def xtick_down8tim_codes(qx):
'''
下載指定日期，stkCodeLib包含的所有代碼的tick歷史分筆資料
並轉換成對應的分時資料：5/15/30/60 分鐘
資料檔案保存在：對應的資料目錄 \zwdat\tick\yyyy-mm\
目錄下，yyyy，是年份；mm，是月份
運行時，會根據日期，股票代碼，生成資料檔案名：ftg
[輸入]
qx.xtimSgn，當前日期的字串
qx.stkCodeLib，包含所有股票代碼的pd資料表格
'''
# qx.xday0ChkFlag=False self.codeInx0k=-1
# inx0,qx.codeNum=qx.codeInx,len(dinx['code'])
numNil = 0
for i, xc in enumerate(qx.stkCodeLib['code']):
code = "%06d" % xc # print("\n",i,"/",qx.codeNum,"code,",code)
qx.code, qx.codeCnt = code, i
# ---
ftg = '%s%s_%s.csv' % (qx.rtickTimMon, code, qx.xtimSgn)
xfg = os.path.exists(ftg)
if xfg:
numNil = 0
else:
if numNil < 90:
datFlag, dfNum = xtick_down100(qx, ftg)
numNil = zwt.iff2(datFlag, 0, numNil + 1)
if dfNum == 3: numNil += 10
#
print(xfg, datFlag, qx.codeCnt, "/", qx.codeNum, ftg, numNil)
#
if numNil > 90: break
def xtick_down8tim_codes(qx):
'''
下载指定日期，stkCodeLib包含的所有代码的tick历史分笔数据
并转换成对应的分时数据：5/15/30/60 分钟
数据文件保存在：对应的数据目录 \zwdat\tick\yyyy-mm\
目录下，yyyy，是年份；mm，是月份
运行时，会根据日期，股票代码，生成数据文件名：ftg
[输入]
qx.xtimSgn，当前日期的字符串
qx.stkCodeLib，包含所有股票代码的pd数据表格
'''
#qx.xday0ChkFlag=False self.codeInx0k=-1
#inx0,qx.codeNum=qx.codeInx,len(dinx['code']);
numNil = 0
for i, xc in enumerate(qx.stkCodeLib['code']):
code = "%06d" % xc
#print("\n",i,"/",qx.codeNum,"code,",code)
qx.code, qx.codeCnt = code, i
#---
ftg = '%s%s_%s.csv' % (qx.rtickTimMon, code, qx.xtimSgn)
xfg = os.path.exists(ftg)
if xfg:
numNil = 0
else:
if numNil < 90:
datFlag, dfNum = xtick_down100(qx, ftg)
numNil = zwt.iff2(datFlag, 0, numNil + 1)
if dfNum == 3: numNil += 10
#
print(xfg, datFlag, qx.codeCnt, "/", qx.codeNum, ftg, numNil)
#
if numNil > 90: break
def xtick_down8tim_codes(qx):
'''
下载指定日期，stkCodeLib包含的所有代码的tick历史分笔数据
并转换成对应的分时数据：5/15/30/60 分钟
数据文件保存在：对应的数据目录 \zwdat\tick\yyyy-mm\
目录下，yyyy，是年份；mm，是月份
运行时，会根据日期，股票代码，生成数据文件名：ftg
[输入]
qx.xtimSgn，当前日期的字符串
qx.stkCodeLib，包含所有股票代码的pd数据表格
'''
# qx.xday0ChkFlag=False self.codeInx0k=-1
# inx0,qx.codeNum=qx.codeInx,len(dinx['code'])
numNil = 0
for i, xc in enumerate(qx.stkCodeLib['code']):
code = "%06d" % xc # print("\n",i,"/",qx.codeNum,"code,",code)
qx.code, qx.codeCnt = code, i
# ---
ftg = '%s%s_%s.csv' % (qx.rtickTimMon, code, qx.xtimSgn)
xfg = os.path.exists(ftg)
if xfg:
numNil = 0
else:
if numNil < 90:
datFlag, dfNum = xtick_down100(qx, ftg)
numNil = zwt.iff2(datFlag, 0, numNil + 1)
if dfNum == 3: numNil += 10
#
print(xfg, datFlag, qx.codeCnt, "/", qx.codeNum, ftg, numNil)
#
if numNil > 90: break
def xtrdChkFlag(account):
''' 检查是不是有效交易
Args:
account: zwQuantX数据包
#account.stkNum，>0，买入股票；<0，卖出股票；-1；卖出全部股票
#预设参数：account.qxUsr
Return：
xfg,True,有效交易；False，无效交易
b2：有效交易的数据包 Bar
:ivar xnum (int): 用户持有资产总数
'''
kfg = False
b2 = None
account.trdNilFlag = False
dcash9 = account.qxUsr['cash']
dnum = account.stkNum
dnum5 = abs(dnum)
numFg = zwt.xinEQ(dnum5, account.stkNum0, account.stkNum9)
if dnum > 0:
kprice = stkGetVars(account, account.priceBuy)
dsum = kprice * (dnum - divmod(dnum, 100)[1])
#股票买入股票总数，必须在限额内：100-2w手，总值不能超过现金数，买空需修改此处
if numFg:
if dsum < dcash9:
account.stkNum = int(dnum - divmod(dnum, 100)[1])
kfg = True
elif (dsum - kprice * 100) < dcash9:
account.stkNum = int(dnum - divmod(dnum, 100)[1] - 100)
dsum = dsum - kprice * 100
kfg = True
else:
account.trdNilFlag = True
else:
if account.stkCode in account.qxUsrStk:
xnum = account.qxUsrStk[account.stkCode]
if dnum == -1:
account.stkNum = -xnum
kfg = True
else:
kfg = zwt.iff2(dnum5 <= xnum, True, False)
#
account.trdNilFlag = not kfg
elif dnum != -1:
account.trdNilFlag = True
#
if kfg or account.trdNilFlag:
b2 = xtrdObjSet(account)
#设置交易节点
else:
account.stkNum = 0
return kfg, b2
def xtrdChkFlag(qx):
''' 检查是不是有效交易
Args:
qx (zwQuantX): zwQuantX数据包
#qx.stkNum，>0，买入股票；<0，卖出股票；-1；卖出全部股票
#预设参数：qx.qxUsr
Return：
xfg,True,有效交易；False，无效交易
b2：有效交易的数据包 Bar
:ivar xnum (int): 用户持有资产总数
'''
kfg = False
b2 = None
qx.trdNilFlag = False
dcash9 = qx.qxUsr['cash']
dnum = qx.stkNum
dnum5 = abs(dnum)
numFg = zwt.xinEQ(dnum5, qx.stkNum0, qx.stkNum9)
# --------
# b2=xtrdObjSet(qx); #print('::b2\n',b2)
if dnum > 0:
# dsum=b2['sum'];
kprice = stkGetVars(qx, qx.priceBuy)
dsum = kprice * dnum
# 股票买入股票总数，必须在限额内：100-2w手，总值不能超过现金数，买空需修改此处
if numFg:
if dsum < dcash9:
kfg = True
else:
qx.trdNilFlag = True
else:
if qx.stkCode in qx.qxUsrStk:
# print('@',qx.stkCode,dnum)
xnum = qx.qxUsrStk[qx.stkCode]
if dnum == -1:
qx.stkNum = -xnum
kfg = True
else:
kfg = zwt.iff2(dnum5 <= xnum, True, False)
#
qx.trdNilFlag = not kfg
elif dnum != -1:
qx.trdNilFlag = True
#
if kfg or qx.trdNilFlag:
b2 = xtrdObjSet(qx)
# 设置交易节点
else:
qx.stkNum = 0
return kfg, b2
def xtrdChkFlag(qx):
''' 檢查是不是有效交易
Args:
qx (zwQuantX): zwQuantX數據包
#qx.stkNum，>0，買入股票；<0，賣出股票；-1；賣出全部股票
#預設參數：qx.qxUsr
Return：
xfg,True,有效交易；False，無效交易
b2：有效交易的資料包 Bar
:ivar xnum (int): 用戶持有資產總數
'''
kfg = False
b2 = None
qx.trdNilFlag = False
dcash9 = qx.qxUsr['cash']
dnum = qx.stkNum
dnum5 = abs(dnum)
numFg = zwt.xinEQ(dnum5, qx.stkNum0, qx.stkNum9)
# --------
# b2=xtrdObjSet(qx) #print('::b2\n',b2)
if dnum > 0:
# dsum=b2['sum']
kprice = stkGetVars(qx, qx.priceBuy)
dsum = kprice * dnum
# 股票買入股票總數，必須在限額內：100-2w手，總值不能超過現金數，買空需修改此處
if numFg:
if dsum < dcash9:
kfg = True
else:
qx.trdNilFlag = True
else:
if qx.stkCode in qx.qxUsrStk:
# print('@',qx.stkCode,dnum)
xnum = qx.qxUsrStk[qx.stkCode]
if dnum == -1:
qx.stkNum = -xnum
kfg = True
else:
kfg = zwt.iff2(dnum5 <= xnum, True, False)
#
qx.trdNilFlag = not kfg
elif dnum != -1:
qx.trdNilFlag = True
#
if kfg or qx.trdNilFlag:
b2 = xtrdObjSet(qx) # 設定交易節點
else:
qx.stkNum = 0
return kfg, b2
def xtrdChkFlag(qx):
''' 检查是不是有效交易
Args:
qx (zwQuantX): zwQuantX数据包
#qx.stkNum，>0，买入股票；<0，卖出股票；-1；卖出全部股票
#预设参数：qx.qxUsr
Return：
xfg,True,有效交易；False，无效交易
b2：有效交易的数据包 Bar
:ivar xnum (int): 用户持有资产总数
'''
kfg = False
b2 = None
qx.trdNilFlag = False
dcash9 = qx.qxUsr['cash']
dnum = qx.stkNum
dnum5 = abs(dnum)
numFg = zwt.xinEQ(dnum5, qx.stkNum0, qx.stkNum9)
# --------
# b2=xtrdObjSet(qx) #print('::b2\n',b2)
if dnum > 0:
# dsum=b2['sum']
kprice = stkGetVars(qx, qx.priceBuy)
dsum = kprice * dnum
# 股票买入股票总数，必须在限额内：100-2w手，总值不能超过现金数，买空需修改此处
if numFg:
if dsum < dcash9:
kfg = True
else:
qx.trdNilFlag = True
else:
if qx.stkCode in qx.qxUsrStk:
# print('@',qx.stkCode,dnum)
xnum = qx.qxUsrStk[qx.stkCode]
if dnum == -1:
qx.stkNum = -xnum
kfg = True
else:
kfg = zwt.iff2(dnum5 <= xnum, True, False)
#
qx.trdNilFlag = not kfg
elif dnum != -1:
qx.trdNilFlag = True
#
if kfg or qx.trdNilFlag:
b2 = xtrdObjSet(qx) # 设置交易节点
else:
qx.stkNum = 0
return kfg, b2
