def assure_stock_order_book_id(id_or_symbols):
if isinstance(id_or_symbols, Instrument):
return id_or_symbols.order_book_id
elif isinstance(id_or_symbols, six.string_types):
return assure_stock_order_book_id(instruments(id_or_symbols))
else:
raise RQInvalidArgument(_(u"unsupported order_book_id type"))
def assure_stock_order_book_id(id_or_symbols):
if isinstance(id_or_symbols, Instrument):
return id_or_symbols.order_book_id
elif isinstance(id_or_symbols, six.string_types):
return assure_stock_order_book_id(instruments(id_or_symbols))
else:
raise RQInvalidArgument(_(u"unsupported order_book_id type"))
def symbol(order_book_id, split=", "):
if isinstance(order_book_id, six.string_types):
return "{}[{}]".format(order_book_id,
instruments(order_book_id).symbol)
else:
s = split.join(symbol(item) for item in order_book_id)
return s
def periodCheck(self, stocks):
# 股票上市小于一个月的，不分析
one_month = 20
selected_stocks = []
for stock in stocks:
# 获取上市天数
on_board_days = instruments(stock).days_from_listed()
if on_board_days > one_month:
selected_stocks.append(stock)
self.logger.info('过滤新股后，剩余股票%s个' % len(selected_stocks))
return selected_stocks
def assure_future_order_book_id(id_or_symbols):
if isinstance(id_or_symbols, Instrument):
if id_or_symbols.type != "Future":
raise RQInvalidArgument(
_(u"{order_book_id} is not supported in current strategy type"
).format(order_book_id=id_or_symbols.order_book_id))
else:
return id_or_symbols.order_book_id
elif isinstance(id_or_symbols, six.string_types):
return assure_future_order_book_id(instruments(id_or_symbols))
else:
raise RQInvalidArgument(_(u"unsupported order_book_id type"))
def assure_future_order_book_id(id_or_symbols):
if isinstance(id_or_symbols, Instrument):
if id_or_symbols.type != "Future":
raise RQInvalidArgument(
_(u"{order_book_id} is not supported in current strategy type").format(
order_book_id=id_or_symbols.order_book_id))
else:
return id_or_symbols.order_book_id
elif isinstance(id_or_symbols, six.string_types):
return assure_future_order_book_id(instruments(id_or_symbols))
else:
raise RQInvalidArgument(_(u"unsupported order_book_id type"))
def assure_stock_order_book_id(id_or_symbols):
if isinstance(id_or_symbols, Instrument):
order_book_id = id_or_symbols.order_book_id
"""
这所以使用XSHG和XSHE来判断是否可交易是因为股票类型策略支持很多种交易类型，比如CS, ETF, LOF, FenjiMU, FenjiA, FenjiB,
INDX等，但实际其中部分由不能交易，所以不能直接按照类型区分该合约是否可以交易。而直接通过判断其后缀可以比较好的区分是否可以进行交易
"""
if "XSHG" in order_book_id or "XSHE" in order_book_id or "INDX" in order_book_id:
return order_book_id
else:
raise RQInvalidArgument(
_(u"{order_book_id} is not supported in current strategy type"
).format(order_book_id=order_book_id))
elif isinstance(id_or_symbols, six.string_types):
return assure_stock_order_book_id(instruments(id_or_symbols))
else:
raise RQInvalidArgument(_(u"unsupported order_book_id type"))
def periodCheck(self, stocks):
# 股票上市小于一年，且大于8个月的，不分析
# 股票上市小于一个月的，不分析
one_year = 250
eight_month = 167
one_month = 20
selected_stocks = []
for stock in stocks:
# 获取上市天数
on_board_days = instruments(stock).days_from_listed()
if on_board_days < one_year:
if on_board_days < eight_month:
if on_board_days > one_month:
selected_stocks.append(stock)
else:
selected_stocks.append(stock)
self.logger.debug('过滤掉上市小于一个月或上市大于8个月且小于一年的股票，剩余%d只股票' % len(selected_stocks))
return selected_stocks
def symbol(order_book_id, split=", "):
if isinstance(order_book_id, six.string_types):
return "{}[{}]".format(order_book_id, instruments(order_book_id).symbol)
else:
s = split.join(symbol(item) for item in order_book_id)
return s
