def TsQuery(field_dict, dates, stock, **kwargs):
"""
天软时间序列函数
"""
field_dict.update({
"'date'": 'DateTimeToStr(sp_time())',
"'IDs'": 'DefaultStockID()'
})
stock = tradecode_to_tslcode(stock)
N = len(dates)
func_args = [str(N)] + list(reduce(lambda x, y: x + y, field_dict.items()))
func_name = "Nday"
script_str = _gstr_from_func(func_name, func_args)
end_date = max(dates)
if (end_date.hour == 0) and (end_date.minute == 0) and (end_date.second
== 0):
encode_date = tsl.EncodeDate(end_date.year, end_date.month,
end_date.day)
else:
encode_date = tsl.EncodeDateTime(end_date.year, end_date.month,
end_date.day, end_date.hour,
end_date.minute, end_date.second, 0)
sysparams = {'CurrentDate': encode_date, 'StockID': stock}
sysparams.update(kwargs)
data = tsl.RemoteExecute(script_str, sysparams)
df = parse2DArray(data, column_decode=['IDs', 'date'])
df['IDs'] = df['IDs'].apply(tslcode_to_tradecode)
df['date'] = pd.DatetimeIndex(df['date'])
return df.set_index(['date', 'IDs'])
def CsQueryMultiFields(field_dict,
end_date,
bk_name=_ashare,
stock_list=None,
condition="1",
**kwargs):
"""天软Query函数封装
与CsQuery()的不同是，此函数对每只股票提取的字段数量大于1。
"""
field_dict.update({"'IDs'": 'DefaultStockID()'})
if stock_list is None:
stock_list = "''"
else:
stock_list = "'%s'" % ";".join(map(tradecode_to_tslcode, stock_list))
if (end_date.hour == 0) and (end_date.minute == 0) and (end_date.second
== 0):
encode_date = tsl.EncodeDate(end_date.year, end_date.month,
end_date.day)
else:
encode_date = tsl.EncodeDateTime(end_date.year, end_date.month,
end_date.day, end_date.hour,
end_date.minute, end_date.second, 0)
func_name = "Query"
func_args = [bk_name, stock_list, condition, "''"] + list(
reduce(lambda x, y: x + y, field_dict.items()))
script_str = _gstr_from_func(func_name, func_args)
sysparams = {'CurrentDate': encode_date}
sysparams.update(kwargs)
data = tsl.RemoteExecute(script_str, sysparams)
df = parseByStock(data)
return df
def CsQuery(field_dict,
end_date,
bk_name=_ashare,
stock_list=None,
condition="1",
**kwargs):
"""对天软Query函数的封装
Parameters:
===========
field_dict:
"""
field_dict.update({"'IDs'": 'DefaultStockID()'})
if stock_list is None:
stock_list = "''"
else:
stock_list = "'%s'" % ";".join(map(tradecode_to_tslcode, stock_list))
if (end_date.hour == 0) and (end_date.minute == 0) and (end_date.second
== 0):
encode_date = tsl.EncodeDate(end_date.year, end_date.month,
end_date.day)
else:
encode_date = tsl.EncodeDateTime(end_date.year, end_date.month,
end_date.day, end_date.hour,
end_date.minute, end_date.second, 0)
func_name = "Query"
func_args = [bk_name, stock_list, condition, "''"] + list(
reduce(lambda x, y: x + y, field_dict.items()))
script_str = _gstr_from_func(func_name, func_args)
sysparams = {'CurrentDate': encode_date}
sysparams.update(kwargs)
data = tsl.RemoteExecute(script_str, sysparams)
df = parse2DArray(data, column_decode=['IDs'])
df['IDs'] = df['IDs'].apply(tslcode_to_tradecode)
df['date'] = end_date
return df.set_index(['date', 'IDs'])
def CsQuery(field_dict,
end_date,
bk_name=_ashare,
stock_list=None,
condition="1",
code_transfer=True,
**kwargs):
"""对天软Query函数的封装
Parameters:
===========
field_dict: dict
计算字段{字段名称: 函数名称},字段名称需自加单引号。
例：{"'IDs'": 'DefaultStockID()'}
end_daet: str
截面日期
bk_name: str
天软板块名称，以分号分割。
stock_list: list
股票列表，默认的格式是6位代码
condition: str
天软Csquery参数
code_transfer: bool
是否要将股票列表的代码转为天软格式。如果stock_list中代码格式
没有后缀，那code_transfer需为True。
kwargs: dict
天软系统参数
"""
field_dict.update({"'IDs'": 'DefaultStockID()'})
if stock_list is None:
stock_list = "''"
else:
if code_transfer:
stock_list = "'%s'" % ";".join(
map(tradecode_to_tslcode, stock_list))
else:
stock_list = "'%s'" % ";".join(stock_list)
if (end_date.hour == 0) and (end_date.minute == 0) and (end_date.second
== 0):
encode_date = tsl.EncodeDate(end_date.year, end_date.month,
end_date.day)
else:
encode_date = tsl.EncodeDateTime(end_date.year, end_date.month,
end_date.day, end_date.hour,
end_date.minute, end_date.second, 0)
func_name = "Query"
func_args = [bk_name, stock_list, condition, "''"] + list(
reduce(lambda x, y: x + y, field_dict.items()))
script_str = _gstr_from_func(func_name, func_args)
sysparams = {'CurrentDate': encode_date}
sysparams.update(kwargs)
data = tsl.RemoteExecute(script_str, sysparams)
df = parse2DArray(data, column_decode=['IDs'])
df['IDs'] = df['IDs'].apply(tslcode_to_tradecode)
df['date'] = end_date
return df.set_index(['date', 'IDs'])
def encode_date(year, month, day):
return tsl.EncodeDate(year, month, day)
return d2[1]
else:
print(d2[2])
if __name__ == '__main__':
cy = '日线'
dfcode = pd.read_excel('stockcode.xlsx')
stockcode = dfcode['代码'].tolist()
# 搞成天软格式的时间
# 起始日
sdate = ts.EncodeDate(2017, 1, 1)
# 终止日
edate = ts.EncodeDate(2019, 10, 20)
# 获取交易日序列
dateS = getTSdate(sdate, edate)
# 解析结果的list
s2_close = []
s2_low = []
s2_datetime = []
s2_high = []
s2_code = []
df2 = pd.DataFrame() # 整理所有数据
def getTSdata_day(sdate, edate, stockID, cy):
'''通过天软获取日线'''
d2 = ts.RemoteCallFunc('MyGetTimeSeries', [sdate, edate, stockID, cy], {})
if d2[0] == 0:
return d2[1]
else:
print(d2[2])
# 搞成天软格式的时间
# 起始日
sdate = ts.EncodeDate(2017, 6, 4)
# 终止日
edate = ts.EncodeDate(2018, 6, 4)
# 天软时间变正常时间
# ts.DecodeDate(43200)
# stock1='IC01' # 天软里面的当月连续
# stock2='IC02' # 天软里面的次月连续
#
# 获取期货合约代码
# 周期
cy = '1分钟线'
def TSDate(Y, M, D):
d = tp.EncodeDate(Y, M, D)
return d
