def __init__(self):
wx = lg.get_handle()
try:
self.h_conf = conf_handler(conf="rt_analyer.conf")
host = self.h_conf.rd_opt('db', 'host')
database = self.h_conf.rd_opt('db', 'database')
user = self.h_conf.rd_opt('db', 'user')
pwd = self.h_conf.rd_opt('db', 'pwd')
if pwd is None:
wx.info("[Err DB_OP]===> {0}:{1}:{2} need password ".format(
host, db, user))
raise Exception("Password is Null")
else:
# self.pwd = pwd
self.config = {
'host': host,
'user': user,
'password': pwd,
'database': database,
'charset': 'utf8',
'port': 3306 # 注意端口为int 而不是str
}
# self.handle = pymysql.connect(self.host, self.user, self.pwd, self.db_name)
self.handle = pymysql.connect(**self.config)
self.cursor = self.handle.cursor()
# wx.info("[OBJ] db_ops : __init__ called")
except Exception as e:
wx.info("Err occured in DB_OP __init__{}".format(e))
raise e
def __init__(self): # ,, items_page=200): time_frame=180):
wx = lg.get_handle()
# 建立数据库对象
self.db = db_ops()
# 读取数据表名
self.h_conf = conf_handler(conf="rt_analyer.conf")
# 大单 金额下限
self.rt_big_amount = float(self.h_conf.rd_opt('rt_analysis_rules', 'big_deal_amount'))
# 量价向量 的取样resample的时间段
self.rt_PA_resample_secs = self.h_conf.rd_opt('general', 'PA_resample_secs')
# 量价向量 取样聚合的 agg 的时间段
self.rt_PA_resample_agg_secs = int(self.h_conf.rd_opt('general', 'PA_resample_agg_secs'))
# 去除极值的常量
self.mid_constant = float(self.h_conf.rd_opt('general', 'mid_constant'))
self.cq_tname_00 = self.h_conf.rd_opt('db', 'daily_table_cq_00')
self.cq_tname_30 = self.h_conf.rd_opt('db', 'daily_table_cq_30')
self.cq_tname_60 = self.h_conf.rd_opt('db', 'daily_table_cq_60')
self.cq_tname_002 = self.h_conf.rd_opt('db', 'daily_table_cq_002')
self.cq_tname_68 = self.h_conf.rd_opt('db', 'daily_table_cq_68')
def get_trade_date(self, back_days=1):
self.rt_conf = conf_handler(conf="rt_analyer.conf")
tname = self.rt_conf.rd_opt('db', 'daily_table_cq_60')
sql = "select distinct date from " + tname + " order by date desc limit " + str(
back_days)
df = self._exec_sql(sql=sql)
df.sort_values(by='date', ascending=False, inplace=True)
# 取得最后一天的日期
trade_date = df.iloc[-1][0]
return trade_date
def __init__(self):
# period is the length of days in which we look at how many days witness price increase
self.h_conf = conf_handler(conf="stock_analyer.conf")
self.period = int(self.h_conf.rd_opt('psy', 'period'))
self.tname_00 = self.h_conf.rd_opt('db', 'daily_table_cq_00')
self.tname_30 = self.h_conf.rd_opt('db', 'daily_table_cq_30')
self.tname_60 = self.h_conf.rd_opt('db', 'daily_table_cq_60')
self.tname_002 = self.h_conf.rd_opt('db', 'daily_table_cq_002')
host = self.h_conf.rd_opt('db', 'host')
database = self.h_conf.rd_opt('db', 'database')
user = self.h_conf.rd_opt('db', 'user')
pwd = self.h_conf.rd_opt('db', 'pwd')
self.db = db_ops(host=host, db=database, user=user, pwd=pwd)
def __init__(self):
wx = lg.get_handle()
# log_dir = os.path.abspath('.')
# self.logger = myLogger(log_dir)
try:
self.h_conf = conf_handler(conf="stock_analyer.conf")
host = self.h_conf.rd_opt('db', 'host')
database = self.h_conf.rd_opt('db', 'database')
user = self.h_conf.rd_opt('db', 'user')
pwd = self.h_conf.rd_opt('db', 'pwd')
self.db = db_ops(host=host, db=database, user=user, pwd=pwd)
# self.db = db_ops(host='127.0.0.1', db='stock', user='******', pwd='5171013')
self.dd_cq_00 = self.h_conf.rd_opt('db', 'daily_table_cq_00')
self.dd_cq_30 = self.h_conf.rd_opt('db', 'daily_table_cq_30')
self.dd_cq_60 = self.h_conf.rd_opt('db', 'daily_table_cq_60')
self.dd_cq_002 = self.h_conf.rd_opt('db', 'daily_table_cq_002')
self.dd_cq_68 = self.h_conf.rd_opt('db', 'daily_table_cq_68')
self.dd_qfq_00 = self.h_conf.rd_opt('db', 'daily_table_qfq_00')
self.dd_qfq_30 = self.h_conf.rd_opt('db', 'daily_table_qfq_30')
self.dd_qfq_60 = self.h_conf.rd_opt('db', 'daily_table_qfq_60')
self.dd_qfq_002 = self.h_conf.rd_opt('db', 'daily_table_qfq_002')
self.dd_qfq_68 = self.h_conf.rd_opt('db', 'daily_table_qfq_68')
self.bt_dd_qfq_00 = self.h_conf.rd_opt('db',
'bt_daily_table_qfq_00')
self.bt_dd_qfq_30 = self.h_conf.rd_opt('db',
'bt_daily_table_qfq_30')
self.bt_dd_qfq_60 = self.h_conf.rd_opt('db',
'bt_daily_table_qfq_60')
self.bt_dd_qfq_002 = self.h_conf.rd_opt('db',
'bt_daily_table_qfq_002')
self.bt_dd_qfq_68 = self.h_conf.rd_opt('db',
'bt_daily_table_qfq_68')
self.dd_hot_industry = self.h_conf.rd_opt('db', 'dd_hot_industry')
self.fin_report = self.h_conf.rd_opt('db', 'fin_report')
self.dgj_table = self.h_conf.rd_opt('db', 'dgj_table')
self.dd_zhiya = self.h_conf.rd_opt('db', 'dd_zhiya')
except Exception as e:
raise e
def __init__(self):
try:
wx = lg.get_handle()
self.h_conf = conf_handler(conf="stock_analyer.conf")
host = self.h_conf.rd_opt('db', 'host')
database = self.h_conf.rd_opt('db', 'database')
user = self.h_conf.rd_opt('db', 'user')
pwd = self.h_conf.rd_opt('db', 'pwd')
self.db = db_ops(host=host, db=database, user=user, pwd=pwd)
self.dd_hot_industry = self.h_conf.rd_opt('db', 'dd_hot_industry')
# wx.info("[OBJ] analyzer __init__() called")
self.dd_cq_00 = self.h_conf.rd_opt('db', 'daily_table_cq_00')
self.dd_cq_30 = self.h_conf.rd_opt('db', 'daily_table_cq_30')
self.dd_cq_60 = self.h_conf.rd_opt('db', 'daily_table_cq_60')
self.dd_cq_002 = self.h_conf.rd_opt('db', 'daily_table_cq_002')
self.dd_cq_68 = self.h_conf.rd_opt('db', 'daily_table_cq_68')
except Exception as e:
raise e
def __init__(self):
h_conf = conf_handler(conf="rt_analyer.conf")
ana_time_slice = h_conf.rd_opt('rt_analysis_rules', 'ana_time_slice')
self.ana_time_slice_arr = ana_time_slice.split(',')
self.rt_big_amount = float(
h_conf.rd_opt('rt_analysis_rules', 'big_deal_amount'))
self.msg = f_msg()
# 量价向量 的取样resample的时间段
self.rt_PA_resample_secs = h_conf.rd_opt('general', 'PA_resample_secs')
# 建立数据库对象
self.db = db_ops()
self.rt_data_keeper_1 = pd.DataFrame() # 保存 大单记录，作为基线数据
# key:array 时间段开始时间：[时间段结束时间， 下一时间段开始时间]
self.t_frame_dict = {
'09:25': ['09:30', '09:30'],
'09:30': ['09:40', '09:40'],
'09:40': ['09:50', '09:50'],
'09:50': ['10:00', '10:00'],
'10:00': ['10:30', '10:30'],
'10:30': ['11:00', '11:00'],
'11:00': ['11:30', '13:00'],
'13:00': ['13:30', '13:30'],
'13:30': ['14:00', '14:00'],
'14:00': ['14:30', '14:30'],
'14:30': ['14:40', '14:40'],
'14:40': ['14:50', '14:50'],
'14:50': ['15:00', '']
}
date_str = (date.today()).strftime('%Y%m%d')
self.record_stamp_dict = {}
# 用 self.t_frame_dict 的key （时间段的起始时间点）建立 record_stamp_dict 字典
for time_str in self.t_frame_dict.keys():
stamp = int(
time.mktime(time.strptime(date_str + time_str, '%Y%m%d%H:%M')))
self.record_stamp_dict[stamp] = time_str
def __init__(self):
# wx = lg.get_handle()
self.h_conf = conf_handler(conf="stock_analyer.conf")
ma_str = self.h_conf.rd_opt('ma', 'duration')
self.ma_duration = ma_str.split(",")
ema_str = self.h_conf.rd_opt('ema', 'duration')
self.ema_duration = ema_str.split(",")
# wx.info("ma_duration {}".format(self.ma_duration))
self.bolling = self.h_conf.rd_opt('bolling', 'duration')
self.cq_tname_00 = self.h_conf.rd_opt('db', 'daily_table_cq_00')
self.cq_tname_30 = self.h_conf.rd_opt('db', 'daily_table_cq_30')
self.cq_tname_60 = self.h_conf.rd_opt('db', 'daily_table_cq_60')
self.cq_tname_002 = self.h_conf.rd_opt('db', 'daily_table_cq_002')
self.cq_tname_68 = self.h_conf.rd_opt('db', 'daily_table_cq_68')
self.qfq_tname_00 = self.h_conf.rd_opt('db', 'daily_table_qfq_00')
self.qfq_tname_30 = self.h_conf.rd_opt('db', 'daily_table_qfq_30')
self.qfq_tname_60 = self.h_conf.rd_opt('db', 'daily_table_qfq_60')
self.qfq_tname_002 = self.h_conf.rd_opt('db', 'daily_table_qfq_002')
self.qfq_tname_68 = self.h_conf.rd_opt('db', 'daily_table_qfq_68')
self.bt_qfq_tname_00 = self.h_conf.rd_opt('db',
'bt_daily_table_qfq_00')
self.bt_qfq_tname_30 = self.h_conf.rd_opt('db',
'bt_daily_table_qfq_30')
self.bt_qfq_tname_60 = self.h_conf.rd_opt('db',
'bt_daily_table_qfq_60')
self.bt_qfq_tname_002 = self.h_conf.rd_opt('db',
'bt_daily_table_qfq_002')
self.bt_qfq_tname_68 = self.h_conf.rd_opt('db',
'bt_daily_table_qfq_68')
host = self.h_conf.rd_opt('db', 'host')
database = self.h_conf.rd_opt('db', 'database')
user = self.h_conf.rd_opt('db', 'user')
pwd = self.h_conf.rd_opt('db', 'pwd')
self.db = db_ops(host=host, db=database, user=user, pwd=pwd)
# dev version
import new_logger as lg
lg._init_()
wx = lg.get_handle()
from stock_package import ts_data
from realtime_package import rt_163, rt_bl, rt_ana, rt_east
# import pandas as pd
# from assess_package import back_trader
from functions import *
from conf import conf_handler, xl_handler
# 从配置文件 rt_analyer.conf 读取参数，初始化
h_conf = conf_handler(conf="rt_analyer.conf")
rt_delay = int(h_conf.rd_opt('general', 'rt_delay'))
# 读取 accounts.xlsx
xl_acc = xl_handler(f_name="accounts.xlsx")
xl_acc.rd_accounts_file()
id_arr = xl_acc.get_stock_id_from_conf()
#读取 keywords.xlsx
xl_keywords = xl_handler(f_name="keywords.xlsx")
keywords_arr = xl_keywords.rd_keywords_file()
# 实时交易对象
# rt163 = rt_163(id_arr=id_arr, date_str='')
rteast = rt_east(id_arr=id_arr, date_str='', item_page = '144')
def __init__(self):
self.h_conf = conf_handler(conf="stock_analyer.conf")
self.token = self.h_conf.rd_opt('tushare', 'token')
self.api = ts.pro_api(self.token)
def __init__(self, f_date='', f_days=-240):
wx = lg.get_handle()
try:
if f_days >= 0 and f_date != '':
self.f_begin_date = f_date
f_begin_date = datetime.strptime(self.f_begin_date, "%Y%m%d")
self.f_end_date = (f_begin_date +
timedelta(days=f_days)).strftime('%Y%m%d')
elif f_date != '':
self.f_end_date = f_date
f_end_date = datetime.strptime(self.f_end_date, "%Y%m%d")
self.f_begin_date = (f_end_date +
timedelta(days=f_days)).strftime('%Y%m%d')
else:
wx.info("[back_trader] __init__ Failed, f_date is Empty")
raise RuntimeError(
'[back_trader] __init__ Failed, trade_date is Empty')
self.h_conf = conf_handler(conf="stock_analyer.conf")
self.daily_cq_t_00 = self.h_conf.rd_opt('db', 'daily_table_cq_00')
self.daily_cq_t_30 = self.h_conf.rd_opt('db', 'daily_table_cq_30')
self.daily_cq_t_60 = self.h_conf.rd_opt('db', 'daily_table_cq_60')
self.daily_cq_t_68 = self.h_conf.rd_opt('db', 'daily_table_cq_68')
self.daily_cq_t_002 = self.h_conf.rd_opt('db',
'daily_table_cq_002')
self.bt_daily_qfq_t_00 = self.h_conf.rd_opt(
'db', 'bt_daily_table_qfq_00')
self.bt_daily_qfq_t_30 = self.h_conf.rd_opt(
'db', 'bt_daily_table_qfq_30')
self.bt_daily_qfq_t_60 = self.h_conf.rd_opt(
'db', 'bt_daily_table_qfq_60')
self.bt_daily_qfq_t_68 = self.h_conf.rd_opt(
'db', 'bt_daily_table_qfq_68')
self.bt_daily_qfq_t_002 = self.h_conf.rd_opt(
'db', 'bt_daily_table_qfq_002')
self.ma_bt_qfq_table_60 = self.h_conf.rd_opt(
'db', 'ma_bt_qfq_table_60')
self.ma_bt_qfq_table_30 = self.h_conf.rd_opt(
'db', 'ma_bt_qfq_table_30')
self.ma_bt_qfq_table_00 = self.h_conf.rd_opt(
'db', 'ma_bt_qfq_table_00')
self.ma_bt_qfq_table_002 = self.h_conf.rd_opt(
'db', 'ma_bt_qfq_table_002')
self.ma_bt_qfq_table_68 = self.h_conf.rd_opt(
'db', 'ma_bt_qfq_table_68')
host = self.h_conf.rd_opt('db', 'host')
database = self.h_conf.rd_opt('db', 'database')
user = self.h_conf.rd_opt('db', 'user')
pwd = self.h_conf.rd_opt('db', 'pwd')
self.db = db_ops(host=host, db=database, user=user, pwd=pwd)
self.ts = ts_data()
self.web_data = ex_web_data()
self._set_bt_period()
except Exception as e:
raise e
def __init__(self,
f_conf='',
f_start_date='',
f_end_date='',
data_src='qfq',
industry_name=''):
wx = lg.get_handle()
if industry_name == '':
wx.info("[filter industry] 初始化：行业名称不能为空，退出")
return None
else:
self.industry_name = industry_name
try:
self.f_conf = conf_handler(conf=f_conf)
self.h_conf = conf_handler(conf="stock_analyer.conf")
# self.pe = self.f_conf.rd_opt('filter_fix', 'pe')
# self.total_amount = self.f_conf.rd_opt('filter_fix', 'total_amount')
# self.high_price = self.f_conf.rd_opt('filter_fix', 'high_price')
# self.days = self.f_conf.rd_opt('filter_fix', 'below_ma55_days')
self.dgj_table = self.h_conf.rd_opt('db', 'dgj_table')
self.ws_table = self.h_conf.rd_opt('db', 'ws_table')
self.repo_table = self.h_conf.rd_opt('db', 'repo_table')
self.daily_cq_t_00 = self.h_conf.rd_opt('db', 'daily_table_cq_00')
self.daily_cq_t_30 = self.h_conf.rd_opt('db', 'daily_table_cq_30')
self.daily_cq_t_60 = self.h_conf.rd_opt('db', 'daily_table_cq_60')
self.daily_cq_t_68 = self.h_conf.rd_opt('db', 'daily_table_cq_68')
self.daily_cq_t_002 = self.h_conf.rd_opt('db',
'daily_table_cq_002')
self.daily_qfq_t_00 = self.h_conf.rd_opt('db',
'daily_table_qfq_00')
self.daily_qfq_t_30 = self.h_conf.rd_opt('db',
'daily_table_qfq_30')
self.daily_qfq_t_60 = self.h_conf.rd_opt('db',
'daily_table_qfq_60')
self.daily_qfq_t_68 = self.h_conf.rd_opt('db',
'daily_table_qfq_68')
self.daily_qfq_t_002 = self.h_conf.rd_opt('db',
'daily_table_qfq_002')
self.bt_daily_qfq_t_00 = self.h_conf.rd_opt(
'db', 'bt_daily_table_qfq_00')
self.bt_daily_qfq_t_30 = self.h_conf.rd_opt(
'db', 'bt_daily_table_qfq_30')
self.bt_daily_qfq_t_60 = self.h_conf.rd_opt(
'db', 'bt_daily_table_qfq_60')
self.bt_daily_qfq_t_68 = self.h_conf.rd_opt(
'db', 'bt_daily_table_qfq_68')
self.bt_daily_qfq_t_002 = self.h_conf.rd_opt(
'db', 'bt_daily_table_qfq_002')
self.ma_cq_table_60 = self.h_conf.rd_opt('db', 'ma_cq_table_60')
self.ma_cq_table_30 = self.h_conf.rd_opt('db', 'ma_cq_table_30')
self.ma_cq_table_00 = self.h_conf.rd_opt('db', 'ma_cq_table_00')
self.ma_cq_table_002 = self.h_conf.rd_opt('db', 'ma_cq_table_002')
self.ma_cq_table_68 = self.h_conf.rd_opt('db', 'ma_cq_table_68')
self.ma_qfq_table_60 = self.h_conf.rd_opt('db', 'ma_qfq_table_60')
self.ma_qfq_table_30 = self.h_conf.rd_opt('db', 'ma_qfq_table_30')
self.ma_qfq_table_00 = self.h_conf.rd_opt('db', 'ma_qfq_table_00')
self.ma_qfq_table_002 = self.h_conf.rd_opt('db',
'ma_qfq_table_002')
self.ma_qfq_table_68 = self.h_conf.rd_opt('db', 'ma_qfq_table_68')
self.ma_bt_qfq_table_00 = self.h_conf.rd_opt(
'db', 'ma_bt_qfq_table_00')
self.ma_bt_qfq_table_30 = self.h_conf.rd_opt(
'db', 'ma_bt_qfq_table_30')
self.ma_bt_qfq_table_60 = self.h_conf.rd_opt(
'db', 'ma_bt_qfq_table_30')
self.ma_bt_qfq_table_68 = self.h_conf.rd_opt(
'db', 'ma_bt_qfq_table_30')
self.ma_bt_qfq_table_002 = self.h_conf.rd_opt(
'db', 'ma_bt_qfq_table_30')
self.fin_table = self.h_conf.rd_opt('db', 'fin_report')
host = self.h_conf.rd_opt('db', 'host')
database = self.h_conf.rd_opt('db', 'database')
user = self.h_conf.rd_opt('db', 'user')
pwd = self.h_conf.rd_opt('db', 'pwd')
self.db = db_ops(host=host, db=database, user=user, pwd=pwd)
wx.info("[OBJ] filter_fix : __init__ called")
# 指定日期，用于回测，默认日期是当前最近交易日
if data_src == 'cq' or data_src == 'qfq':
sql = "SELECT date from " + self.daily_cq_t_00 + " order by date desc limit 1"
df_date = self.db._exec_sql(sql=sql)
self.f_end_date = df_date.iloc[0, 0]
self.f_start_date = (date.today() +
timedelta(days=-240)).strftime('%Y%m%d')
elif data_src == 'bt_qfq':
if f_end_date == '' or f_start_date == '':
wx.info("[Filter_fix]回测未设置起止日期区间[{}-{}]".format(
f_start_date, f_end_date))
return
self.f_end_date = f_end_date
self.f_start_date = f_start_date
# 选出该行业的所有股票
sql = "select la.id, la.name, la.sw_level_1, la.sw_level_2 " \
"from list_a as la, sw_industry_code as sw where sw.industry_name =\"%s\" and" \
" (sw.industry_code = la.sw_level_1 or sw.industry_code = la.sw_level_2)"%(self.industry_name)
self.df_industry_id = self.db._exec_sql(sql=sql)
self.industry_id_arr = self.df_industry_id.id.tolist()
self.data_src = data_src
except Exception as e:
raise e
def __init__(self,
f_conf='',
f_start_date='',
f_end_date='',
data_src='qfq'):
wx = lg.get_handle()
try:
self.f_conf = conf_handler(conf=f_conf)
self.h_conf = conf_handler(conf="stock_analyer.conf")
self.pe = self.f_conf.rd_opt('filter_fix', 'pe')
self.total_amount = self.f_conf.rd_opt('filter_fix',
'total_amount')
self.high_price = self.f_conf.rd_opt('filter_fix', 'high_price')
self.days = self.f_conf.rd_opt('filter_fix', 'below_ma55_days')
# self.filter_growth_below_pct = self.f_conf.rd_opt('filter_fix', 'filter_growth_below_pct')
# self.filter_high_left_power_request = self.f_conf.rd_opt('filter_fix', 'filter_high_left_power_request')
# self.filter_high_right_power_request = self.f_conf.rd_opt('filter_fix', 'filter_high_right_power_request')
# self.filter_cur_left_power_request = self.f_conf.rd_opt('filter_fix', 'filter_cur_left_power_request')
# self.filter_golden_pct = self.f_conf.rd_opt('filter_fix', 'filter_golden_pct')
# self.filter_golden_pct_request = float(self.f_conf.rd_opt('filter_fix', 'filter_golden_pct_request'))
self.daily_cq_t_00 = self.h_conf.rd_opt('db', 'daily_table_cq_00')
self.daily_cq_t_30 = self.h_conf.rd_opt('db', 'daily_table_cq_30')
self.daily_cq_t_60 = self.h_conf.rd_opt('db', 'daily_table_cq_60')
self.daily_cq_t_68 = self.h_conf.rd_opt('db', 'daily_table_cq_68')
self.daily_cq_t_002 = self.h_conf.rd_opt('db',
'daily_table_cq_002')
self.daily_qfq_t_00 = self.h_conf.rd_opt('db',
'daily_table_qfq_00')
self.daily_qfq_t_30 = self.h_conf.rd_opt('db',
'daily_table_qfq_30')
self.daily_qfq_t_60 = self.h_conf.rd_opt('db',
'daily_table_qfq_60')
self.daily_qfq_t_68 = self.h_conf.rd_opt('db',
'daily_table_qfq_68')
self.daily_qfq_t_002 = self.h_conf.rd_opt('db',
'daily_table_qfq_002')
self.bt_daily_qfq_t_00 = self.h_conf.rd_opt(
'db', 'bt_daily_table_qfq_00')
self.bt_daily_qfq_t_30 = self.h_conf.rd_opt(
'db', 'bt_daily_table_qfq_30')
self.bt_daily_qfq_t_60 = self.h_conf.rd_opt(
'db', 'bt_daily_table_qfq_60')
self.bt_daily_qfq_t_68 = self.h_conf.rd_opt(
'db', 'bt_daily_table_qfq_68')
self.bt_daily_qfq_t_002 = self.h_conf.rd_opt(
'db', 'bt_daily_table_qfq_002')
self.ma_cq_table_60 = self.h_conf.rd_opt('db', 'ma_cq_table_60')
self.ma_cq_table_30 = self.h_conf.rd_opt('db', 'ma_cq_table_30')
self.ma_cq_table_00 = self.h_conf.rd_opt('db', 'ma_cq_table_00')
self.ma_cq_table_002 = self.h_conf.rd_opt('db', 'ma_cq_table_002')
self.ma_cq_table_68 = self.h_conf.rd_opt('db', 'ma_cq_table_68')
self.ma_qfq_table_60 = self.h_conf.rd_opt('db', 'ma_qfq_table_60')
self.ma_qfq_table_30 = self.h_conf.rd_opt('db', 'ma_qfq_table_30')
self.ma_qfq_table_00 = self.h_conf.rd_opt('db', 'ma_qfq_table_00')
self.ma_qfq_table_002 = self.h_conf.rd_opt('db',
'ma_qfq_table_002')
self.ma_qfq_table_68 = self.h_conf.rd_opt('db', 'ma_qfq_table_68')
self.ma_bt_qfq_table_00 = self.h_conf.rd_opt(
'db', 'ma_bt_qfq_table_00')
self.ma_bt_qfq_table_30 = self.h_conf.rd_opt(
'db', 'ma_bt_qfq_table_30')
self.ma_bt_qfq_table_60 = self.h_conf.rd_opt(
'db', 'ma_bt_qfq_table_30')
self.ma_bt_qfq_table_68 = self.h_conf.rd_opt(
'db', 'ma_bt_qfq_table_30')
self.ma_bt_qfq_table_002 = self.h_conf.rd_opt(
'db', 'ma_bt_qfq_table_30')
host = self.h_conf.rd_opt('db', 'host')
database = self.h_conf.rd_opt('db', 'database')
user = self.h_conf.rd_opt('db', 'user')
pwd = self.h_conf.rd_opt('db', 'pwd')
self.db = db_ops(host=host, db=database, user=user, pwd=pwd)
wx.info("[OBJ] filter_fix : __init__ called")
# 指定日期，用于回测，默认日期是当前最近交易日
if data_src == 'cq' or data_src == 'qfq':
sql = "SELECT date from " + self.daily_cq_t_00 + " order by date desc limit 1"
df_date = self.db._exec_sql(sql=sql)
self.f_end_date = df_date.iloc[0, 0]
self.f_start_date = (date.today() +
timedelta(days=-240)).strftime('%Y%m%d')
elif data_src == 'bt_qfq':
if f_end_date == '' or f_start_date == '':
wx.info("[Filter_fix]回测未设置起止日期区间[{}-{}]".format(
f_start_date, f_end_date))
return
self.f_end_date = f_end_date
self.f_start_date = f_start_date
self.data_src = data_src
except Exception as e:
raise e
