def __init__(self):
        super(CereborAGE, self).__init__()

        dataframe_AUTD = FinanceDataSource.get_data(
            FinanceDataSource.str_tonghuashun,
            FinanceDataSource.tonghuashun_AUTD)
        dataframe_AGTD = FinanceDataSource.get_data(
            FinanceDataSource.str_tonghuashun,
            FinanceDataSource.tonghuashun_AGTD)

        dataframe_AUTD['openinterest'] = 0
        dataframe_AGTD['openinterest'] = 0

        data_AUTD = bt.feeds.PandasData(dataname=dataframe_AUTD)
        data_AGTD = bt.feeds.PandasData(dataname=dataframe_AGTD)

        self.adddata(data_AUTD, name="AUTD")
        self.adddata(data_AGTD, name="AGTD")
        # 如下是佣金
        self.cerebro.broker.setcommission(
            # automargin=0.15,  # 保证金比例
            commission=0.0008,  # 手续费,记得是万分之8
            leverage = 100/15,  # 这个才是真正的杠杆,15%的保证金相当于100 / 15的杠杆
            interest=0.073,   # 递延费,记得是万分之8, * 365 = 0.073
            # mult = 100, # 这个应该是一手是多少克吧, 但是却不成功。
            # automargin = -1,    # Use param mult * price if automargin < 0 , 不能实现一手是100克。
        )
 def init_data(self):
     """封装上数据"""
     dataframe = FinanceDataSource.get_data(
         FinanceDataSource.str_tonghuashun,
         FinanceDataSource.tonghuashun_AGUSDO)
     dataframe['openinterest'] = 0
     data = bt.feeds.PandasData(dataname=dataframe)
     self.adddata(data)
 def __init__(self):
     super(CerebroAGTD, self).__init__()
     dataframe = FinanceDataSource.get_data(
         FinanceDataSource.str_tonghuashun,
         FinanceDataSource.tonghuashun_AGTD)
     dataframe['openinterest'] = 0
     data = bt.feeds.PandasData(dataname=dataframe)
     self.adddata(data)
     # 如下是佣金
     self.cerebro.broker.setcommission(
         # automargin=0.15,  # 保证金比例
         commission=0.0008,  # 手续费,记得是万分之8
         leverage = 100/15,  # 这个才是真正的杠杆,15%的保证金相当于100 / 15的杠杆
         interest=0.073  # 递延费,记得是万分之8, * 365 = 0.073
     )
Beispiel #4
0
@Last Change: 2017-12-29 21:27:51
@Description :  看看AUTD的zip转向
"""

import sys
import os
sys.path.append(
    os.path.join(os.path.dirname(os.path.realpath(__file__)),
                 "../../FinanceDataSource"))
import FinanceDataSource

from zip import get_zip
from zip import get_zip_ratio
from zip import get_zip_all

_data = FinanceDataSource.get_data(FinanceDataSource.str_tonghuashun,
                                   FinanceDataSource.tonghuashun_AUTD)

_lst = get_zip_all(_data, FinanceDataSource.str_close, 2)
print("get_zip_all(_data, FinanceDataSource.str_close, 2)")
print(_lst)
print(sum(_lst))
print(sum(_lst) / len(_lst))

_lst = get_zip_all(_data, FinanceDataSource.str_close, 1)
print("get_zip_all(_data, FinanceDataSource.str_close, 1)")
print(_lst)
print(sum(_lst))
print(sum(_lst) / len(_lst))
"""
得到如下结果:
get_zip_all(_data, FinanceDataSource.str_close, 2)
Beispiel #5
0
"""@File Name: ADX_1.py
@Author:  [email protected]
@Created Time:2018-01-13 15:21:48
@Last Change: 2018-01-13 15:21:48
@Description :
"""
import sys
import os
sys.path.append(
    os.path.join(os.path.dirname(os.path.realpath(__file__)),
                 "../../FinanceDataSource"))
sys.path.append("../../FinanceDataSource")
import FinanceDataSource
sys.path.append(
    os.path.join(os.path.dirname(os.path.realpath(__file__)),
                 "../../CandlestickOhlc"))
sys.path.append("../../CandlestickOhlc")
from CandlestickOhlc import candlestickohlc

import datetime
import talib

_book_id = "600469.XSHG"

_data = FinanceDataSource.get_data(FinanceDataSource.str_cn_stock, _book_id)

_data["ADX"] = talib.ADX(_data["High"].as_matrix(), _data["Low"].as_matrix(),
                         _data['Close'].as_matrix())

candlestickohlc(_data, otherseries=["ADX"])
    ax.xaxis_date()
    ax.autoscale_view()
    plt.setp(plt.gca().get_xticklabels(), rotation=45, horizontalalignment='right')

    plt.show()


if __name__ == "__main__":
    # We will look at stock prices over the past year, starting at January 1, 2016
    start = datetime.datetime(2016, 1, 1)
    end = datetime.date.today()
    # Let's get Apple stock data; Apple's ticker symbol is AAPL
    # First argument is the series we want, second is the source ("yahoo" for Yahoo! Finance), third is the start date, fourth is the end date
    # apple = web.DataReader("AAPL", "yahoo", start, end)
    import sys, os
    sys.path.append(
        os.path.join(
            os.path.dirname(
                os.path.realpath(__file__)),
            "../FinanceDataSource"))
    # sys.path.append("../../FinanceDataSource")
    import FinanceDataSource
    # yahoo_s_p_500 = init_data.get_data(init_data.str_pandas_datareader, init_data.yahoo_s_p_500)
    # pandas_candlestick_ohlc(yahoo_s_p_500)
    data = FinanceDataSource.get_tonghuashun_data(FinanceDataSource.tonghuashun_AGUSDO)

    import talib
    data["20d"] = talib.MA(data["Close"].as_matrix(), 20)
    data["120d"] = talib.MA(data["Close"].as_matrix(), 120)
    candlestickohlc(data , shareseries=["20d"], otherseries=["20d", "120d"])
Beispiel #7
0
def get_tonghuashun_AGUSDO_data():
    """取得同花顺上的白银数据"""
    return FinanceDataSource.get_tonghuashun_data(
        FinanceDataSource.tonghuashun_AGUSDO)