def test_get_investing():
df1 = xa.get_daily(code="indices/germany-30")
df2 = xa.get_daily(code="172")
assert (df1.iloc[-2]["close"] == df2.iloc[-2]["close"]
) ## never try -1, today's data is unpredictable
df = xa.get_daily(code="/currencies/usd-cny", end="20200307")
assert round(df.iloc[-1]["close"], 4) == 6.9321
def test_get_rmb():
df = xa.get_daily(start="20180101", end="2020-03-07", code="USD/CNY")
assert len(df) == 528
df = xa.get_daily(code="EUR/CNY", end="20200306")
assert round(df.iloc[-1]["close"], 4) == 7.7747
df = xa.get_daily("CNY/EUR", end="20200306", prev=5)
assert round(df.iloc[-1]["close"], 3) == round(1 / 7.7747, 3)
def test_cache_mm():
df = xa.get_daily("SH501018", prev=100)
l1 = len(df)
xa.set_backend(backend="memory")
xa.get_daily("SH501018", prev=50)
df = xa.get_daily("SH501018", prev=100)
l2 = len(df)
assert l1 == l2
def test_get_investing():
df1 = xa.get_daily(code="indices/germany-30")
df2 = xa.get_daily(code="172")
assert (df1.iloc[-2]["close"] == df2.iloc[-2]["close"]
) ## never try -1, today's data is unpredictable
df = xa.get_daily(code="/currencies/usd-cny", end="20200307", prev=20)
assert round(df.iloc[-1]["close"], 4) == 6.9321
df.v_kline(ucolor="#ffffff", ucolorborder="#ef232a")
def test_cache_mm():
df = xa.get_daily("SH501018", prev=100)
l1 = len(df)
# xa.set_backend(backend="memory", prefix="pytestm-")
xa.get_daily("SH501018", prev=50)
df = xa.get_daily("SH501018", prev=100)
l2 = len(df)
assert l1 == l2
xa.universal.check_cache("SH501018", start="2018/09/01", omit_lines=1)
def test_get_xueqiu():
df = xa.get_daily(start="20200302", end="2020-03-07", code="HK01810")
assert round(df.iloc[-1]["close"], 2) == 12.98
df = xa.get_daily(start="2020/03/02", end="20200307", code="PDD")
assert round(df.iloc[0]["close"], 2) == 37.51
df = xa.get_daily(start="20200301", end="20200307", code="SZ112517")
# note how this test would fail when the bond is matured
assert round(df.iloc[0]["close"], 2) == 98
df = xa.get_daily(start="20200222", end="20200301", code="SH501018")
assert round(df.iloc[-1]["close"], 3) == 0.965
def get_qdii_t(code, ttdict, tdict, positions=True, percent=False):
# predict realtime netvalue for d day, only possible for oil related lof
nettt = get_qdii_tt(code, ttdict, positions=positions)
t = 0
n = 0
today_str = dt.datetime.now(tz=tz_bj).strftime("%Y%m%d")
for k, v in tdict.items():
t += v
if infos.get(k):
url = infos[k].url
else:
url = k
r = xa.get_rt(url)
if percent or (not percent and not future_now.get(k)):
c = v / 100 * (1 + r["percent"] / 100)
else:
print("use close to compare instead of directly percent for %s" % k)
funddf = xa.get_daily(future_now[k])
last_line = funddf[funddf["date"] < today_str].iloc[
-1
] # TODO: check it is indeed date of last_on(today)
c = v / 100 * r["current"] / last_line["close"]
if r.get("currency") and r.get("currency") != "CNY":
c = c * daily_increment(r["currency"] + "/CNY", today_str)
n += c
n += (100 - t) / 100
nett = n * nettt
return nettt, nett
def test_iw(csv_cache):
df = xa.get_daily("iw-SZ399006", end="20200226")
assert (df[(df["date"] == "2019-04-01")
& (df["code"] == "300271.XSHE")].iloc[0].weight == 0.9835)
df = xa.universal.get_index_weight_range("SZ399006",
start="2018-01-01",
end="2020-02-01")
assert (df[(df["date"] == "2019-04-01")
& (df["code"] == "300271.XSHE")].iloc[0].weight == 0.9835)
def get_nonqdii_t(code, tdict, date=None):
if not date: # 今日实时净值
last_value, last_date = get_newest_netvalue("F" + code[2:])
today = dt.datetime.now(tz=tz_bj).replace(tzinfo=None)
today_str = today.strftime("%Y-%m-%d")
yesterday = last_onday(today)
yesterday_str = yesterday.strftime("%Y-%m-%d")
last_value, last_date = get_newest_netvalue("F" + code[2:])
if last_date != yesterday_str:
raise DateMismatch(
code, "%s netvalue has not been updated to yesterday" % code)
t = 0
r = 100
for k, v in tdict.items():
if infos.get(k):
url = infos[k].url
else:
url = k
aim_current = xa.get_rt(url)
delta1 = aim_current["percent"] / 100
currency = aim_current["currency"]
## 关于当日货币换算的部分，1. 当日中间价涨幅 2. 当日汇率市价实时涨幅 3.1+2 哪个更合适待研究
if currency == "JPY":
delta2 = daily_increment("100JPY/CNY",
today_str,
yesterday_str,
_check=yesterday_str)
# delta2 = xa.get_rt("currencies/jpy-cny")["percent"] / 100
elif currency == "USD":
delta2 = daily_increment("USD/CNY",
today_str,
yesterday_str,
_check=yesterday_str)
# delta2 = xa.get_rt("currencies/usd-cny")["percent"] / 100
elif currency == "EUR":
delta2 = daily_increment("EUR/CNY",
today_str,
yesterday_str,
_check=yesterday_str)
elif currency == "CNY":
delta2 = 0
else:
raise NonAccurate(
"%s transformation have not been implemented" % currency)
r -= v
t += v * (1 + delta1) * delta2 / 100
t += r / 100
return last_value * t
# 过去净值同日预测 date 日, date 日一定是交易日
date_str = date.replace("-", "").replace("/", "")
funddf = xa.get_daily("F" + code[2:])
last_value = funddf[funddf["date"] < date_str].iloc[-1]["close"]
net = last_value * (1 + evaluate_fluctuation(tdict, date_str) / 100)
return net
def test_get_ycharts():
# ycharts 可能有时也需要代理了。。。。
d = xa.get_daily(code="yc-companies/DBP", start="20200401", end="20200402")
assert d.iloc[0]["close"] == 41.04
d = xa.get_daily(
code="yc-companies/DBP/net_asset_value", start="20200401", end="20200402"
)
assert d.iloc[0]["close"] == 40.7144
d = xa.get_daily(code="yc-indices/^SPGSCICO", start="20200401", end="20200402")
assert d.iloc[0]["close"] == 111.312
d = xa.get_daily(
code="yc-indices/^SPGSCICO/total_return_forward_adjusted_price",
start="20200401",
end="20200402",
)
assert d.iloc[0]["close"] == 169.821
assert xa.get_rt("yc-companies/DBO")["currency"] == "USD"
def get_qdii_tt(code, hdict, date=None, positions=True, usecache=True):
# predict d-1 netvalue of qdii funds
if date is None:
today = (
dt.datetime.now(tz=tz_bj)
.replace(tzinfo=None)
.replace(hour=0, minute=0, second=0, microsecond=0)
)
yesterday = last_onday(today)
datekey = yesterday.strftime("%Y%m%d")
else:
datekey = date.replace("/", "").replace("-", "")
key = code + datekey
if usecache:
if key in tt_cache:
return tt_cache[key]
if positions:
current_pos = position_predict(code, hdict, datekey)
hdict = scale_dict(hdict.copy(), aim=current_pos * 100)
print(current_pos)
print(sum([v for _, v in hdict.items()]))
if date is None: # 此时预测上个交易日净值
yesterday_str = datekey
last_value, last_date = get_newest_netvalue("F" + code[2:])
last_date_obj = dt.datetime.strptime(last_date, "%Y-%m-%d")
if last_date_obj < last_onday(yesterday): # 前天净值数据还没更新
raise DateMismatch(
code,
reason="%s netvalue has not been updated to the day before yesterday"
% code,
)
elif last_date_obj > last_onday(yesterday): # 昨天数据已出，不需要再预测了
print(
"no need to predict t-1 value since it has been out for %s"
% code
)
return last_value
else:
yesterday_str = datekey
fund_price = xa.get_daily("F" + code[2:])
fund_last = fund_price[fund_price["date"] < date].iloc[-1]
# 注意实时更新应用 date=None 传入，否则此处无法保证此数据是前天的而不是大前天的
last_value = fund_last["close"]
last_date = fund_last["date"].strftime("%Y-%m-%d")
net = last_value * (
1 + evaluate_fluctuation(hdict, yesterday_str, _check=last_date) / 100
)
tt_cache[key] = net
return net
def test_iw():
xa.set_backend(backend="csv", path="./")
df = xa.get_daily("iw-399006.XSHE", end="20200226")
assert (
df[(df["date"] == "2019-04-01") & (df["code"] == "300271.XSHE")].iloc[0].weight
== 0.9835
)
df = xa.universal.get_index_weight_range(
"399006.XSHE", start="2018-01-01", end="2020-02-01"
)
assert (
df[(df["date"] == "2019-04-01") & (df["code"] == "300271.XSHE")].iloc[0].weight
== 0.9835
)
def get_nonqdii_t(code, tdict, date=None):
if not date: # 今日实时净值
last_value, last_date = get_newest_netvalue("F" + code[2:])
tz_bj = dt.timezone(dt.timedelta(hours=8))
today = dt.datetime.now(tz=tz_bj)
yesterday = last_onday(today)
yesterday_str = yesterday.strftime("%Y-%m-%d")
last_value, last_date = get_newest_netvalue("F" + code[2:])
if last_date != yesterday_str:
raise DateMismatch(
"%s netvalue has not been updated to the day before yesterday"
% code)
t = 0
r = 100
for k, v in tdict.items():
if infos.get(k):
url = infos[k].url
else:
url = k
print(url)
aim_current = xa.get_rt(url)
delta1 = aim_current["percent"] / 100
currency = aim_current["currency"]
if currency == "JPY":
delta2 = xa.get_rt("currencies/jpy-cny")["percent"] / 100
elif currency == "USD":
delta2 = xa.get_rt("currencies/usd-cny")["percent"] / 100
elif currency == "CNY":
delta2 = 0
else:
raise NonAccurate(
"%s transformation have not been implemented" % currency)
r -= v
t += v * (1 + delta1) * (1 + delta2) / 100
t += r / 100
return last_value * t
# 过去净值同日预测 date 日, date 日一定是交易日
date_str = date.replace("-", "").replace("/", "")
funddf = xa.get_daily("F" + code[2:])
last_value = funddf[funddf["date"] < date_str].iloc[-1]["close"]
net = last_value * (1 + evaluate_fluctuation(tdict, date_str) / 100)
return net
def daily_increment(code, date, lastday=None, _check=None):
tds = xa.get_daily(code=code, end=date, prev=20)
tds = tds[tds["date"] <= date]
if _check:
_check_obj = dt.datetime.strptime(_check, "%Y-%m-%d")
if tds.iloc[-1]["date"] <= _check_obj: # in case data is not up to date
# 但是存在日本市场休市时间不一致的情况，估计美股也存在
if next_onday(_check_obj).strftime(
"%Y-%m-%d"
) in no_trading_days.get(get_currency(code), []):
# 注意有时计价货币无法和市场保持一致，暂时不处理，遇到再说
print("%s is closed that day" % code)
else:
raise DateMismatch(
code, reason="%s has no data newer than %s" % (code, _check)
)
if not lastday:
ratio = tds.iloc[-1]["close"] / tds.iloc[-2]["close"]
else:
tds2 = tds[tds["date"] <= lastday]
ratio = tds.iloc[-1]["close"] / tds2.iloc[-1]["close"]
return ratio
def replace_text(otext, code=None, est_holdings=None, rt_holdings=None):
print(otext)
dtstr = otext.split(":")[1].split(";")[0]
dtobj = dt.datetime.strptime(dtstr, "%Y-%m-%d-%H-%M")
now = dt.datetime.now(tz=tz_bj)
now = now.replace(tzinfo=None)
if now >= dtobj:
v = otext.split(">")[0].split(";")[1].split("-")[-3]
vdtstr = otext.split(";")[1][:10] # -
if not est_holdings:
est_holdings = holdings[code[2:]] ## 动态仓位调整切入点
today = now.strftime("%Y-%m-%d")
if v == "value1":
if not rt_holdings and not holdings.get(code[2:] + "rt"):
rt_holdings = holdings["oil_rt"] # 默认石油基金预测
elif not rt_holdings:
rt_holdings = holdings[code[2:] + "rt"]
# 实时净值
if today == vdtstr:
try:
_, rtvalue = get_qdii_t(code, est_holdings, rt_holdings)
ntext = str(round(rtvalue, 3))
now_value = xa.get_rt(code)["current"]
prate = round((now_value / rtvalue - 1) * 100, 1)
ntext += f" ({now.strftime('%H:%M')})"
if prate > 0:
ntext += f'<p style="color: red;display: inline"> [{prate}%]</p>'
else:
ntext += f'<p style="color: green;display: inline"> [{prate}%]</p>'
ntext = (otext.split(">")[0] + ">" + ntext + "<" +
otext.split("<")[-1])
except NonAccurate as e:
print(e.reason)
ntext = otext
else:
# 新的一天，不再预测实时
# ntext = otext.split(">")[1].split("<")[0]
ntext = "<".join(">".join(
otext.split(">")[1:]).split("<")[:-1])
elif v == "value2":
try:
if last_onday(now).strftime("%Y-%m-%d") == vdtstr:
ntext = str(round(get_qdii_tt(code, est_holdings), 3))
else:
ntext = str(
round(get_qdii_tt(code, est_holdings, date=vdtstr), 3))
except NonAccurate as e:
print(e.reason)
ntext = otext
elif v == "value3":
# 真实净值
fund_price = xa.get_daily(code="F" + code[2:], end=vdtstr)
fund_line = fund_price[fund_price["date"] == vdtstr]
if len(fund_line) == 0:
value, date = get_newest_netvalue(
"F" +
code[2:]) # incase get_daily -1 didn't get timely update
else:
value = fund_line.iloc[0]["close"]
date = fund_line.iloc[0]["date"].strftime("%Y-%m-%d")
if date != vdtstr:
ntext = otext
else:
ntext = str(value)
elif v == "value4": # non qdii 同日 qdii lof 的实时净值
try:
if today == vdtstr:
if now.hour > 9 and now.hour < 15:
v = get_nonqdii_t(code, est_holdings)
ntext = str(round(v, 3))
ntext += f" ({now.strftime('%H:%M')})"
ntext = (otext.split(">")[0] + ">" + ntext + "<" +
otext.split("<")[-1])
else:
ntext = otext
else:
v = get_nonqdii_t(code, est_holdings, date=vdtstr)
ntext = str(round(v, 3))
except NonAccurate as e:
print(e.reason)
ntext = otext
elif v == "4c":
ntext = f"""<!--update:{next_onday(dtobj).strftime("%Y-%m-%d-%H-%M")};{next_onday(dtobj).strftime("%Y-%m-%d")}-4c--><!--end-->
<tr>
<td style='text-align:center;' >{dtobj.strftime("%Y-%m-%d")}</td>
<td style='text-align:center;' ><!--update:{(dtobj + dt.timedelta(hours=1)).strftime("%Y-%m-%d-%H-%M")};{dtobj.strftime("%Y-%m-%d")}-value1--> <!--end--></td>
<td style='text-align:center;' ><!--update:{(dtobj + dt.timedelta(days=1, hours=1)).strftime(
"%Y-%m-%d-%H-%M"
)};{dtobj.strftime("%Y-%m-%d")}-value2--> <!--end--></td>
<td style='text-align:center;' ><!--update:{(dtobj + dt.timedelta(days=1, hours=12)).strftime("%Y-%m-%d-%H-%M")};{dtobj.strftime("%Y-%m-%d")}-value3--> <!--end--></td>
</tr>
"""
elif v == "3c":
ntext = f"""<!--update:{next_onday(dtobj).strftime("%Y-%m-%d-%H-%M")};{next_onday(dtobj).strftime("%Y-%m-%d")}-3c--><!--end-->
<tr>
<td style='text-align:center;' >{dtobj.strftime("%Y-%m-%d")}</td>
<td style='text-align:center;' ><!--update:{(dtobj + dt.timedelta(days=1, hours=1)).strftime(
"%Y-%m-%d-%H-%M"
)};{dtobj.strftime("%Y-%m-%d")}-value2--> <!--end--></td>
<td style='text-align:center;' ><!--update:{(dtobj + dt.timedelta(days=1, hours=12)).strftime("%Y-%m-%d-%H-%M")};{dtobj.strftime("%Y-%m-%d")}-value3--> <!--end--></td>
</tr>
"""
elif v == "3crt":
ntext = f"""<!--update:{next_onday(dtobj).strftime("%Y-%m-%d-%H-%M")};{next_onday(dtobj).strftime("%Y-%m-%d")}-3crt--><!--end-->
<tr>
<td style='text-align:center;' >{dtobj.strftime("%Y-%m-%d")}</td>
<td style='text-align:center;' ><!--update:{(dtobj + dt.timedelta(hours=1, minutes=30)).strftime(
"%Y-%m-%d-%H-%M"
)};{dtobj.strftime("%Y-%m-%d")}-value4--> <!--end--></td>
<td style='text-align:center;' ><!--update:{next_onday(dtobj).strftime("%Y-%m-%d-%H-%M")};{dtobj.strftime("%Y-%m-%d")}-value3--> <!--end--></td>
</tr>
"""
else:
ntext = otext
print("replaced as %s" % ntext)
return ntext
def test_ttjj_oversea_daily():
df = xa.get_daily("F968054", start="2019-05-01", end="20190606")
assert df.iloc[-1]["close"] == 10.18
def test_get_bond_rates():
df = xa.get_daily("B-AA+.3", end="2020-05-17")
assert df.iloc[-1]["close"] == 2.7743
def test_get_es():
df = xa.get_daily("ESCI000302", start="20190419", end="2019/04/22")
assert round(df.iloc[-1]["settlement"], 2) == 1074.80
def test_get_hzindex():
assert len(xa.get_daily("HZ999002")) > 100
def test_get_gzindex():
df = xa.get_daily("GZB30018", start="20200202", end="20200204")
assert round(df.iloc[-1]["close"], 1) == 107.4
def test_get_zzindex():
assert len(xa.get_daily("ZZH30533")) > 100
def test_get_futu():
df = xa.get_daily("fu-03690.HK", start="2021-01-01")
assert df.iloc[0]["open"] == 293.4
df = xa.get_daily("fu-BNO.US", start="2021-01-01")
def test_get_ft_daily():
df = xa.get_daily("FT-22065529", start="20190101", end="20200323")
assert len(df) == 306
df = xa.get_daily("FT-AUCHAH:SWX:CHF", prev=10, end="20200327")
assert round(df.iloc[-1]["close"], 2) == 66.37
xa.get_daily("FTE-DVN:NYQ", prev=10)
def test_get_yahoo_daily():
df = xa.get_daily("YH-CSGOLD.SW", end="20200323")
assert round(df.iloc[-1]["close"], 1) == 149.4
def test_set_display():
xa.set_display("notebook")
df = xa.get_daily("PDD", prev=30)
df._repr_javascript_()
xa.set_display()
assert getattr(df, "_repre_javascript_", None) is None
def test_get_fund():
df = xa.get_daily(code="F100032")
assert round(df[df["date"] == "2020-03-06"].iloc[0]["close"], 3) == 1.036
df = xa.get_daily(code="M002758", start="20200201")
assert round(df.iloc[1]["close"], 3) == 1.134
def test_get_fund_pt():
df = xa.get_daily("pt-F100032")
assert round(df[df["date"] < "2020-01-01"].iloc[-1]["bond_ratio"],
2) == 0.08
def test_get_sp_daily():
df = xa.get_daily("SP5475707.2", start="20200202", end="20200303")
assert round(df.iloc[-1]["close"], 3) == 1349.31
df = xa.get_daily("SP5475707.2", prev=100, end="20200303")
assert round(df.iloc[-1]["close"], 3) == 1349.31
def test_get_investng_app():
df = xa.get_daily(code="INA-currencies/usd-cny", end="20200307",
prev=30) # 似乎外网链接有问题？
assert round(df.iloc[-1]["close"], 4) == 6.9321
assert xa.get_rt("INA-indices/germany-30")["name"] == "德国DAX30指数 (GDAXI)"
def test_get_bb_daily(proxy):
df = xa.get_daily("BB-FGERBIU:ID", prev=10)