repo stringlengths 7 54 | path stringlengths 4 223 | func_name stringlengths 1 134 | original_string stringlengths 75 104k | language stringclasses 1
value | code stringlengths 75 104k | code_tokens listlengths 20 28.4k | docstring stringlengths 1 46.3k | docstring_tokens listlengths 1 1.66k | sha stringlengths 40 40 | url stringlengths 87 315 | partition stringclasses 1
value | summary stringlengths 4 350 | obf_code stringlengths 7.85k 764k |
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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)
... | 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)
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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(d... | 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(
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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(
... | 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(
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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... | 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... | [
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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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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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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:
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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
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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
... | 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(
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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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Arguments:
code {[type]} -- [description]
Returns:
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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)
... | 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)
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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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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
m... | 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
m... | [
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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, 6... | 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, 6... | [
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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)
... | 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,
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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
... | 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
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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
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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
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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) | [
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] | bb1fe424e4108b62a1f712b81a05cf829297a5c0 | https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAMarket/QAPosition.py#L464-L468 | train | receive order | Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGL... |
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:
rais... | 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:
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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, otherw... | 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
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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_afte... | 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_afte... | [
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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)
... | 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)
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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 ... | 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 ... | [
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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:
... | 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:
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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
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job["last-ru... | 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
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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"]))
... | 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"]))
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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(
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(job["id"], job["description"], job["last-run"], job["last-run-result"... | 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(
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] | bb1fe424e4108b62a1f712b81a05cf829297a5c0 | https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASetting/cache.py#L126-L135 | train | Adds a job run result to the history table. | Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGL... |
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',
... | 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',
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demo:
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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:
... | 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:
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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(ite... | 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:
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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_i... | 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_i... | [
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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... | 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... | [
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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_).fir... | 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_).fir... | [
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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)
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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)
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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)
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engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE}) | [
"save",
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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)
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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)
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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=... | 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)
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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)
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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)
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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... | 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)
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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)
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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)
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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)
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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)
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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) | [
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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)
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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)
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QASU/main.py | QA_SU_save_stock_xdxr | def QA_SU_save_stock_xdxr(engine, client=DATABASE):
"""save stock_xdxr
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_stock_xdxr(client=client) | python | def QA_SU_save_stock_xdxr(engine, client=DATABASE):
"""save stock_xdxr
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QASU/main.py | QA_SU_save_stock_block | def QA_SU_save_stock_block(engine, client=DATABASE):
"""save stock_block
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
engine.QA_SU_save_stock_block(client=client) | python | def QA_SU_save_stock_block(engine, client=DATABASE):
"""save stock_block
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
engine = select_save_engine(engine)
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QASU/main.py | select_save_engine | def select_save_engine(engine, paralleled=False):
'''
select save_engine , tushare ts Tushare 使用 Tushare 免费数据接口， tdx 使用通达信数据接口
:param engine: 字符串Str
:param paralleled: 是否并行处理；默认为False
:return: sts means save_tushare_py or stdx means save_tdx_py
'''
if engine in ['tushare', 'ts', 'Tushare']:... | python | def select_save_engine(engine, paralleled=False):
'''
select save_engine , tushare ts Tushare 使用 Tushare 免费数据接口， tdx 使用通达信数据接口
:param engine: 字符串Str
:param paralleled: 是否并行处理；默认为False
:return: sts means save_tushare_py or stdx means save_tdx_py
'''
if engine in ['tushare', 'ts', 'Tushare']:... | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_stock_day | def QA_fetch_stock_day(code, start, end, format='numpy', frequence='day', collections=DATABASE.stock_day):
"""'获取股票日线'
Returns:
[type] -- [description]
感谢@几何大佬的提示
https://docs.mongodb.com/manual/tutorial/project-fields-from-query-results/#return-the-specified-fields-and-the-id-field-on... | python | def QA_fetch_stock_day(code, start, end, format='numpy', frequence='day', collections=DATABASE.stock_day):
"""'获取股票日线'
Returns:
[type] -- [description]
感谢@几何大佬的提示
https://docs.mongodb.com/manual/tutorial/project-fields-from-query-results/#return-the-specified-fields-and-the-id-field-on... | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_stock_min | def QA_fetch_stock_min(code, start, end, format='numpy', frequence='1min', collections=DATABASE.stock_min):
'获取股票分钟线'
if frequence in ['1min', '1m']:
frequence = '1min'
elif frequence in ['5min', '5m']:
frequence = '5min'
elif frequence in ['15min', '15m']:
frequence = '15min'
... | python | def QA_fetch_stock_min(code, start, end, format='numpy', frequence='1min', collections=DATABASE.stock_min):
'获取股票分钟线'
if frequence in ['1min', '1m']:
frequence = '1min'
elif frequence in ['5min', '5m']:
frequence = '5min'
elif frequence in ['15min', '15m']:
frequence = '15min'
... | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_stock_list | def QA_fetch_stock_list(collections=DATABASE.stock_list):
'获取股票列表'
return pd.DataFrame([item for item in collections.find()]).drop('_id', axis=1, inplace=False).set_index('code', drop=False) | python | def QA_fetch_stock_list(collections=DATABASE.stock_list):
'获取股票列表'
return pd.DataFrame([item for item in collections.find()]).drop('_id', axis=1, inplace=False).set_index('code', drop=False) | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_etf_list | def QA_fetch_etf_list(collections=DATABASE.etf_list):
'获取ETF列表'
return pd.DataFrame([item for item in collections.find()]).drop('_id', axis=1, inplace=False).set_index('code', drop=False) | python | def QA_fetch_etf_list(collections=DATABASE.etf_list):
'获取ETF列表'
return pd.DataFrame([item for item in collections.find()]).drop('_id', axis=1, inplace=False).set_index('code', drop=False) | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_index_list | def QA_fetch_index_list(collections=DATABASE.index_list):
'获取指数列表'
return pd.DataFrame([item for item in collections.find()]).drop('_id', axis=1, inplace=False).set_index('code', drop=False) | python | def QA_fetch_index_list(collections=DATABASE.index_list):
'获取指数列表'
return pd.DataFrame([item for item in collections.find()]).drop('_id', axis=1, inplace=False).set_index('code', drop=False) | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_stock_terminated | def QA_fetch_stock_terminated(collections=DATABASE.stock_terminated):
'获取股票基本信息 , 已经退市的股票列表'
# 🛠todo 转变成 dataframe 类型数据
return pd.DataFrame([item for item in collections.find()]).drop('_id', axis=1, inplace=False).set_index('code', drop=False) | python | def QA_fetch_stock_terminated(collections=DATABASE.stock_terminated):
'获取股票基本信息 , 已经退市的股票列表'
# 🛠todo 转变成 dataframe 类型数据
return pd.DataFrame([item for item in collections.find()]).drop('_id', axis=1, inplace=False).set_index('code', drop=False) | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_stock_basic_info_tushare | def QA_fetch_stock_basic_info_tushare(collections=DATABASE.stock_info_tushare):
'''
purpose:
tushare 股票列表数据库
code,代码
name,名称
industry,所属行业
area,地区
pe,市盈率
outstanding,流通股本(亿)
totals,总股本(亿)
totalAssets,总资产(万)
liquidAssets,流动资产
... | python | def QA_fetch_stock_basic_info_tushare(collections=DATABASE.stock_info_tushare):
'''
purpose:
tushare 股票列表数据库
code,代码
name,名称
industry,所属行业
area,地区
pe,市盈率
outstanding,流通股本(亿)
totals,总股本(亿)
totalAssets,总资产(万)
liquidAssets,流动资产
... | [
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pe,市盈率
outstanding,流通股本(亿)
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totalAssets,总资产(万)
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reserved,公积金
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_stock_full | def QA_fetch_stock_full(date, format='numpy', collections=DATABASE.stock_day):
'获取全市场的某一日的数据'
Date = str(date)[0:10]
if QA_util_date_valid(Date) is True:
__data = []
for item in collections.find({
"date_stamp": QA_util_date_stamp(Date)}, batch_size=10000):
__data... | python | def QA_fetch_stock_full(date, format='numpy', collections=DATABASE.stock_day):
'获取全市场的某一日的数据'
Date = str(date)[0:10]
if QA_util_date_valid(Date) is True:
__data = []
for item in collections.find({
"date_stamp": QA_util_date_stamp(Date)}, batch_size=10000):
__data... | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_index_min | def QA_fetch_index_min(
code,
start, end,
format='numpy',
frequence='1min',
collections=DATABASE.index_min):
'获取股票分钟线'
if frequence in ['1min', '1m']:
frequence = '1min'
elif frequence in ['5min', '5m']:
frequence = '5min'
elif frequence in ['15min... | python | def QA_fetch_index_min(
code,
start, end,
format='numpy',
frequence='1min',
collections=DATABASE.index_min):
'获取股票分钟线'
if frequence in ['1min', '1m']:
frequence = '1min'
elif frequence in ['5min', '5m']:
frequence = '5min'
elif frequence in ['15min... | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_future_min | def QA_fetch_future_min(
code,
start, end,
format='numpy',
frequence='1min',
collections=DATABASE.future_min):
'获取股票分钟线'
if frequence in ['1min', '1m']:
frequence = '1min'
elif frequence in ['5min', '5m']:
frequence = '5min'
elif frequence in ['15m... | python | def QA_fetch_future_min(
code,
start, end,
format='numpy',
frequence='1min',
collections=DATABASE.future_min):
'获取股票分钟线'
if frequence in ['1min', '1m']:
frequence = '1min'
elif frequence in ['5min', '5m']:
frequence = '5min'
elif frequence in ['15m... | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_future_list | def QA_fetch_future_list(collections=DATABASE.future_list):
'获取期货列表'
return pd.DataFrame([item for item in collections.find()]).drop('_id', axis=1, inplace=False).set_index('code', drop=False) | python | def QA_fetch_future_list(collections=DATABASE.future_list):
'获取期货列表'
return pd.DataFrame([item for item in collections.find()]).drop('_id', axis=1, inplace=False).set_index('code', drop=False) | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_ctp_tick | def QA_fetch_ctp_tick(code, start, end, frequence, format='pd', collections=DATABASE.ctp_tick):
"""仅供存储的ctp tick使用
Arguments:
code {[type]} -- [description]
Keyword Arguments:
format {str} -- [description] (default: {'pd'})
collections {[type]} -- [description] (default: {DATABASE.... | python | def QA_fetch_ctp_tick(code, start, end, frequence, format='pd', collections=DATABASE.ctp_tick):
"""仅供存储的ctp tick使用
Arguments:
code {[type]} -- [description]
Keyword Arguments:
format {str} -- [description] (default: {'pd'})
collections {[type]} -- [description] (default: {DATABASE.... | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_stock_xdxr | def QA_fetch_stock_xdxr(code, format='pd', collections=DATABASE.stock_xdxr):
'获取股票除权信息/数据库'
code = QA_util_code_tolist(code)
data = pd.DataFrame([item for item in collections.find(
{'code': {'$in': code}}, batch_size=10000)]).drop(['_id'], axis=1)
data['date'] = pd.to_datetime(data['date'])
... | python | def QA_fetch_stock_xdxr(code, format='pd', collections=DATABASE.stock_xdxr):
'获取股票除权信息/数据库'
code = QA_util_code_tolist(code)
data = pd.DataFrame([item for item in collections.find(
{'code': {'$in': code}}, batch_size=10000)]).drop(['_id'], axis=1)
data['date'] = pd.to_datetime(data['date'])
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_quotations | def QA_fetch_quotations(date=datetime.date.today(), db=DATABASE):
'获取全部实时5档行情的存储结果'
try:
collections = db.get_collection(
'realtime_{}'.format(date))
data = pd.DataFrame([item for item in collections.find(
{}, {"_id": 0}, batch_size=10000)])
return data.assign(dat... | python | def QA_fetch_quotations(date=datetime.date.today(), db=DATABASE):
'获取全部实时5档行情的存储结果'
try:
collections = db.get_collection(
'realtime_{}'.format(date))
data = pd.DataFrame([item for item in collections.find(
{}, {"_id": 0}, batch_size=10000)])
return data.assign(dat... | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_account | def QA_fetch_account(message={}, db=DATABASE):
"""get the account
Arguments:
query_mes {[type]} -- [description]
Keyword Arguments:
collection {[type]} -- [description] (default: {DATABASE})
Returns:
[type] -- [description]
"""
collection = DATABASE.account
return ... | python | def QA_fetch_account(message={}, db=DATABASE):
"""get the account
Arguments:
query_mes {[type]} -- [description]
Keyword Arguments:
collection {[type]} -- [description] (default: {DATABASE})
Returns:
[type] -- [description]
"""
collection = DATABASE.account
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_risk | def QA_fetch_risk(message={}, params={"_id": 0, 'assets': 0, 'timeindex': 0, 'totaltimeindex': 0, 'benchmark_assets': 0, 'month_profit': 0}, db=DATABASE):
"""get the risk message
Arguments:
query_mes {[type]} -- [description]
Keyword Arguments:
collection {[type]} -- [description] (default... | python | def QA_fetch_risk(message={}, params={"_id": 0, 'assets': 0, 'timeindex': 0, 'totaltimeindex': 0, 'benchmark_assets': 0, 'month_profit': 0}, db=DATABASE):
"""get the risk message
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query_mes {[type]} -- [description]
Keyword Arguments:
collection {[type]} -- [description] (default... | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_user | def QA_fetch_user(user_cookie, db=DATABASE):
"""
get the user
Arguments:
user_cookie : str the unique cookie_id for a user
Keyword Arguments:
db: database for query
Returns:
list --- [ACCOUNT]
"""
collection = DATABASE.account
return [res for res in collection... | python | def QA_fetch_user(user_cookie, db=DATABASE):
"""
get the user
Arguments:
user_cookie : str the unique cookie_id for a user
Keyword Arguments:
db: database for query
Returns:
list --- [ACCOUNT]
"""
collection = DATABASE.account
return [res for res in collection... | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_strategy | def QA_fetch_strategy(message={}, db=DATABASE):
"""get the account
Arguments:
query_mes {[type]} -- [description]
Keyword Arguments:
collection {[type]} -- [description] (default: {DATABASE})
Returns:
[type] -- [description]
"""
collection = DATABASE.strategy
retur... | python | def QA_fetch_strategy(message={}, db=DATABASE):
"""get the account
Arguments:
query_mes {[type]} -- [description]
Keyword Arguments:
collection {[type]} -- [description] (default: {DATABASE})
Returns:
[type] -- [description]
"""
collection = DATABASE.strategy
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_lhb | def QA_fetch_lhb(date, db=DATABASE):
'获取某一天龙虎榜数据'
try:
collections = db.lhb
return pd.DataFrame([item for item in collections.find(
{'date': date}, {"_id": 0})]).set_index('code', drop=False).sort_index()
except Exception as e:
raise e | python | def QA_fetch_lhb(date, db=DATABASE):
'获取某一天龙虎榜数据'
try:
collections = db.lhb
return pd.DataFrame([item for item in collections.find(
{'date': date}, {"_id": 0})]).set_index('code', drop=False).sort_index()
except Exception as e:
raise e | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_financial_report | def QA_fetch_financial_report(code, report_date, ltype='EN', db=DATABASE):
"""获取专业财务报表
Arguments:
code {[type]} -- [description]
report_date {[type]} -- [description]
Keyword Arguments:
ltype {str} -- [description] (default: {'EN'})
db {[type]} -- [description] (default: {DAT... | python | def QA_fetch_financial_report(code, report_date, ltype='EN', db=DATABASE):
"""获取专业财务报表
Arguments:
code {[type]} -- [description]
report_date {[type]} -- [description]
Keyword Arguments:
ltype {str} -- [description] (default: {'EN'})
db {[type]} -- [description] (default: {DAT... | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery.py | QA_fetch_stock_divyield | def QA_fetch_stock_divyield(code, start, end=None, format='pd', collections=DATABASE.stock_divyield):
'获取股票日线'
#code= [code] if isinstance(code,str) else code
# code checking
code = QA_util_code_tolist(code)
if QA_util_date_valid(end):
__data = []
cursor = collections.find({
... | python | def QA_fetch_stock_divyield(code, start, end=None, format='pd', collections=DATABASE.stock_divyield):
'获取股票日线'
#code= [code] if isinstance(code,str) else code
# code checking
code = QA_util_code_tolist(code)
if QA_util_date_valid(end):
__data = []
cursor = collections.find({
... | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QASU/save_tdx.py | QA_SU_save_stock_day | def QA_SU_save_stock_day(client=DATABASE, ui_log=None, ui_progress=None):
'''
save stock_day
保存日线数据
:param client:
:param ui_log: 给GUI qt 界面使用
:param ui_progress: 给GUI qt 界面使用
:param ui_progress_int_value: 给GUI qt 界面使用
'''
stock_list = QA_fetch_get_stock_list().code.unique().tolist... | python | def QA_SU_save_stock_day(client=DATABASE, ui_log=None, ui_progress=None):
'''
save stock_day
保存日线数据
:param client:
:param ui_log: 给GUI qt 界面使用
:param ui_progress: 给GUI qt 界面使用
:param ui_progress_int_value: 给GUI qt 界面使用
'''
stock_list = QA_fetch_get_stock_list().code.unique().tolist... | [
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] | bb1fe424e4108b62a1f712b81a05cf829297a5c0 | https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/save_tdx.py#L82-L184 | train | Save a stock_day | Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGL... |
QUANTAXIS/QUANTAXIS | QUANTAXIS/QASU/save_tdx.py | QA_SU_save_stock_week | def QA_SU_save_stock_week(client=DATABASE, ui_log=None, ui_progress=None):
"""save stock_week
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
stock_list = QA_fetch_get_stock_list().code.unique().tolist()
coll_stock_week = client.stock_week
coll_stock_week.... | python | def QA_SU_save_stock_week(client=DATABASE, ui_log=None, ui_progress=None):
"""save stock_week
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
stock_list = QA_fetch_get_stock_list().code.unique().tolist()
coll_stock_week = client.stock_week
coll_stock_week.... | [
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... | save stock_week
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE}) | [
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] | bb1fe424e4108b62a1f712b81a05cf829297a5c0 | https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/save_tdx.py#L196-L292 | train | Save all stock_weeks in database | Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGL... |
QUANTAXIS/QUANTAXIS | QUANTAXIS/QASU/save_tdx.py | QA_SU_save_stock_xdxr | def QA_SU_save_stock_xdxr(client=DATABASE, ui_log=None, ui_progress=None):
"""[summary]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
stock_list = QA_fetch_get_stock_list().code.unique().tolist()
# client.drop_collection('stock_xdxr')
try:
coll =... | python | def QA_SU_save_stock_xdxr(client=DATABASE, ui_log=None, ui_progress=None):
"""[summary]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
stock_list = QA_fetch_get_stock_list().code.unique().tolist()
# client.drop_collection('stock_xdxr')
try:
coll =... | [
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] | bb1fe424e4108b62a1f712b81a05cf829297a5c0 | https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/save_tdx.py#L494-L555 | train | Save stock_xdxr | Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGL... |
QUANTAXIS/QUANTAXIS | QUANTAXIS/QASU/save_tdx.py | QA_SU_save_stock_min | def QA_SU_save_stock_min(client=DATABASE, ui_log=None, ui_progress=None):
"""save stock_min
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
stock_list = QA_fetch_get_stock_list().code.unique().tolist()
coll = client.stock_min
coll.create_index(
[
... | python | def QA_SU_save_stock_min(client=DATABASE, ui_log=None, ui_progress=None):
"""save stock_min
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
stock_list = QA_fetch_get_stock_list().code.unique().tolist()
coll = client.stock_min
coll.create_index(
[
... | [
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"... | save stock_min
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE}) | [
"save",
"stock_min"
] | bb1fe424e4108b62a1f712b81a05cf829297a5c0 | https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/save_tdx.py#L558-L679 | train | Save stock_min | Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGL... |
QUANTAXIS/QUANTAXIS | QUANTAXIS/QASU/save_tdx.py | QA_SU_save_index_day | def QA_SU_save_index_day(client=DATABASE, ui_log=None, ui_progress=None):
"""save index_day
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
__index_list = QA_fetch_get_stock_list('index')
coll = client.index_day
coll.create_index(
[('code',
... | python | def QA_SU_save_index_day(client=DATABASE, ui_log=None, ui_progress=None):
"""save index_day
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
__index_list = QA_fetch_get_stock_list('index')
coll = client.index_day
coll.create_index(
[('code',
... | [
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"... | save index_day
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE}) | [
"save",
"index_day"
] | bb1fe424e4108b62a1f712b81a05cf829297a5c0 | https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/save_tdx.py#L682-L790 | train | Save the index_day of the current user | Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGL... |
QUANTAXIS/QUANTAXIS | QUANTAXIS/QASU/save_tdx.py | QA_SU_save_index_min | def QA_SU_save_index_min(client=DATABASE, ui_log=None, ui_progress=None):
"""save index_min
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
__index_list = QA_fetch_get_stock_list('index')
coll = client.index_min
coll.create_index(
[
('c... | python | def QA_SU_save_index_min(client=DATABASE, ui_log=None, ui_progress=None):
"""save index_min
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
__index_list = QA_fetch_get_stock_list('index')
coll = client.index_min
coll.create_index(
[
('c... | [
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"... | save index_min
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE}) | [
"save",
"index_min"
] | bb1fe424e4108b62a1f712b81a05cf829297a5c0 | https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/save_tdx.py#L793-L916 | train | Save the index_min of the current user | Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGL... |
QUANTAXIS/QUANTAXIS | QUANTAXIS/QASU/save_tdx.py | QA_SU_save_stock_list | def QA_SU_save_stock_list(client=DATABASE, ui_log=None, ui_progress=None):
"""save stock_list
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
client.drop_collection('stock_list')
coll = client.stock_list
coll.create_index('code')
try:
# 🛠todo ... | python | def QA_SU_save_stock_list(client=DATABASE, ui_log=None, ui_progress=None):
"""save stock_list
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
client.drop_collection('stock_list')
coll = client.stock_list
coll.create_index('code')
try:
# 🛠todo ... | [
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Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE}) | [
"save",
"stock_list"
] | bb1fe424e4108b62a1f712b81a05cf829297a5c0 | https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/save_tdx.py#L1140-L1171 | train | Save a stock list | Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGL... |
QUANTAXIS/QUANTAXIS | QUANTAXIS/QASU/save_tdx.py | QA_SU_save_etf_list | def QA_SU_save_etf_list(client=DATABASE, ui_log=None, ui_progress=None):
"""save etf_list
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
try:
QA_util_log_info(
'##JOB16 Now Saving ETF_LIST ====',
ui_log=ui_log,
ui_progre... | python | def QA_SU_save_etf_list(client=DATABASE, ui_log=None, ui_progress=None):
"""save etf_list
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
try:
QA_util_log_info(
'##JOB16 Now Saving ETF_LIST ====',
ui_log=ui_log,
ui_progre... | [
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Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE}) | [
"save",
"etf_list"
] | bb1fe424e4108b62a1f712b81a05cf829297a5c0 | https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/save_tdx.py#L1174-L1205 | train | Save the list of EnergyPi stocks | Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGL... |
QUANTAXIS/QUANTAXIS | QUANTAXIS/QASU/save_tdx.py | QA_SU_save_stock_block | def QA_SU_save_stock_block(client=DATABASE, ui_log=None, ui_progress=None):
"""save stock_block
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
client.drop_collection('stock_block')
coll = client.stock_block
coll.create_index('code')
try:
QA_u... | python | def QA_SU_save_stock_block(client=DATABASE, ui_log=None, ui_progress=None):
"""save stock_block
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
client.drop_collection('stock_block')
coll = client.stock_block
coll.create_index('code')
try:
QA_u... | [
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Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE}) | [
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] | bb1fe424e4108b62a1f712b81a05cf829297a5c0 | https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/save_tdx.py#L1208-L1257 | train | save stock_block | Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGL... |
QUANTAXIS/QUANTAXIS | QUANTAXIS/QASU/save_tdx.py | QA_SU_save_stock_info | def QA_SU_save_stock_info(client=DATABASE, ui_log=None, ui_progress=None):
"""save stock_info
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
client.drop_collection('stock_info')
stock_list = QA_fetch_get_stock_list().code.unique().tolist()
coll = client.s... | python | def QA_SU_save_stock_info(client=DATABASE, ui_log=None, ui_progress=None):
"""save stock_info
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
client.drop_collection('stock_info')
stock_list = QA_fetch_get_stock_list().code.unique().tolist()
coll = client.s... | [
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Keyword Arguments:
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QASU/save_tdx.py | QA_SU_save_stock_transaction | def QA_SU_save_stock_transaction(
client=DATABASE,
ui_log=None,
ui_progress=None
):
"""save stock_transaction
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
stock_list = QA_fetch_get_stock_list().code.unique().tolist()
coll = client.st... | python | def QA_SU_save_stock_transaction(
client=DATABASE,
ui_log=None,
ui_progress=None
):
"""save stock_transaction
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
stock_list = QA_fetch_get_stock_list().code.unique().tolist()
coll = client.st... | [
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... | save stock_transaction
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE}) | [
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] | bb1fe424e4108b62a1f712b81a05cf829297a5c0 | https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QASU/save_tdx.py#L1309-L1368 | train | Save stock_transaction | Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGL... |
QUANTAXIS/QUANTAXIS | QUANTAXIS/QASU/save_tdx.py | QA_SU_save_option_commodity_day | def QA_SU_save_option_commodity_day(
client=DATABASE,
ui_log=None,
ui_progress=None
):
'''
:param client:
:return:
'''
_save_option_commodity_cu_day(
client=client,
ui_log=ui_log,
ui_progress=ui_progress
)
_save_option_commodity_m_day(
... | python | def QA_SU_save_option_commodity_day(
client=DATABASE,
ui_log=None,
ui_progress=None
):
'''
:param client:
:return:
'''
_save_option_commodity_cu_day(
client=client,
ui_log=ui_log,
ui_progress=ui_progress
)
_save_option_commodity_m_day(
... | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QASU/save_tdx.py | QA_SU_save_option_commodity_min | def QA_SU_save_option_commodity_min(
client=DATABASE,
ui_log=None,
ui_progress=None
):
'''
:param client:
:return:
'''
# 测试中发现， 一起回去，容易出现错误，每次获取一个品种后 ，更换服务ip继续获取 ？
_save_option_commodity_cu_min(
client=client,
ui_log=ui_log,
ui_progress=ui... | python | def QA_SU_save_option_commodity_min(
client=DATABASE,
ui_log=None,
ui_progress=None
):
'''
:param client:
:return:
'''
# 测试中发现， 一起回去，容易出现错误，每次获取一个品种后 ，更换服务ip继续获取 ？
_save_option_commodity_cu_min(
client=client,
ui_log=ui_log,
ui_progress=ui... | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QASU/save_tdx.py | QA_SU_save_option_min | def QA_SU_save_option_min(client=DATABASE, ui_log=None, ui_progress=None):
'''
:param client:
:return:
'''
option_contract_list = QA_fetch_get_option_contract_time_to_market()
coll_option_min = client.option_day_min
coll_option_min.create_index(
[("code",
pymongo.ASCENDING)... | python | def QA_SU_save_option_min(client=DATABASE, ui_log=None, ui_progress=None):
'''
:param client:
:return:
'''
option_contract_list = QA_fetch_get_option_contract_time_to_market()
coll_option_min = client.option_day_min
coll_option_min.create_index(
[("code",
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QASU/save_tdx.py | QA_SU_save_option_day | def QA_SU_save_option_day(client=DATABASE, ui_log=None, ui_progress=None):
'''
:param client:
:return:
'''
option_contract_list = QA_fetch_get_option_50etf_contract_time_to_market()
coll_option_day = client.option_day
coll_option_day.create_index(
[("code",
pymongo.ASCENDIN... | python | def QA_SU_save_option_day(client=DATABASE, ui_log=None, ui_progress=None):
'''
:param client:
:return:
'''
option_contract_list = QA_fetch_get_option_50etf_contract_time_to_market()
coll_option_day = client.option_day
coll_option_day.create_index(
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QASU/save_tdx.py | QA_SU_save_future_day | def QA_SU_save_future_day(client=DATABASE, ui_log=None, ui_progress=None):
'''
save future_day
保存日线数据
:param client:
:param ui_log: 给GUI qt 界面使用
:param ui_progress: 给GUI qt 界面使用
:param ui_progress_int_value: 给GUI qt 界面使用
:return:
'''
future_list = [
item for item in QA_... | python | def QA_SU_save_future_day(client=DATABASE, ui_log=None, ui_progress=None):
'''
save future_day
保存日线数据
:param client:
:param ui_log: 给GUI qt 界面使用
:param ui_progress: 给GUI qt 界面使用
:param ui_progress_int_value: 给GUI qt 界面使用
:return:
'''
future_list = [
item for item in QA_... | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QASU/save_tdx.py | QA_SU_save_future_min | def QA_SU_save_future_min(client=DATABASE, ui_log=None, ui_progress=None):
"""save future_min
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
future_list = [
item for item in QA_fetch_get_future_list().code.unique().tolist()
if str(item)[-2:] in ['... | python | def QA_SU_save_future_min(client=DATABASE, ui_log=None, ui_progress=None):
"""save future_min
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
"""
future_list = [
item for item in QA_fetch_get_future_list().code.unique().tolist()
if str(item)[-2:] in ['... | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QACmd/__init__.py | CLI.do_shell | def do_shell(self, arg):
"run a shell commad"
print(">", arg)
sub_cmd = subprocess.Popen(arg, shell=True, stdout=subprocess.PIPE)
print(sub_cmd.communicate()[0]) | python | def do_shell(self, arg):
"run a shell commad"
print(">", arg)
sub_cmd = subprocess.Popen(arg, shell=True, stdout=subprocess.PIPE)
print(sub_cmd.communicate()[0]) | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery_Advance.py | QA_fetch_stock_min_adv | def QA_fetch_stock_min_adv(
code,
start, end=None,
frequence='1min',
if_drop_index=True,
# 🛠 todo collections 参数没有用到， 且数据库是固定的， 这个变量后期去掉
collections=DATABASE.stock_min):
'''
'获取股票分钟线'
:param code: 字符串str eg 600085
:param start: 字符串str 开始日期 eg 2011-01-01
... | python | def QA_fetch_stock_min_adv(
code,
start, end=None,
frequence='1min',
if_drop_index=True,
# 🛠 todo collections 参数没有用到， 且数据库是固定的， 这个变量后期去掉
collections=DATABASE.stock_min):
'''
'获取股票分钟线'
:param code: 字符串str eg 600085
:param start: 字符串str 开始日期 eg 2011-01-01
... | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery_Advance.py | QA_fetch_stock_day_full_adv | def QA_fetch_stock_day_full_adv(date):
'''
'返回全市场某一天的数据'
:param date:
:return: QA_DataStruct_Stock_day类 型数据
'''
# 🛠 todo 检查日期data参数
res = QA_fetch_stock_full(date, 'pd')
if res is None:
print("QA Error QA_fetch_stock_day_full_adv parameter date=%s call QA_fetch_stock_full return... | python | def QA_fetch_stock_day_full_adv(date):
'''
'返回全市场某一天的数据'
:param date:
:return: QA_DataStruct_Stock_day类 型数据
'''
# 🛠 todo 检查日期data参数
res = QA_fetch_stock_full(date, 'pd')
if res is None:
print("QA Error QA_fetch_stock_day_full_adv parameter date=%s call QA_fetch_stock_full return... | [
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:param date:
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] | bb1fe424e4108b62a1f712b81a05cf829297a5c0 | https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QAQuery_Advance.py#L185-L200 | train | QA_fetch_stock_day_full returns a new object | Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGL... |
QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery_Advance.py | QA_fetch_index_day_adv | def QA_fetch_index_day_adv(
code,
start, end=None,
if_drop_index=True,
# 🛠 todo collections 参数没有用到， 且数据库是固定的， 这个变量后期去掉
collections=DATABASE.index_day):
'''
:param code: code: 字符串str eg 600085
:param start: 字符串str 开始日期 eg 2011-01-01
:param end: 字符串str 结束日期 eg 2... | python | def QA_fetch_index_day_adv(
code,
start, end=None,
if_drop_index=True,
# 🛠 todo collections 参数没有用到， 且数据库是固定的， 这个变量后期去掉
collections=DATABASE.index_day):
'''
:param code: code: 字符串str eg 600085
:param start: 字符串str 开始日期 eg 2011-01-01
:param end: 字符串str 结束日期 eg 2... | [
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:param end: 字符串str 结束日期 eg 2011-05-01
:param if_drop_index: Ture False ， dataframe drop index or not
:param collections: mongodb 数据库
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery_Advance.py | QA_fetch_index_min_adv | def QA_fetch_index_min_adv(
code,
start, end=None,
frequence='1min',
if_drop_index=True,
collections=DATABASE.index_min):
'''
'获取股票分钟线'
:param code:
:param start:
:param end:
:param frequence:
:param if_drop_index:
:param collections:
:return:
... | python | def QA_fetch_index_min_adv(
code,
start, end=None,
frequence='1min',
if_drop_index=True,
collections=DATABASE.index_min):
'''
'获取股票分钟线'
:param code:
:param start:
:param end:
:param frequence:
:param if_drop_index:
:param collections:
:return:
... | [
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:param code:
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] | bb1fe424e4108b62a1f712b81a05cf829297a5c0 | https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QAQuery_Advance.py#L238-L290 | train | get the minimum index | Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGL... |
QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery_Advance.py | QA_fetch_stock_list_adv | def QA_fetch_stock_list_adv(collections=DATABASE.stock_list):
'''
'获取股票列表'
:param collections: mongodb 数据库
:return: DataFrame
'''
stock_list_items = QA_fetch_stock_list(collections)
if len(stock_list_items) == 0:
print("QA Error QA_fetch_stock_list_adv call item for item in collectio... | python | def QA_fetch_stock_list_adv(collections=DATABASE.stock_list):
'''
'获取股票列表'
:param collections: mongodb 数据库
:return: DataFrame
'''
stock_list_items = QA_fetch_stock_list(collections)
if len(stock_list_items) == 0:
print("QA Error QA_fetch_stock_list_adv call item for item in collectio... | [
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:param collections: mongodb 数据库
:return: DataFrame | [
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] | bb1fe424e4108b62a1f712b81a05cf829297a5c0 | https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QAQuery_Advance.py#L319-L329 | train | get all stock_list items from mongodb | Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGL... |
QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery_Advance.py | QA_fetch_index_list_adv | def QA_fetch_index_list_adv(collections=DATABASE.index_list):
'''
'获取股票列表'
:param collections: mongodb 数据库
:return: DataFrame
'''
index_list_items = QA_fetch_index_list(collections)
if len(index_list_items) == 0:
print("QA Error QA_fetch_index_list_adv call item for item in collectio... | python | def QA_fetch_index_list_adv(collections=DATABASE.index_list):
'''
'获取股票列表'
:param collections: mongodb 数据库
:return: DataFrame
'''
index_list_items = QA_fetch_index_list(collections)
if len(index_list_items) == 0:
print("QA Error QA_fetch_index_list_adv call item for item in collectio... | [
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:param collections: mongodb 数据库
:return: DataFrame | [
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] | bb1fe424e4108b62a1f712b81a05cf829297a5c0 | https://github.com/QUANTAXIS/QUANTAXIS/blob/bb1fe424e4108b62a1f712b81a05cf829297a5c0/QUANTAXIS/QAFetch/QAQuery_Advance.py#L332-L342 | train | get all index_list items from mongodb | Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGL... |
QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery_Advance.py | QA_fetch_future_day_adv | def QA_fetch_future_day_adv(
code,
start, end=None,
if_drop_index=True,
# 🛠 todo collections 参数没有用到， 且数据库是固定的， 这个变量后期去掉
collections=DATABASE.index_day):
'''
:param code: code: 字符串str eg 600085
:param start: 字符串str 开始日期 eg 2011-01-01
:param end: 字符串str 结束日期 eg ... | python | def QA_fetch_future_day_adv(
code,
start, end=None,
if_drop_index=True,
# 🛠 todo collections 参数没有用到， 且数据库是固定的， 这个变量后期去掉
collections=DATABASE.index_day):
'''
:param code: code: 字符串str eg 600085
:param start: 字符串str 开始日期 eg 2011-01-01
:param end: 字符串str 结束日期 eg ... | [
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:param end: 字符串str 结束日期 eg 2011-05-01
:param if_drop_index: Ture False ， dataframe drop index or not
:param collections: mongodb 数据库
:return: | [
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QUANTAXIS/QUANTAXIS | QUANTAXIS/QAFetch/QAQuery_Advance.py | QA_fetch_future_min_adv | def QA_fetch_future_min_adv(
code,
start, end=None,
frequence='1min',
if_drop_index=True,
collections=DATABASE.future_min):
'''
'获取股票分钟线'
:param code:
:param start:
:param end:
:param frequence:
:param if_drop_index:
:param collections:
:return... | python | def QA_fetch_future_min_adv(
code,
start, end=None,
frequence='1min',
if_drop_index=True,
collections=DATABASE.future_min):
'''
'获取股票分钟线'
:param code:
:param start:
:param end:
:param frequence:
:param if_drop_index:
:param collections:
:return... | [
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