Code stringlengths 103 85.9k | Summary listlengths 0 94 |
|---|---|
Please provide a description of the function:def QA_indicator_MIKE(DataFrame, N=12):
HIGH = DataFrame.high
LOW = DataFrame.low
CLOSE = DataFrame.close
TYP = (HIGH+LOW+CLOSE)/3
LL = LLV(LOW, N)
HH = HHV(HIGH, N)
WR = TYP+(TYP-LL)
MR = TYP+(HH-LL)
SR = 2*HH-LL
WS = TYP-(HH-T... | [
"\n MIKE指标\n 指标说明\n MIKE是另外一种形式的路径指标。\n 买卖原则\n 1 WEAK-S，MEDIUM-S，STRONG-S三条线代表初级、中级、强力支撑。\n 2 WEAK-R，MEDIUM-R，STRONG-R三条线代表初级、中级、强力压力。\n "
] |
Please provide a description of the function:def QA_indicator_BBI(DataFrame, N1=3, N2=6, N3=12, N4=24):
'多空指标'
C = DataFrame['close']
bbi = (MA(C, N1) + MA(C, N2) + MA(C, N3) + MA(C, N4)) / 4
DICT = {'BBI': bbi}
return pd.DataFrame(DICT) | [] |
Please provide a description of the function:def QA_indicator_MFI(DataFrame, N=14):
C = DataFrame['close']
H = DataFrame['high']
L = DataFrame['low']
VOL = DataFrame['volume']
TYP = (C + H + L) / 3
V1 = SUM(IF(TYP > REF(TYP, 1), TYP * VOL, 0), N) / \
SUM(IF(TYP < REF(TYP, 1), TYP * ... | [
"\n 资金指标\n TYP := (HIGH + LOW + CLOSE)/3;\n V1:=SUM(IF(TYP>REF(TYP,1),TYP*VOL,0),N)/SUM(IF(TYP<REF(TYP,1),TYP*VOL,0),N);\n MFI:100-(100/(1+V1));\n 赋值: (最高价 + 最低价 + 收盘价)/3\n V1赋值:如果TYP>1日前的TYP,返回TYP*成交量(手),否则返回0的N日累和/如果TYP<1日前的TYP,返回TYP*成交量(手),否则返回0的N日累和\n 输出资金流量指标:100-(100/(1+V1))\n "
] |
Please provide a description of the function:def QA_indicator_ATR(DataFrame, N=14):
C = DataFrame['close']
H = DataFrame['high']
L = DataFrame['low']
TR = MAX(MAX((H - L), ABS(REF(C, 1) - H)), ABS(REF(C, 1) - L))
atr = MA(TR, N)
return pd.DataFrame({'TR': TR, 'ATR': atr}) | [
"\n 输出TR:(最高价-最低价)和昨收-最高价的绝对值的较大值和昨收-最低价的绝对值的较大值\n 输出真实波幅:TR的N日简单移动平均\n 算法：今日振幅、今日最高与昨收差价、今日最低与昨收差价中的最大值，为真实波幅，求真实波幅的N日移动平均\n\n 参数：N 天数，一般取14\n\n "
] |
Please provide a description of the function:def QA_indicator_SKDJ(DataFrame, N=9, M=3):
CLOSE = DataFrame['close']
LOWV = LLV(DataFrame['low'], N)
HIGHV = HHV(DataFrame['high'], N)
RSV = EMA((CLOSE - LOWV) / (HIGHV - LOWV) * 100, M)
K = EMA(RSV, M)
D = MA(K, M)
DICT = {'RSV': RSV, 'SKD... | [
"\n 1.指标>80 时，回档机率大；指标<20 时，反弹机率大；\n 2.K在20左右向上交叉D时，视为买进信号参考； \n 3.K在80左右向下交叉D时，视为卖出信号参考；\n 4.SKDJ波动于50左右的任何讯号，其作用不大。\n\n "
] |
Please provide a description of the function:def QA_indicator_DDI(DataFrame, N=13, N1=26, M=1, M1=5):
H = DataFrame['high']
L = DataFrame['low']
DMZ = IF((H + L) > (REF(H, 1) + REF(L, 1)),
MAX(ABS(H - REF(H, 1)), ABS(L - REF(L, 1))), 0)
DMF = IF((H + L) < (REF(H, 1) + REF(L, 1)),
... | [
"\n '方向标准离差指数'\n 分析DDI柱状线，由红变绿(正变负)，卖出信号参考；由绿变红，买入信号参考。\n "
] |
Please provide a description of the function:def QA_indicator_shadow(DataFrame):
return {
'LOW': lower_shadow(DataFrame), 'UP': upper_shadow(DataFrame),
'BODY': body(DataFrame), 'BODY_ABS': body_abs(DataFrame), 'PRICE_PCG': price_pcg(DataFrame)
} | [
"\n 上下影线指标\n "
] |
Please provide a description of the function:def run(self, series, exponent=None):
'''
:type series: List
:type exponent: int
:rtype: float
'''
try:
return self.calculateHurst(series, exponent)
except Exception as e:
print(" Error: %s" % ... | [] |
Please provide a description of the function:def bestExponent(self, seriesLenght):
'''
:type seriesLenght: int
:rtype: int
'''
i = 0
cont = True
while(cont):
if(int(seriesLenght/int(math.pow(2, i))) <= 1):
cont = False
else:... | [] |
Please provide a description of the function:def mean(self, series, start, limit):
'''
:type start: int
:type limit: int
:rtype: float
'''
return float(np.mean(series[start:limit])) | [] |
Please provide a description of the function:def deviation(self, series, start, limit, mean):
'''
:type start: int
:type limit: int
:type mean: int
:rtype: list()
'''
d = []
for x in range(start, limit):
d.append(float(series[x] - mean))
... | [] |
Please provide a description of the function:def standartDeviation(self, series, start, limit):
'''
:type start: int
:type limit: int
:rtype: float
'''
return float(np.std(series[start:limit])) | [] |
Please provide a description of the function:def calculateHurst(self, series, exponent=None):
'''
:type series: List
:type exponent: int
:rtype: float
'''
rescaledRange = list()
sizeRange = list()
rescaledRangeMean = list()
if(exponent is None):
... | [] |
Please provide a description of the function:def QA_util_send_mail(msg, title, from_user, from_password, to_addr, smtp):
msg = MIMEText(msg, 'plain', 'utf-8')
msg['Subject'] = Header(title, 'utf-8').encode()
server = smtplib.SMTP(smtp, 25) # SMTP协议默认端口是25
server.set_debuglevel(1)
server.logi... | [
"邮件发送\n \n Arguments:\n msg {[type]} -- [description]\n title {[type]} -- [description]\n from_user {[type]} -- [description]\n from_password {[type]} -- [description]\n to_addr {[type]} -- [description]\n smtp {[type]} -- [description]\n "
] |
Please provide a description of the function:def QA_fetch_get_stock_analysis(code):
market = 'sh' if _select_market_code(code) == 1 else 'sz'
null = 'none'
data = eval(requests.get(BusinessAnalysis_url.format(
market, code), headers=headers_em).text)
zyfw = pd.DataFrame(data.get('zyfw', Non... | [
"\n 'zyfw', 主营范围 'jyps'#经营评述 'zygcfx' 主营构成分析\n\n date 主营构成\t主营收入(元)\t收入比例cbbl\t主营成本(元)\t成本比例\t主营利润(元)\t利润比例\t毛利率(%)\n 行业 /产品/ 区域 hq cp qy\n "
] |
Please provide a description of the function:def send_order(self, code, price, amount, towards, order_model, market=None):
towards = 0 if towards == ORDER_DIRECTION.BUY else 1
if order_model == ORDER_MODEL.MARKET:
order_model = 4
elif order_model == ORDER_MODEL.LIMIT:
... | [
"下单\n\n Arguments:\n code {[type]} -- [description]\n price {[type]} -- [description]\n amount {[type]} -- [description]\n towards {[type]} -- [description]\n order_model {[type]} -- [description]\n market:市场，SZ 深交所，SH 上交所\n\n Returns:\... |
Please provide a description of the function:def QA_util_getBetweenMonth(from_date, to_date):
date_list = {}
begin_date = datetime.datetime.strptime(from_date, "%Y-%m-%d")
end_date = datetime.datetime.strptime(to_date, "%Y-%m-%d")
while begin_date <= end_date:
date_str = begin_date.strftime... | [
"\n #返回所有月份，以及每月的起始日期、结束日期，字典格式\n "
] |
Please provide a description of the function:def QA_util_add_months(dt, months):
dt = datetime.datetime.strptime(
dt, "%Y-%m-%d") + relativedelta(months=months)
return(dt) | [
"\n #返回dt隔months个月后的日期，months相当于步长\n "
] |
Please provide a description of the function:def QA_util_get_1st_of_next_month(dt):
year = dt.year
month = dt.month
if month == 12:
month = 1
year += 1
else:
month += 1
res = datetime.datetime(year, month, 1)
return res | [
"\n 获取下个月第一天的日期\n :return: 返回日期\n "
] |
Please provide a description of the function:def QA_util_getBetweenQuarter(begin_date, end_date):
quarter_list = {}
month_list = QA_util_getBetweenMonth(begin_date, end_date)
for value in month_list:
tempvalue = value.split("-")
year = tempvalue[0]
if tempvalue[1] in ['01', '02'... | [
"\n #加上每季度的起始日期、结束日期\n "
] |
Please provide a description of the function:def save_account(message, collection=DATABASE.account):
try:
collection.create_index(
[("account_cookie", ASCENDING), ("user_cookie", ASCENDING), ("portfolio_cookie", ASCENDING)], unique=True)
except:
pass
collection.update(
... | [
"save account\n\n Arguments:\n message {[type]} -- [description]\n\n Keyword Arguments:\n collection {[type]} -- [description] (default: {DATABASE})\n "
] |
Please provide a description of the function:def QA_SU_save_financial_files():
download_financialzip()
coll = DATABASE.financial
coll.create_index(
[("code", ASCENDING), ("report_date", ASCENDING)], unique=True)
for item in os.listdir(download_path):
if item[0:4] != 'gpcw':
... | [
"本地存储financialdata\n "
] |
Please provide a description of the function:def QA_util_log_info(
logs,
ui_log=None,
ui_progress=None,
ui_progress_int_value=None,
):
logging.warning(logs)
# 给GUI使用，更新当前任务到日志和进度
if ui_log is not None:
if isinstance(logs, str):
ui_log.emit(logs)
... | [
"\n QUANTAXIS Log Module\n @yutiansut\n\n QA_util_log_x is under [QAStandard#0.0.2@602-x] Protocol\n "
] |
Please provide a description of the function:def QA_save_tdx_to_mongo(file_dir, client=DATABASE):
reader = TdxMinBarReader()
__coll = client.stock_min_five
for a, v, files in os.walk(file_dir):
for file in files:
if (str(file)[0:2] == 'sh' and int(str(file)[2]) == 6) or \
... | [
"save file\n \n Arguments:\n file_dir {str:direction} -- 文件的地址\n \n Keyword Arguments:\n client {Mongodb:Connection} -- Mongo Connection (default: {DATABASE})\n "
] |
Please provide a description of the function:def exclude_from_stock_ip_list(exclude_ip_list):
for exc in exclude_ip_list:
if exc in stock_ip_list:
stock_ip_list.remove(exc)
# 扩展市场
for exc in exclude_ip_list:
if exc in future_ip_list:
future_ip_list.remove(exc) | [
" 从stock_ip_list删除列表exclude_ip_list中的ip\n 从stock_ip_list删除列表future_ip_list中的ip\n\n :param exclude_ip_list: 需要删除的ip_list\n :return: None\n "
] |
Please provide a description of the function:def get_config(
self,
section='MONGODB',
option='uri',
default_value=DEFAULT_DB_URI
):
res = self.client.quantaxis.usersetting.find_one({'section': section})
if res:
return res.get(opt... | [
"[summary]\n\n Keyword Arguments:\n section {str} -- [description] (default: {'MONGODB'})\n option {str} -- [description] (default: {'uri'})\n default_value {[type]} -- [description] (default: {DEFAULT_DB_URI})\n\n Returns:\n [type] -- [description]\n ... |
Please provide a description of the function:def set_config(
self,
section='MONGODB',
option='uri',
default_value=DEFAULT_DB_URI
):
t = {'section': section, option: default_value}
self.client.quantaxis.usersetting.update(
{'section... | [
"[summary]\n\n Keyword Arguments:\n section {str} -- [description] (default: {'MONGODB'})\n option {str} -- [description] (default: {'uri'})\n default_value {[type]} -- [description] (default: {DEFAULT_DB_URI})\n\n Returns:\n [type] -- [description]\n ... |
Please provide a description of the function:def get_or_set_section(
self,
config,
section,
option,
DEFAULT_VALUE,
method='get'
):
try:
if isinstance(DEFAULT_VALUE, str):
val = DEFAULT_VALUE
... | [
"[summary]\n\n Arguments:\n config {[type]} -- [description]\n section {[type]} -- [description]\n option {[type]} -- [description]\n DEFAULT_VALUE {[type]} -- [description]\n\n Keyword Arguments:\n method {str} -- [description] (default: {'get'})... |
Please provide a description of the function:def QA_util_date_str2int(date):
# return int(str(date)[0:4] + str(date)[5:7] + str(date)[8:10])
if isinstance(date, str):
return int(str().join(date.split('-')))
elif isinstance(date, int):
return date | [
"\n 日期字符串 '2011-09-11' 变换成 整数 20110911\n 日期字符串 '2018-12-01' 变换成 整数 20181201\n :param date: str日期字符串\n :return: 类型int\n "
] |
Please provide a description of the function:def QA_util_date_int2str(int_date):
date = str(int_date)
if len(date) == 8:
return str(date[0:4] + '-' + date[4:6] + '-' + date[6:8])
elif len(date) == 10:
return date | [
"\n 类型datetime.datatime\n :param date: int 8位整数\n :return: 类型str\n "
] |
Please provide a description of the function:def QA_util_to_datetime(time):
if len(str(time)) == 10:
_time = '{} 00:00:00'.format(time)
elif len(str(time)) == 19:
_time = str(time)
else:
QA_util_log_info('WRONG DATETIME FORMAT {}'.format(time))
return datetime.datetime.strpt... | [
"\n 字符串 '2018-01-01' 转变成 datatime 类型\n :param time: 字符串str -- 格式必须是 2018-01-01 ，长度10\n :return: 类型datetime.datatime\n "
] |
Please provide a description of the function:def QA_util_datetime_to_strdate(dt):
strdate = "%04d-%02d-%02d" % (dt.year, dt.month, dt.day)
return strdate | [
"\n :param dt: pythone datetime.datetime\n :return: 1999-02-01 string type\n "
] |
Please provide a description of the function:def QA_util_datetime_to_strdatetime(dt):
strdatetime = "%04d-%02d-%02d %02d:%02d:%02d" % (
dt.year,
dt.month,
dt.day,
dt.hour,
dt.minute,
dt.second
)
return strdatetime | [
"\n :param dt: pythone datetime.datetime\n :return: 1999-02-01 09:30:91 string type\n "
] |
Please provide a description of the function:def QA_util_date_stamp(date):
datestr = str(date)[0:10]
date = time.mktime(time.strptime(datestr, '%Y-%m-%d'))
return date | [
"\n 字符串 '2018-01-01' 转变成 float 类型时间 类似 time.time() 返回的类型\n :param date: 字符串str -- 格式必须是 2018-01-01 ，长度10\n :return: 类型float\n "
] |
Please provide a description of the function:def QA_util_time_stamp(time_):
if len(str(time_)) == 10:
# yyyy-mm-dd格式
return time.mktime(time.strptime(time_, '%Y-%m-%d'))
elif len(str(time_)) == 16:
# yyyy-mm-dd hh:mm格式
return time.mktime(time.strptime(time_, '%Y-%m-%d %H:%M'... | [
"\n 字符串 '2018-01-01 00:00:00' 转变成 float 类型时间 类似 time.time() 返回的类型\n :param time_: 字符串str -- 数据格式 最好是%Y-%m-%d %H:%M:%S 中间要有空格\n :return: 类型float\n "
] |
Please provide a description of the function:def QA_util_stamp2datetime(timestamp):
try:
return datetime.datetime.fromtimestamp(timestamp)
except Exception as e:
# it won't work ??
try:
return datetime.datetime.fromtimestamp(timestamp / 1000)
except:
... | [
"\n datestamp转datetime\n pandas转出来的timestamp是13位整数 要/1000\n It’s common for this to be restricted to years from 1970 through 2038.\n 从1970年开始的纳秒到当前的计数 转变成 float 类型时间 类似 time.time() 返回的类型\n :param timestamp: long类型\n :return: 类型float\n "
] |
Please provide a description of the function:def QA_util_realtime(strtime, client):
time_stamp = QA_util_date_stamp(strtime)
coll = client.quantaxis.trade_date
temp_str = coll.find_one({'date_stamp': {"$gte": time_stamp}})
time_real = temp_str['date']
time_id = temp_str['num']
return {'time... | [
"\n 查询数据库中的数据\n :param strtime: strtime str字符串 -- 1999-12-11 这种格式\n :param client: client pymongo.MongoClient类型 -- mongodb 数据库 从 QA_util_sql_mongo_setting 中 QA_util_sql_mongo_setting 获取\n :return: Dictionary -- {'time_real': 时间,'id': id}\n "
] |
Please provide a description of the function:def QA_util_id2date(idx, client):
coll = client.quantaxis.trade_date
temp_str = coll.find_one({'num': idx})
return temp_str['date'] | [
"\n 从数据库中查询 通达信时间\n :param idx: 字符串 -- 数据库index\n :param client: pymongo.MongoClient类型 -- mongodb 数据库 从 QA_util_sql_mongo_setting 中 QA_util_sql_mongo_setting 获取\n :return: Str -- 通达信数据库时间\n "
] |
Please provide a description of the function:def QA_util_is_trade(date, code, client):
coll = client.quantaxis.stock_day
date = str(date)[0:10]
is_trade = coll.find_one({'code': code, 'date': date})
try:
len(is_trade)
return True
except:
return False | [
"\n 判断是否是交易日\n 从数据库中查询\n :param date: str类型 -- 1999-12-11 这种格式 10位字符串\n :param code: str类型 -- 股票代码 例如 603658 ， 6位字符串\n :param client: pymongo.MongoClient类型 -- mongodb 数据库 从 QA_util_sql_mongo_setting 中 QA_util_sql_mongo_setting 获取\n :return: Boolean -- 是否是交易时间\n "
] |
Please provide a description of the function:def QA_util_select_hours(time=None, gt=None, lt=None, gte=None, lte=None):
'quantaxis的时间选择函数,约定时间的范围,比如早上9点到11点'
if time is None:
__realtime = datetime.datetime.now()
else:
__realtime = time
fun_list = []
if gt != None:
fun_list.a... | [] |
Please provide a description of the function:def QA_util_calc_time(func, *args, **kwargs):
_time = datetime.datetime.now()
func(*args, **kwargs)
print(datetime.datetime.now() - _time) | [
"\n '耗时长度的装饰器'\n :param func:\n :param args:\n :param kwargs:\n :return:\n "
] |
Please provide a description of the function:def high_limit(self):
'涨停价'
return self.groupby(level=1).close.apply(lambda x: round((x.shift(1) + 0.0002)*1.1, 2)).sort_index() | [] |
Please provide a description of the function:def next_day_low_limit(self):
"明日跌停价"
return self.groupby(level=1).close.apply(lambda x: round((x + 0.0002)*0.9, 2)).sort_index() | [] |
Please provide a description of the function:def get_medium_order(self, lower=200000, higher=1000000):
return self.data.query('amount>={}'.format(lower)).query('amount<={}'.format(higher)) | [
"return medium\n\n Keyword Arguments:\n lower {[type]} -- [description] (default: {200000})\n higher {[type]} -- [description] (default: {1000000})\n\n Returns:\n [type] -- [description]\n "
] |
Please provide a description of the function:def shadow_calc(data):
up_shadow = abs(data.high - (max(data.open, data.close)))
down_shadow = abs(data.low - (min(data.open, data.close)))
entity = abs(data.open - data.close)
towards = True if data.open < data.close else False
print('=' * 15)
... | [
"计算上下影线\n\n Arguments:\n data {DataStruct.slice} -- 输入的是一个行情切片\n\n Returns:\n up_shadow {float} -- 上影线\n down_shdow {float} -- 下影线\n entity {float} -- 实体部分\n date {str} -- 时间\n code {str} -- 代码\n "
] |
Please provide a description of the function:def query_data(self, code, start, end, frequence, market_type=None):
try:
return self.fetcher[(market_type, frequence)](
code, start, end, frequence=frequence)
except:
pass | [
"\n 标准格式是numpy\n "
] |
Please provide a description of the function:def QA_SU_save_stock_min(client=DATABASE, ui_log=None, ui_progress=None):
# 导入掘金模块且进行登录
try:
from gm.api import set_token
from gm.api import history
# 请自行将掘金量化的 TOKEN 替换掉 GMTOKEN
set_token("9c5601171e97994686b47b5cbfe7b2fc8bb25b09... | [
"\n 掘金实现方式\n save current day's stock_min data\n ",
"\n 将掘金数据转换为 qa 格式\n "
] |
Please provide a description of the function:def datetime(self):
'分钟线结构返回datetime 日线结构返回date'
index = self.data.index.remove_unused_levels()
return pd.to_datetime(index.levels[0]) | [] |
Please provide a description of the function:def price_diff(self):
'返回DataStruct.price的一阶差分'
res = self.price.groupby(level=1).apply(lambda x: x.diff(1))
res.name = 'price_diff'
return res | [] |
Please provide a description of the function:def pvariance(self):
'返回DataStruct.price的方差 variance'
res = self.price.groupby(level=1
).apply(lambda x: statistics.pvariance(x))
res.name = 'pvariance'
return res | [] |
Please provide a description of the function:def bar_pct_change(self):
'返回bar的涨跌幅'
res = (self.close - self.open) / self.open
res.name = 'bar_pct_change'
return res | [] |
Please provide a description of the function:def bar_amplitude(self):
"返回bar振幅"
res = (self.high - self.low) / self.low
res.name = 'bar_amplitude'
return res | [] |
Please provide a description of the function:def mean_harmonic(self):
'返回DataStruct.price的调和平均数'
res = self.price.groupby(level=1
).apply(lambda x: statistics.harmonic_mean(x))
res.name = 'mean_harmonic'
return res | [] |
Please provide a description of the function:def amplitude(self):
'返回DataStruct.price的百分比变化'
res = self.price.groupby(
level=1
).apply(lambda x: (x.max() - x.min()) / x.min())
res.name = 'amplitude'
return res | [] |
Please provide a description of the function:def close_pct_change(self):
'返回DataStruct.close的百分比变化'
res = self.close.groupby(level=1).apply(lambda x: x.pct_change())
res.name = 'close_pct_change'
return res | [] |
Please provide a description of the function:def normalized(self):
'归一化'
res = self.groupby('code').apply(lambda x: x / x.iloc[0])
return res | [] |
Please provide a description of the function:def security_gen(self):
'返回一个基于代码的迭代器'
for item in self.index.levels[1]:
yield self.new(
self.data.xs(item,
level=1,
drop_level=False),
dtype=self.type,
... | [] |
Please provide a description of the function:def get_dict(self, time, code):
'''
'give the time,code tuple and turn the dict'
:param time:
:param code:
:return: 字典dict 类型
'''
try:
return self.dicts[(QA_util_to_datetime(time), str(code))]
excep... | [] |
Please provide a description of the function:def kline_echarts(self, code=None):
def kline_formater(param):
return param.name + ':' + vars(param)
if code is None:
path_name = '.' + os.sep + 'QA_' + self.type + \
'_codepackage_' + self.if_fq + '.html'
... | [
"plot the market_data"
] |
Please provide a description of the function:def query(self, context):
try:
return self.data.query(context)
except pd.core.computation.ops.UndefinedVariableError:
print('QA CANNOT QUERY THIS {}'.format(context))
pass | [
"\n 查询data\n "
] |
Please provide a description of the function:def groupby(
self,
by=None,
axis=0,
level=None,
as_index=True,
sort=False,
group_keys=False,
squeeze=False,
**kwargs
):
if by == self.index.names... | [
"仿dataframe的groupby写法,但控制了by的code和datetime\n\n Keyword Arguments:\n by {[type]} -- [description] (default: {None})\n axis {int} -- [description] (default: {0})\n level {[type]} -- [description] (default: {None})\n as_index {bool} -- [description] (default: {True})\... |
Please provide a description of the function:def new(self, data=None, dtype=None, if_fq=None):
data = self.data if data is None else data
dtype = self.type if dtype is None else dtype
if_fq = self.if_fq if if_fq is None else if_fq
temp = copy(self)
temp.__init__(data, ... | [
"\n 创建一个新的DataStruct\n data 默认是self.data\n 🛠todo 没有这个？？ inplace 是否是对于原类的修改 ？？\n "
] |
Please provide a description of the function:def reindex(self, ind):
if isinstance(ind, pd.MultiIndex):
try:
return self.new(self.data.reindex(ind))
except:
raise RuntimeError('QADATASTRUCT ERROR: CANNOT REINDEX')
else:
raise ... | [
"reindex\n\n Arguments:\n ind {[type]} -- [description]\n\n Raises:\n RuntimeError -- [description]\n RuntimeError -- [description]\n\n Returns:\n [type] -- [description]\n "
] |
Please provide a description of the function:def to_json(self):
data = self.data
if self.type[-3:] != 'min':
data = self.data.assign(datetime= self.datetime)
return QA_util_to_json_from_pandas(data.reset_index()) | [
"\n 转换DataStruct为json\n "
] |
Please provide a description of the function:def to_hdf(self, place, name):
'IO --> hdf5'
self.data.to_hdf(place, name)
return place, name | [] |
Please provide a description of the function:def is_same(self, DataStruct):
if self.type == DataStruct.type and self.if_fq == DataStruct.if_fq:
return True
else:
return False | [
"\n 判断是否相同\n "
] |
Please provide a description of the function:def splits(self):
return list(map(lambda x: self.select_code(x), self.code)) | [
"\n 将一个DataStruct按code分解为N个DataStruct\n "
] |
Please provide a description of the function:def add_func(self, func, *arg, **kwargs):
return self.groupby(level=1, sort=False).apply(func, *arg, **kwargs) | [
"QADATASTRUCT的指标/函数apply入口\n\n Arguments:\n func {[type]} -- [description]\n\n Returns:\n [type] -- [description]\n "
] |
Please provide a description of the function:def get_data(self, columns, type='ndarray', with_index=False):
res = self.select_columns(columns)
if type == 'ndarray':
if with_index:
return res.reset_index().values
else:
return res.values
... | [
"获取不同格式的数据\n\n Arguments:\n columns {[type]} -- [description]\n\n Keyword Arguments:\n type {str} -- [description] (default: {'ndarray'})\n with_index {bool} -- [description] (default: {False})\n\n Returns:\n [type] -- [description]\n "
] |
Please provide a description of the function:def pivot(self, column_):
if isinstance(column_, str):
try:
return self.data.reset_index().pivot(
index='datetime',
columns='code',
values=column_
)
... | [
"增加对于多列的支持"
] |
Please provide a description of the function:def selects(self, code, start, end=None):
def _selects(code, start, end):
if end is not None:
return self.data.loc[(slice(pd.Timestamp(start), pd.Timestamp(end)), code), :]
else:
return self.data.loc[(... | [
"\n 选择code,start,end\n\n 如果end不填写,默认获取到结尾\n\n @2018/06/03 pandas 的索引问题导致\n https://github.com/pandas-dev/pandas/issues/21299\n\n 因此先用set_index去重做一次index\n 影响的有selects,select_time,select_month,get_bar\n\n @2018/06/04\n 当选择的时间越界/股票不存在,raise ValueError\n\n ... |
Please provide a description of the function:def select_time(self, start, end=None):
def _select_time(start, end):
if end is not None:
return self.data.loc[(slice(pd.Timestamp(start), pd.Timestamp(end)), slice(None)), :]
else:
return self.data.lo... | [
"\n 选择起始时间\n 如果end不填写,默认获取到结尾\n\n @2018/06/03 pandas 的索引问题导致\n https://github.com/pandas-dev/pandas/issues/21299\n\n 因此先用set_index去重做一次index\n 影响的有selects,select_time,select_month,get_bar\n\n @2018/06/04\n 当选择的时间越界/股票不存在,raise ValueError\n\n @2018/06/04... |
Please provide a description of the function:def select_day(self, day):
def _select_day(day):
return self.data.loc[day, slice(None)]
try:
return self.new(_select_day(day), self.type, self.if_fq)
except:
raise ValueError('QA CANNOT GET THIS Day {} '.... | [
"选取日期(一般用于分钟线)\n\n Arguments:\n day {[type]} -- [description]\n\n Raises:\n ValueError -- [description]\n\n Returns:\n [type] -- [description]\n "
] |
Please provide a description of the function:def select_month(self, month):
def _select_month(month):
return self.data.loc[month, slice(None)]
try:
return self.new(_select_month(month), self.type, self.if_fq)
except:
raise ValueError('QA CANNOT GET ... | [
"\n 选择月份\n\n @2018/06/03 pandas 的索引问题导致\n https://github.com/pandas-dev/pandas/issues/21299\n\n 因此先用set_index去重做一次index\n 影响的有selects,select_time,select_month,get_bar\n\n @2018/06/04\n 当选择的时间越界/股票不存在,raise ValueError\n\n @2018/06/04 pandas索引问题已经解决\n 全部恢... |
Please provide a description of the function:def select_code(self, code):
def _select_code(code):
return self.data.loc[(slice(None), code), :]
try:
return self.new(_select_code(code), self.type, self.if_fq)
except:
raise ValueError('QA CANNOT FIND T... | [
"\n 选择股票\n\n @2018/06/03 pandas 的索引问题导致\n https://github.com/pandas-dev/pandas/issues/21299\n\n 因此先用set_index去重做一次index\n 影响的有selects,select_time,select_month,get_bar\n\n @2018/06/04\n 当选择的时间越界/股票不存在,raise ValueError\n\n @2018/06/04 pandas索引问题已经解决\n 全部恢... |
Please provide a description of the function:def get_bar(self, code, time):
try:
return self.data.loc[(pd.Timestamp(time), code)]
except:
raise ValueError(
'DATASTRUCT CURRENTLY CANNOT FIND THIS BAR WITH {} {}'.format(
code,
... | [
"\n 获取一个bar的数据\n 返回一个series\n 如果不存在,raise ValueError\n "
] |
Please provide a description of the function:def QA_SU_trans_stock_min(client=DATABASE, ui_log=None, ui_progress=None,
data_path: str = "D:\\skysoft\\", type_="1min"):
code_list = list(map(lambda x: x[2:8], os.listdir(data_path)))
coll = client.stock_min
coll.create_index([
... | [
"\n 将天软本地数据导入 QA 数据库\n :param client:\n :param ui_log:\n :param ui_progress:\n :param data_path: 存放天软数据的路径，默认文件名格式为类似 \"SH600000.csv\" 格式\n ",
"\n 导入相应 csv 文件，并处理格式\n 1. 这里默认为天软数据格式:\n\n time symbol open high low close volume amount\n ... |
Please provide a description of the function:def get_best_ip_by_real_data_fetch(_type='stock'):
from QUANTAXIS.QAUtil.QADate import QA_util_today_str
import time
#找到前两天的有效交易日期
pre_trade_date=QA_util_get_real_date(QA_util_today_str())
pre_trade_date=QA_util_get_real_date(pre_trade_date)
... | [
"\n 用特定的数据获取函数测试数据获得的时间,从而选择下载数据最快的服务器ip\n 默认使用特定品种1min的方式的获取\n "
] |
Please provide a description of the function:def get_ip_list_by_multi_process_ping(ip_list=[], n=0, _type='stock'):
''' 根据ping排序返回可用的ip列表
2019 03 31 取消参数filename
:param ip_list: ip列表
:param n: 最多返回的ip数量， 当可用ip数量小于n，返回所有可用的ip；n=0时，返回所有可用ip
:param _type: ip类型
:return: 可以ping通的ip列表
'''
cac... | [] |
Please provide a description of the function:def get_mainmarket_ip(ip, port):
global best_ip
if ip is None and port is None and best_ip['stock']['ip'] is None and best_ip['stock']['port'] is None:
best_ip = select_best_ip()
ip = best_ip['stock']['ip']
port = best_ip['stock']['port'... | [
"[summary]\n\n Arguments:\n ip {[type]} -- [description]\n port {[type]} -- [description]\n\n Returns:\n [type] -- [description]\n "
] |
Please provide a description of the function:def QA_fetch_get_security_bars(code, _type, lens, ip=None, port=None):
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
with api.connect(ip, port):
data = pd.concat([api.to_df(api.get_security_bars(_select_type(_type), _select_market_code(
... | [
"按bar长度推算数据\n\n Arguments:\n code {[type]} -- [description]\n _type {[type]} -- [description]\n lens {[type]} -- [description]\n\n Keyword Arguments:\n ip {[type]} -- [description] (default: {best_ip})\n port {[type]} -- [description] (default: {7709})\n\n Returns:\n ... |
Please provide a description of the function:def QA_fetch_get_stock_day(code, start_date, end_date, if_fq='00', frequence='day', ip=None, port=None):
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
try:
with api.connect(ip, port, time_out=0.7):
if frequence in ['day', 'd',... | [
"获取日线及以上级别的数据\n\n\n Arguments:\n code {str:6} -- code 是一个单独的code 6位长度的str\n start_date {str:10} -- 10位长度的日期 比如'2017-01-01'\n end_date {str:10} -- 10位长度的日期 比如'2018-01-01'\n\n Keyword Arguments:\n if_fq {str} -- '00'/'bfq' -- 不复权 '01'/'qfq' -- 前复权 '02'/'hfq' -- 后复权 '03'/'ddqfq' -- 定点... |
Please provide a description of the function:def for_sz(code):
if str(code)[0:2] in ['00', '30', '02']:
return 'stock_cn'
elif str(code)[0:2] in ['39']:
return 'index_cn'
elif str(code)[0:2] in ['15']:
return 'etf_cn'
elif str(code)[0:2] in ['10', '11', '12', '13']:
... | [
"深市代码分类\n\n Arguments:\n code {[type]} -- [description]\n\n Returns:\n [type] -- [description]\n "
] |
Please provide a description of the function:def QA_fetch_get_index_list(ip=None, port=None):
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
with api.connect(ip, port):
data = pd.concat(
[pd.concat([api.to_df(api.get_security_list(j, i * 1000)).assign(sse='sz' if j == 0 e... | [
"获取指数列表\n\n Keyword Arguments:\n ip {[type]} -- [description] (default: {None})\n port {[type]} -- [description] (default: {None})\n\n Returns:\n [type] -- [description]\n "
] |
Please provide a description of the function:def QA_fetch_get_stock_transaction_realtime(code, ip=None, port=None):
'实时分笔成交 包含集合竞价 buyorsell 1--sell 0--buy 2--盘前'
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
try:
with api.connect(ip, port):
data = pd.DataFrame()
... | [] |
Please provide a description of the function:def QA_fetch_get_stock_xdxr(code, ip=None, port=None):
'除权除息'
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
market_code = _select_market_code(code)
with api.connect(ip, port):
category = {
'1': '除权除息', '2': '送配股上市', '3': '非流... | [] |
Please provide a description of the function:def QA_fetch_get_stock_info(code, ip=None, port=None):
'股票基本信息'
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
market_code = _select_market_code(code)
with api.connect(ip, port):
return api.to_df(api.get_finance_info(market_code, code)) | [] |
Please provide a description of the function:def QA_fetch_get_stock_block(ip=None, port=None):
'板块数据'
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
with api.connect(ip, port):
data = pd.concat([api.to_df(api.get_and_parse_block_info("block_gn.dat")).assign(type='gn'),
... | [] |
Please provide a description of the function:def QA_fetch_get_extensionmarket_list(ip=None, port=None):
'期货代码list'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
with apix.connect(ip, port):
num = apix.get_instrument_count()
return pd.concat([apix.to_df(
api... | [] |
Please provide a description of the function:def QA_fetch_get_future_list(ip=None, port=None):
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==42 or ma... | [
"[summary]\n\n Keyword Arguments:\n ip {[type]} -- [description] (default: {None})\n port {[type]} -- [description] (default: {None})\n\n 42 3 商品指数 TI\n 60 3 主力期货合约 MA\n 28 3 郑州商品 QZ\n 29 3 大连商品 QD\n 30... |
Please provide a description of the function:def QA_fetch_get_globalindex_list(ip=None, port=None):
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==12 o... | [
"全球指数列表\n\n Keyword Arguments:\n ip {[type]} -- [description] (default: {None})\n port {[type]} -- [description] (default: {None})\n\n 37 11 全球指数(静态) FW\n 12 5 国际指数 WI\n\n\n "
] |
Please provide a description of the function:def QA_fetch_get_goods_list(ip=None, port=None):
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==50 or mar... | [
"[summary]\n\n Keyword Arguments:\n ip {[type]} -- [description] (default: {None})\n port {[type]} -- [description] (default: {None})\n\n 42 3 商品指数 TI\n 60 3 主力期货合约 MA\n 28 3 郑州商品 QZ\n 29 3 大连商品 QD\n 30... |
Please provide a description of the function:def QA_fetch_get_globalfuture_list(ip=None, port=None):
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query(
'm... | [
"[summary]\n\n Keyword Arguments:\n ip {[type]} -- [description] (default: {None})\n port {[type]} -- [description] (default: {None})\n\n 14 3 伦敦金属 LM\n 15 3 伦敦石油 IP\n 16 3 纽约商品 CO\n 17 3 纽约石油 ... |
Please provide a description of the function:def QA_fetch_get_hkstock_list(ip=None, port=None):
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==31 or m... | [
"[summary]\n\n Keyword Arguments:\n ip {[type]} -- [description] (default: {None})\n port {[type]} -- [description] (default: {None})\n\n# 港股 HKMARKET\n 27 5 香港指数 FH\n 31 2 香港主板 KH\n 48 2 香港创业板 KG\n 49 2 ... |
Please provide a description of the function:def QA_fetch_get_hkindex_list(ip=None, port=None):
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==27') | [
"[summary]\n\n Keyword Arguments:\n ip {[type]} -- [description] (default: {None})\n port {[type]} -- [description] (default: {None})\n\n# 港股 HKMARKET\n 27 5 香港指数 FH\n 31 2 香港主板 KH\n 48 2 香港创业板 KG\n 49 2 ... |
Please provide a description of the function:def QA_fetch_get_hkfund_list(ip=None, port=None):
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==49') | [
"[summary]\n\n Keyword Arguments:\n ip {[type]} -- [description] (default: {None})\n port {[type]} -- [description] (default: {None})\n\n # 港股 HKMARKET\n 27 5 香港指数 FH\n 31 2 香港主板 KH\n 48 2 香港创业板 KG\n 49 ... |
Please provide a description of the function:def QA_fetch_get_usstock_list(ip=None, port=None):
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==74 or m... | [
"[summary]\n\n Keyword Arguments:\n ip {[type]} -- [description] (default: {None})\n port {[type]} -- [description] (default: {None})\n\n ## 美股 USA STOCK\n 74 13 美国股票 US\n 40 11 中国概念股 CH\n 41 11 美股知名公司 MG\n\n\n "
] |
Please provide a description of the function:def QA_fetch_get_macroindex_list(ip=None, port=None):
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('market==38') | [
"宏观指标列表\n\n Keyword Arguments:\n ip {[type]} -- [description] (default: {None})\n port {[type]} -- [description] (default: {None})\n\n 38 10 宏观指标 HG\n\n\n "
] |
Please provide a description of the function:def QA_fetch_get_option_list(ip=None, port=None):
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
return extension_market_list.query('category==12 and ... | [
"期权列表\n\n Keyword Arguments:\n ip {[type]} -- [description] (default: {None})\n port {[type]} -- [description] (default: {None})\n\n ## 期权 OPTION\n 1 12 临时期权(主要是50ETF)\n 4 12 郑州商品期权 OZ\n 5 12 大连商品期权 OD\n 6 ... |
Please provide a description of the function:def QA_fetch_get_option_contract_time_to_market():
'''
#🛠todo 获取期权合约的上市日期 ？ 暂时没有。
:return: list Series
'''
result = QA_fetch_get_option_list('tdx')
# pprint.pprint(result)
# category market code name desc code
'''
fix here :
See t... | [] |
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