def get_stock_tick_data(stock_codes, date):
"""
获取股票当天的tick数据
:param stock_codes: 股票代码
:param date: 日期
:return:
"""
ret = StrategyBase('13554406825', 'qq532357515')
date = pd.to_datetime(date).strftime('%Y-%m-%d')
for code in stock_codes:
st = date + ' 09:30:00'
et = date + ' 15:00:00'
data = ret.get_ticks(code, st, et)
data = [props(d) for d in data]
data = pd.DataFrame(data)
data = clean_data(data)
yield data
def update_stock_tick(date=None):
"""
将csv数据读取到数据库中
date: 日期
:return: no return
"""
conn = create_engine(
'postgres+psycopg2://postgres:123456@localhost:5432/postgres',
echo=True)
ret = StrategyBase('13554406825', 'qq532357515')
sh_stocks = ret.get_instruments(exchange='SHSE', sec_type=1, is_active=1)
sz_stocks = ret.get_instruments(exchange='SZSE', sec_type=1, is_active=1)
stocks = sh_stocks + sz_stocks
stocks = [i.symbol for i in stocks]
for data in get_stock_tick_data(stocks, date):
insert_data(data, conn)
def close_short_yesterday(self, bar, price, volume, comments=None):
StrategyBase.close_short_yesterday(self, bar.exchange, bar.sec_id,
price, volume)
if comments is not None:
print((bar.strendtime, '平空', volume, comments))
def open_short(self, bar, price, volume, comments=None):
StrategyBase.open_short(self, bar.exchange, bar.sec_id, price, volume)
if comments is not None:
print((bar.strendtime, '开空', volume, comments))
def close_long(self, bar, price, volume, comments=None):
StrategyBase.close_long(self, bar.exchange, bar.sec_id, price, volume)
if comments is not None:
print((bar.strendtime, '平多', volume, comments))
def open_long(self, bar, price, volume, comments=None):
# print('bar type', type(bar), 'price', price, 'volume', volume, 'comments', comments)
StrategyBase.open_long(self, bar.exchange, bar.sec_id, price, volume)
if comments is not None:
print((bar.strendtime, '开多', volume, comments))