def init_selectors(self,
entity_ids,
entity_schema,
exchanges,
codes,
start_timestamp,
end_timestamp,
adjust_type=None):
ma_vol_selector = TargetSelector(region=self.region,
entity_ids=entity_ids,
entity_schema=entity_schema,
exchanges=exchanges,
codes=codes,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp,
provider=Provider.JoinQuant,
level=IntervalLevel.LEVEL_1DAY)
# 放量突破年线
ma_vol_factor = VolumeUpMaFactor(region=self.region,
entity_ids=entity_ids,
entity_schema=entity_schema,
exchanges=exchanges,
codes=codes,
start_timestamp=start_timestamp -
datetime.timedelta(365),
end_timestamp=end_timestamp,
provider=Provider.JoinQuant,
level=IntervalLevel.LEVEL_1DAY)
ma_vol_selector.add_filter_factor(ma_vol_factor)
self.selectors.append(ma_vol_selector)
def init_selectors(self,
entity_ids,
entity_schema,
exchanges,
codes,
start_timestamp,
end_timestamp,
adjust_type=None):
ma_vol_selector = TargetSelector(entity_ids=entity_ids,
entity_schema=entity_schema,
exchanges=exchanges,
codes=codes,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp,
provider='joinquant',
level=IntervalLevel.LEVEL_1DAY)
# 放量突破年线
ma_vol_factor = VolumeUpMaFactor(entity_ids=entity_ids,
entity_schema=entity_schema,
exchanges=exchanges,
codes=codes,
start_timestamp=start_timestamp -
datetime.timedelta(365),
end_timestamp=end_timestamp,
provider='joinquant',
level=IntervalLevel.LEVEL_1DAY)
# 底部附近突破
cross_factor = CrossTopBottomFactor(entity_ids=entity_ids,
entity_schema=entity_schema,
exchanges=exchanges,
codes=codes,
start_timestamp=start_timestamp -
datetime.timedelta(365),
end_timestamp=end_timestamp,
provider='joinquant',
level=IntervalLevel.LEVEL_1DAY)
ma_vol_selector.add_filter_factor(ma_vol_factor)
ma_vol_selector.add_filter_factor(cross_factor)
self.selectors.append(ma_vol_selector)
def report_vol_up_250():
while True:
error_count = 0
email_action = EmailInformer()
try:
# 抓取k线数据
# StockTradeDay.record_data(provider='joinquant')
# Stock1dKdata.record_data(provider='joinquant')
latest_day: Stock1dHfqKdata = Stock1dHfqKdata.query_data(
order=Stock1dHfqKdata.timestamp.desc(),
limit=1,
return_type='domain')
target_date = latest_day[0].timestamp
# 计算均线
my_selector = TargetSelector(start_timestamp='2018-10-01',
end_timestamp=target_date)
# add the factors
factor1 = VolumeUpMaFactor(start_timestamp='2018-10-01',
end_timestamp=target_date)
my_selector.add_filter_factor(factor1)
my_selector.run()
long_stocks = my_selector.get_open_long_targets(
timestamp=target_date)
msg = 'no targets'
# 过滤亏损股
# check StockValuation data
pe_date = target_date - datetime.timedelta(10)
if StockValuation.query_data(start_timestamp=pe_date,
limit=1,
return_type='domain'):
positive_df = StockValuation.query_data(
provider='joinquant',
entity_ids=long_stocks,
start_timestamp=pe_date,
filters=[StockValuation.pe > 0],
columns=['entity_id'])
bad_stocks = set(long_stocks) - set(
positive_df['entity_id'].tolist())
if bad_stocks:
stocks = get_entities(provider='joinquant',
entity_schema=Stock,
entity_ids=bad_stocks,
return_type='domain')
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = '亏损股:' + ' '.join(info) + '\n'
long_stocks = set(positive_df['entity_id'].tolist())
if long_stocks:
stocks = get_entities(provider='joinquant',
entity_schema=Stock,
entity_ids=long_stocks,
return_type='domain')
# add them to eastmoney
try:
try:
eastmoneypy.del_group('tech')
except:
pass
eastmoneypy.create_group('tech')
for stock in stocks:
eastmoneypy.add_to_group(stock.code, group_name='tech')
except Exception as e:
email_action.send_message(
"*****@*****.**", f'report_vol_up_250 error',
'report_vol_up_250 error:{}'.format(e))
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = msg + '盈利股:' + ' '.join(info) + '\n'
logger.info(msg)
email_action.send_message(get_subscriber_emails(),
f'{target_date} 改进版放量突破年线选股结果', msg)
break
except Exception as e:
logger.exception('report_vol_up_250 error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message(
"*****@*****.**", f'report_vol_up_250 error',
'report_vol_up_250 error:{}'.format(e))
def report_vol_up():
while True:
error_count = 0
email_action = EmailInformer()
try:
# 抓取k线数据
# StockTradeDay.record_data(provider='joinquant')
# Stock1dKdata.record_data(provider='joinquant')
latest_day: Stock1dHfqKdata = Stock1dHfqKdata.query_data(
order=Stock1dHfqKdata.timestamp.desc(),
limit=1,
return_type='domain')
target_date = latest_day[0].timestamp
start_timestamp = next_date(target_date, -50)
# 成交量
vol_df = get_top_volume_entities(entity_type='stock',
start_timestamp=start_timestamp,
end_timestamp=target_date,
pct=0.4)
current_entity_pool = vol_df.index.tolist()
# 计算均线
start = '2019-01-01'
my_selector = TargetSelector(start_timestamp=start,
end_timestamp=target_date,
select_mode=SelectMode.condition_or)
# add the factors
factor1 = VolumeUpMaFactor(entity_ids=current_entity_pool,
start_timestamp=start,
end_timestamp=target_date,
windows=[120, 250],
over_mode='or')
my_selector.add_factor(factor1)
my_selector.run()
long_stocks = my_selector.get_open_long_targets(
timestamp=target_date)
msg = 'no targets'
if long_stocks:
stocks = get_entities(provider='joinquant',
entity_schema=Stock,
entity_ids=long_stocks,
return_type='domain')
# add them to eastmoney
try:
try:
eastmoneypy.del_group('tech')
except:
pass
eastmoneypy.create_group('tech')
for stock in stocks:
eastmoneypy.add_to_group(stock.code, group_name='tech')
except Exception as e:
email_action.send_message(
zvt_config['email_username'], f'report_vol_up error',
'report_vol_up error:{}'.format(e))
infos = stocks_with_info(stocks)
msg = '\n'.join(infos) + '\n'
logger.info(msg)
email_action.send_message(zvt_config['email_username'],
f'{target_date} 改进版放量突破(半)年线选股结果', msg)
break
except Exception as e:
logger.exception('report_vol_up error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message(zvt_config['email_username'],
f'report_vol_up error',
'report_vol_up error:{}'.format(e))