
'close'].values
_data1.loc[time(11,
30):time(11,
30),
'vol'] = _data1.loc[time(11,
30):time(11,
31),
'vol'].sum()
_data1.loc[time(11,
30):time(11,
30),
'amount'] = _data1.loc[time(11,
30):time(11,
31),
'amount'].sum()
_data1 = _data1.loc[time(9, 31):time(11, 30)]
# afternoon min bar
_data2 = _data[time(13,
0):time(15,
0)].resample(
type_,
closed='left',
base=30,
loffset=type_
).apply(
{
'price': 'ohlc',
'vol': 'sum',
'code': 'last',
'amount': 'sum'
}
)
_data2.columns = _data2.columns.droplevel(0)
# 沪市股票在 2018-08-20 起，尾盘 3 分钟集合竞价
if (pd.Timestamp(date) <
pd.Timestamp('2018-08-20')) and (tick.code.iloc[0][0] == '6'):
# 避免出现 tick 数据没有 1:00 的值
if len(_data.loc[time(13, 0):time(13, 0)]) > 0:
_data2.loc[time(15,
0):time(15,
0),
'high'] = _data2.loc[time(15,
0):time(15,
1),
'high'].max()
_data2.loc[time(15,
0):time(15,
0),
'low'] = _data2.loc[time(15,
0):time(15,
1),
'low'].min()
_data2.loc[time(15,
0):time(15,
0),
'close'] = _data2.loc[time(15,
1):time(15,
1),
'close'].values
else:
# 避免出现 tick 数据没有 15:00 的值
if len(_data.loc[time(13, 0):time(13, 0)]) > 0:
_data2.loc[time(15,
0):time(15,
0)] = _data2.loc[time(15,
1):time(15,
1)].values
_data2 = _data2.loc[time(13, 1):time(15, 0)]
resx = resx.append(_data1).append(_data2)
resx['vol'] = resx['vol'] * 100.0
resx['volume'] = resx['vol']
resx['type'] = '1min'
if if_drop:
resx = resx.dropna()
return resx.reset_index().drop_duplicates().set_index(['datetime', 'code'])
|
python
|
def QA_data_tick_resample_1min(tick, type_='1min', if_drop=True):
"""
tick 采样为 分钟数据
1. 仅使用将 tick 采样为 1 分钟数据
2. 仅测试过，与通达信 1 分钟数据达成一致
3. 经测试，可以匹配 QA.QA_fetch_get_stock_transaction 得到的数据，其他类型数据未测试
demo:
df = QA.QA_fetch_get_stock_transaction(package='tdx', code='000001',
start='2018-08-01 09:25:00',
end='2018-08-03 15:00:00')
df_min = QA_data_tick_resample_1min(df)
"""
tick = tick.assign(amount=tick.price * tick.vol)
resx = pd.DataFrame()
_dates = set(tick.date)
for date in sorted(list(_dates)):
_data = tick.loc[tick.date == date]
# morning min bar
_data1 = _data[time(9,
25):time(11,
30)].resample(
type_,
closed='left',
base=30,
loffset=type_
).apply(
{
'price': 'ohlc',
'vol': 'sum',
'code': 'last',
'amount': 'sum'
}
)
_data1.columns = _data1.columns.droplevel(0)
# do fix on the first and last bar
# 某些股票某些日期没有集合竞价信息，譬如 002468 在 2017 年 6 月 5 日的数据
if len(_data.loc[time(9, 25):time(9, 25)]) > 0:
_data1.loc[time(9,
31):time(9,
31),
'open'] = _data1.loc[time(9,
26):time(9,
26),
'open'].values
_data1.loc[time(9,
31):time(9,
31),
'high'] = _data1.loc[time(9,
26):time(9,
31),
'high'].max()
_data1.loc[time(9,
31):time(9,
31),
'low'] = _data1.loc[time(9,
26):time(9,
31),
'low'].min()
_data1.loc[time(9,
31):time(9,
31),
'vol'] = _data1.loc[time(9,
26):time(9,
31),
'vol'].sum()
_data1.loc[time(9,
31):time(9,
31),
'amount'] = _data1.loc[time(9,
26):time(9,
31),
'amount'].sum()
# 通达信分笔数据有的有 11:30 数据，有的没有
if len(_data.loc[time(11, 30):time(11, 30)]) > 0:
_data1.loc[time(11,
30):time(11,
30),
'high'] = _data1.loc[time(11,
30):time(11,
31),
'high'].max()
_data1.loc[time(11,
30):time(11,
30),
'low'] = _data1.loc[time(11,
30):time(11,
31),
'low'].min()
_data1.loc[time(11,
30):time(11,
30),
'close'] = _data1.loc[time(11,
31):time(11,
31),
'close'].values
_data1.loc[time(11,
30):time(11,
30),
'vol'] = _data1.loc[time(11,
30):time(11,
31),
'vol'].sum()
_data1.loc[time(11,
30):time(11,
30),
'amount'] = _data1.loc[time(11,
30):time(11,
31),
'amount'].sum()
_data1 = _data1.loc[time(9, 31):time(11, 30)]
# afternoon min bar
_data2 = _data[time(13,
0):time(15,
0)].resample(
type_,
closed='left',
base=30,
loffset=type_
).apply(
{
'price': 'ohlc',
'vol': 'sum',
'code': 'last',
'amount': 'sum'
}
)
_data2.columns = _data2.columns.droplevel(0)
# 沪市股票在 2018-08-20 起，尾盘 3 分钟集合竞价
if (pd.Timestamp(date) <
pd.Timestamp('2018-08-20')) and (tick.code.iloc[0][0] == '6'):
# 避免出现 tick 数据没有 1:00 的值
if len(_data.loc[time(13, 0):time(13, 0)]) > 0:
_data2.loc[time(15,
0):time(15,
0),
'high'] = _data2.loc[time(15,
0):time(15,
1),
'high'].max()
_data2.loc[time(15,
0):time(15,
0),
'low'] = _data2.loc[time(15,
0):time(15,
1),
'low'].min()
_data2.loc[time(15,
0):time(15,
0),
'close'] = _data2.loc[time(15,
1):time(15,
1),
'close'].values
else:
# 避免出现 tick 数据没有 15:00 的值
if len(_data.loc[time(13, 0):time(13, 0)]) > 0:
_data2.loc[time(15,
0):time(15,
0)] = _data2.loc[time(15,
1):time(15,
1)].values
_data2 = _data2.loc[time(13, 1):time(15, 0)]
resx = resx.append(_data1).append(_data2)
resx['vol'] = resx['vol'] * 100.0
resx['volume'] = resx['vol']
resx['type'] = '1min'
if if_drop:
resx = resx.dropna()
return resx.reset_index().drop_duplicates().set_index(['datetime', 'code'])
|
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] |
tick 采样为 分钟数据
1. 仅使用将 tick 采样为 1 分钟数据
2. 仅测试过，与通达信 1 分钟数据达成一致
3. 经测试，可以匹配 QA.QA_fetch_get_stock_transaction 得到的数据，其他类型数据未测试
demo:
df = QA.QA_fetch_get_stock_transaction(package='tdx', code='000001',
start='2018-08-01 09:25:00',
end='2018-08-03 15:00:00')
df_min = QA_data_tick_resample_1min(df)
|
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bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/data_resample.py#L30-L201
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/data_resample.py
|
QA_data_tick_resample
|
def QA_data_tick_resample(tick, type_='1min'):
"""tick采样成任意级别分钟线
Arguments:
tick {[type]} -- transaction
Returns:
[type] -- [description]
"""
tick = tick.assign(amount=tick.price * tick.vol)
resx = pd.DataFrame()
_temp = set(tick.index.date)
for item in _temp:
_data = tick.loc[str(item)]
_data1 = _data[time(9,
31):time(11,
30)].resample(
type_,
closed='right',
base=30,
loffset=type_
).apply(
{
'price': 'ohlc',
'vol': 'sum',
'code': 'last',
'amount': 'sum'
}
)
_data2 = _data[time(13,
1):time(15,
0)].resample(
type_,
closed='right',
loffset=type_
).apply(
{
'price': 'ohlc',
'vol': 'sum',
'code': 'last',
'amount': 'sum'
}
)
resx = resx.append(_data1).append(_data2)
resx.columns = resx.columns.droplevel(0)
return resx.reset_index().drop_duplicates().set_index(['datetime', 'code'])
|
python
|
def QA_data_tick_resample(tick, type_='1min'):
"""tick采样成任意级别分钟线
Arguments:
tick {[type]} -- transaction
Returns:
[type] -- [description]
"""
tick = tick.assign(amount=tick.price * tick.vol)
resx = pd.DataFrame()
_temp = set(tick.index.date)
for item in _temp:
_data = tick.loc[str(item)]
_data1 = _data[time(9,
31):time(11,
30)].resample(
type_,
closed='right',
base=30,
loffset=type_
).apply(
{
'price': 'ohlc',
'vol': 'sum',
'code': 'last',
'amount': 'sum'
}
)
_data2 = _data[time(13,
1):time(15,
0)].resample(
type_,
closed='right',
loffset=type_
).apply(
{
'price': 'ohlc',
'vol': 'sum',
'code': 'last',
'amount': 'sum'
}
)
resx = resx.append(_data1).append(_data2)
resx.columns = resx.columns.droplevel(0)
return resx.reset_index().drop_duplicates().set_index(['datetime', 'code'])
|
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tick采样成任意级别分钟线
Arguments:
tick {[type]} -- transaction
Returns:
[type] -- [description]
|
[
"tick采样成任意级别分钟线"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/data_resample.py#L204-L252
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/data_resample.py
|
QA_data_ctptick_resample
|
def QA_data_ctptick_resample(tick, type_='1min'):
"""tick采样成任意级别分钟线
Arguments:
tick {[type]} -- transaction
Returns:
[type] -- [description]
"""
resx = pd.DataFrame()
_temp = set(tick.TradingDay)
for item in _temp:
_data = tick.query('TradingDay=="{}"'.format(item))
try:
_data.loc[time(20, 0):time(21, 0), 'volume'] = 0
except:
pass
_data.volume = _data.volume.diff()
_data = _data.assign(amount=_data.LastPrice * _data.volume)
_data0 = _data[time(0,
0):time(2,
30)].resample(
type_,
closed='right',
base=30,
loffset=type_
).apply(
{
'LastPrice': 'ohlc',
'volume': 'sum',
'code': 'last',
'amount': 'sum'
}
)
_data1 = _data[time(9,
0):time(11,
30)].resample(
type_,
closed='right',
base=30,
loffset=type_
).apply(
{
'LastPrice': 'ohlc',
'volume': 'sum',
'code': 'last',
'amount': 'sum'
}
)
_data2 = _data[time(13,
1):time(15,
0)].resample(
type_,
closed='right',
base=30,
loffset=type_
).apply(
{
'LastPrice': 'ohlc',
'volume': 'sum',
'code': 'last',
'amount': 'sum'
}
)
_data3 = _data[time(21,
0):time(23,
59)].resample(
type_,
closed='left',
loffset=type_
).apply(
{
'LastPrice': 'ohlc',
'volume': 'sum',
'code': 'last',
'amount': 'sum'
}
)
resx = resx.append(_data0).append(_data1).append(_data2).append(_data3)
resx.columns = resx.columns.droplevel(0)
return resx.reset_index().drop_duplicates().set_index(['datetime',
'code']).sort_index()
|
python
|
def QA_data_ctptick_resample(tick, type_='1min'):
"""tick采样成任意级别分钟线
Arguments:
tick {[type]} -- transaction
Returns:
[type] -- [description]
"""
resx = pd.DataFrame()
_temp = set(tick.TradingDay)
for item in _temp:
_data = tick.query('TradingDay=="{}"'.format(item))
try:
_data.loc[time(20, 0):time(21, 0), 'volume'] = 0
except:
pass
_data.volume = _data.volume.diff()
_data = _data.assign(amount=_data.LastPrice * _data.volume)
_data0 = _data[time(0,
0):time(2,
30)].resample(
type_,
closed='right',
base=30,
loffset=type_
).apply(
{
'LastPrice': 'ohlc',
'volume': 'sum',
'code': 'last',
'amount': 'sum'
}
)
_data1 = _data[time(9,
0):time(11,
30)].resample(
type_,
closed='right',
base=30,
loffset=type_
).apply(
{
'LastPrice': 'ohlc',
'volume': 'sum',
'code': 'last',
'amount': 'sum'
}
)
_data2 = _data[time(13,
1):time(15,
0)].resample(
type_,
closed='right',
base=30,
loffset=type_
).apply(
{
'LastPrice': 'ohlc',
'volume': 'sum',
'code': 'last',
'amount': 'sum'
}
)
_data3 = _data[time(21,
0):time(23,
59)].resample(
type_,
closed='left',
loffset=type_
).apply(
{
'LastPrice': 'ohlc',
'volume': 'sum',
'code': 'last',
'amount': 'sum'
}
)
resx = resx.append(_data0).append(_data1).append(_data2).append(_data3)
resx.columns = resx.columns.droplevel(0)
return resx.reset_index().drop_duplicates().set_index(['datetime',
'code']).sort_index()
|
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tick采样成任意级别分钟线
Arguments:
tick {[type]} -- transaction
Returns:
[type] -- [description]
|
[
"tick采样成任意级别分钟线"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/data_resample.py#L255-L344
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/data_resample.py
|
QA_data_min_resample
|
def QA_data_min_resample(min_data, type_='5min'):
"""分钟线采样成大周期
分钟线采样成子级别的分钟线
time+ OHLC==> resample
Arguments:
min {[type]} -- [description]
raw_type {[type]} -- [description]
new_type {[type]} -- [description]
"""
try:
min_data = min_data.reset_index().set_index('datetime', drop=False)
except:
min_data = min_data.set_index('datetime', drop=False)
CONVERSION = {
'code': 'first',
'open': 'first',
'high': 'max',
'low': 'min',
'close': 'last',
'vol': 'sum',
'amount': 'sum'
} if 'vol' in min_data.columns else {
'code': 'first',
'open': 'first',
'high': 'max',
'low': 'min',
'close': 'last',
'volume': 'sum',
'amount': 'sum'
}
resx = pd.DataFrame()
for item in set(min_data.index.date):
min_data_p = min_data.loc[str(item)]
n = min_data_p['{} 21:00:00'.format(item):].resample(
type_,
base=30,
closed='right',
loffset=type_
).apply(CONVERSION)
d = min_data_p[:'{} 11:30:00'.format(item)].resample(
type_,
base=30,
closed='right',
loffset=type_
).apply(CONVERSION)
f = min_data_p['{} 13:00:00'.format(item):].resample(
type_,
closed='right',
loffset=type_
).apply(CONVERSION)
resx = resx.append(d).append(f)
return resx.dropna().reset_index().set_index(['datetime', 'code'])
|
python
|
def QA_data_min_resample(min_data, type_='5min'):
"""分钟线采样成大周期
分钟线采样成子级别的分钟线
time+ OHLC==> resample
Arguments:
min {[type]} -- [description]
raw_type {[type]} -- [description]
new_type {[type]} -- [description]
"""
try:
min_data = min_data.reset_index().set_index('datetime', drop=False)
except:
min_data = min_data.set_index('datetime', drop=False)
CONVERSION = {
'code': 'first',
'open': 'first',
'high': 'max',
'low': 'min',
'close': 'last',
'vol': 'sum',
'amount': 'sum'
} if 'vol' in min_data.columns else {
'code': 'first',
'open': 'first',
'high': 'max',
'low': 'min',
'close': 'last',
'volume': 'sum',
'amount': 'sum'
}
resx = pd.DataFrame()
for item in set(min_data.index.date):
min_data_p = min_data.loc[str(item)]
n = min_data_p['{} 21:00:00'.format(item):].resample(
type_,
base=30,
closed='right',
loffset=type_
).apply(CONVERSION)
d = min_data_p[:'{} 11:30:00'.format(item)].resample(
type_,
base=30,
closed='right',
loffset=type_
).apply(CONVERSION)
f = min_data_p['{} 13:00:00'.format(item):].resample(
type_,
closed='right',
loffset=type_
).apply(CONVERSION)
resx = resx.append(d).append(f)
return resx.dropna().reset_index().set_index(['datetime', 'code'])
|
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分钟线采样成大周期
分钟线采样成子级别的分钟线
time+ OHLC==> resample
Arguments:
min {[type]} -- [description]
raw_type {[type]} -- [description]
new_type {[type]} -- [description]
|
[
"分钟线采样成大周期"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/data_resample.py#L347-L408
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/data_resample.py
|
QA_data_futuremin_resample
|
def QA_data_futuremin_resample(min_data, type_='5min'):
"""期货分钟线采样成大周期
分钟线采样成子级别的分钟线
future:
vol ==> trade
amount X
"""
min_data.tradeime = pd.to_datetime(min_data.tradetime)
CONVERSION = {
'code': 'first',
'open': 'first',
'high': 'max',
'low': 'min',
'close': 'last',
'trade': 'sum',
'tradetime': 'last',
'date': 'last'
}
resx = min_data.resample(
type_,
closed='right',
loffset=type_
).apply(CONVERSION)
return resx.dropna().reset_index().set_index(['datetime', 'code'])
|
python
|
def QA_data_futuremin_resample(min_data, type_='5min'):
"""期货分钟线采样成大周期
分钟线采样成子级别的分钟线
future:
vol ==> trade
amount X
"""
min_data.tradeime = pd.to_datetime(min_data.tradetime)
CONVERSION = {
'code': 'first',
'open': 'first',
'high': 'max',
'low': 'min',
'close': 'last',
'trade': 'sum',
'tradetime': 'last',
'date': 'last'
}
resx = min_data.resample(
type_,
closed='right',
loffset=type_
).apply(CONVERSION)
return resx.dropna().reset_index().set_index(['datetime', 'code'])
|
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期货分钟线采样成大周期
分钟线采样成子级别的分钟线
future:
vol ==> trade
amount X
|
[
"期货分钟线采样成大周期"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/data_resample.py#L411-L440
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QAData/data_resample.py
|
QA_data_day_resample
|
def QA_data_day_resample(day_data, type_='w'):
"""日线降采样
Arguments:
day_data {[type]} -- [description]
Keyword Arguments:
type_ {str} -- [description] (default: {'w'})
Returns:
[type] -- [description]
"""
# return day_data_p.assign(open=day_data.open.resample(type_).first(),high=day_data.high.resample(type_).max(),low=day_data.low.resample(type_).min(),\
# vol=day_data.vol.resample(type_).sum() if 'vol' in day_data.columns else day_data.volume.resample(type_).sum(),\
# amount=day_data.amount.resample(type_).sum()).dropna().set_index('date')
try:
day_data = day_data.reset_index().set_index('date', drop=False)
except:
day_data = day_data.set_index('date', drop=False)
CONVERSION = {
'code': 'first',
'open': 'first',
'high': 'max',
'low': 'min',
'close': 'last',
'vol': 'sum',
'amount': 'sum'
} if 'vol' in day_data.columns else {
'code': 'first',
'open': 'first',
'high': 'max',
'low': 'min',
'close': 'last',
'volume': 'sum',
'amount': 'sum'
}
return day_data.resample(
type_,
closed='right'
).apply(CONVERSION).dropna().reset_index().set_index(['date',
'code'])
|
python
|
def QA_data_day_resample(day_data, type_='w'):
"""日线降采样
Arguments:
day_data {[type]} -- [description]
Keyword Arguments:
type_ {str} -- [description] (default: {'w'})
Returns:
[type] -- [description]
"""
# return day_data_p.assign(open=day_data.open.resample(type_).first(),high=day_data.high.resample(type_).max(),low=day_data.low.resample(type_).min(),\
# vol=day_data.vol.resample(type_).sum() if 'vol' in day_data.columns else day_data.volume.resample(type_).sum(),\
# amount=day_data.amount.resample(type_).sum()).dropna().set_index('date')
try:
day_data = day_data.reset_index().set_index('date', drop=False)
except:
day_data = day_data.set_index('date', drop=False)
CONVERSION = {
'code': 'first',
'open': 'first',
'high': 'max',
'low': 'min',
'close': 'last',
'vol': 'sum',
'amount': 'sum'
} if 'vol' in day_data.columns else {
'code': 'first',
'open': 'first',
'high': 'max',
'low': 'min',
'close': 'last',
'volume': 'sum',
'amount': 'sum'
}
return day_data.resample(
type_,
closed='right'
).apply(CONVERSION).dropna().reset_index().set_index(['date',
'code'])
|
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] |
日线降采样
Arguments:
day_data {[type]} -- [description]
Keyword Arguments:
type_ {str} -- [description] (default: {'w'})
Returns:
[type] -- [description]
|
[
"日线降采样"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAData/data_resample.py#L443-L485
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/main.py
|
QA_SU_save_stock_info
|
def QA_SU_save_stock_info(engine, client=DATABASE):
"""save stock info
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_stock_info(client=client)
|
python
|
def QA_SU_save_stock_info(engine, client=DATABASE):
"""save stock info
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_stock_info(client=client)
|
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")",
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] |
save stock info
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
|
[
"save",
"stock",
"info"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/main.py#L38-L49
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/main.py
|
QA_SU_save_stock_list
|
def QA_SU_save_stock_list(engine, client=DATABASE):
"""save stock_list
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_stock_list(client=client)
|
python
|
def QA_SU_save_stock_list(engine, client=DATABASE):
"""save stock_list
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_stock_list(client=client)
|
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")",
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"=",
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] |
save stock_list
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
|
[
"save",
"stock_list"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/main.py#L67-L78
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/main.py
|
QA_SU_save_index_list
|
def QA_SU_save_index_list(engine, client=DATABASE):
"""save index_list
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_index_list(client=client)
|
python
|
def QA_SU_save_index_list(engine, client=DATABASE):
"""save index_list
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_index_list(client=client)
|
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")",
"engine",
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] |
save index_list
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
|
[
"save",
"index_list"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/main.py#L81-L92
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/main.py
|
QA_SU_save_etf_list
|
def QA_SU_save_etf_list(engine, client=DATABASE):
"""save etf_list
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_etf_list(client=client)
|
python
|
def QA_SU_save_etf_list(engine, client=DATABASE):
"""save etf_list
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_etf_list(client=client)
|
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")",
"engine",
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"(",
"client",
"=",
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")"
] |
save etf_list
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
|
[
"save",
"etf_list"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/main.py#L95-L106
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/main.py
|
QA_SU_save_future_list
|
def QA_SU_save_future_list(engine, client=DATABASE):
"""save future_list
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_future_list(client=client)
|
python
|
def QA_SU_save_future_list(engine, client=DATABASE):
"""save future_list
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_future_list(client=client)
|
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"(",
"engine",
")",
"engine",
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"QA_SU_save_future_list",
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"client",
")"
] |
save future_list
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
|
[
"save",
"future_list"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/main.py#L109-L120
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/main.py
|
QA_SU_save_future_day
|
def QA_SU_save_future_day(engine, client=DATABASE):
"""save future_day
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_future_day(client=client)
|
python
|
def QA_SU_save_future_day(engine, client=DATABASE):
"""save future_day
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_future_day(client=client)
|
[
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"engine",
")",
"engine",
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"(",
"client",
"=",
"client",
")"
] |
save future_day
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
|
[
"save",
"future_day"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/main.py#L123-L134
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/main.py
|
QA_SU_save_future_day_all
|
def QA_SU_save_future_day_all(engine, client=DATABASE):
"""save future_day_all
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_future_day_all(client=client)
|
python
|
def QA_SU_save_future_day_all(engine, client=DATABASE):
"""save future_day_all
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_future_day_all(client=client)
|
[
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")",
"engine",
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"QA_SU_save_future_day_all",
"(",
"client",
"=",
"client",
")"
] |
save future_day_all
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
|
[
"save",
"future_day_all"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/main.py#L137-L148
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/main.py
|
QA_SU_save_future_min
|
def QA_SU_save_future_min(engine, client=DATABASE):
"""save future_min
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_future_min(client=client)
|
python
|
def QA_SU_save_future_min(engine, client=DATABASE):
"""save future_min
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_future_min(client=client)
|
[
"def",
"QA_SU_save_future_min",
"(",
"engine",
",",
"client",
"=",
"DATABASE",
")",
":",
"engine",
"=",
"select_save_engine",
"(",
"engine",
")",
"engine",
".",
"QA_SU_save_future_min",
"(",
"client",
"=",
"client",
")"
] |
save future_min
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
|
[
"save",
"future_min",
"Arguments",
":",
"engine",
"{",
"[",
"type",
"]",
"}",
"--",
"[",
"description",
"]"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/main.py#L151-L161
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/main.py
|
QA_SU_save_future_min_all
|
def QA_SU_save_future_min_all(engine, client=DATABASE):
"""[summary]
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_future_min_all(client=client)
|
python
|
def QA_SU_save_future_min_all(engine, client=DATABASE):
"""[summary]
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_future_min_all(client=client)
|
[
"def",
"QA_SU_save_future_min_all",
"(",
"engine",
",",
"client",
"=",
"DATABASE",
")",
":",
"engine",
"=",
"select_save_engine",
"(",
"engine",
")",
"engine",
".",
"QA_SU_save_future_min_all",
"(",
"client",
"=",
"client",
")"
] |
[summary]
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
|
[
"[",
"summary",
"]"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/main.py#L164-L175
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/main.py
|
QA_SU_save_stock_day
|
def QA_SU_save_stock_day(engine, client=DATABASE, paralleled=False):
"""save stock_day
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine, paralleled=paralleled)
engine.QA_SU_save_stock_day(client=client)
|
python
|
def QA_SU_save_stock_day(engine, client=DATABASE, paralleled=False):
"""save stock_day
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine, paralleled=paralleled)
engine.QA_SU_save_stock_day(client=client)
|
[
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"(",
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",",
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"=",
"DATABASE",
",",
"paralleled",
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"(",
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"=",
"paralleled",
")",
"engine",
".",
"QA_SU_save_stock_day",
"(",
"client",
"=",
"client",
")"
] |
save stock_day
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
|
[
"save",
"stock_day"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/main.py#L178-L189
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/main.py
|
QA_SU_save_option_commodity_min
|
def QA_SU_save_option_commodity_min(engine, client=DATABASE):
'''
:param engine:
:param client:
:return:
'''
engine = select_save_engine(engine)
engine.QA_SU_save_option_commodity_min(client=client)
|
python
|
def QA_SU_save_option_commodity_min(engine, client=DATABASE):
'''
:param engine:
:param client:
:return:
'''
engine = select_save_engine(engine)
engine.QA_SU_save_option_commodity_min(client=client)
|
[
"def",
"QA_SU_save_option_commodity_min",
"(",
"engine",
",",
"client",
"=",
"DATABASE",
")",
":",
"engine",
"=",
"select_save_engine",
"(",
"engine",
")",
"engine",
".",
"QA_SU_save_option_commodity_min",
"(",
"client",
"=",
"client",
")"
] |
:param engine:
:param client:
:return:
|
[
":",
"param",
"engine",
":",
":",
"param",
"client",
":",
":",
"return",
":"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/main.py#L225-L232
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/main.py
|
QA_SU_save_option_commodity_day
|
def QA_SU_save_option_commodity_day(engine, client=DATABASE):
'''
:param engine:
:param client:
:return:
'''
engine = select_save_engine(engine)
engine.QA_SU_save_option_commodity_day(client=client)
|
python
|
def QA_SU_save_option_commodity_day(engine, client=DATABASE):
'''
:param engine:
:param client:
:return:
'''
engine = select_save_engine(engine)
engine.QA_SU_save_option_commodity_day(client=client)
|
[
"def",
"QA_SU_save_option_commodity_day",
"(",
"engine",
",",
"client",
"=",
"DATABASE",
")",
":",
"engine",
"=",
"select_save_engine",
"(",
"engine",
")",
"engine",
".",
"QA_SU_save_option_commodity_day",
"(",
"client",
"=",
"client",
")"
] |
:param engine:
:param client:
:return:
|
[
":",
"param",
"engine",
":",
":",
"param",
"client",
":",
":",
"return",
":"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/main.py#L235-L242
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/main.py
|
QA_SU_save_stock_min
|
def QA_SU_save_stock_min(engine, client=DATABASE):
"""save stock_min
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_stock_min(client=client)
|
python
|
def QA_SU_save_stock_min(engine, client=DATABASE):
"""save stock_min
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_stock_min(client=client)
|
[
"def",
"QA_SU_save_stock_min",
"(",
"engine",
",",
"client",
"=",
"DATABASE",
")",
":",
"engine",
"=",
"select_save_engine",
"(",
"engine",
")",
"engine",
".",
"QA_SU_save_stock_min",
"(",
"client",
"=",
"client",
")"
] |
save stock_min
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
|
[
"save",
"stock_min"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/main.py#L245-L256
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/main.py
|
QA_SU_save_index_day
|
def QA_SU_save_index_day(engine, client=DATABASE):
"""save index_day
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_index_day(client=client)
|
python
|
def QA_SU_save_index_day(engine, client=DATABASE):
"""save index_day
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_index_day(client=client)
|
[
"def",
"QA_SU_save_index_day",
"(",
"engine",
",",
"client",
"=",
"DATABASE",
")",
":",
"engine",
"=",
"select_save_engine",
"(",
"engine",
")",
"engine",
".",
"QA_SU_save_index_day",
"(",
"client",
"=",
"client",
")"
] |
save index_day
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
|
[
"save",
"index_day"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/main.py#L259-L270
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/main.py
|
QA_SU_save_index_min
|
def QA_SU_save_index_min(engine, client=DATABASE):
"""save index_min
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_index_min(client=client)
|
python
|
def QA_SU_save_index_min(engine, client=DATABASE):
"""save index_min
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_index_min(client=client)
|
[
"def",
"QA_SU_save_index_min",
"(",
"engine",
",",
"client",
"=",
"DATABASE",
")",
":",
"engine",
"=",
"select_save_engine",
"(",
"engine",
")",
"engine",
".",
"QA_SU_save_index_min",
"(",
"client",
"=",
"client",
")"
] |
save index_min
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
|
[
"save",
"index_min"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/main.py#L273-L284
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/main.py
|
QA_SU_save_etf_day
|
def QA_SU_save_etf_day(engine, client=DATABASE):
"""save etf_day
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_etf_day(client=client)
|
python
|
def QA_SU_save_etf_day(engine, client=DATABASE):
"""save etf_day
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_etf_day(client=client)
|
[
"def",
"QA_SU_save_etf_day",
"(",
"engine",
",",
"client",
"=",
"DATABASE",
")",
":",
"engine",
"=",
"select_save_engine",
"(",
"engine",
")",
"engine",
".",
"QA_SU_save_etf_day",
"(",
"client",
"=",
"client",
")"
] |
save etf_day
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
|
[
"save",
"etf_day"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/main.py#L287-L298
|
train
|
QUANTAXIS/QUANTAXIS
|
QUANTAXIS/QASU/main.py
|
QA_SU_save_etf_min
|
def QA_SU_save_etf_min(engine, client=DATABASE):
"""save etf_min
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_etf_min(client=client)
|
python
|
def QA_SU_save_etf_min(engine, client=DATABASE):
"""save etf_min
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_etf_min(client=client)
|
[
"def",
"QA_SU_save_etf_min",
"(",
"engine",
",",
"client",
"=",
"DATABASE",
")",
":",
"engine",
"=",
"select_save_engine",
"(",
"engine",
")",
"engine",
".",
"QA_SU_save_etf_min",
"(",
"client",
"=",
"client",
")"
] |
save etf_min
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
|
[
"save",
"etf_min"
] |
bb1fe424e4108b62a1f712b81a05cf829297a5c0
|
https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/main.py#L301-L312
|
train
|
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