def fetch_get_stock_day(name, startDate, endDate, if_fq='01'):
try:
from WindPy import w
except:
util_log_info('No WindPY Module!')
w.start()
if (util_date_valid(endDate) == False):
util_log_info("wrong date")
else:
if if_fq in ['00', 'bfq']:
data = w.wsd(name, "sec_name,pre_close,open,high,low,close,volume",
startDate, endDate)
elif if_fq in ['01', 'qfq']:
data = w.wsd(name, "sec_name,pre_close,open,high,low,close,volume",
startDate, endDate, "PriceAdj=F")
elif if_fq in ['02', 'hfq']:
data = w.wsd(name, "sec_name,pre_close,open,high,low,close,volume",
startDate, endDate, "PriceAdj=B")
else:
util_log_info('wrong fq factor! using qfq')
data = w.wsd(name, "sec_name,pre_close,open,high,low,close,volume",
startDate, endDate, "PriceAdj=B")
if (data.ErrorCode == 0):
util_log_info("Connent to Wind successfully")
return pd.DataFrame(np.asarray(data.Data).T,
columns=data.Fields,
index=data.Times)
def fetch_stock_full(date_, format_='numpy', collections=ms.client.flyshare.stock_day):
'获取全市场的某一日的数据'
#__start = str(__start)[0:10]
Date = str(date_)[0:10]
if util_date_valid(Date) == True:
__data = []
for item in collections.find({
"date_stamp": {
"$lte": util_date_stamp(Date),
"$gte": util_date_stamp(Date)}}):
__data.append([str(item['code']), float(item['open']), float(item['high']), float(
item['low']), float(item['close']), float(item['volume']), item['date']])
# 多种数据格式
if format_ in ['n', 'N', 'numpy']:
__data = numpy.asarray(__data)
elif format_ in ['list', 'l', 'L']:
__data = __data
elif format_ in ['P', 'p', 'pandas', 'pd']:
__data = DataFrame(__data, columns=[
'code', 'open', 'high', 'low', 'close', 'volume', 'date'])
__data['date'] = pd.to_datetime(__data['date'])
__data = __data.set_index('date', drop=True)
return __data
else:
util_log_info('something wrong with date')
def fetch_index_day(code, __start, __end, format_='numpy', collections=ms.client.flyshare.index_day):
'获取指数日线'
__start = str(__start)[0:10]
__end = str(__end)[0:10]
if util_date_valid(__end) == True:
__data = []
for item in collections.find({
'code': str(code)[0:6], "date_stamp": {
"$lte": util_date_stamp(__end),
"$gte": util_date_stamp(__start)}}):
__data.append([str(item['code']), float(item['open']), float(item['high']), float(
item['low']), float(item['close']), float(item['vol']), item['date']])
# 多种数据格式
if format_ in ['n', 'N', 'numpy']:
__data = numpy.asarray(__data)
elif format_ in ['list', 'l', 'L']:
__data = __data
elif format_ in ['P', 'p', 'pandas', 'pd']:
__data = DataFrame(__data, columns=[
'code', 'open', 'high', 'low', 'close', 'volume', 'date'])
__data['date'] = pd.to_datetime(__data['date'])
__data = __data.set_index('date', drop=False)
return __data
else:
util_log_info('something wrong with date')
def fetch_get_stock_list(date):
try:
from WindPy import w
except:
util_log_info('No WindPY Module!')
w.start()
if (util_date_valid(date) == False):
util_log_info("wrong date")
else:
awgs = 'date=' + date + ';sectorid=a001010100000000'
data = w.wset("sectorconstituent", awgs)
return pd.DataFrame(np.asarray(data.Data).T,
columns=data.Fields,
index=data.Times)
def fetch_get_stock_day_simple(name, startDate, endDate):
try:
from WindPy import w
except:
util_log_info('No WindPY Module!')
w.start()
if (util_date_valid(endDate) == False):
util_log_info("wrong date")
else:
data = w.wsd(name, "sec_name,preclose,open,high,low,close,volume",
startDate, endDate, "Fill=Previous;PriceAdj=F")
#data=w.wsd("000002.SZ", "open,high,low,close,volume", "2017-03-03", "2017-04-01", "PriceAdj=B")
util_log_info(data.ErrorCode)
if (data.ErrorCode == 0):
util_log_info("Connent to Wind successfully")
return data.Data
def fetch_stock_day_adv(code,
__start,
__end,
if_drop_index=False,
collections=ms.client.flyshare.stock_day):
'获取股票日线'
__start = str(__start)[0:10]
__end = str(__end)[0:10]
if isinstance(code, str):
if util_date_valid(__end) == True:
__data = []
for item in collections.find({
'code': str(code)[0:6],
"date_stamp": {
"$lte": util_date_stamp(__end),
"$gte": util_date_stamp(__start)
}
}):
__data.append([
str(item['code']),
float(item['open']),
float(item['high']),
float(item['low']),
float(item['close']),
float(item['vol']),
float(item['amount']), item['date']
])
__data = DataFrame(__data,
columns=[
'code', 'open', 'high', 'low', 'close',
'volume', 'amount', 'date'
])
__data['date'] = pd.to_datetime(__data['date'])
return DataStruct_Stock_day(
__data.query('volume>1').set_index(['date', 'code'],
drop=if_drop_index))
else:
util_log_info('something wrong with date')
elif isinstance(code, list):
return DataStruct_Stock_day(
pd.concat(fetch_stocklist_day(
code, [__start, __end])).query('volume>1').set_index(
['date', 'code'], drop=if_drop_index))
def fetch_get_stock_list_special(date, id):
try:
from WindPy import w
except:
util_log_info('No WindPY Module!')
w.start()
if (util_date_valid(date) == False):
util_log_info("wrong date")
else:
if id in [
'big', 'small', 'cixin', 'yujing', 'rzrq', 'rq', 'yj', 'st',
'sst'
]:
awgs = 'date=' + date + ';sectorid=' + \
data_list.wind_stock_list_special_id[id]
data = w.wset("sectorconstituent", awgs)
return pd.DataFrame(np.asarray(data.Data).T,
columns=data.Fields,
index=data.Times)
def fetch_get_stock_xueqiu(name, startDate, endDate):
try:
from WindPy import w
except:
util_log_info('No WindPY Module!')
w.start()
if (util_date_valid(endDate) == False):
util_log_info("wrong date")
else:
data = w.wsd(
name, "xq_accmfocus,xq_accmcomments,xq_accmshares,\
xq_focusadded,xq_commentsadded,xq_sharesadded,\
xq_WOW_focus,xq_WOW_comments,xq_WOW_shares", startDate,
endDate, "")
if (data.ErrorCode == 0):
util_log_info("Connent to Wind successfully")
return pd.DataFrame(np.asarray(data.Data).T,
columns=data.Fields,
index=data.Times)
def fetch_get_stock_shape(name, startDate, endDate):
try:
from WindPy import w
except:
util_log_info('No WindPY Module!')
w.start()
if (util_date_valid(endDate) == False):
util_log_info("wrong date")
else:
# history_low近期创历史新低,stage_high近期创阶段新高,history_high近期创历史新高,stage_low近期创阶段新高,up_days连涨天数,down_days连跌天数,breakout_ma向上有效突破均线,breakdown_ma向下有效突破均线,bull_bear_ma均线多空排列看涨看跌
data = w.wsd(
name,
"history_low,stage_high,history_high,stage_low,up_days,down_days,breakout_ma,breakdown_ma,bull_bear_ma",
startDate, endDate,
"n=3;m=60;meanLine=60;N1=5;N2=10;N3=20;N4=30;upOrLow=1")
if (data.ErrorCode == 0):
util_log_info("Connent to Wind successfully")
return pd.DataFrame(np.asarray(data.Data).T,
columns=data.Fields,
index=data.Times)
def fetch_get_stock_risk(name, startDate, endDate):
try:
from WindPy import w
except:
util_log_info('No WindPY Module!')
w.start()
if (util_date_valid(endDate) == False):
util_log_info("wrong date")
else:
data = w.wsd(
name, "annualyeild_100w,annualyeild_24m,annualyeild_60m,\
annualstdevr_100w,annualstdevr_24m,annualstdevr_60m,beta_100w,\
beta_24m,beta_60m,avgreturn,avgreturny,stdevry,stdcof,\
risk_nonsysrisk1,r2,alpha2,beta,sharpe,treynor,jensen,jenseny,betadf",
startDate, endDate,
"period=2;returnType=1;index=000001.SH;yield=1")
if (data.ErrorCode == 0):
util_log_info("Connent to Wind successfully")
return pd.DataFrame(np.asarray(data.Data).T,
columns=data.Fields,
index=data.Times)
def fetch_get_stock_indicator(name, startDate, endDate):
try:
from WindPy import w
except:
util_log_info('No WindPY Module!')
w.start()
if (util_date_valid(endDate) == False):
util_log_info("wrong date")
else:
# ADTM动态买卖气指标,ATR真实波幅,BBI多空指数,BBIBOLL多空布林线,BIAS乖离率,BOLL布林带,CCI顺势指标,CDP逆势操作,DMA平均线差,
# DMI趋向标准,DPO区间震荡线,ENV,EXPMA指数平滑移动平均,KDJ随机指标,slowKD慢速kd,MA简单移动平均,MACD指数平滑移动平均,MIKE麦克指数,
# MTM动力指标,PRICEOSC价格震荡指标,PVT量价趋势指标,RC变化率指数,ROC变动速率,RSI相对强弱指标,SAR抛物转向,SI摆动指标,SOBV能量潮,
# SRMI MI修正指标,STD 标准差,TAPI 加权指数成交值,TRIX 三重指数平滑平均,VHF纵横指标,VMA量简单移动平均,VMACD量指数平滑移动平均,
# VOSC成交量震荡,WVAD威廉变异离散量,vol_ratio量比
data = w.wsd(
name, "ADTM,ATR,BBI,BBIBOLL,BIAS,BOLL,CCI,CDP,\
DMA,DMI,DPO,ENV,EXPMA,KDJ,slowKD,MA,MACD,\
MIKE,MTM,PRICEOSC,PVT,RC,ROC,RSI,SAR,SI,\
SOBV,SRMI,STD,TAPI,TRIX,VHF,VMA,VMACD,VOSC,\
WVAD,vol_ratio", startDate, endDate,
"ADTM_N1=23;ADTM_N2=8;ADTM_IO=1;ATR_N=14;ATR_IO=1;\
BBI_N1=3;BBI_N2=6;BBI_N3=12;BBI_N4=24;BBIBOLL_N=10;\
BBIBOLL_Width=3;BBIBOLL_IO=1;BIAS_N=12;BOLL_N=26;\
BOLL_Width=2;BOLL_IO=1;CCI_N=14;CDP_IO=1;DMA_S=10;\
DMA_L=50;DMA_N=10;DMA_IO=1;DMI_N=14;DMI_N1=6;\
DMI_IO=1;DPO_N=20;DPO_M=6;DPO_IO=1;ENV_N=14;ENV_IO=1;\
EXPMA_N=12;KDJ_N=9;KDJ_M1=3;KDJ_M2=3;KDJ_IO=1;SlowKD_N1=9;\
SlowKD_N2=3;SlowKD_N3=3;SlowKD_N4=5;SlowKD_IO=1;MA_N=5;\
MACD_L=26;MACD_S=12;MACD_N=9;MACD_IO=1;MIKE_N=12;MIKE_IO=1;\
MTM_interDay=6;MTM_N=6;MTM_IO=1;PRICEOSC_L=26;PRICEOSC_S=12;\
RC_N=50;ROC_interDay=12;ROC_N=6;ROC_IO=1;RSI_N=6;SAR_N=4;\
SAR_SP=2;SAR_MP=20;SRMI_N=9;STD_N=26;TAPI_N=6;TAPI_IO=1;\
TRIX_N1=12;TRIX_N2=20;TRIX_IO=1;VHF_N=28;VMA_N=5;VMACD_S=12;\
VMACD_L=26;VMACD_N=9;VMACD_IO=1;VOSC_S=12;VOSC_L=26;WVAD_N1=24;\
WVAD_N2=6;WVAD_IO=1;VolumeRatio_N=5")
if (data.ErrorCode == 0):
util_log_info("Connent to Wind successfully")
return pd.DataFrame(np.asarray(data.Data).T,
columns=data.Fields,
index=data.Times)
def fetch_get_stock_info(name, startDate, endDate):
try:
from WindPy import w
except:
util_log_info('No WindPY Module!')
w.start()
# get the all stock list on the endDate
# judge the vaild date
if (util_date_valid(endDate) is False):
util_log_info("wrong date")
else:
# tempStr='date='+endDate+";sectorid=a001010100000000"
# data=w.wset("sectorconstituent",tempStr)
data = w.wsd(
name, "sec_name,sec_englishname,ipo_date,exch_city,mkt,\
sec_status,delist_date,issuecurrencycode,curr,RO,parvalue,\
lotsize,tunit,exch_eng,country,concept,marginornot,SHSC,\
parallelcode,sec_type,backdoor,backdoordate,windtype",
startDate, endDate)
# util_log_info(data)
if (data.ErrorCode != 0):
util_log_info("Connent to Wind successfully")
return data.Data