def get_stock_list(self):
sm = StockManager.instance()
return [
stk.market_code.lower() for stk in sm
if stk.type in (constant.STOCKTYPE_A, constant.STOCKTYPE_INDEX, constant.STOCKTYPE_GEM)
and stk.valid and stk.market.lower() == self.market.lower()
]
def PositionList_to_np(pos_list):
"""转化为numpy结构数组"""
t_type = np.dtype({
'names': [
'证券代码', '证券名称', '买入日期', '已持仓天数', '持仓数量', '投入金额', '当前市值',
'盈亏金额', '盈亏比例'
],
'formats':
['U10', 'U20', 'datetime64[D]', 'i', 'i', 'd', 'd', 'd', 'd']
})
sm = StockManager.instance()
query = Query(-1)
data = []
for pos in pos_list:
invest = pos.buyMoney - pos.sellMoney + pos.totalCost
k = pos.stock.getKData(query)
cur_val = k[0].closePrice * pos.number
bonus = cur_val - invest
date_list = sm.getTradingCalendar(
QueryByDate(Datetime(pos.takeDatetime.date())))
data.append(
(pos.stock.market_code, pos.stock.name, pos.takeDatetime,
len(date_list), pos.number, invest, cur_val, bonus,
100 * bonus / invest))
return np.array(data, dtype=t_type)
def run(use_proxy, source):
config_file = os.path.expanduser('~') + '/.hikyuu/hikyuu.ini'
if not os.path.exists(config_file):
print("未找到配置文件，请先运行 HikyuuTDX 进行配置与数据导入")
exit(1)
hikyuu_init(config_file, ignore_preload=True)
print("采集程序运行中，可使用 Ctrl-C 终止！")
sm = StockManager.instance()
stk_list = [
stk.market_code.lower() for stk in sm
if stk.valid and stk.type in (constant.STOCKTYPE_A,
constant.STOCKTYPE_INDEX,
constant.STOCKTYPE_GEM)
]
def batch_func(records):
buf = create_fb_spot(records)
pub_sock.send(bytes(buf))
address = "ipc:///tmp/hikyuu_real_pub.ipc"
pub_sock = pynng.Pub0()
pub_sock.listen(address)
try:
while True:
records = get_spot_parallel(stk_list, source, use_proxy,
batch_func)
print(len(records))
#pub_sock.send(date.encode())
time.sleep(3)
except KeyboardInterrupt:
exit(1)
def PositionList_to_np(pos_list):
"""转化为numpy结构数组"""
t_type = np.dtype({'names':['证券代码', '证券名称', '买入日期',
'已持仓天数', '持仓数量', '投入金额',
'当前市值', '盈亏金额', '盈亏比例'],
'formats':['U10','U20', 'datetime64[D]', 'i', 'i', 'd',
'd', 'd', 'd']})
sm = StockManager.instance()
query = Query(-1)
data = []
for pos in pos_list:
invest = pos.buyMoney - pos.sellMoney + pos.totalCost
k = pos.stock.getKData(query)
cur_val = k[0].closePrice * pos.number
bonus = cur_val - invest
date_list = sm.getTradingCalendar(QueryByDate(Datetime(pos.takeDatetime.date())))
data.append((pos.stock.market_code, pos.stock.name,
pos.takeDatetime, len(date_list), pos.number,
invest, cur_val, bonus,
100 * bonus / invest))
return np.array(data, dtype=t_type)
def draw2(
block,
query=Query(-130),
ama1=AMA(n=10, fast_n=2, slow_n=30),
ama2=None,
n=10,
filter_n=20,
filter_p=0.1,
sg_type='CROSS',
show_high_low=True,
arrow_style=1
):
"""绘制佩里.J.考夫曼（Perry J.Kaufman） 自适应移动平均系统(AMA)"""
sm = StockManager.instance()
if block.name == 'SZ':
kdata = sm['sz000001'].get_kdata(query)
elif block.name == 'GEM':
kdata = sm['sz399006'].get_kdata(query)
else:
kdata = sm['sh000001'].get_kdata(query)
ax1, ax2, ax3 = create_figure(3)
kdata.plot(axes=ax1)
cama = AMA(CLOSE(kdata), n=n)
cama.name = "CAMA"
cama.plot(axes=ax1, color='b', legend_on=True)
hama = AMA(HIGH(kdata), n=n)
hama.name = "HAMA"
hstd = STDEV(hama, n)
lama = AMA(LOW(kdata), n=n)
lama.name = "LAMA"
lstd = STDEV(lama, n)
fy1 = list(lama - lstd)[lstd.discard:]
fy2 = list(hama + hstd)[hstd.discard:]
ax1.fill_between(range(lstd.discard, len(kdata)), fy1, fy2, alpha=0.2, color='y')
if show_high_low:
hama.plot(axes=ax1, color='r', legend_on=True)
lama.plot(axes=ax1, color='g', legend_on=True)
if sg_type == 'CROSS':
fast_op = AMA(n=n)
slow_op = EMA(n=2 * n)(fast_op)
sg = SG_Cross(fast_op, slow_op)
sg.plot(axes=ax1, kdata=kdata)
ind = slow_op(KDATA(kdata))
ind.name = "EMA(CAMA)"
ind.plot(axes=ax1, color='m', legend_on=True)
elif sg_type == 'SINGLE':
sg = SG_Single(cama, filter_n=filter_n, filter_p=filter_p)
sg.plot(axes=ax1, kdata=kdata)
else:
print("sg_type only in ('CORSS', 'SINGLE')")
a = POS(block, query, SG_Flex(AMA(n=3), 6))
a.name = "POS(3)"
a.plot(axes=ax2, color='b', marker='.', legend_on=True)
a = POS(block, query, SG_Flex(AMA(n=30), 60))
a.name = "POS(30)"
a.plot(axes=ax2, color='g', marker='.', legend_on=True)
c = CLOSE(kdata)
CVAL(c, 0.8).plot(axes=ax2, color='r', linestyle='--')
CVAL(c, 0.2).plot(axes=ax2, color='r', linestyle='--')
if ama1.name == "AMA":
cer = PRICELIST(cama, 1)
label = "ER(%s)" % cer[-1]
cer.plot(axes=ax3, color='b', marker='.', label=label, legend_on=False, text_on=True)
CVAL(c, 0.8).plot(axes=ax3, color='r', linestyle='--')
CVAL(c, -0.6).plot(axes=ax3, color='r', linestyle='--')
CVAL(c, -0.8).plot(axes=ax3, color='r', linestyle='--')
CVAL(c, 0).plot(axes=ax3, color='k', linestyle='-')
else:
ax_draw_macd(ax2, kdata)
#ax2.set_ylim(-1, 1)
ax1.set_xlim((0, len(kdata)))
ax_set_locator_formatter(ax1, kdata.get_datetime_list(), query.ktype)
adjust_axes_show([ax1, ax2])
return show_gcf()
def run(use_proxy, source, seconds, phase1, phase2, ignore_weekend):
phase1_delta = parse_phase(phase1)
hku_error_if(phase1_delta is None or len(phase1_delta) != 2,
"无效参数 phase1: {}".format(phase1),
callback=lambda: exit(1))
hku_error_if(phase1_delta[0] > phase1_delta[1],
"无效参数 phase1: {}, 结束时间应大于等于起始时间".format(phase1),
callback=lambda: exit(1))
phase2_delta = parse_phase(phase2)
hku_error_if(phase2_delta is None or len(phase2_delta) != 2,
"无效参数 phase2: {}".format(phase2),
callback=lambda: exit(1))
hku_error_if(phase2_delta[0] > phase2_delta[1],
"无效参数 phase2: {}, 结束时间应大于等于起始时间".format(phase2),
callback=lambda: exit(1))
hku_error_if(
phase1_delta[1] > phase2_delta[0],
"无效参数 phase1: {}, phase2: {}, phase2 起始时间应大于等于 phase1 结束时间".format(
phase1, phase2),
callback=lambda: exit(1))
hku_logger.info("采集时间段1：{}".format(phase1))
hku_logger.info("采集时间段2：{}".format(phase2))
config_file = os.path.expanduser('~') + '/.hikyuu/hikyuu.ini'
if not os.path.exists(config_file):
print("未找到配置文件，请先运行 HikyuuTDX 进行配置与数据导入")
exit(1)
hikyuu_init(config_file, ignore_preload=True)
print("采集程序运行中，可使用 Ctrl-C 终止！")
sm = StockManager.instance()
stk_list = [
stk.market_code.lower() for stk in sm
if stk.valid and stk.type in (constant.STOCKTYPE_A,
constant.STOCKTYPE_INDEX,
constant.STOCKTYPE_GEM)
]
spot_topic = ':spot:'
def batch_func(records):
spot = bytearray(spot_topic.encode('utf-8'))
buf = create_fb_spot(records)
spot.extend(buf)
pub_sock.send(bytes(spot))
address = "ipc:///tmp/hikyuu_real_pub.ipc"
pub_sock = pynng.Pub0()
pub_sock.listen(address)
today = Datetime.today()
phase1_time = [today + x for x in phase1_delta]
phase2_time = [today + x for x in phase2_delta]
start_time = Datetime.now()
if not (phase1_time[0] <= start_time <= phase1_time[1]
or phase2_time[0] <= start_time <= phase2_time[1]):
delta = next_delta(start_time, seconds, phase1_delta, phase2_delta,
ignore_weekend)
next_time = start_time + delta
hku_info("启动采集时间：{}".format(next_time))
time.sleep(delta.total_seconds())
while True:
try:
start_time = Datetime.now()
pub_sock.send("{}{}".format(spot_topic,
'[start spot]').encode('utf-8'))
records = get_spot_parallel(stk_list, source, use_proxy,
batch_func)
hku_info("{}:{}:{} 采集数量: {}".format(start_time.hour,
start_time.minute,
start_time.second,
len(records)))
pub_sock.send('{}{}'.format(spot_topic,
'[end spot]').encode('utf-8'))
delta = next_delta(start_time, seconds, phase1_delta, phase2_delta,
ignore_weekend)
time.sleep(delta.total_seconds())
except Exception as e:
hku_error(e)
time.sleep(10)
def draw2(block, query = Query(-130),
ama1 = AMA(n=10, fast_n=2, slow_n=30),
ama2 = None,
n = 10, filter_n = 20, filter_p = 0.1,
sg_type = 'CROSS',
show_high_low = True,
arrow_style = 1):
"""绘制佩里.J.考夫曼（Perry J.Kaufman） 自适应移动平均系统(AMA)"""
sm = StockManager.instance()
if block.name == 'SZ':
kdata = sm['sz000001'].getKData(query)
elif block.name == 'GEM':
kdata = sm['sz399006'].getKData(query)
else:
kdata = sm['sh000001'].getKData(query)
ax1, ax2, ax3 = create_figure(3)
kdata.plot(axes = ax1)
cama = AMA(CLOSE(kdata), n = n )
cama.name = "CAMA"
cama.plot(axes = ax1, color = 'b', legend_on = True)
hama = AMA(HIGH(kdata), n = n)
hama.name = "HAMA"
hstd = STDEV(hama, n)
lama = AMA(LOW(kdata), n = n)
lama.name = "LAMA"
lstd = STDEV(lama, n)
fy1 = list(lama - lstd)[lstd.discard:]
fy2 = list(hama + hstd)[hstd.discard:]
ax1.fill_between(range(lstd.discard,len(kdata)),fy1,fy2,alpha=0.2, color='y' )
if show_high_low:
hama.plot(axes = ax1, color = 'r', legend_on = True)
lama.plot(axes = ax1, color = 'g', legend_on = True)
if sg_type == 'CROSS':
fast_op = AMA(n = n)
slow_op = EMA(n = 2*n)(fast_op)
sg = SG_Cross(fast_op, slow_op)
sg.plot(axes = ax1, kdata = kdata)
ind = slow_op(KDATA(kdata))
ind.name = "EMA(CAMA)"
ind.plot(axes = ax1, color = 'm', legend_on = True)
elif sg_type == 'SINGLE':
sg = SG_Single(cama, filter_n = filter_n, filter_p = filter_p)
sg.plot(axes = ax1, kdata = kdata)
else:
print("sg_type only in ('CORSS', 'SINGLE')")
a = POS(block, query, SG_Flex(AMA(n = 3), 6))
a.name = "POS(3)"
a.plot(axes=ax2, color='b', marker='.', legend_on=True)
a = POS(block, query, SG_Flex(AMA(n = 30), 60))
a.name = "POS(30)"
a.plot(axes=ax2, color='g', marker='.', legend_on=True)
c = CLOSE(kdata)
CVAL(c, 0.8).plot(axes=ax2,color='r',linestyle='--')
CVAL(c, 0.2).plot(axes=ax2,color='r',linestyle='--')
if ama1.name == "AMA":
cer = PRICELIST(cama, 1)
label = "ER(%s)" % cer[-1]
cer.plot(axes=ax3, color='b', marker='.', label=label,
legend_on=False, text_on=True)
CVAL(c, 0.8).plot(axes=ax3,color='r',linestyle='--')
CVAL(c, -0.6).plot(axes=ax3,color='r',linestyle='--')
CVAL(c, -0.8).plot(axes=ax3,color='r',linestyle='--')
CVAL(c, 0).plot(axes=ax3,color='k',linestyle='-')
else:
ax_draw_macd(ax2, kdata)
#ax2.set_ylim(-1, 1)
ax1.set_xlim((0, len(kdata)))
ax_set_locator_formatter(ax1, kdata.getDatetimeList(), query.kType)
adjust_axes_show([ax1, ax2])
return show_gcf()
def on_bar(self, ktype):
print("on bar {}".format(ktype))
print("{}".format(len(StockManager.instance())))
sm = StockManager.instance()
for s in sm:
print(s)