def start_up(self, env, mod_config): try: import funcat except ImportError: print("-" * 50) print(">>> Missing funcat. Please run `pip install funcat`") print("-" * 50) raise # change funcat data backend to rqalpha from funcat.data.rqalpha_backend import RQAlphaDataBackend funcat.set_data_backend(RQAlphaDataBackend()) # register funcat api into rqalpha from rqalpha.api.api_base import register_api for name in dir(funcat): obj = getattr(funcat, name) if getattr(obj, "__module__", "").startswith("funcat"): register_api(name, obj)
from rqalpha.utils.logger import user_system_log # noinspection PyUnresolvedReferences from rqalpha.utils.scheduler import market_close, market_open # noinspection PyUnresolvedReferences from rqalpha.utils import scheduler # 使用Decimal 解决浮点数运算精度问题 getcontext().prec = 10 __all__ = [ 'market_open', 'market_close', 'scheduler', ] register_api("scheduler", scheduler) def export_as_api(func): __all__.append(func.__name__) func = decorate_api_exc(func) return func @export_as_api @ExecutionContext.enforce_phase(EXECUTION_PHASE.ON_BAR, EXECUTION_PHASE.ON_TICK, EXECUTION_PHASE.SCHEDULED, EXECUTION_PHASE.GLOBAL)
def start_up(self, env, mod_config): if os.environ.get("RQDATAC2_CONF") or os.environ.get("RQDATAC_CONF"): system_log.info('rqdatac use RQDATAC2_CONF or RQDATAC_CONF') rqdatac.init() else: addr = (mod_config.rqdata_client_addr, mod_config.rqdata_client_port) env.system_log.info('rqdatac use address {}', addr) rqdatac.init( username=mod_config.rqdata_client_username, password=mod_config.rqdata_client_password, addr=addr, lazy=True ) # noinspection PyUnresolvedReferences from rqdatac import fundamentals, Fundamentals, financials, Financials, fenji, query from rqalpha.api.api_base import register_api register_api("fundamentals", fundamentals) register_api("Fundamentals", Fundamentals) register_api("financials", financials) register_api("Financials", Financials) register_api("fenji", fenji) register_api("query", query)
def start_up(self, env, mod_config): try: import funcat except ImportError: six.print_(u"-" * 50) six.print_(u">>> Missing funcat. Please run `pip install funcat`") six.print_(u"-" * 50) raise from funcat.data.backend import DataBackend from funcat.context import set_current_date from funcat.utils import get_date_from_int from rqalpha.api import history_bars class RQAlphaDataBackend(DataBackend): """ 目前仅支持日数据 """ skip_suspended = False def __init__(self): from rqalpha.api import ( all_instruments, instruments, ) self.set_current_date = set_current_date self.all_instruments = all_instruments self.instruments = instruments self.rqalpha_env = Environment.get_instance() self.rqalpha_env.event_bus.add_listener(EVENT.PRE_BEFORE_TRADING, self._pre_before_trading) self.rqalpha_env.event_bus.add_listener(EVENT.PRE_BAR, self._pre_handle_bar) self.fetch_data_by_api = True def _pre_before_trading(self, *args, **kwargs): calendar_date = self.rqalpha_env.calendar_dt.date() self.set_current_date(calendar_date) def _pre_handle_bar(self, *args, **kwargs): calendar_date = self.rqalpha_env.calendar_dt.date() self.set_current_date(calendar_date) def _history_bars(self, order_book_id, bar_count, freq, dt): if self.fetch_data_by_api: bars = history_bars( order_book_id, bar_count, freq, fields=None) else: bars = self.rqalpha_env.data_proxy.history_bars( order_book_id, bar_count, freq, field=None, dt=dt) return bars def get_price(self, order_book_id, start, end, freq): """ :param order_book_id: e.g. 000002.XSHE :param start: 20160101 :param end: 20160201 :returns: :rtype: numpy.rec.array """ start = get_date_from_int(start) end = get_date_from_int(end) scale = 1 if freq[-1] == "m": scale *= 240. / int(freq[:-1]) bar_count = int((end - start).days * scale) dt = datetime.datetime.combine(end, datetime.time(23, 59, 59)) bars = self._history_bars(order_book_id, bar_count, freq, dt) if bars is None or len(bars) == 0: raise KeyError("empty bars {}".format(order_book_id)) bars = bars.copy() return bars def get_order_book_id_list(self): """获取所有的 """ return sorted(self.all_instruments("CS").order_book_id.tolist()) def get_trading_dates(self, start, end): """获取所有的交易日 :param start: 20160101 :param end: 20160201 """ raise NotImplementedError def get_start_date(self): """获取回溯开始时间 """ return str(self.rqalpha_env.config.base.start_date) def symbol(self, order_book_id): """获取order_book_id对应的名字 :param order_book_id str: 股票代码 :returns: 名字 :rtype: str """ return self.instruments(order_book_id).symbol # change funcat data backend to rqalpha funcat.set_data_backend(RQAlphaDataBackend()) # register funcat api into rqalpha from rqalpha.api.api_base import register_api for name in dir(funcat): obj = getattr(funcat, name) if getattr(obj, "__module__", "").startswith("funcat"): register_api(name, obj)
def start_up(self, env, mod_config): try: import funcat except ImportError: print("-" * 50) print(">>> Missing funcat. Please run `pip install funcat`") print("-" * 50) raise from funcat.data.backend import DataBackend from funcat.context import set_current_date class RQAlphaDataBackend(DataBackend): """ 目前仅支持日数据 """ skip_suspended = False def __init__(self): from rqalpha.api import ( history_bars, all_instruments, instruments, ) self.set_current_date = set_current_date self.history_bars = history_bars self.all_instruments = all_instruments self.instruments = instruments self.rqalpha_env = Environment.get_instance() self.rqalpha_env.event_bus.add_listener( EVENT.PRE_BEFORE_TRADING, self._pre_before_trading) self.rqalpha_env.event_bus.add_listener( EVENT.PRE_BAR, self._pre_handle_bar) def _pre_before_trading(self, *args, **kwargs): calendar_date = self.rqalpha_env.calendar_dt.date() self.set_current_date(calendar_date) def _pre_handle_bar(self, *args, **kwargs): calendar_date = self.rqalpha_env.calendar_dt.date() self.set_current_date(calendar_date) def get_price(self, order_book_id, start, end): """ :param order_book_id: e.g. 000002.XSHE :param start: 20160101 :param end: 20160201 :returns: :rtype: numpy.rec.array """ # start = get_date_from_int(start) # end = get_date_from_int(end) # bar_count = (end - start).days # TODO: this is slow, make it run faster bar_count = 1000 origin_bars = bars = self.history_bars(order_book_id, bar_count, "1d") dtype = copy.deepcopy(bars.dtype) names = list(dtype.names) names[0] = "date" dtype.names = names bars = np.array(bars, dtype=dtype) bars["date"] = origin_bars["datetime"] / 1000000 return bars def get_order_book_id_list(self): """获取所有的 """ return sorted( self.all_instruments("CS").order_book_id.tolist()) def get_trading_dates(self, start, end): """获取所有的交易日 :param start: 20160101 :param end: 20160201 """ raise NotImplementedError def get_start_date(self): """获取回溯开始时间 """ return str(self.rqalpha_env.config.base.start_date) def symbol(self, order_book_id): """获取order_book_id对应的名字 :param order_book_id str: 股票代码 :returns: 名字 :rtype: str """ return self.instruments(order_book_id).symbol # change funcat data backend to rqalpha funcat.set_data_backend(RQAlphaDataBackend()) # register funcat api into rqalpha from rqalpha.api.api_base import register_api for name in dir(funcat): obj = getattr(funcat, name) if getattr(obj, "__module__", "").startswith("funcat"): register_api(name, obj)
def start_up(self, env, mod_config): from rqalpha.api.api_base import register_api # api register_api('get_fundamentals', get_fundamentals) register_api('get_index_stocks', get_index_stocks) register_api('get_report_stock_predict', get_report_stock_predict) register_api('query', query) register_api('history', history) register_api('get_security_info', get_security_info) register_api('get_industry_stocks', get_industry_stocks) register_api('get_extras', get_extras) register_api('get_all_securities', get_all_securities) register_api('filter_code', filter_code) # model register_api('income', income) register_api('balance', balance) register_api('cash_flow', cash_flow) register_api('indicator', indicator) register_api('valuation', valuation) register_api('lico_fn_sigquafina', lico_fn_sigquafina) register_api('lico_fn_fcrgincomes', lico_fn_fcrgincomes) register_api('base_get_stock_list', base_get_stock_list)
def start_up(self, env, mod_config): from rqalpha.api.api_base import register_api # api register_api('sidi_get_position', sidi_get_position) register_api('sidi_get_cash', sidi_get_cash) register_api('sidi_order_target', sidi_order_target) register_api('sidi_adjust_position', sidi_adjust_position) register_api('sidi_clear_position', sidi_clear_position) register_api('sidi_get_position_count', sidi_get_position_count) register_api('sidi_get_holding', sidi_get_holding) register_api('sidi_get_revocable', sidi_get_revocable) register_api('sidi_undo', sidi_undo)
# noinspection PyUnresolvedReferences from rqalpha.utils.scheduler import market_close, market_open # noinspection PyUnresolvedReferences from rqalpha.utils import scheduler # 使用Decimal 解决浮点数运算精度问题 getcontext().prec = 10 __all__ = [ 'market_open', 'market_close', 'scheduler', ] register_api("scheduler", scheduler) def export_as_api(func): __all__.append(func.__name__) func = decorate_api_exc(func) return func @export_as_api @ExecutionContext.enforce_phase(EXECUTION_PHASE.ON_BAR, EXECUTION_PHASE.ON_TICK, EXECUTION_PHASE.SCHEDULED, EXECUTION_PHASE.GLOBAL)
def start_up(self, env, mod_config): try: import funcat except ImportError: print("-" * 50) print(">>> Missing funcat. Please run `pip install funcat`") print("-" * 50) raise import warnings from numpy.lib import recfunctions as rfn from funcat.data.backend import DataBackend from funcat.context import set_current_date class RQAlphaDataBackend(DataBackend): """ 目前仅支持日数据 """ skip_suspended = False def __init__(self): from rqalpha.api import ( history_bars, all_instruments, instruments, ) self.set_current_date = set_current_date self.history_bars = history_bars self.all_instruments = all_instruments self.instruments = instruments self.rqalpha_env = Environment.get_instance() self.rqalpha_env.event_bus.add_listener(EVENT.PRE_BEFORE_TRADING, self._pre_before_trading) self.rqalpha_env.event_bus.add_listener(EVENT.PRE_BAR, self._pre_handle_bar) def _pre_before_trading(self, *args, **kwargs): calendar_date = self.rqalpha_env.calendar_dt.date() self.set_current_date(calendar_date) def _pre_handle_bar(self, *args, **kwargs): calendar_date = self.rqalpha_env.calendar_dt.date() self.set_current_date(calendar_date) def get_price(self, order_book_id, start, end): """ :param order_book_id: e.g. 000002.XSHE :param start: 20160101 :param end: 20160201 :returns: :rtype: numpy.rec.array """ # start = get_date_from_int(start) # end = get_date_from_int(end) # bar_count = (end - start).days # TODO: this is slow, make it run faster bar_count = 1000 origin_bars = bars = self.history_bars(order_book_id, bar_count, "1d") dtype = copy.deepcopy(bars.dtype) names = list(dtype.names) names[0] = "date" dtype.names = names bars = rfn.rename_fields(bars, {"datetime": "date"}) bars["date"] = origin_bars["datetime"] / 1000000 return bars def get_order_book_id_list(self): """获取所有的 """ return sorted(self.all_instruments("CS").order_book_id.tolist()) def get_trading_dates(self, start, end): """获取所有的交易日 :param start: 20160101 :param end: 20160201 """ raise NotImplementedError def get_start_date(self): """获取回溯开始时间 """ return str(self.rqalpha_env.config.base.start_date) def symbol(self, order_book_id): """获取order_book_id对应的名字 :param order_book_id str: 股票代码 :returns: 名字 :rtype: str """ return self.instruments(order_book_id).symbol # change funcat data backend to rqalpha funcat.set_data_backend(RQAlphaDataBackend()) # register funcat api into rqalpha from rqalpha.api.api_base import register_api for name in dir(funcat): obj = getattr(funcat, name) if getattr(obj, "__module__", "").startswith("funcat"): register_api(name, obj)