def __init__(self, policylist, namelist=None, date=today()):
self.warn = []
self.message = []
self.policylist = policylist
if namelist is None:
self.namelist = [i for i in range(len(policylist))]
else:
self.namelist = namelist
assert len(self.policylist) == len(self.namelist)
for i, policy in enumerate(policylist):
row = policy.status[policy.status["date"] == date]
if len(row) == 1:
warn = (
policy.aim.name,
policy.aim.code,
row.iloc[0].loc[policy.aim.code],
self.namelist[i],
)
self.warn.append(warn)
if warn[2] > 0:
sug = "买入%s元" % warn[2]
elif warn[2] < 0:
ratio = -warn[2] / 0.005 * 100
share = (trade(fundinfo(warn[1]),
policy.status).briefdailyreport().get(
"currentshare", 0))
share = -warn[2] / 0.005 * share
sug = "卖出%s%%的份额，也即%s份额" % (ratio, share)
self.message.append("根据%s计划，建议%s，%s(%s)" %
(warn[3], sug, warn[0], warn[1]))
self.content = "\n".join(map(str, self.message))
def update(self):
"""
function to incrementally update the pricetable after fetch the old one
"""
lastdate = self.price.iloc[-1].date
diffdays = (yesterdayobj() - lastdate).days
if (
diffdays == 0
): ## for some QDII, this value is 1, anyways, trying update is compatible (d+2 update)
return None
self._updateurl = (
"http://fund.eastmoney.com/f10/F10DataApi.aspx?type=lsjz&code=" +
self.code + "&page=1&per=1")
con = rget(self._updateurl)
soup = BeautifulSoup(con.text, "lxml")
items = soup.findAll("td")
if dt.datetime.strptime(str(items[0].string), "%Y-%m-%d") == today():
diffdays += 1
if diffdays <= 10:
self._updateurl = (
"http://fund.eastmoney.com/f10/F10DataApi.aspx?type=lsjz&code="
+ self.code + "&page=1&per=" + str(diffdays))
con = rget(self._updateurl)
soup = BeautifulSoup(con.text, "lxml")
items = soup.findAll("td")
elif (
diffdays > 10
): ## there is a 20 item per page limit in the API, so to be safe, we query each page by 10 items only
items = []
for pg in range(1, int(diffdays / 10) + 2):
self._updateurl = (
"http://fund.eastmoney.com/f10/F10DataApi.aspx?type=lsjz&code="
+ self.code + "&page=" + str(pg) + "&per=10")
con = rget(self._updateurl)
soup = BeautifulSoup(con.text, "lxml")
items.extend(soup.findAll("td"))
else:
raise TradeBehaviorError(
"Weird incremental update: the saved copy has future records")
date = []
netvalue = []
totvalue = []
comment = []
for i in range(int(len(items) / 7)):
ts = pd.Timestamp(str(items[7 * i].string))
if (ts - lastdate).days > 0:
date.append(ts)
netvalue.append(float(items[7 * i + 1].string))
totvalue.append(float(items[7 * i + 2].string))
comment.append(_nfloat(items[7 * i + 6].string))
else:
break
df = pd.DataFrame({
"date": date,
"netvalue": netvalue,
"totvalue": totvalue,
"comment": comment,
})
df = df.iloc[::-1] ## reverse the time order
df = df[df["date"].isin(opendate)]
df = df.reset_index(drop=True)
df = df[df["date"] <= yesterdayobj()]
if len(df) != 0:
self.price = self.price.append(df, ignore_index=True, sort=True)
return df
def update(self):
"""
function to incrementally update the pricetable after fetch the old one
"""
lastdate = self.price.iloc[-1].date
startvalue = self.price.iloc[-1].totvalue
diffdays = (yesterdayobj() - lastdate).days
if diffdays == 0:
return None
self._updateurl = (
"http://fund.eastmoney.com/f10/F10DataApi.aspx?type=lsjz&code=" +
self.code + "&page=1&per=1")
con = rget(self._updateurl)
soup = BeautifulSoup(con.text, "lxml")
items = soup.findAll("td")
if dt.datetime.strptime(str(items[0].string), "%Y-%m-%d") == today():
diffdays += 1
if diffdays <= 10:
# caution: there may be today data!! then a day gap will be in table
self._updateurl = (
"http://fund.eastmoney.com/f10/F10DataApi.aspx?type=lsjz&code="
+ self.code + "&page=1&per=" + str(diffdays))
con = rget(self._updateurl)
soup = BeautifulSoup(con.text, "lxml")
items = soup.findAll("td")
elif (
diffdays > 10
): ## there is a 20 item per page limit in the API, so to be safe, we query each page by 10 items only
items = []
for pg in range(1, int(diffdays / 10) + 2):
self._updateurl = (
"http://fund.eastmoney.com/f10/F10DataApi.aspx?type=lsjz&code="
+ self.code + "&page=" + str(pg) + "&per=10")
con = rget(self._updateurl)
soup = BeautifulSoup(con.text, "lxml")
items.extend(soup.findAll("td"))
else:
raise TradeBehaviorError(
"Weird incremental update: the saved copy has future records")
date = []
earnrate = []
comment = []
for i in range(int(len(items) / 6)):
ts = pd.Timestamp(str(items[6 * i].string))
if (ts - lastdate).days > 0:
date.append(ts)
earnrate.append(float(items[6 * i + 1].string) * 1e-4)
comment.append(_nfloat(items[6 * i + 5].string))
date = date[::-1]
earnrate = earnrate[::-1]
comment = comment[::-1]
netvalue = [startvalue]
for earn in earnrate:
netvalue.append(netvalue[-1] * (1 + earn))
netvalue.remove(startvalue)
df = pd.DataFrame({
"date": date,
"netvalue": netvalue,
"totvalue": netvalue,
"comment": comment,
})
df = df[df["date"].isin(opendate)]
df = df.reset_index(drop=True)
df = df[df["date"] <= yesterdayobj()]
if len(df) != 0:
self.price = self.price.append(df, ignore_index=True, sort=True)
return df
