def __init__(self,
code=None,
start_date=None,
end_date=None,
type=None,
**kwargs):
assert code and start_date and type
if type == 'stock':
type = SecurityType.STOCK
elif type == 'index':
type = SecurityType.INDEX
elif type == 'futures':
type = SecurityType.FUTURES
elif type == 'fund':
type = SecurityType.FUND
elif type == 'open_fund':
type = SecurityType.OPEN_FUND
else:
type = SecurityType.UNKNOWN
self._code = code
self._start_date = datetime_utils.parse_date(start_date)
if end_date:
self._end_date = datetime_utils.parse_date(end_date)
else:
self._end_date = datetime.date(2200, 1, 1)
self._type = type
self._subtype = kwargs.pop('subtype', None)
if self._type == SecurityType.FUTURES and self._subtype == 'commodity_futures':
self._trade_times = self._parse_trade_times(
kwargs.pop('trade_time'))
self._parent = kwargs.pop('parent', None)
self._name = kwargs.pop('name', '')
self._display_name = kwargs.pop('display_name', '')
self._extra = kwargs
def _parse_trade_times(self, trade_time):
ret = []
for period in trade_time:
start_date = parse_date(period[0])
end_date = parse_date(period[1])
minute_periods = [
commodity_trade_time_point[i] for i in period[2:]
]
ret.append(TradeTime(start_date, end_date, minute_periods))
return ret
def get_merged_info(self, code):
ret = self._dic.get(code, None)
if ret is None:
return None
return {
'merge_date': parse_date(ret[2]),
'target_code': ret[0],
'scale_factor': ret[1]
}
def get_trade_days(start_date=None, end_date=None, count=None):
if start_date and count:
raise ParamsError("start_date 参数与 count 参数只能二选一")
if not (count is None or count > 0):
raise ParamsError("count 参数需要大于 0 或者为 None")
if not end_date:
end_date = datetime.date.today()
else:
end_date = parse_date(end_date)
store = get_calendar_store()
if start_date:
start_date = parse_date(start_date)
return store.get_trade_days_between(start_date, end_date)
elif count is not None:
return store.get_trade_days_by_count(end_date, count)
else:
raise ParamsError("start_date 参数与 count 参数必须输入一个")
def get_all_securities(self, types=[], date=None):
'''
所有证劵（不包括场外基金）
:param types:
:param date:
:return:
'''
if not types:
r = self.get_all_stocks()
else:
maps = {
'stock': self.get_all_stocks,
'index': self.get_all_indexs,
'fund': self.get_all_funds,
'futures': self.get_all_futures,
'etf': self.get_all_etf,
'lof': self.get_all_lof,
'fja': self.get_all_fja,
'fjb': self.get_all_fjb,
'open_fund': self.get_all_otcfunds,
'bond_fund': self.get_all_bondfunds,
'stock_fund': self.get_all_stockfunds,
'QDII_fund': self.get_all_QDIIfunds,
'money_market_fund': self.get_all_money_market_funds,
'mixture_fund': self.get_all_mixturefunds
}
r = {}
for t in types:
assert (t in ('stock', 'index', 'fund', 'futures', 'etf',
'lof', 'fja', 'fjb', 'open_fund', 'bond_fund',
'stock_fund', 'QDII_fund', 'money_market_fund',
'mixture_fund'))
r.update(maps[t]())
if date:
from jqdata.utils.datetime_utils import parse_date
if isinstance(date, six.string_types) and ":" in date:
date = date[:10]
date = parse_date(date)
ss = [
v for v in r.values()
if (v.start_date <= date and date <= v.end_date)
]
else:
ss = r.values()
ss = list(ss)
ss.sort(key=lambda s: s.code)
columns = ('display_name', 'name', 'start_date', 'end_date', 'type')
res = dict(index=[s.code for s in ss],
columns=columns,
data=[[(getattr(s, c)) for c in columns] for s in ss])
df = pd.DataFrame(**res)
return df
def get_fundamentals(query_object, date=None, statDate=None): # noqa
if date and statDate:
raise Exception('date和statDate参数只能输入一个')
if date is None and statDate is None:
cal_store = get_calendar_store()
stock = SecurityStore.instance().get_security('000001.XSHE')
date = cal_store.get_previous_trade_date(stock, _get_today())
if date:
yestoday = datetime.date.today() - datetime.timedelta(days=1)
date = min(parse_date(date), yestoday)
return jqdata.apis.get_fundamentals(query_object,
date=date,
statDate=statDate)
def get_split_dividend(self, code, start_date, end_date):
ret = []
# 普通股票分红
infos = self._dic.get(code)
if infos:
start_date_s = parse_date(start_date).strftime("%Y-%m-%d")
end_date_s = parse_date(end_date).strftime("%Y-%m-%d")
for info in infos:
if start_date_s <= info[0] <= end_date_s:
# 每十股: 送股，转增股，派现税前，派现税后
date_s, stock_paid, into_shares, bonus_pre_tax = info[:4]
ret.append({
'date':
parse_date(date_s),
'bonus_pre_tax':
bonus_pre_tax / 10.0,
'scale_factor': (stock_paid + into_shares) / 10.0 + 1.,
})
return ret
# 场外基金分红
if code.endswith('.OF'):
if len(self._otcdic) == 0:
self.load_open_fund()
else:
return ret
otc_infos = self._otcdic.get(code)
if otc_infos:
start_date_s = parse_date(start_date).strftime("%Y-%m-%d")
end_date_s = parse_date(end_date).strftime("%Y-%m-%d")
for info in otc_infos:
ex_date = info['ex_date']
otc_ex_date = info['otc_ex_date']
date = None
if ex_date < '2200-01-01':
date = ex_date
else:
date = otc_ex_date
if start_date_s <= date <= end_date_s:
proportion = info['proportion']
if proportion:
proportion = float(proportion)
else:
proportion = 0
split_ratio = info['split_ratio']
if split_ratio:
split_ratio = float(split_ratio)
else:
split_ratio = 0
ret.append({
'date': parse_date(date),
'proportion': proportion,
'split_ratio': split_ratio,
})
return ret
return ret
def __init__(self, f):
with open(f, "rb") as store:
self._dic = pickle.load(store)
for code in self._dic.keys():
self._dic[code] = [parse_date(s) for s in self._dic[code]]