def tradecal(self, _fields="trade_date, istradeday"):
self.__lazy_login()
df, msg = self.__api.query(
view="jz.secTradeCal",
fields=_fields)
log.debug('request jz.secTradeCal')
return df
def instrumentinfo(self, _fields="", _filter="inst_type=1&status=1&market=SH,SZ"):
self.__lazy_login()
df, msg = self.__api.query(view="jz.instrumentInfo", fields=_fields,
filter=_filter,
data_format='pandas')
log.debug('request jz.instrumentInfo')
return df
def request_kline(symbol, freq , **kwargs):
query = kline.KlineQuery(symbol)
log.debug('begin to request [%s]' % symbol)
if query.isEmpty(freq):
## TODO request all
info = composite.get_basic().info(symbol)
if info is None:
raise ValueError('%s not exist'% symbol)
born = info['timeToMarket']
return request_kline_core(symbol, start_date=trade_calendar.create_v2(born, freq), end_date = trade_calendar.last_trade_date(freq), freq = freq, **kwargs)
else:
db_start, db_end = query.duration(freq)
if db_start is None and db_end is None:
log.error('duration in db is error')
raise RuntimeError('[%s] isn\'t exist, but duration ???' % symbol)
last_date = trade_calendar.last_trade_date(freq)
if trade_calendar.compare_v2(db_end, last_date, freq) == 0:
## TODO check suspend stock
log.info('%s needn\'t update' % symbol)
return 1
elif trade_calendar.compare_v2(db_end, last_date, freq) < 0:
db_end.shift(count = 1)
return request_kline_core(symbol, db_end, last_date, freq, **kwargs)
else:
raise RuntimeError("????")
def bar(self, _symbol, _trade_date, _freq="5M", _fields=""):
self.__lazy_login()
df, msg = self.__api.bar(symbol=_symbol,
trade_date=_trade_date,
freq=_freq,
fields=_fields)
log.debug('request bar')
return df
def get(self, symbol):
df = self.load()
ret = df[df['code'] == symbol]
log.debug('symbol %s' % symbol)
if isinstance(ret, pd.DataFrame):
return ret[['close', 'open', 'high', 'low', 'vol', 'tor', 'amount', 'datetime']]
else:
raise RuntimeError('invalid symbol %s' % symbol)
def daily(self, symbol, start_date, end_date, freq='1d', fields= "", adjust_mode='post'):
self.__lazy_login()
df, msg = self.__api.daily(
symbol=symbol,
freq=freq,
start_date=start_date,
end_date=end_date,
fields=fields,
adjust_mode=adjust_mode)
log.debug('request daily %s' % msg)
return df
def __replace(self, symbol, start, end, df):
log.info('replace %s from %s to %s' % (symbol, start, end))
info = {'symbol': symbol, 'start_date':start.datetime(),\
'end_date':end.datetime()}
klines = util.to_json(df)
for k in klines:
k['datetime'] = trade_calendar.create_v2(k['datetime'],
self.freq).datetime()
self.table.update({'_id': symbol}, {
'$set':{'info': info}, \
## TODO sort operation
'$setOnInsert':{'kline': klines} \
}, upsert=True)
log.debug('replace end')
def subscribe(self, _symbol, _func, _fields):
self.__lazy_login()
sublist, msg = self.__api.subscribe(_symbol, func=_func,
fields=_fields)
log.debug('request subscribe')
return sublist