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ricequant/rqalpha | rqalpha/mod/rqalpha_mod_sys_transaction_cost/deciders.py | StockTransactionCostDecider.get_trade_commission | def get_trade_commission(self, trade):
"""
计算手续费这个逻辑比较复杂，按照如下算法来计算：
1. 定义一个剩余手续费的概念，根据order_id存储在commission_map中，默认为min_commission
2. 当trade来时计算该trade产生的手续费cost_money
3. 如果cost_money > commission
3.1 如果commission 等于 min_commission，说明这是第一笔trade，此时，直接commission置0，返回c... | python | def get_trade_commission(self, trade):
"""
计算手续费这个逻辑比较复杂，按照如下算法来计算：
1. 定义一个剩余手续费的概念，根据order_id存储在commission_map中，默认为min_commission
2. 当trade来时计算该trade产生的手续费cost_money
3. 如果cost_money > commission
3.1 如果commission 等于 min_commission，说明这是第一笔trade，此时，直接commission置0，返回c... | [
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ricequant/rqalpha | rqalpha/mod/rqalpha_mod_sys_transaction_cost/deciders.py | HKStockTransactionCostDecider._get_tax | def _get_tax(self, order_book_id, _, cost_money):
"""
港交所收费项目繁多，按照如下逻辑计算税费：
1. 税费比例为 0.11%，不足 1 元按 1 元记，四舍五入保留两位小数（包括印花税、交易征费、交易系统使用费）。
2，五元固定费用（包括卖方收取的转手纸印花税、买方收取的过户费用）。
"""
instrument = Environment.get_instance().get_instrument(order_book_id)
if instrument.type ... | python | def _get_tax(self, order_book_id, _, cost_money):
"""
港交所收费项目繁多，按照如下逻辑计算税费：
1. 税费比例为 0.11%，不足 1 元按 1 元记，四舍五入保留两位小数（包括印花税、交易征费、交易系统使用费）。
2，五元固定费用（包括卖方收取的转手纸印花税、买方收取的过户费用）。
"""
instrument = Environment.get_instance().get_instrument(order_book_id)
if instrument.type ... | [
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] | ac40a62d4e7eca9494b4d0a14f46facf5616820c | https://github.com/ricequant/rqalpha/blob/ac40a62d4e7eca9494b4d0a14f46facf5616820c/rqalpha/mod/rqalpha_mod_sys_transaction_cost/deciders.py#L108-L122 | train |
ricequant/rqalpha | rqalpha/model/bar.py | BarObject.prev_close | def prev_close(self):
"""
[float] 昨日收盘价
"""
try:
return self._data['prev_close']
except (ValueError, KeyError):
pass
if self._prev_close is None:
trading_dt = Environment.get_instance().trading_dt
data_proxy = Environment.g... | python | def prev_close(self):
"""
[float] 昨日收盘价
"""
try:
return self._data['prev_close']
except (ValueError, KeyError):
pass
if self._prev_close is None:
trading_dt = Environment.get_instance().trading_dt
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ricequant/rqalpha | rqalpha/model/bar.py | BarObject._bar_status | def _bar_status(self):
"""
WARNING: 获取 bar_status 比较耗费性能，而且是lazy_compute，因此不要多次调用！！！！
"""
if self.isnan or np.isnan(self.limit_up):
return BAR_STATUS.ERROR
if self.close >= self.limit_up:
return BAR_STATUS.LIMIT_UP
if self.close <= self.limit_down:... | python | def _bar_status(self):
"""
WARNING: 获取 bar_status 比较耗费性能，而且是lazy_compute，因此不要多次调用！！！！
"""
if self.isnan or np.isnan(self.limit_up):
return BAR_STATUS.ERROR
if self.close >= self.limit_up:
return BAR_STATUS.LIMIT_UP
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ricequant/rqalpha | rqalpha/model/bar.py | BarObject.prev_settlement | def prev_settlement(self):
"""
[float] 昨日结算价（期货专用）
"""
try:
return self._data['prev_settlement']
except (ValueError, KeyError):
pass
if self._prev_settlement is None:
trading_dt = Environment.get_instance().trading_dt
data_... | python | def prev_settlement(self):
"""
[float] 昨日结算价（期货专用）
"""
try:
return self._data['prev_settlement']
except (ValueError, KeyError):
pass
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ricequant/rqalpha | rqalpha/api/api_base.py | submit_order | def submit_order(id_or_ins, amount, side, price=None, position_effect=None):
"""
通用下单函数，策略可以通过该函数自由选择参数下单。
:param id_or_ins: 下单标的物
:type id_or_ins: :class:`~Instrument` object | `str`
:param float amount: 下单量，需为正数
:param side: 多空方向，多（SIDE.BUY）或空（SIDE.SELL）
:type side: :class:`~SIDE` enum
... | python | def submit_order(id_or_ins, amount, side, price=None, position_effect=None):
"""
通用下单函数，策略可以通过该函数自由选择参数下单。
:param id_or_ins: 下单标的物
:type id_or_ins: :class:`~Instrument` object | `str`
:param float amount: 下单量，需为正数
:param side: 多空方向，多（SIDE.BUY）或空（SIDE.SELL）
:type side: :class:`~SIDE` enum
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ricequant/rqalpha | rqalpha/api/api_base.py | cancel_order | def cancel_order(order):
"""
撤单
:param order: 需要撤销的order对象
:type order: :class:`~Order` object
"""
env = Environment.get_instance()
if env.can_cancel_order(order):
env.broker.cancel_order(order)
return order | python | def cancel_order(order):
"""
撤单
:param order: 需要撤销的order对象
:type order: :class:`~Order` object
"""
env = Environment.get_instance()
if env.can_cancel_order(order):
env.broker.cancel_order(order)
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ricequant/rqalpha | rqalpha/api/api_base.py | update_universe | def update_universe(id_or_symbols):
"""
该方法用于更新现在关注的证券的集合（e.g.：股票池）。PS：会在下一个bar事件触发时候产生（新的关注的股票池更新）效果。并且update_universe会是覆盖（overwrite）的操作而不是在已有的股票池的基础上进行增量添加。比如已有的股票池为['000001.XSHE', '000024.XSHE']然后调用了update_universe(['000030.XSHE'])之后，股票池就会变成000030.XSHE一个股票了，随后的数据更新也只会跟踪000030.XSHE这一个股票了。
:param id_or_sy... | python | def update_universe(id_or_symbols):
"""
该方法用于更新现在关注的证券的集合（e.g.：股票池）。PS：会在下一个bar事件触发时候产生（新的关注的股票池更新）效果。并且update_universe会是覆盖（overwrite）的操作而不是在已有的股票池的基础上进行增量添加。比如已有的股票池为['000001.XSHE', '000024.XSHE']然后调用了update_universe(['000030.XSHE'])之后，股票池就会变成000030.XSHE一个股票了，随后的数据更新也只会跟踪000030.XSHE这一个股票了。
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ricequant/rqalpha | rqalpha/api/api_base.py | subscribe | def subscribe(id_or_symbols):
"""
订阅合约行情。该操作会导致合约池内合约的增加，从而影响handle_bar中处理bar数据的数量。
需要注意，用户在初次编写策略时候需要首先订阅合约行情，否则handle_bar不会被触发。
:param id_or_symbols: 标的物
:type id_or_symbols: :class:`~Instrument` object | `str` | List[:class:`~Instrument`] | List[`str`]
"""
current_universe = Environment... | python | def subscribe(id_or_symbols):
"""
订阅合约行情。该操作会导致合约池内合约的增加，从而影响handle_bar中处理bar数据的数量。
需要注意，用户在初次编写策略时候需要首先订阅合约行情，否则handle_bar不会被触发。
:param id_or_symbols: 标的物
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ricequant/rqalpha | rqalpha/api/api_base.py | unsubscribe | def unsubscribe(id_or_symbols):
"""
取消订阅合约行情。取消订阅会导致合约池内合约的减少，如果当前合约池中没有任何合约，则策略直接退出。
:param id_or_symbols: 标的物
:type id_or_symbols: :class:`~Instrument` object | `str` | List[:class:`~Instrument`] | List[`str`]
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current_universe = Environment.get_instance().get_universe()
if isinstance(... | python | def unsubscribe(id_or_symbols):
"""
取消订阅合约行情。取消订阅会导致合约池内合约的减少，如果当前合约池中没有任何合约，则策略直接退出。
:param id_or_symbols: 标的物
:type id_or_symbols: :class:`~Instrument` object | `str` | List[:class:`~Instrument`] | List[`str`]
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] | ac40a62d4e7eca9494b4d0a14f46facf5616820c | https://github.com/ricequant/rqalpha/blob/ac40a62d4e7eca9494b4d0a14f46facf5616820c/rqalpha/api/api_base.py#L387-L407 | train |
ricequant/rqalpha | rqalpha/api/api_base.py | get_yield_curve | def get_yield_curve(date=None, tenor=None):
"""
获取某个国家市场指定日期的收益率曲线水平。
数据为2002年至今的中债国债收益率曲线，来源于中央国债登记结算有限责任公司。
:param date: 查询日期，默认为策略当前日期前一天
:type date: `str` | `date` | `datetime` | `pandas.Timestamp`
:param str tenor: 标准期限，'0S' - 隔夜，'1M' - 1个月，'1Y' - 1年，默认为全部期限
:return: `pandas.DataFra... | python | def get_yield_curve(date=None, tenor=None):
"""
获取某个国家市场指定日期的收益率曲线水平。
数据为2002年至今的中债国债收益率曲线，来源于中央国债登记结算有限责任公司。
:param date: 查询日期，默认为策略当前日期前一天
:type date: `str` | `date` | `datetime` | `pandas.Timestamp`
:param str tenor: 标准期限，'0S' - 隔夜，'1M' - 1个月，'1Y' - 1年，默认为全部期限
:return: `pandas.DataFra... | [
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:example:
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"获取某个国家市场指定日期的收益率曲线水平。"
] | ac40a62d4e7eca9494b4d0a14f46facf5616820c | https://github.com/ricequant/rqalpha/blob/ac40a62d4e7eca9494b4d0a14f46facf5616820c/rqalpha/api/api_base.py#L423-L465 | train |
ricequant/rqalpha | rqalpha/api/api_base.py | history_bars | def history_bars(
order_book_id,
bar_count,
frequency,
fields=None,
skip_suspended=True,
include_now=False,
adjust_type="pre",
):
"""
获取指定合约的历史行情，同时支持日以及分钟历史数据。不能在init中调用。 注意，该API会自动跳过停牌数据。
日回测获取分钟历史数据：不支持
日回测获取日历史数据
========================= ========================... | python | def history_bars(
order_book_id,
bar_count,
frequency,
fields=None,
skip_suspended=True,
include_now=False,
adjust_type="pre",
):
"""
获取指定合约的历史行情，同时支持日以及分钟历史数据。不能在init中调用。 注意，该API会自动跳过停牌数据。
日回测获取分钟历史数据：不支持
日回测获取日历史数据
========================= ========================... | [
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日回测获取分钟历史数据：不支持
日回测获取日历史数据
========================= ===================================================
调用时间 返回数据
========================= ===================================================
T日before_trading ... | [
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] | ac40a62d4e7eca9494b4d0a14f46facf5616820c | https://github.com/ricequant/rqalpha/blob/ac40a62d4e7eca9494b4d0a14f46facf5616820c/rqalpha/api/api_base.py#L487-L612 | train |
ricequant/rqalpha | rqalpha/api/api_base.py | all_instruments | def all_instruments(type=None, date=None):
"""
获取某个国家市场的所有合约信息。使用者可以通过这一方法很快地对合约信息有一个快速了解，目前仅支持中国市场。
:param str type: 需要查询合约类型，例如：type='CS'代表股票。默认是所有类型
:param date: 查询时间点
:type date: `str` | `datetime` | `date`
:return: `pandas DataFrame` 所有合约的基本信息。
其中type参数传入的合约类型和对应的解释如下：
=======... | python | def all_instruments(type=None, date=None):
"""
获取某个国家市场的所有合约信息。使用者可以通过这一方法很快地对合约信息有一个快速了解，目前仅支持中国市场。
:param str type: 需要查询合约类型，例如：type='CS'代表股票。默认是所有类型
:param date: 查询时间点
:type date: `str` | `datetime` | `date`
:return: `pandas DataFrame` 所有合约的基本信息。
其中type参数传入的合约类型和对应的解释如下：
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其中type参数传入的合约类型和对应的解释如下：
========================= ==================================... | [
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] | ac40a62d4e7eca9494b4d0a14f46facf5616820c | https://github.com/ricequant/rqalpha/blob/ac40a62d4e7eca9494b4d0a14f46facf5616820c/rqalpha/api/api_base.py#L630-L707 | train |
ricequant/rqalpha | rqalpha/api/api_base.py | current_snapshot | def current_snapshot(id_or_symbol):
"""
获得当前市场快照数据。只能在日内交易阶段调用，获取当日调用时点的市场快照数据。
市场快照数据记录了每日从开盘到当前的数据信息，可以理解为一个动态的day bar数据。
在目前分钟回测中，快照数据为当日所有分钟线累积而成，一般情况下，最后一个分钟线获取到的快照数据应当与当日的日线行情保持一致。
需要注意，在实盘模拟中，该函数返回的是调用当时的市场快照情况，所以在同一个handle_bar中不同时点调用可能返回的数据不同。
如果当日截止到调用时候对应股票没有任何成交，那么snapshot中的close, hig... | python | def current_snapshot(id_or_symbol):
"""
获得当前市场快照数据。只能在日内交易阶段调用，获取当日调用时点的市场快照数据。
市场快照数据记录了每日从开盘到当前的数据信息，可以理解为一个动态的day bar数据。
在目前分钟回测中，快照数据为当日所有分钟线累积而成，一般情况下，最后一个分钟线获取到的快照数据应当与当日的日线行情保持一致。
需要注意，在实盘模拟中，该函数返回的是调用当时的市场快照情况，所以在同一个handle_bar中不同时点调用可能返回的数据不同。
如果当日截止到调用时候对应股票没有任何成交，那么snapshot中的close, hig... | [
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ricequant/rqalpha | rqalpha/mod/rqalpha_mod_sys_accounts/account_model/stock_account.py | StockAccount.dividend_receivable | def dividend_receivable(self):
"""
[float] 投资组合在分红现金收到账面之前的应收分红部分。具体细节在分红部分
"""
return sum(d['quantity'] * d['dividend_per_share'] for d in six.itervalues(self._dividend_receivable)) | python | def dividend_receivable(self):
"""
[float] 投资组合在分红现金收到账面之前的应收分红部分。具体细节在分红部分
"""
return sum(d['quantity'] * d['dividend_per_share'] for d in six.itervalues(self._dividend_receivable)) | [
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ricequant/rqalpha | rqalpha/interface.py | AbstractDataSource.history_bars | def history_bars(self, instrument, bar_count, frequency, fields, dt, skip_suspended=True,
include_now=False, adjust_type='pre', adjust_orig=None):
"""
获取历史数据
:param instrument: 合约对象
:type instrument: :class:`~Instrument`
:param int bar_count: 获取的历史数据数量
... | python | def history_bars(self, instrument, bar_count, frequency, fields, dt, skip_suspended=True,
include_now=False, adjust_type='pre', adjust_orig=None):
"""
获取历史数据
:param instrument: 合约对象
:type instrument: :class:`~Instrument`
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ricequant/rqalpha | rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py | order_shares | def order_shares(id_or_ins, amount, price=None, style=None):
"""
落指定股数的买/卖单，最常见的落单方式之一。如有需要落单类型当做一个参量传入，如果忽略掉落单类型，那么默认是市价单（market order）。
:param id_or_ins: 下单标的物
:type id_or_ins: :class:`~Instrument` object | `str`
:param int amount: 下单量, 正数代表买入，负数代表卖出。将会根据一手xx股来向下调整到一手的倍数，比如中国A股就是调整成100股的倍数。
... | python | def order_shares(id_or_ins, amount, price=None, style=None):
"""
落指定股数的买/卖单，最常见的落单方式之一。如有需要落单类型当做一个参量传入，如果忽略掉落单类型，那么默认是市价单（market order）。
:param id_or_ins: 下单标的物
:type id_or_ins: :class:`~Instrument` object | `str`
:param int amount: 下单量, 正数代表买入，负数代表卖出。将会根据一手xx股来向下调整到一手的倍数，比如中国A股就是调整成100股的倍数。
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] | ac40a62d4e7eca9494b4d0a14f46facf5616820c | https://github.com/ricequant/rqalpha/blob/ac40a62d4e7eca9494b4d0a14f46facf5616820c/rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py#L68-L139 | train |
ricequant/rqalpha | rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py | order_lots | def order_lots(id_or_ins, amount, price=None, style=None):
"""
指定手数发送买/卖单。如有需要落单类型当做一个参量传入，如果忽略掉落单类型，那么默认是市价单（market order）。
:param id_or_ins: 下单标的物
:type id_or_ins: :class:`~Instrument` object | `str`
:param int amount: 下单量, 正数代表买入，负数代表卖出。将会根据一手xx股来向下调整到一手的倍数，比如中国A股就是调整成100股的倍数。
:param float... | python | def order_lots(id_or_ins, amount, price=None, style=None):
"""
指定手数发送买/卖单。如有需要落单类型当做一个参量传入，如果忽略掉落单类型，那么默认是市价单（market order）。
:param id_or_ins: 下单标的物
:type id_or_ins: :class:`~Instrument` object | `str`
:param int amount: 下单量, 正数代表买入，负数代表卖出。将会根据一手xx股来向下调整到一手的倍数，比如中国A股就是调整成100股的倍数。
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] | ac40a62d4e7eca9494b4d0a14f46facf5616820c | https://github.com/ricequant/rqalpha/blob/ac40a62d4e7eca9494b4d0a14f46facf5616820c/rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py#L162-L194 | train |
ricequant/rqalpha | rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py | order_value | def order_value(id_or_ins, cash_amount, price=None, style=None):
"""
使用想要花费的金钱买入/卖出股票，而不是买入/卖出想要的股数，正数代表买入，负数代表卖出。股票的股数总是会被调整成对应的100的倍数（在A中国A股市场1手是100股）。如果资金不足，该API将不会创建发送订单。
需要注意：
当您提交一个买单时，cash_amount 代表的含义是您希望买入股票消耗的金额（包含税费），最终买入的股数不仅和发单的价格有关，还和税费相关的参数设置有关。
当您提交一个卖单时，cash_amount 代表的意义是您希望卖出股票的总价... | python | def order_value(id_or_ins, cash_amount, price=None, style=None):
"""
使用想要花费的金钱买入/卖出股票，而不是买入/卖出想要的股数，正数代表买入，负数代表卖出。股票的股数总是会被调整成对应的100的倍数（在A中国A股市场1手是100股）。如果资金不足，该API将不会创建发送订单。
需要注意：
当您提交一个买单时，cash_amount 代表的含义是您希望买入股票消耗的金额（包含税费），最终买入的股数不仅和发单的价格有关，还和税费相关的参数设置有关。
当您提交一个卖单时，cash_amount 代表的意义是您希望卖出股票的总价... | [
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需要注意：
当您提交一个买单时，cash_amount 代表的含义是您希望买入股票消耗的金额（包含税费），最终买入的股数不仅和发单的价格有关，还和税费相关的参数设置有关。
当您提交一个卖单时，cash_amount 代表的意义是您希望卖出股票的总价值。如果金额超出了您所持有股票的价值，那么您将卖出所有股票。
:param id_or_ins: 下单标的物
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] | ac40a62d4e7eca9494b4d0a14f46facf5616820c | https://github.com/ricequant/rqalpha/blob/ac40a62d4e7eca9494b4d0a14f46facf5616820c/rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py#L206-L282 | train |
ricequant/rqalpha | rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py | order_percent | def order_percent(id_or_ins, percent, price=None, style=None):
"""
发送一个花费价值等于目前投资组合（市场价值和目前现金的总和）一定百分比现金的买/卖单，正数代表买，负数代表卖。股票的股数总是会被调整成对应的一手的股票数的倍数（1手是100股）。百分比是一个小数，并且小于或等于1（<=100%），0.5表示的是50%.需要注意，如果资金不足，该API将不会创建发送订单。
需要注意：
发送买单时，percent 代表的是期望买入股票消耗的金额（包含税费）占投资组合总权益的比例。
发送卖单时，percent 代表的是期望卖出的股票... | python | def order_percent(id_or_ins, percent, price=None, style=None):
"""
发送一个花费价值等于目前投资组合（市场价值和目前现金的总和）一定百分比现金的买/卖单，正数代表买，负数代表卖。股票的股数总是会被调整成对应的一手的股票数的倍数（1手是100股）。百分比是一个小数，并且小于或等于1（<=100%），0.5表示的是50%.需要注意，如果资金不足，该API将不会创建发送订单。
需要注意：
发送买单时，percent 代表的是期望买入股票消耗的金额（包含税费）占投资组合总权益的比例。
发送卖单时，percent 代表的是期望卖出的股票... | [
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发送卖单时，percent 代表的是期望卖出的股票总价值占投资组合总权益的比例。
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ricequant/rqalpha | rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py | order_target_value | def order_target_value(id_or_ins, cash_amount, price=None, style=None):
"""
买入/卖出并且自动调整该证券的仓位到一个目标价值。
加仓时，cash_amount 代表现有持仓的价值加上即将花费（包含税费）的现金的总价值。
减仓时，cash_amount 代表调整仓位的目标价至。
需要注意，如果资金不足，该API将不会创建发送订单。
:param id_or_ins: 下单标的物
:type id_or_ins: :class:`~Instrument` object | `str` | List[:c... | python | def order_target_value(id_or_ins, cash_amount, price=None, style=None):
"""
买入/卖出并且自动调整该证券的仓位到一个目标价值。
加仓时，cash_amount 代表现有持仓的价值加上即将花费（包含税费）的现金的总价值。
减仓时，cash_amount 代表调整仓位的目标价至。
需要注意，如果资金不足，该API将不会创建发送订单。
:param id_or_ins: 下单标的物
:type id_or_ins: :class:`~Instrument` object | `str` | List[:c... | [
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减仓时，cash_amount 代表调整仓位的目标价至。
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] | ac40a62d4e7eca9494b4d0a14f46facf5616820c | https://github.com/ricequant/rqalpha/blob/ac40a62d4e7eca9494b4d0a14f46facf5616820c/rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py#L338-L380 | train |
ricequant/rqalpha | rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py | order_target_percent | def order_target_percent(id_or_ins, percent, price=None, style=None):
"""
买入/卖出证券以自动调整该证券的仓位到占有一个目标价值。
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其实我们需要计算一个position_to_adjust (即应该调整的仓位)
`position_to_adjust = target_position - current_posit... | python | def order_target_percent(id_or_ins, percent, price=None, style=None):
"""
买入/卖出证券以自动调整该证券的仓位到占有一个目标价值。
加仓时，percent 代表证券已有持仓的价值加上即将花费的现金（包含税费）的总值占当前投资组合总价值的比例。
减仓时，percent 代表证券将被调整到的目标价至占当前投资组合总价值的比例。
其实我们需要计算一个position_to_adjust (即应该调整的仓位)
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投资组合价值等于所有已有仓位的价值和剩余现金的总和。买/卖单会被下舍入一手股数（A股是100的倍数）的倍数。目标百分比应该是一个小数，并且最大值... | [
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] | ac40a62d4e7eca9494b4d0a14f46facf5616820c | https://github.com/ricequant/rqalpha/blob/ac40a62d4e7eca9494b4d0a14f46facf5616820c/rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py#L392-L445 | train |
ricequant/rqalpha | rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py | is_suspended | def is_suspended(order_book_id, count=1):
"""
判断某只股票是否全天停牌。
:param str order_book_id: 某只股票的代码或股票代码，可传入单只股票的order_book_id, symbol
:param int count: 回溯获取的数据个数。默认为当前能够获取到的最近的数据
:return: count为1时 `bool`; count>1时 `pandas.DataFrame`
"""
dt = Environment.get_instance().calendar_dt.date()
or... | python | def is_suspended(order_book_id, count=1):
"""
判断某只股票是否全天停牌。
:param str order_book_id: 某只股票的代码或股票代码，可传入单只股票的order_book_id, symbol
:param int count: 回溯获取的数据个数。默认为当前能够获取到的最近的数据
:return: count为1时 `bool`; count>1时 `pandas.DataFrame`
"""
dt = Environment.get_instance().calendar_dt.date()
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ricequant/rqalpha | rqalpha/__main__.py | update_bundle | def update_bundle(data_bundle_path, locale):
"""
Sync Data Bundle
"""
import rqalpha.utils.bundle_helper
rqalpha.utils.bundle_helper.update_bundle(data_bundle_path, locale) | python | def update_bundle(data_bundle_path, locale):
"""
Sync Data Bundle
"""
import rqalpha.utils.bundle_helper
rqalpha.utils.bundle_helper.update_bundle(data_bundle_path, locale) | [
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ricequant/rqalpha | rqalpha/__main__.py | run | def run(**kwargs):
"""
Start to run a strategy
"""
config_path = kwargs.get('config_path', None)
if config_path is not None:
config_path = os.path.abspath(config_path)
kwargs.pop('config_path')
if not kwargs.get('base__securities', None):
kwargs.pop('base__securities', No... | python | def run(**kwargs):
"""
Start to run a strategy
"""
config_path = kwargs.get('config_path', None)
if config_path is not None:
config_path = os.path.abspath(config_path)
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ricequant/rqalpha | rqalpha/__main__.py | examples | def examples(directory):
"""
Generate example strategies to target folder
"""
source_dir = os.path.join(os.path.dirname(os.path.realpath(__file__)), "examples")
try:
shutil.copytree(source_dir, os.path.join(directory, "examples"))
except OSError as e:
if e.errno == errno.EEXIST:... | python | def examples(directory):
"""
Generate example strategies to target folder
"""
source_dir = os.path.join(os.path.dirname(os.path.realpath(__file__)), "examples")
try:
shutil.copytree(source_dir, os.path.join(directory, "examples"))
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ricequant/rqalpha | rqalpha/__main__.py | generate_config | def generate_config(directory):
"""
Generate default config file
"""
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target_config_path = os.path.abspath(os.path.join(directory, 'config.yml'))
shutil.copy(default_config, target_config_path)
six.print_... | python | def generate_config(directory):
"""
Generate default config file
"""
default_config = os.path.join(os.path.dirname(os.path.realpath(__file__)), "config.yml")
target_config_path = os.path.abspath(os.path.join(directory, 'config.yml'))
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ricequant/rqalpha | rqalpha/__main__.py | mod | def mod(cmd, params):
"""
Mod management command
rqalpha mod list \n
rqalpha mod install xxx \n
rqalpha mod uninstall xxx \n
rqalpha mod enable xxx \n
rqalpha mod disable xxx \n
"""
def list(params):
"""
List all mod configuration
"""
from tabulate i... | python | def mod(cmd, params):
"""
Mod management command
rqalpha mod list \n
rqalpha mod install xxx \n
rqalpha mod uninstall xxx \n
rqalpha mod enable xxx \n
rqalpha mod disable xxx \n
"""
def list(params):
"""
List all mod configuration
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ricequant/rqalpha | rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py | plot | def plot(result_pickle_file_path, show, plot_save_file):
"""
[sys_analyser] draw result DataFrame
"""
import pandas as pd
from .plot import plot_result
result_dict = pd.read_pickle(result_pickle_file_path)
plot_result(result_dict, show, plot_save_file) | python | def plot(result_pickle_file_path, show, plot_save_file):
"""
[sys_analyser] draw result DataFrame
"""
import pandas as pd
from .plot import plot_result
result_dict = pd.read_pickle(result_pickle_file_path)
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ricequant/rqalpha | rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py | report | def report(result_pickle_file_path, target_report_csv_path):
"""
[sys_analyser] Generate report from backtest output file
"""
import pandas as pd
result_dict = pd.read_pickle(result_pickle_file_path)
from .report import generate_report
generate_report(result_dict, target_report_csv_path) | python | def report(result_pickle_file_path, target_report_csv_path):
"""
[sys_analyser] Generate report from backtest output file
"""
import pandas as pd
result_dict = pd.read_pickle(result_pickle_file_path)
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ricequant/rqalpha | rqalpha/mod/rqalpha_mod_sys_accounts/account_model/future_account.py | FutureAccount.margin | def margin(self):
"""
[float] 总保证金
"""
return sum(position.margin for position in six.itervalues(self._positions)) | python | def margin(self):
"""
[float] 总保证金
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ricequant/rqalpha | rqalpha/mod/rqalpha_mod_sys_accounts/account_model/future_account.py | FutureAccount.buy_margin | def buy_margin(self):
"""
[float] 买方向保证金
"""
return sum(position.buy_margin for position in six.itervalues(self._positions)) | python | def buy_margin(self):
"""
[float] 买方向保证金
"""
return sum(position.buy_margin for position in six.itervalues(self._positions)) | [
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ricequant/rqalpha | rqalpha/mod/rqalpha_mod_sys_accounts/account_model/future_account.py | FutureAccount.sell_margin | def sell_margin(self):
"""
[float] 卖方向保证金
"""
return sum(position.sell_margin for position in six.itervalues(self._positions)) | python | def sell_margin(self):
"""
[float] 卖方向保证金
"""
return sum(position.sell_margin for position in six.itervalues(self._positions)) | [
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ricequant/rqalpha | rqalpha/mod/rqalpha_mod_sys_accounts/account_model/future_account.py | FutureAccount.holding_pnl | def holding_pnl(self):
"""
[float] 浮动盈亏
"""
return sum(position.holding_pnl for position in six.itervalues(self._positions)) | python | def holding_pnl(self):
"""
[float] 浮动盈亏
"""
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ricequant/rqalpha | rqalpha/mod/rqalpha_mod_sys_accounts/account_model/future_account.py | FutureAccount.realized_pnl | def realized_pnl(self):
"""
[float] 平仓盈亏
"""
return sum(position.realized_pnl for position in six.itervalues(self._positions)) | python | def realized_pnl(self):
"""
[float] 平仓盈亏
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ricequant/rqalpha | rqalpha/api/api_extension.py | order | def order(order_book_id, quantity, price=None, style=None):
"""
全品种通用智能调仓函数
如果不指定 price, 则相当于下 MarketOrder
如果 order_book_id 是股票，等同于调用 order_shares
如果 order_book_id 是期货，则进行智能下单:
* quantity 表示调仓量
* 如果 quantity 为正数，则先平 Sell 方向仓位，再开 Buy 方向仓位
* 如果 quantity 为负数，则先平 Buy 反向... | python | def order(order_book_id, quantity, price=None, style=None):
"""
全品种通用智能调仓函数
如果不指定 price, 则相当于下 MarketOrder
如果 order_book_id 是股票，等同于调用 order_shares
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* 如果 quantity 为正数，则先平 Sell 方向仓位，再开 Buy 方向仓位
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elastic/elasticsearch-py | elasticsearch/client/xpack/sql.py | SqlClient.clear_cursor | def clear_cursor(self, body, params=None):
"""
`<Clear SQL cursor>`_
:arg body: Specify the cursor value in the `cursor` element to clean the
cursor.
"""
if body in SKIP_IN_PATH:
raise ValueError("Empty value passed for a required argument 'body'.")
... | python | def clear_cursor(self, body, params=None):
"""
`<Clear SQL cursor>`_
:arg body: Specify the cursor value in the `cursor` element to clean the
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"""
if body in SKIP_IN_PATH:
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elastic/elasticsearch-py | elasticsearch/client/xpack/sql.py | SqlClient.query | def query(self, body, params=None):
"""
`<Execute SQL>`_
:arg body: Use the `query` element to start a query. Use the `cursor`
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:arg format: a short version of the Accept header, e.g. json, yaml
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"""
`<Execute SQL>`_
:arg body: Use the `query` element to start a query. Use the `cursor`
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elastic/elasticsearch-py | elasticsearch/client/xpack/sql.py | SqlClient.translate | def translate(self, body, params=None):
"""
`<Translate SQL into Elasticsearch queries>`_
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"""
if body in SKIP_IN_PATH:
raise ValueError("Empty value passed for a required argument 'body'.")
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`<Translate SQL into Elasticsearch queries>`_
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elastic/elasticsearch-py | elasticsearch/connection/base.py | Connection.log_request_success | def log_request_success(self, method, full_url, path, body, status_code, response, duration):
""" Log a successful API call. """
# TODO: optionally pass in params instead of full_url and do urlencode only when needed
# body has already been serialized to utf-8, deserialize it for logging
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elastic/elasticsearch-py | elasticsearch/connection/base.py | Connection.log_request_fail | def log_request_fail(self, method, full_url, path, body, duration, status_code=None, response=None, exception=None):
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elastic/elasticsearch-py | elasticsearch/connection/base.py | Connection._raise_error | def _raise_error(self, status_code, raw_data):
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error_message = raw_data
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additional_info = json.loads(raw_data)
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elastic/elasticsearch-py | elasticsearch/client/__init__.py | _normalize_hosts | def _normalize_hosts(hosts):
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Helper function to transform hosts argument to
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# if hosts are empty, just defer to defaults down the line
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# passed in just one string
if isinstance(hosts,... | python | def _normalize_hosts(hosts):
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Helper function to transform hosts argument to
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elastic/elasticsearch-py | elasticsearch/client/__init__.py | Elasticsearch.ping | def ping(self, params=None):
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Returns True if the cluster is up, False otherwise.
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"""
try:
return self.transport.perform_request("HEAD", "/", params=params)
except TransportError:
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Returns True if the cluster is up, False otherwise.
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elastic/elasticsearch-py | elasticsearch/client/__init__.py | Elasticsearch.mget | def mget(self, body, doc_type=None, index=None, params=None):
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Get multiple documents based on an index, type (optional) and ids.
`<http://www.elastic.co/guide/en/elasticsearch/reference/current/docs-multi-get.html>`_
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"""
Get multiple documents based on an index, type (optional) and ids.
`<http://www.elastic.co/guide/en/elasticsearch/reference/current/docs-multi-get.html>`_
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elastic/elasticsearch-py | elasticsearch/client/__init__.py | Elasticsearch.update | def update(self, index, id, doc_type="_doc", body=None, params=None):
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Update a document based on a script or partial data provided.
`<http://www.elastic.co/guide/en/elasticsearch/reference/current/docs-update.html>`_
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Update a document based on a script or partial data provided.
`<http://www.elastic.co/guide/en/elasticsearch/reference/current/docs-update.html>`_
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elastic/elasticsearch-py | elasticsearch/client/__init__.py | Elasticsearch.search | def search(self, index=None, body=None, params=None):
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Execute a search query and get back search hits that match the query.
`<http://www.elastic.co/guide/en/elasticsearch/reference/current/search-search.html>`_
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Execute a search query and get back search hits that match the query.
`<http://www.elastic.co/guide/en/elasticsearch/reference/current/search-search.html>`_
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elastic/elasticsearch-py | elasticsearch/client/__init__.py | Elasticsearch.reindex | def reindex(self, body, params=None):
"""
Reindex all documents from one index to another.
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/docs-reindex.html>`_
:arg body: The search definition using the Query DSL and the prototype
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Reindex all documents from one index to another.
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elastic/elasticsearch-py | elasticsearch/client/__init__.py | Elasticsearch.reindex_rethrottle | def reindex_rethrottle(self, task_id=None, params=None):
"""
Change the value of ``requests_per_second`` of a running ``reindex`` task.
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/docs-reindex.html>`_
:arg task_id: The task id to rethrottle
:arg requests_pe... | python | def reindex_rethrottle(self, task_id=None, params=None):
"""
Change the value of ``requests_per_second`` of a running ``reindex`` task.
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/docs-reindex.html>`_
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elastic/elasticsearch-py | elasticsearch/client/__init__.py | Elasticsearch.search_shards | def search_shards(self, index=None, params=None):
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`<http://... | python | def search_shards(self, index=None, params=None):
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The search shards api returns the indices and shards that a search
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elastic/elasticsearch-py | elasticsearch/client/__init__.py | Elasticsearch.search_template | def search_template(self, index=None, body=None, params=None):
"""
A query that accepts a query template and a map of key/value pairs to
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`<http://www.elastic.co/guide/en/elasticsearch/reference/current/search-template.html>`_
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A query that accepts a query template and a map of key/value pairs to
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`<http://www.elastic.co/guide/en/elasticsearch/reference/current/search-template.html>`_
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elastic/elasticsearch-py | elasticsearch/client/__init__.py | Elasticsearch.scroll | def scroll(self, scroll_id=None, body=None, params=None):
"""
Scroll a search request created by specifying the scroll parameter.
`<http://www.elastic.co/guide/en/elasticsearch/reference/current/search-request-scroll.html>`_
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:arg body: The scroll ID... | python | def scroll(self, scroll_id=None, body=None, params=None):
"""
Scroll a search request created by specifying the scroll parameter.
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elastic/elasticsearch-py | elasticsearch/client/__init__.py | Elasticsearch.mtermvectors | def mtermvectors(self, doc_type=None, index=None, body=None, params=None):
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Multi termvectors API allows to get multiple termvectors based on an
index, type and id.
`<http://www.elastic.co/guide/en/elasticsearch/reference/current/docs-multi-termvectors.html>`_
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Multi termvectors API allows to get multiple termvectors based on an
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`<http://www.elastic.co/guide/en/elasticsearch/reference/current/docs-multi-termvectors.html>`_
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elastic/elasticsearch-py | elasticsearch/client/__init__.py | Elasticsearch.put_script | def put_script(self, id, body, context=None, params=None):
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Create a script in given language with specified ID.
`<http://www.elastic.co/guide/en/elasticsearch/reference/current/modules-scripting.html>`_
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:arg body: The document
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elastic/elasticsearch-py | elasticsearch/client/__init__.py | Elasticsearch.render_search_template | def render_search_template(self, id=None, body=None, params=None):
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elastic/elasticsearch-py | elasticsearch/client/__init__.py | Elasticsearch.msearch_template | def msearch_template(self, body, index=None, params=None):
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elastic/elasticsearch-py | elasticsearch/client/__init__.py | Elasticsearch.field_caps | def field_caps(self, index=None, body=None, params=None):
"""
The field capabilities API allows to retrieve the capabilities of fields among multiple indices.
`<http://www.elastic.co/guide/en/elasticsearch/reference/current/search-field-caps.html>`_
:arg index: A list of index names, or... | python | def field_caps(self, index=None, body=None, params=None):
"""
The field capabilities API allows to retrieve the capabilities of fields among multiple indices.
`<http://www.elastic.co/guide/en/elasticsearch/reference/current/search-field-caps.html>`_
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elastic/elasticsearch-py | elasticsearch/client/xpack/monitoring.py | MonitoringClient.bulk | def bulk(self, body, doc_type=None, params=None):
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`<http://www.elastic.co/guide/en/monitoring/current/appendix-api-bulk.html>`_
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`<http://www.elastic.co/guide/en/monitoring/current/appendix-api-bulk.html>`_
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elastic/elasticsearch-py | elasticsearch/transport.py | Transport.add_connection | def add_connection(self, host):
"""
Create a new :class:`~elasticsearch.Connection` instance and add it to the pool.
:arg host: kwargs that will be used to create the instance
"""
self.hosts.append(host)
self.set_connections(self.hosts) | python | def add_connection(self, host):
"""
Create a new :class:`~elasticsearch.Connection` instance and add it to the pool.
:arg host: kwargs that will be used to create the instance
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elastic/elasticsearch-py | elasticsearch/transport.py | Transport.get_connection | def get_connection(self):
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if self.sniffer_timeout:
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elastic/elasticsearch-py | elasticsearch/transport.py | Transport.mark_dead | def mark_dead(self, connection):
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Mark a connection as dead (failed) in the connection pool. If sniffing
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:arg connection: instance of :class:`~elasticsearch.Connection` that failed
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Mark a connection as dead (failed) in the connection pool. If sniffing
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elastic/elasticsearch-py | elasticsearch/client/xpack/security.py | SecurityClient.change_password | def change_password(self, body, username=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-change-password.html>`_
:arg body: the new password for the user
:arg username: The username of the user to change the password for
:ar... | python | def change_password(self, body, username=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-change-password.html>`_
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elastic/elasticsearch-py | elasticsearch/client/xpack/security.py | SecurityClient.clear_cached_realms | def clear_cached_realms(self, realms, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-clear-cache.html>`_
:arg realms: Comma-separated list of realms to clear
:arg usernames: Comma-separated list of usernames to clear from the
... | python | def clear_cached_realms(self, realms, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-clear-cache.html>`_
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elastic/elasticsearch-py | elasticsearch/client/xpack/security.py | SecurityClient.clear_cached_roles | def clear_cached_roles(self, name, params=None):
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elastic/elasticsearch-py | elasticsearch/client/xpack/security.py | SecurityClient.create_api_key | def create_api_key(self, body, params=None):
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`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-create-api-key.html>`_
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elastic/elasticsearch-py | elasticsearch/client/xpack/security.py | SecurityClient.delete_privileges | def delete_privileges(self, application, name, params=None):
"""
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elastic/elasticsearch-py | elasticsearch/client/xpack/security.py | SecurityClient.delete_user | def delete_user(self, username, params=None):
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`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-delete-user.html>`_
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`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-delete-user.html>`_
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elastic/elasticsearch-py | elasticsearch/client/xpack/security.py | SecurityClient.get_privileges | def get_privileges(self, application=None, name=None, params=None):
"""
`<TODO>`_
:arg application: Application name
:arg name: Privilege name
"""
return self.transport.perform_request(
"GET",
_make_path("_security", "privilege", application, name... | python | def get_privileges(self, application=None, name=None, params=None):
"""
`<TODO>`_
:arg application: Application name
:arg name: Privilege name
"""
return self.transport.perform_request(
"GET",
_make_path("_security", "privilege", application, name... | [
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elastic/elasticsearch-py | elasticsearch/client/xpack/security.py | SecurityClient.get_role | def get_role(self, name=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-get-role.html>`_
:arg name: Role name
"""
return self.transport.perform_request(
"GET", _make_path("_security", "role", name), params=params... | python | def get_role(self, name=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-get-role.html>`_
:arg name: Role name
"""
return self.transport.perform_request(
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elastic/elasticsearch-py | elasticsearch/client/xpack/security.py | SecurityClient.get_role_mapping | def get_role_mapping(self, name=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-get-role-mapping.html>`_
:arg name: Role-Mapping name
"""
return self.transport.perform_request(
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"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-get-role-mapping.html>`_
:arg name: Role-Mapping name
"""
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elastic/elasticsearch-py | elasticsearch/client/xpack/security.py | SecurityClient.get_token | def get_token(self, body, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-get-token.html>`_
:arg body: The token request to get
"""
if body in SKIP_IN_PATH:
raise ValueError("Empty value passed for a required argument ... | python | def get_token(self, body, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-get-token.html>`_
:arg body: The token request to get
"""
if body in SKIP_IN_PATH:
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elastic/elasticsearch-py | elasticsearch/client/xpack/security.py | SecurityClient.get_user | def get_user(self, username=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-get-user.html>`_
:arg username: A comma-separated list of usernames
"""
return self.transport.perform_request(
"GET", _make_path("_secur... | python | def get_user(self, username=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-get-user.html>`_
:arg username: A comma-separated list of usernames
"""
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elastic/elasticsearch-py | elasticsearch/client/xpack/security.py | SecurityClient.has_privileges | def has_privileges(self, body, user=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-has-privileges.html>`_
:arg body: The privileges to test
:arg user: Username
"""
if body in SKIP_IN_PATH:
raise ValueErr... | python | def has_privileges(self, body, user=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-has-privileges.html>`_
:arg body: The privileges to test
:arg user: Username
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elastic/elasticsearch-py | elasticsearch/client/xpack/security.py | SecurityClient.invalidate_api_key | def invalidate_api_key(self, body, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-invalidate-api-key.html>`_
:arg body: The api key request to invalidate API key(s)
"""
if body in SKIP_IN_PATH:
raise ValueError("Empty... | python | def invalidate_api_key(self, body, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-invalidate-api-key.html>`_
:arg body: The api key request to invalidate API key(s)
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elastic/elasticsearch-py | elasticsearch/client/xpack/security.py | SecurityClient.invalidate_token | def invalidate_token(self, body, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-invalidate-token.html>`_
:arg body: The token to invalidate
"""
if body in SKIP_IN_PATH:
raise ValueError("Empty value passed for a requi... | python | def invalidate_token(self, body, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-invalidate-token.html>`_
:arg body: The token to invalidate
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elastic/elasticsearch-py | elasticsearch/client/xpack/security.py | SecurityClient.put_privileges | def put_privileges(self, body, params=None):
"""
`<TODO>`_
:arg body: The privilege(s) to add
:arg refresh: If `true` (the default) then refresh the affected shards
to make this operation visible to search, if `wait_for` then wait
for a refresh to make this opera... | python | def put_privileges(self, body, params=None):
"""
`<TODO>`_
:arg body: The privilege(s) to add
:arg refresh: If `true` (the default) then refresh the affected shards
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elastic/elasticsearch-py | elasticsearch/client/xpack/security.py | SecurityClient.put_user | def put_user(self, username, body, params=None):
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`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-put-user.html>`_
:arg username: The username of the User
:arg body: The user to add
:arg refresh: If `true` (the default) then refresh the affected... | python | def put_user(self, username, body, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/security-api-put-user.html>`_
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elastic/elasticsearch-py | elasticsearch/client/xpack/ilm.py | IlmClient.delete_lifecycle | def delete_lifecycle(self, policy=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/ilm-delete-lifecycle.html>`_
:arg policy: The name of the index lifecycle policy
"""
return self.transport.perform_request(
"DELETE", _make_pat... | python | def delete_lifecycle(self, policy=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/ilm-delete-lifecycle.html>`_
:arg policy: The name of the index lifecycle policy
"""
return self.transport.perform_request(
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elastic/elasticsearch-py | elasticsearch/client/xpack/ilm.py | IlmClient.explain_lifecycle | def explain_lifecycle(self, index=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/ilm-explain-lifecycle.html>`_
:arg index: The name of the index to explain
"""
return self.transport.perform_request(
"GET", _make_path(index, ... | python | def explain_lifecycle(self, index=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/ilm-explain-lifecycle.html>`_
:arg index: The name of the index to explain
"""
return self.transport.perform_request(
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elastic/elasticsearch-py | elasticsearch/client/xpack/ilm.py | IlmClient.get_lifecycle | def get_lifecycle(self, policy=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/ilm-get-lifecycle.html>`_
:arg policy: The name of the index lifecycle policy
"""
return self.transport.perform_request(
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"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/ilm-get-lifecycle.html>`_
:arg policy: The name of the index lifecycle policy
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elastic/elasticsearch-py | elasticsearch/client/xpack/ilm.py | IlmClient.move_to_step | def move_to_step(self, index=None, body=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/ilm-move-to-step.html>`_
:arg index: The name of the index whose lifecycle step is to change
:arg body: The new lifecycle step to move to
"""
... | python | def move_to_step(self, index=None, body=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/ilm-move-to-step.html>`_
:arg index: The name of the index whose lifecycle step is to change
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elastic/elasticsearch-py | elasticsearch/client/xpack/ilm.py | IlmClient.put_lifecycle | def put_lifecycle(self, policy=None, body=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/ilm-put-lifecycle.html>`_
:arg policy: The name of the index lifecycle policy
:arg body: The lifecycle policy definition to register
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re... | python | def put_lifecycle(self, policy=None, body=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/ilm-put-lifecycle.html>`_
:arg policy: The name of the index lifecycle policy
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elastic/elasticsearch-py | elasticsearch/client/xpack/ilm.py | IlmClient.remove_policy | def remove_policy(self, index=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/ilm-remove-policy.html>`_
:arg index: The name of the index to remove policy on
"""
return self.transport.perform_request(
"POST", _make_path(index... | python | def remove_policy(self, index=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/ilm-remove-policy.html>`_
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elastic/elasticsearch-py | elasticsearch/client/xpack/ilm.py | IlmClient.retry | def retry(self, index=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/ilm-retry-policy.html>`_
:arg index: The name of the indices (comma-separated) whose failed
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"""
return self.transport.perform... | python | def retry(self, index=None, params=None):
"""
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/ilm-retry-policy.html>`_
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elastic/elasticsearch-py | elasticsearch/client/xpack/license.py | LicenseClient.post | def post(self, body=None, params=None):
"""
`<https://www.elastic.co/guide/en/x-pack/current/license-management.html>`_
:arg body: licenses to be installed
:arg acknowledge: whether the user has acknowledged acknowledge messages
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"""
return se... | python | def post(self, body=None, params=None):
"""
`<https://www.elastic.co/guide/en/x-pack/current/license-management.html>`_
:arg body: licenses to be installed
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elastic/elasticsearch-py | example/load.py | parse_commits | def parse_commits(head, name):
"""
Go through the git repository log and generate a document per commit
containing all the metadata.
"""
for commit in head.traverse():
yield {
'_id': commit.hexsha,
'repository': name,
'committed_date': datetime.fromtimesta... | python | def parse_commits(head, name):
"""
Go through the git repository log and generate a document per commit
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"""
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elastic/elasticsearch-py | example/load.py | load_repo | def load_repo(client, path=None, index='git'):
"""
Parse a git repository with all it's commits and load it into elasticsearch
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"""
path = dirname(dirname(abspath(__file__))) if path is None else path
repo_name = basename(path)
re... | python | def load_repo(client, path=None, index='git'):
"""
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path = dirname(dirname(abspath(__file__))) if path is None else path
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elastic/elasticsearch-py | elasticsearch/client/xpack/rollup.py | RollupClient.get_jobs | def get_jobs(self, id=None, params=None):
"""
`<>`_
:arg id: The ID of the job(s) to fetch. Accepts glob patterns, or left
blank for all jobs
"""
return self.transport.perform_request(
"GET", _make_path("_rollup", "job", id), params=params
) | python | def get_jobs(self, id=None, params=None):
"""
`<>`_
:arg id: The ID of the job(s) to fetch. Accepts glob patterns, or left
blank for all jobs
"""
return self.transport.perform_request(
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elastic/elasticsearch-py | elasticsearch/client/xpack/rollup.py | RollupClient.get_rollup_caps | def get_rollup_caps(self, id=None, params=None):
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:arg id: The ID of the index to check rollup capabilities on, or left
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"""
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elastic/elasticsearch-py | elasticsearch/client/xpack/rollup.py | RollupClient.put_job | def put_job(self, id, body, params=None):
"""
`<>`_
:arg id: The ID of the job to create
:arg body: The job configuration
"""
for param in (id, body):
if param in SKIP_IN_PATH:
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"""
`<>`_
:arg id: The ID of the job to create
:arg body: The job configuration
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for param in (id, body):
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elastic/elasticsearch-py | elasticsearch/client/xpack/deprecation.py | DeprecationClient.info | def info(self, index=None, params=None):
"""
`<http://www.elastic.co/guide/en/migration/current/migration-api-deprecation.html>`_
:arg index: Index pattern
"""
return self.transport.perform_request(
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_make_path(index, "_xpack", "migration", "depreca... | python | def info(self, index=None, params=None):
"""
`<http://www.elastic.co/guide/en/migration/current/migration-api-deprecation.html>`_
:arg index: Index pattern
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elastic/elasticsearch-py | elasticsearch/client/nodes.py | NodesClient.info | def info(self, node_id=None, metric=None, params=None):
"""
The cluster nodes info API allows to retrieve one or more (or all) of
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`<https://www.elastic.co/guide/en/elasticsearch/reference/current/cluster-nodes-info.html>`_
:arg node_id: A comma-sep... | python | def info(self, node_id=None, metric=None, params=None):
"""
The cluster nodes info API allows to retrieve one or more (or all) of
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elastic/elasticsearch-py | elasticsearch/client/nodes.py | NodesClient.stats | def stats(self, node_id=None, metric=None, index_metric=None, params=None):
"""
The cluster nodes stats API allows to retrieve one or more (or all) of
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`<https://www.elastic.co/guide/en/elasticsearch/reference/current/cluster-nodes-stats.html>`_
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"""
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"/"... | 2aab285c8f506f3863cbdaba3c90a685c510ba00 | https://github.com/elastic/elasticsearch-py/blob/2aab285c8f506f3863cbdaba3c90a685c510ba00/elasticsearch/client/nodes.py#L46-L82 | train |
elastic/elasticsearch-py | elasticsearch/client/nodes.py | NodesClient.hot_threads | def hot_threads(self, node_id=None, params=None):
"""
An API allowing to get the current hot threads on each node in the cluster.
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/cluster-nodes-hot-threads.html>`_
:arg node_id: A comma-separated list of node IDs or names... | python | def hot_threads(self, node_id=None, params=None):
"""
An API allowing to get the current hot threads on each node in the cluster.
`<https://www.elastic.co/guide/en/elasticsearch/reference/current/cluster-nodes-hot-threads.html>`_
:arg node_id: A comma-separated list of node IDs or names... | [
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elastic/elasticsearch-py | elasticsearch/client/nodes.py | NodesClient.usage | def usage(self, node_id=None, metric=None, params=None):
"""
The cluster nodes usage API allows to retrieve information on the usage
of features for each node.
`<http://www.elastic.co/guide/en/elasticsearch/reference/master/cluster-nodes-usage.html>`_
:arg node_id: A comma-separ... | python | def usage(self, node_id=None, metric=None, params=None):
"""
The cluster nodes usage API allows to retrieve information on the usage
of features for each node.
`<http://www.elastic.co/guide/en/elasticsearch/reference/master/cluster-nodes-usage.html>`_
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`<http://www.elastic.co/guide/en/elasticsearch/reference/master/cluster-nodes-usage.html>`_
:arg node_id: A comma-separated list of node IDs or names to limit the
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elastic/elasticsearch-py | elasticsearch/helpers/actions.py | _chunk_actions | def _chunk_actions(actions, chunk_size, max_chunk_bytes, serializer):
"""
Split actions into chunks by number or size, serialize them into strings in
the process.
"""
bulk_actions, bulk_data = [], []
size, action_count = 0, 0
for action, data in actions:
raw_data, raw_action = data, ... | python | def _chunk_actions(actions, chunk_size, max_chunk_bytes, serializer):
"""
Split actions into chunks by number or size, serialize them into strings in
the process.
"""
bulk_actions, bulk_data = [], []
size, action_count = 0, 0
for action, data in actions:
raw_data, raw_action = data, ... | [
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elastic/elasticsearch-py | elasticsearch/helpers/actions.py | _process_bulk_chunk | def _process_bulk_chunk(
client,
bulk_actions,
bulk_data,
raise_on_exception=True,
raise_on_error=True,
*args,
**kwargs
):
"""
Send a bulk request to elasticsearch and process the output.
"""
# if raise on error is set, we need to collect errors per chunk before raising them
... | python | def _process_bulk_chunk(
client,
bulk_actions,
bulk_data,
raise_on_exception=True,
raise_on_error=True,
*args,
**kwargs
):
"""
Send a bulk request to elasticsearch and process the output.
"""
# if raise on error is set, we need to collect errors per chunk before raising them
... | [
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] | 2aab285c8f506f3863cbdaba3c90a685c510ba00 | https://github.com/elastic/elasticsearch-py/blob/2aab285c8f506f3863cbdaba3c90a685c510ba00/elasticsearch/helpers/actions.py#L95-L158 | train |
elastic/elasticsearch-py | elasticsearch/helpers/actions.py | streaming_bulk | def streaming_bulk(
client,
actions,
chunk_size=500,
max_chunk_bytes=100 * 1024 * 1024,
raise_on_error=True,
expand_action_callback=expand_action,
raise_on_exception=True,
max_retries=0,
initial_backoff=2,
max_backoff=600,
yield_ok=True,
*args,
**kwargs
):
"""
... | python | def streaming_bulk(
client,
actions,
chunk_size=500,
max_chunk_bytes=100 * 1024 * 1024,
raise_on_error=True,
expand_action_callback=expand_action,
raise_on_exception=True,
max_retries=0,
initial_backoff=2,
max_backoff=600,
yield_ok=True,
*args,
**kwargs
):
"""
... | [
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results per action. For non-streaming usecases use
:func:`~elasticsearch.helpers.bulk` which is a wrapper around streaming
bulk that returns summary information about the bulk operation once the
entire input is consumed and sent.
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