def report_bull():
while True:
error_count = 0
email_action = EmailInformer()
try:
latest_day: Stock1dHfqKdata = Stock1dHfqKdata.query_data(order=Stock1dHfqKdata.timestamp.desc(), limit=1,
return_type='domain')
target_date = latest_day[0].timestamp
# 计算均线
start = '2019-01-01'
my_selector = TargetSelector(start_timestamp=start, end_timestamp=target_date)
# add the factors
factor1 = BullFactor(start_timestamp=start, end_timestamp=target_date)
factor2 = CrossMaVolumeFactor(start_timestamp=start, end_timestamp=target_date,
windows=[5, 120, 250])
my_selector.add_factor(factor1)
my_selector.add_factor(factor2)
my_selector.run()
long_stocks = my_selector.get_open_long_targets(timestamp=target_date)
msg = 'no targets'
if long_stocks:
stocks = get_entities(provider='joinquant', entity_schema=Stock, entity_ids=long_stocks,
return_type='domain')
# add them to eastmoney
try:
try:
eastmoneypy.del_group('bull')
except:
pass
eastmoneypy.create_group('bull')
for stock in stocks:
eastmoneypy.add_to_group(stock.code, group_name='bull')
except Exception as e:
email_action.send_message(zvt_config['email_username'], f'report_bull error',
'report_bull error:{}'.format(e))
infos = stocks_with_info(stocks)
msg = '\n'.join(infos) + '\n'
logger.info(msg)
email_action.send_message(zvt_config['email_username'], f'{target_date} bull选股结果', msg)
break
except Exception as e:
logger.exception('report_bull error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message(zvt_config['email_username'], f'report_bull error',
'report_bull error:{}'.format(e))
def report_core_company():
while True:
error_count = 0
email_action = EmailInformer()
try:
# StockTradeDay.record_data(provider='joinquant')
# Stock.record_data(provider='joinquant')
# FinanceFactor.record_data(provider='eastmoney')
# BalanceSheet.record_data(provider='eastmoney')
target_date = to_time_str(now_pd_timestamp())
my_selector: TargetSelector = FundamentalSelector(
start_timestamp='2015-01-01', end_timestamp=target_date)
my_selector.run()
long_targets = my_selector.get_open_long_targets(
timestamp=target_date)
if long_targets:
stocks = get_entities(provider='joinquant',
entity_schema=Stock,
entity_ids=long_targets,
return_type='domain')
# add them to eastmoney
try:
try:
eastmoneypy.del_group('core')
except:
pass
eastmoneypy.create_group('core')
for stock in stocks:
eastmoneypy.add_to_group(stock.code, group_name='core')
except Exception as e:
email_action.send_message(
"*****@*****.**", f'report_core_company error',
'report_core_company error:{}'.format(e))
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = ' '.join(info)
else:
msg = 'no targets'
logger.info(msg)
email_action.send_message(get_subscriber_emails(),
f'{to_time_str(target_date)} 核心资产选股结果',
msg)
break
except Exception as e:
logger.exception('report_core_company error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message(
"*****@*****.**", f'report_core_company error',
'report_core_company error:{}'.format(e))
def report_vol_up_250():
while True:
error_count = 0
email_action = EmailInformer()
try:
# 抓取k线数据
# StockTradeDay.record_data(provider='joinquant')
# Stock1dKdata.record_data(provider='joinquant')
latest_day: Stock1dKdata = Stock1dKdata.query_data(order=Stock1dKdata.timestamp.desc(), limit=1,
return_type='domain')
target_date = latest_day[0].timestamp
# 计算均线
my_selector = TargetSelector(start_timestamp='2018-01-01', end_timestamp=target_date)
# add the factors
factor1 = VolumeUpMa250Factor(start_timestamp='2018-01-01', end_timestamp=target_date)
my_selector.add_filter_factor(factor1)
my_selector.run()
long_targets = my_selector.get_open_long_targets(timestamp=target_date)
if long_targets:
stocks = get_entities(provider='joinquant', entity_schema=Stock, entity_ids=long_targets,
return_type='domain')
# add them to eastmoney
try:
try:
eastmoneypy.del_group('tech')
except:
pass
eastmoneypy.create_group('tech')
for stock in stocks:
eastmoneypy.add_to_group(stock.code, group_name='tech')
except Exception as e:
email_action.send_message("*****@*****.**", f'report_vol_up_250 error',
'report_vol_up_250 error:{}'.format(e))
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = ' '.join(info)
else:
msg = 'no targets'
logger.info(msg)
email_action.send_message(get_subscriber_emails(), f'{target_date} 放量突破年线选股结果', msg)
break
except Exception as e:
logger.exception('report_vol_up_250 error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message("*****@*****.**", f'report_vol_up_250 error',
'report_vol_up_250 error:{}'.format(e))
def add_to_eastmoney(codes, group, entity_type="stock", over_write=True):
if over_write:
try:
eastmoneypy.del_group(group_name=group)
except:
pass
try:
eastmoneypy.create_group(group_name=group)
except:
pass
for code in codes:
eastmoneypy.add_to_group(code=code,
entity_type=entity_type,
group_name=group)
def record_block():
while True:
email_action = EmailInformer()
try:
Block.record_data(provider='eastmoney', force_update=False)
# 只抓取概念行情
df = Block.query_data(filters=[Block.category == BlockCategory.concept.value], index='entity_id')
entity_ids = df.index.tolist()
Block1dKdata.record_data(provider='em', entity_ids=entity_ids)
# 报告新概念
list_date = next_date(current_date(), -90)
df = Block.query_data(filters=[Block.category == BlockCategory.concept.value, Block.list_date >= list_date],
index='entity_id')
# add them to eastmoney
try:
try:
eastmoneypy.create_group('概念')
except:
pass
for code in df['code']:
eastmoneypy.add_to_group(code, group_name='概念', entity_type='block')
except Exception as e:
email_action.send_message(zvt_config['email_username'], f'report_concept error',
'report_concept error:{}'.format(e))
email_action.send_message(zvt_config['email_username'], 'record block finished', '')
break
except Exception as e:
msg = f'record block error:{e}'
logger.exception(msg)
email_action.send_message(zvt_config['email_username'], 'record block error', msg)
time.sleep(60)
def report_state():
while True:
error_count = 0
email_action = EmailInformer(ssl=True)
try:
latest_day: Stock1dKdata = Stock1dKdata.query_data(order=Stock1dKdata.timestamp.desc(), limit=1,
return_type='domain')
target_date = latest_day[0].timestamp
# target_date = to_pd_timestamp('2020-01-02')
# 计算均线
my_selector = TargetSelector(start_timestamp='2018-01-01', end_timestamp=target_date)
# add the factors
factor1 = VolumeUpMa250Factor(start_timestamp='2018-01-01', end_timestamp=target_date)
my_selector.add_filter_factor(factor1)
my_selector.run()
long_stocks = my_selector.get_open_long_targets(timestamp=target_date)
msg = 'no targets'
# 过滤亏损股
# check StockValuation data
pe_date = target_date - datetime.timedelta(10)
if StockValuation.query_data(start_timestamp=pe_date, limit=1, return_type='domain'):
positive_df = StockValuation.query_data(provider='joinquant', entity_ids=long_stocks,
start_timestamp=pe_date,
filters=[StockValuation.pe > 0],
columns=['entity_id'])
bad_stocks = set(long_stocks) - set(positive_df['entity_id'].tolist())
if bad_stocks:
stocks = get_entities(provider='joinquant', entity_schema=Stock, entity_ids=bad_stocks,
return_type='domain')
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = '亏损股:' + ' '.join(info) + '\n'
long_stocks = set(positive_df['entity_id'].tolist())
if long_stocks:
pre_date = target_date - datetime.timedelta(3 * 365)
ma_state = MaStateStatsFactor(entity_ids=long_stocks, start_timestamp=pre_date,
end_timestamp=target_date, persist_factor=False)
bad_stocks = []
for entity_id, df in ma_state.factor_df.groupby(level=0):
if df['current_pct'].max() >= 0.35:
bad_stocks.append(entity_id)
long_stocks.remove(entity_id)
if bad_stocks:
stocks = get_entities(provider='joinquant', entity_schema=Stock, entity_ids=bad_stocks,
return_type='domain')
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = msg + '3年内高潮过:' + ' '.join(info) + '\n'
# 过滤风险股
if long_stocks:
risky_codes = risky_company(the_date=target_date, entity_ids=long_stocks)
if risky_codes:
long_stocks = [entity_id for entity_id in long_stocks if
get_entity_code(entity_id) not in risky_codes]
stocks = get_entities(provider='joinquant', entity_schema=Stock, entity_ids=risky_codes,
return_type='domain')
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = msg + '风险股:' + ' '.join(info) + '\n'
if long_stocks:
stocks = get_entities(provider='joinquant', entity_schema=Stock, entity_ids=long_stocks,
return_type='domain')
# add them to eastmoney
try:
try:
eastmoneypy.del_group('real')
except:
pass
eastmoneypy.create_group('real')
for stock in stocks:
eastmoneypy.add_to_group(stock.code, group_name='real')
except Exception as e:
email_action.send_message("*****@*****.**", f'report state error',
'report state error:{}'.format(e))
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = msg + '盈利股:' + ' '.join(info) + '\n'
logger.info(msg)
email_action.send_message('*****@*****.**', f'{target_date} 放量突破年线state选股结果', msg)
break
except Exception as e:
logger.exception('report state error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message("*****@*****.**", f'report state error',
'report state error:{}'.format(e))
def report_vol_up_250():
while True:
error_count = 0
email_action = EmailInformer()
try:
# 抓取k线数据
# StockTradeDay.record_data(provider='joinquant')
# Stock1dKdata.record_data(provider='joinquant')
latest_day: Stock1dHfqKdata = Stock1dHfqKdata.query_data(
order=Stock1dHfqKdata.timestamp.desc(),
limit=1,
return_type='domain')
target_date = latest_day[0].timestamp
# 计算均线
my_selector = TargetSelector(start_timestamp='2018-10-01',
end_timestamp=target_date)
# add the factors
factor1 = VolumeUpMaFactor(start_timestamp='2018-10-01',
end_timestamp=target_date)
my_selector.add_filter_factor(factor1)
my_selector.run()
long_stocks = my_selector.get_open_long_targets(
timestamp=target_date)
msg = 'no targets'
# 过滤亏损股
# check StockValuation data
pe_date = target_date - datetime.timedelta(10)
if StockValuation.query_data(start_timestamp=pe_date,
limit=1,
return_type='domain'):
positive_df = StockValuation.query_data(
provider='joinquant',
entity_ids=long_stocks,
start_timestamp=pe_date,
filters=[StockValuation.pe > 0],
columns=['entity_id'])
bad_stocks = set(long_stocks) - set(
positive_df['entity_id'].tolist())
if bad_stocks:
stocks = get_entities(provider='joinquant',
entity_schema=Stock,
entity_ids=bad_stocks,
return_type='domain')
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = '亏损股:' + ' '.join(info) + '\n'
long_stocks = set(positive_df['entity_id'].tolist())
if long_stocks:
stocks = get_entities(provider='joinquant',
entity_schema=Stock,
entity_ids=long_stocks,
return_type='domain')
# add them to eastmoney
try:
try:
eastmoneypy.del_group('tech')
except:
pass
eastmoneypy.create_group('tech')
for stock in stocks:
eastmoneypy.add_to_group(stock.code, group_name='tech')
except Exception as e:
email_action.send_message(
"*****@*****.**", f'report_vol_up_250 error',
'report_vol_up_250 error:{}'.format(e))
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = msg + '盈利股:' + ' '.join(info) + '\n'
logger.info(msg)
email_action.send_message(get_subscriber_emails(),
f'{target_date} 改进版放量突破年线选股结果', msg)
break
except Exception as e:
logger.exception('report_vol_up_250 error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message(
"*****@*****.**", f'report_vol_up_250 error',
'report_vol_up_250 error:{}'.format(e))
def report_top_stats(periods=[7, 30, 180, 365], ignore_new_stock=True):
latest_day: Stock1dHfqKdata = Stock1dHfqKdata.query_data(order=Stock1dHfqKdata.timestamp.desc(), limit=1,
return_type='domain')
current_timestamp = latest_day[0].timestamp
email_action = EmailInformer()
# 至少上市一年
filters = None
if ignore_new_stock:
pre_year = next_date(current_timestamp, -365)
stocks = get_entity_ids(provider='joinquant', entity_schema=Stock, filters=[Stock.timestamp <= pre_year])
filters = [Stock1dHfqKdata.entity_id.in_(stocks)]
stats = []
ups = []
downs = []
msg = ''
for period in periods:
start = next_date(current_timestamp, -period)
df, _ = get_top_performance_entities(start_timestamp=start, filters=filters, pct=1, show_name=True)
df.rename(columns={'score': f'score_{period}'}, inplace=True)
ups.append(tabulate(df.iloc[:50], headers='keys'))
downs.append(tabulate(df.iloc[:-100], headers='keys'))
stats.append(tabulate(df.describe(), headers='keys'))
# 最近一个月最靓仔的
if period == 30:
# add them to eastmoney
try:
try:
eastmoneypy.del_group('最靓仔')
except:
pass
eastmoneypy.create_group('最靓仔')
for entity_id in df.index[:50]:
_, _, code = decode_entity_id(entity_id)
eastmoneypy.add_to_group(code=code, group_name='最靓仔')
except Exception as e:
logger.exception(e)
email_action.send_message("*****@*****.**", f'report_top_stats error',
'report_top_stats error:{}'.format(e))
# 一年内没怎么动的
if period == 365:
stable_df = df[(df['score_365'] > -0.1) & (df['score_365'] < 0.1)]
vol_df = get_top_volume_entities(entity_ids=stable_df.index.tolist(), start_timestamp=start)
# add them to eastmoney
try:
try:
eastmoneypy.del_group('躺尸一年')
except:
pass
eastmoneypy.create_group('躺尸一年')
for entity_id in vol_df.index[:50]:
_, _, code = decode_entity_id(entity_id)
eastmoneypy.add_to_group(code=code, group_name='躺尸一年')
except Exception as e:
logger.exception(e)
email_action.send_message("*****@*****.**", f'report_top_stats error',
'report_top_stats error:{}'.format(e))
for s in stats:
msg = msg + s + '\n'
for up in ups:
msg = msg + up + '\n'
for down in downs:
msg = msg + down + '\n'
email_action.send_message('*****@*****.**', f'{current_timestamp} 统计报告', msg)
def report_vol_up():
while True:
error_count = 0
email_action = EmailInformer()
try:
# 抓取k线数据
# StockTradeDay.record_data(provider='joinquant')
# Stock1dKdata.record_data(provider='joinquant')
latest_day: Stock1dHfqKdata = Stock1dHfqKdata.query_data(
order=Stock1dHfqKdata.timestamp.desc(),
limit=1,
return_type='domain')
target_date = latest_day[0].timestamp
start_timestamp = next_date(target_date, -50)
# 成交量
vol_df = get_top_volume_entities(entity_type='stock',
start_timestamp=start_timestamp,
end_timestamp=target_date,
pct=0.4)
current_entity_pool = vol_df.index.tolist()
# 计算均线
start = '2019-01-01'
my_selector = TargetSelector(start_timestamp=start,
end_timestamp=target_date,
select_mode=SelectMode.condition_or)
# add the factors
factor1 = VolumeUpMaFactor(entity_ids=current_entity_pool,
start_timestamp=start,
end_timestamp=target_date,
windows=[120, 250],
over_mode='or')
my_selector.add_factor(factor1)
my_selector.run()
long_stocks = my_selector.get_open_long_targets(
timestamp=target_date)
msg = 'no targets'
if long_stocks:
stocks = get_entities(provider='joinquant',
entity_schema=Stock,
entity_ids=long_stocks,
return_type='domain')
# add them to eastmoney
try:
try:
eastmoneypy.del_group('tech')
except:
pass
eastmoneypy.create_group('tech')
for stock in stocks:
eastmoneypy.add_to_group(stock.code, group_name='tech')
except Exception as e:
email_action.send_message(
zvt_config['email_username'], f'report_vol_up error',
'report_vol_up error:{}'.format(e))
infos = stocks_with_info(stocks)
msg = '\n'.join(infos) + '\n'
logger.info(msg)
email_action.send_message(zvt_config['email_username'],
f'{target_date} 改进版放量突破(半)年线选股结果', msg)
break
except Exception as e:
logger.exception('report_vol_up error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message(zvt_config['email_username'],
f'report_vol_up error',
'report_vol_up error:{}'.format(e))
def report_real(region):
while True:
error_count = 0
email_action = EmailInformer(ssl=True)
try:
latest_day: Stock1dKdata = Stock1dKdata.query_data(
region=region,
order=Stock1dKdata.timestamp.desc(),
limit=1,
return_type='domain')
target_date = latest_day[0].timestamp
# target_date = '2020-02-04'
# 计算均线
my_selector = TargetSelector(region=region,
start_timestamp='2018-01-01',
end_timestamp=target_date)
# add the factors
factor1 = VolumeUpMa250Factor(region=region,
start_timestamp='2018-01-01',
end_timestamp=target_date)
my_selector.add_filter_factor(factor1)
my_selector.run()
long_stocks = my_selector.get_open_long_targets(
timestamp=target_date)
msg = 'no targets'
# 过滤亏损股
# check StockValuation data
pe_date = target_date - datetime.timedelta(10)
if StockValuation.query_data(region=region,
start_timestamp=pe_date,
limit=1,
return_type='domain'):
positive_df = StockValuation.query_data(
region=region,
provider=Provider.JoinQuant,
entity_ids=long_stocks,
start_timestamp=pe_date,
filters=[StockValuation.pe > 0],
columns=['entity_id'])
bad_stocks = set(long_stocks) - set(
positive_df['entity_id'].tolist())
if bad_stocks:
stocks = get_entities(region=region,
provider=Provider.JoinQuant,
entity_schema=Stock,
entity_ids=bad_stocks,
return_type='domain')
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = '亏损股:' + ' '.join(info) + '\n'
long_stocks = set(positive_df['entity_id'].tolist())
if long_stocks:
# use block to filter
block_selector = BlockSelector(region=region,
start_timestamp='2020-01-01',
long_threshold=0.8)
block_selector.run()
long_blocks = block_selector.get_open_long_targets(
timestamp=target_date)
if long_blocks:
blocks: List[Block] = Block.query_data(
region=region,
provider=Provider.Sina,
entity_ids=long_blocks,
return_type='domain')
info = [f'{block.name}({block.code})' for block in blocks]
msg = ' '.join(info) + '\n'
block_stocks: List[BlockStock] = BlockStock.query_data(
region=region,
provider=Provider.Sina,
filters=[BlockStock.stock_id.in_(long_stocks)],
entity_ids=long_blocks,
return_type='domain')
if block_stocks:
# add them to eastmoney
try:
try:
eastmoneypy.del_group('real')
except:
pass
eastmoneypy.create_group('real')
for block_stock in block_stocks:
eastmoneypy.add_to_group(
block_stock.stock_code, group_name='real')
except Exception as e:
email_action.send_message(
"*****@*****.**", f'report_real error',
'report_real error:{}'.format(e))
block_map_stocks = {}
for block_stock in block_stocks:
stocks = block_map_stocks.get(block_stock.name)
if not stocks:
stocks = []
block_map_stocks[block_stock.name] = stocks
stocks.append(
f'{block_stock.stock_name}({block_stock.stock_code})'
)
for block in block_map_stocks:
stocks = block_map_stocks[block]
stock_msg = ' '.join(stocks)
msg = msg + f'{block}:\n' + stock_msg + '\n'
logger.info(msg)
email_action.send_message('*****@*****.**',
f'{target_date} 放量突破年线real选股结果', msg)
break
except Exception as e:
logger.exception('report_real error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message("*****@*****.**",
f'report_real error',
'report_real error:{}'.format(e))
def report_state(region):
while True:
error_count = 0
email_action = EmailInformer(ssl=True)
try:
latest_day: Stock1dKdata = Stock1dKdata.query_data(
region=region,
order=Stock1dKdata.timestamp.desc(),
limit=1,
return_type='domain')
target_date = latest_day[0].timestamp
# target_date = to_pd_timestamp('2020-01-02')
# 计算均线
my_selector = TargetSelector(region=region,
start_timestamp='2018-01-01',
end_timestamp=target_date)
# add the factors
factor1 = ImprovedMaFactor(region=region,
start_timestamp='2018-01-01',
end_timestamp=target_date)
my_selector.add_filter_factor(factor1)
my_selector.run()
long_stocks = my_selector.get_open_long_targets(
timestamp=target_date)
stock_map_slope = {}
logger.info(long_stocks)
msg = 'no targets'
if long_stocks:
pre_date = target_date - datetime.timedelta(2 * 365)
ma_state = MaStateStatsFactor(region=region,
entity_ids=long_stocks,
start_timestamp=pre_date,
end_timestamp=target_date,
need_persist=False)
ma_state.factor_df['slope'] = 100 * ma_state.factor_df[
'current_pct'] / ma_state.factor_df['current_count']
high_stocks = []
for entity_id, df in ma_state.factor_df.groupby(level=0):
if df['current_pct'].max() >= 0.7:
high_stocks.append(entity_id)
stock_map_slope[entity_id] = round(df['slope'].iat[-1], 2)
if high_stocks:
stocks = get_entities(region=region,
provider=Provider.JoinQuant,
entity_schema=Stock,
entity_ids=high_stocks,
return_type='domain')
info = [
f'{stock.name}({stock.code})[{stock_map_slope.get(stock.entity_id)}]'
for stock in stocks
]
msg = msg + '2年内高潮过:' + ' '.join(info) + '\n'
# 过滤风险股
if long_stocks:
risky_codes = risky_company(region=region,
the_date=target_date,
entity_ids=long_stocks,
income_yoy=-0.8,
profit_yoy=-0.8)
if risky_codes:
long_stocks = [
entity_id for entity_id in long_stocks
if get_entity_code(entity_id) not in risky_codes
]
stocks = get_entities(region=region,
provider=Provider.JoinQuant,
entity_schema=Stock,
codes=risky_codes,
return_type='domain')
info = [
f'{stock.name}({stock.code})[{stock_map_slope.get(stock.entity_id)}]'
for stock in stocks
]
msg = msg + '风险股:' + ' '.join(info) + '\n'
if long_stocks:
stocks = get_entities(region=region,
provider=Provider.JoinQuant,
entity_schema=Stock,
entity_ids=long_stocks,
return_type='domain')
# add them to eastmoney
try:
try:
eastmoneypy.del_group('real')
except:
pass
eastmoneypy.create_group('real')
for stock in stocks:
eastmoneypy.add_to_group(stock.code, group_name='real')
except Exception as e:
email_action.send_message(
"*****@*****.**", f'report state error',
'report state error:{}'.format(e))
info = [
f'{stock.name}({stock.code})[{stock_map_slope.get(stock.entity_id)}]'
for stock in stocks
]
msg = msg + '选中:' + ' '.join(info) + '\n'
logger.info(msg)
email_action.send_message('*****@*****.**',
f'{target_date} 放量突破年线state选股结果', msg)
break
except Exception as e:
logger.exception('report state error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message("*****@*****.**",
f'report state error',
'report state error:{}'.format(e))
