def __init__(self,
force_update=True,
sleeping_time=10,
exchanges=None,
entity_ids=None,
code=None,
codes=None,
day_data=False,
entity_filters=None,
ignore_failed=True,
real_time=False,
fix_duplicate_way='ignore',
start_timestamp=None,
end_timestamp=None,
level=IntervalLevel.LEVEL_1DAY,
kdata_use_begin_time=False,
one_day_trading_minutes=24 * 60,
adjust_type=AdjustType.qfq) -> None:
level = IntervalLevel(level)
self.adjust_type = AdjustType(adjust_type)
self.entity_type = self.entity_schema.__name__.lower()
self.data_schema = get_kdata_schema(entity_type=self.entity_type,
level=level,
adjust_type=self.adjust_type)
super().__init__(force_update, sleeping_time, exchanges, entity_ids,
code, codes, day_data, entity_filters, ignore_failed,
real_time, fix_duplicate_way, start_timestamp,
end_timestamp, level, kdata_use_begin_time,
one_day_trading_minutes)
def __init__(self,
exchanges=['sh', 'sz'],
entity_ids=None,
codes=None,
batch_size=10,
force_update=True,
sleeping_time=0,
default_size=zvt_config['batch_size'],
real_time=False,
fix_duplicate_way='ignore',
start_timestamp=None,
end_timestamp=None,
level=IntervalLevel.LEVEL_1WEEK,
kdata_use_begin_time=False,
close_hour=15,
close_minute=0,
one_day_trading_minutes=4 * 60,
adjust_type=AdjustType.qfq,
share_para=None) -> None:
level = IntervalLevel(level)
adjust_type = AdjustType(adjust_type)
self.data_schema = get_kdata_schema(entity_type=EntityType.Stock, level=level, adjust_type=adjust_type)
self.bao_trading_level = to_bao_trading_level(level)
super().__init__(EntityType.Stock, exchanges, entity_ids, codes, batch_size, force_update, sleeping_time,
default_size, real_time, fix_duplicate_way, start_timestamp, end_timestamp, close_hour,
close_minute, level, kdata_use_begin_time, one_day_trading_minutes, share_para=share_para)
self.adjust_type = adjust_type
def __init__(self,
exchanges=['sh', 'sz'],
entity_ids=None,
codes=None,
batch_size=10,
force_update=True,
sleeping_time=0,
default_size=2000,
real_time=False,
fix_duplicate_way='ignore',
start_timestamp=None,
end_timestamp=None,
level=IntervalLevel.LEVEL_1WEEK,
kdata_use_begin_time=False,
close_hour=15,
close_minute=0,
one_day_trading_minutes=4 * 60,
adjust_type=AdjustType.qfq) -> None:
level = IntervalLevel(level)
adjust_type = AdjustType(adjust_type)
self.data_schema = get_kdata_schema(entity_type='stock',
level=level,
adjust_type=adjust_type)
self.jq_trading_level = to_jq_trading_level(level)
super().__init__('stock', exchanges, entity_ids, codes, batch_size,
force_update, sleeping_time, default_size, real_time,
fix_duplicate_way, start_timestamp, end_timestamp,
close_hour, close_minute, level, kdata_use_begin_time,
one_day_trading_minutes)
self.adjust_type = adjust_type
get_token(zvt_env['jq_username'], zvt_env['jq_password'], force=True)
def to_em_fq_flag(adjust_type: AdjustType):
adjust_type = AdjustType(adjust_type)
if adjust_type == AdjustType.bfq:
return 0
if adjust_type == AdjustType.qfq:
return 1
if adjust_type == AdjustType.hfq:
return 2
def __init__(
self,
force_update=True,
sleeping_time=10,
exchanges=None,
entity_id=None,
entity_ids=None,
code=None,
codes=None,
day_data=False,
entity_filters=None,
ignore_failed=True,
real_time=False,
fix_duplicate_way="ignore",
start_timestamp=None,
end_timestamp=None,
level=IntervalLevel.LEVEL_1DAY,
kdata_use_begin_time=False,
one_day_trading_minutes=24 * 60,
adjust_type=AdjustType.qfq,
) -> None:
level = IntervalLevel(level)
adjust_type = AdjustType(adjust_type)
self.data_schema = get_kdata_schema(entity_type="stock",
level=level,
adjust_type=adjust_type)
self.jq_trading_level = to_jq_trading_level(level)
super().__init__(
force_update,
sleeping_time,
exchanges,
entity_id,
entity_ids,
code,
codes,
day_data,
entity_filters,
ignore_failed,
real_time,
fix_duplicate_way,
start_timestamp,
end_timestamp,
level,
kdata_use_begin_time,
one_day_trading_minutes,
)
self.adjust_type = adjust_type
get_token(zvt_config["jq_username"],
zvt_config["jq_password"],
force=True)
def get_kdata_schema(entity_type: str,
level: Union[IntervalLevel, str] = IntervalLevel.LEVEL_1DAY,
adjust_type: Union[AdjustType, str] = None):
if type(level) == str:
level = IntervalLevel(level)
if type(adjust_type) == str:
adjust_type = AdjustType(adjust_type)
# kdata schema rule
# 1)name:{entity_type.capitalize()}{IntervalLevel.value.upper()}Kdata
if adjust_type and (adjust_type != AdjustType.qfq):
schema_str = '{}{}{}Kdata'.format(entity_type.capitalize(), level.value.capitalize(),
adjust_type.value.capitalize())
else:
schema_str = '{}{}Kdata'.format(entity_type.capitalize(), level.value.capitalize())
return get_schema_by_name(schema_str)
def __init__(self,
exchanges=['sh', 'sz'],
entity_ids=None,
codes=None,
batch_size=10,
force_update=True,
sleeping_time=0,
default_size=2000,
real_time=False,
fix_duplicate_way='ignore',
start_timestamp=None,
end_timestamp=None,
level=IntervalLevel.LEVEL_1WEEK,
kdata_use_begin_time=False,
close_hour=15,
close_minute=0,
one_day_trading_minutes=4 * 60,
adjust_type=AdjustType.qfq) -> None:
level = IntervalLevel(level)
adjust_type = AdjustType(adjust_type)
self.data_schema = get_kdata_schema(entity_type='stock',
level=level,
adjust_type=adjust_type)
self.bs_trading_level = to_bs_trading_level(level)
super().__init__('stock', exchanges, entity_ids, codes, batch_size,
force_update, sleeping_time, default_size, real_time,
fix_duplicate_way, start_timestamp, end_timestamp,
close_hour, close_minute, level, kdata_use_begin_time,
one_day_trading_minutes)
self.adjust_type = adjust_type
print("尝试登陆baostock")
#####login#####
lg = bs.login(user_id="anonymous", password="******")
if (lg.error_code == '0'):
print("登陆成功")
else:
print("登录失败")
def __init__(
self,
entity_ids: List[str] = None,
exchanges: List[str] = None,
codes: List[str] = None,
start_timestamp: Union[str, pd.Timestamp] = None,
end_timestamp: Union[str, pd.Timestamp] = None,
provider: str = None,
level: Union[str, IntervalLevel] = IntervalLevel.LEVEL_1DAY,
trader_name: str = None,
real_time: bool = False,
kdata_use_begin_time: bool = False,
draw_result: bool = True,
rich_mode: bool = False,
adjust_type: AdjustType = None,
profit_threshold=(3, -0.3)) -> None:
assert self.entity_schema is not None
self.logger = logging.getLogger(__name__)
if trader_name:
self.trader_name = trader_name
else:
self.trader_name = type(self).__name__.lower()
self.trading_signal_listeners: List[TradingListener] = []
# Usually for selecting the targets in whole market with factors
self.selectors: List[TargetSelector] = []
self.entity_ids = entity_ids
self.exchanges = exchanges
self.codes = codes
self.provider = provider
# make sure the min level selector correspond to the provider and level
self.level = IntervalLevel(level)
self.real_time = real_time
if start_timestamp and end_timestamp:
self.start_timestamp = to_pd_timestamp(start_timestamp)
self.end_timestamp = to_pd_timestamp(end_timestamp)
else:
assert False
self.trading_dates = self.entity_schema.get_trading_dates(
start_date=self.start_timestamp, end_date=self.end_timestamp)
if real_time:
self.logger.info(
'real_time mode, end_timestamp should be future,you could set it big enough for running forever'
)
assert self.end_timestamp >= now_pd_timestamp()
self.kdata_use_begin_time = kdata_use_begin_time
self.draw_result = draw_result
self.rich_mode = rich_mode
if type(adjust_type) is str:
adjust_type = AdjustType(adjust_type)
self.adjust_type = adjust_type
self.profit_threshold = profit_threshold
self.account_service = SimAccountService(
entity_schema=self.entity_schema,
trader_name=self.trader_name,
timestamp=self.start_timestamp,
provider=self.provider,
level=self.level,
rich_mode=rich_mode,
adjust_type=self.adjust_type)
self.register_trading_signal_listener(self.account_service)
self.init_selectors(entity_ids=entity_ids,
entity_schema=self.entity_schema,
exchanges=self.exchanges,
codes=self.codes,
start_timestamp=self.start_timestamp,
end_timestamp=self.end_timestamp,
adjust_type=self.adjust_type)
if self.selectors:
self.trading_level_asc = list(
set([
IntervalLevel(selector.level)
for selector in self.selectors
]))
self.trading_level_asc.sort()
self.logger.info(
f'trader level:{self.level},selectors level:{self.trading_level_asc}'
)
if self.level != self.trading_level_asc[0]:
raise Exception(
"trader level should be the min of the selectors")
self.trading_level_desc = list(self.trading_level_asc)
self.trading_level_desc.reverse()
self.session = get_db_session('zvt', data_schema=TraderInfo)
self.level_map_long_targets = {}
self.level_map_short_targets = {}
self.trading_signals: List[TradingSignal] = []
self.on_start()