if long_stocks:
msg = msg + '买入: ' + entity_ids_to_msg(self.region,
long_stocks) + '\n'
if short_stocks:
msg = msg + '卖出: ' + entity_ids_to_msg(self.region,
short_stocks) + '\n'
# 账户情况
account = self.get_current_account()
pct = round((account.all_value - account.input_money) /
account.input_money * 100, 4)
msg = msg + f'投入金额:{account.input_money},目前总市值:{account.all_value},收益率:{pct}%'
email_action.send_message("*****@*****.**", f'{target_date} 交易信号',
msg)
super().on_trading_signals(trading_signals)
if __name__ == '__main__':
init_log('ma250_trader.log')
trader = MaVolTrader(region=Region.CHN,
start_timestamp='2020-01-01',
end_timestamp='2021-01-01')
trader.run()
from zvt.recorders.eastmoney.meta.china_stock_meta_recorder import ChinaStockMetaRecorder
logger = logging.getLogger(__name__)
sched = BackgroundScheduler()
@sched.scheduled_job('cron', hour=1, minute=00)
def run():
while True:
try:
ChinaStockListRecorder(provider='eastmoney').run()
ChinaStockCategoryRecorder().run()
ChinaStockMetaRecorder().run()
break
except Exception as e:
logger.exception('meta runner error:{}'.format(e))
time.sleep(60)
if __name__ == '__main__':
init_log('eastmoney_china_stock_meta.log')
run()
sched.start()
sched._thread.join()
email_action = EmailInformer()
try:
StockValuation.record_data(provider='joinquant',
sleeping_time=0,
day_data=True)
email_action.send_message("*****@*****.**",
'joinquant record valuation finished',
'')
break
except Exception as e:
msg = f'joinquant record valuation error:{e}'
logger.exception(msg)
email_action.send_message("*****@*****.**",
'joinquant record valuation error', msg)
time.sleep(60)
if __name__ == '__main__':
init_log('joinquant_fund_runner.log')
record_fund()
record_valuation()
sched.start()
sched._thread.join()
if long_targets:
stocks = get_entities(provider='joinquant', entity_schema=Stock, entity_ids=long_targets,
return_type='domain')
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = ' '.join(info)
else:
msg = 'no targets'
logger.info(msg)
email_action.send_message(["*****@*****.**","*****@*****.**",'*****@*****.**'], f'{target_date} 放量突破年线选股结果', msg)
break
except Exception as e:
logger.exception('report_vol_up_250 error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message("*****@*****.**", f'report_vol_up_250 error',
'report_vol_up_250 error:{}'.format(e))
if __name__ == '__main__':
init_log('report_vol_up_250.log')
report_vol_up_250()
sched.start()
sched._thread.join()
sched = BackgroundScheduler()
@sched.scheduled_job("cron", hour=1, minute=00, day_of_week=2)
def record_actor_data(data_provider="em", entity_provider="em"):
run_data_recorder(
domain=StockInstitutionalInvestorHolder,
data_provider=data_provider,
entity_provider=entity_provider,
day_data=True,
)
run_data_recorder(domain=StockTopTenFreeHolder,
data_provider=data_provider,
entity_provider=entity_provider,
day_data=True)
run_data_recorder(domain=StockActorSummary,
data_provider=data_provider,
entity_provider=entity_provider,
day_data=True)
if __name__ == "__main__":
init_log("actor_runner.log")
record_actor_data()
sched.start()
sched._thread.join()
email_action = EmailInformer()
try:
Stock.record_data(provider='eastmoney')
StockDetail.record_data(provider='eastmoney')
FinanceFactor.record_data(provider='eastmoney')
BalanceSheet.record_data(provider='eastmoney')
IncomeStatement.record_data(provider='eastmoney')
CashFlowStatement.record_data(provider='eastmoney')
email_action.send_message(zvt_config['email_username'],
'eastmoney runner1 finished', '')
break
except Exception as e:
msg = f'eastmoney runner1 error:{e}'
logger.exception(msg)
email_action.send_message(zvt_config['email_username'],
'eastmoney runner1 error', msg)
time.sleep(60)
if __name__ == '__main__':
init_log('eastmoney_data_runner1.log')
run()
sched.start()
sched._thread.join()
def record_kdata():
while True:
try:
# items = get_entities(entity_type='stock', provider='joinquant')
# entity_ids = items['entity_id'].to_list()
#
# try:
# Stock1dKdata.record_data(provider='joinquant', entity_ids=entity_ids[4172:], sleeping_time=0.5)
# except Exception as e:
# logger.exception('report_tm error:{}'.format(e))
# 日线前复权和后复权数据
# Stock1dKdata.record_data(provider='joinquant', sleeping_time=0)
Stock1dHfqKdata.record_data(provider='joinquant',
sleeping_time=0,
day_data=True)
# StockMoneyFlow.record_data(provider='joinquant', sleeping_time=0, day_data=True)
# IndexMoneyFlow.record_data(provider='joinquant', sleeping_time=0, day_data=True)
break
except Exception as e:
msg = f'joinquant record kdata:{e}'
logger.exception(msg)
time.sleep(60 * 5)
if __name__ == '__main__':
init_log('joinquant_kdata_runner.log')
record_stock()
record_kdata()
logger.info(f'selected:{len(long_targets)}')
if long_targets:
long_targets = list(set(long_targets))
df = get_entities(provider='eastmoney', entity_schema=Stock, entity_ids=long_targets,
columns=['code', 'name'])
info = [df.loc[i, 'code'] + ' ' + df.loc[i, 'name'] for i in df.index]
msg = ' '.join(info)
else:
msg = 'no targets'
logger.info(msg)
email_action = EmailInformer()
email_action.send_message("*****@*****.**", f'{today} 基本面选股结果', msg)
break
except Exception as e:
logger.exception('report2 sched error:{}'.format(e))
time.sleep(60 * 3)
if __name__ == '__main__':
init_log('report2.log')
every_day_report()
sched.start()
sched._thread.join()
logger = logging.getLogger(__name__)
sched = BackgroundScheduler()
@sched.scheduled_job('cron', hour=16, minute=00)
def run():
while True:
try:
week_kdata = ChinaStockKdataRecorder(
level=IntervalLevel.LEVEL_1WEEK)
week_kdata.run()
mon_kdata = ChinaStockKdataRecorder(level=IntervalLevel.LEVEL_1MON)
mon_kdata.run()
break
except Exception as e:
logger.exception('quote runner error:{}'.format(e))
time.sleep(60)
if __name__ == '__main__':
init_log('eastmoney_quote.log')
run()
sched.start()
sched._thread.join()
# CashFlowStatement.record_data(codes=['300628'],provider='emquantapi')
# IncomeStatement.record_data(codes=['300628'],provider='emquantapi')
FinanceDerivative.record_data(codes=['300628'],
provider='emquantapi')
# BalanceSheet.record_data(codes=['300628'],provider='emquantapi')
# {
# None: zvt.recorders.emquantapi.finance_qtr.china_stock_income_statement_qtr_recorder.ChinaStockIncomeStatementQtrRecorder}
# ManagerTrading.record_data(provider='eastmoney')
# TopTenHolder.record_data(provider='eastmoney')
# TopTenTradableHolder.record_data(provider='eastmoney')
# email_action.send_message("*****@*****.**", 'eastmoney runner2 finished', '')
break
except Exception as e:
msg = f'eastmoney runner2 error:{e}'
logger.exception(msg)
email_action.send_message("*****@*****.**",
'eastmoney runner2 error', msg)
time.sleep(60)
if __name__ == '__main__':
init_log('emquantapi_data_runner.log')
run()
sched.start()
sched._thread.join()
__all__ = ['YahooUsStockKdataRecorder']
if __name__ == '__main__':
parser = argparse.ArgumentParser()
parser.add_argument('--level',
help='trading level',
default='1d',
choices=[item.value for item in IntervalLevel])
parser.add_argument('--codes', help='codes', default=['000001'], nargs='+')
args = parser.parse_args()
level = IntervalLevel(args.level)
codes = args.codes
init_log('yahoo_us_stock_{}_kdata.log'.format(args.level))
YahooUsStockKdataRecorder(level=level,
sleeping_time=0,
codes=codes,
real_time=False,
adjust_type=AdjustType.hfq).run()
print(
get_kdata(region=Region.US,
entity_id='stock_nyse_a',
limit=10,
order=Stock1dKdata.timestamp.desc(),
adjust_type=AdjustType.hfq))
pass
eastmoneypy.create_group('躺尸一年')
for entity_id in vol_df.index[:50]:
_, _, code = decode_entity_id(entity_id)
eastmoneypy.add_to_group(code=code, group_name='躺尸一年')
except Exception as e:
logger.exception(e)
email_action.send_message("*****@*****.**", f'report_top_stats error',
'report_top_stats error:{}'.format(e))
for s in stats:
msg = msg + s + '\n'
for up in ups:
msg = msg + up + '\n'
for down in downs:
msg = msg + down + '\n'
email_action.send_message('*****@*****.**', f'{current_timestamp} 统计报告', msg)
if __name__ == '__main__':
init_log('report_top_stats.log')
report_top_stats()
sched.start()
sched._thread.join()
help='exchanges',
default='binance',
nargs='+',
choices=[item for item in COIN_EXCHANGES])
parser.add_argument('--codes',
help='codes',
default='EOS/USDT',
nargs='+',
choices=[item for item in COIN_PAIRS])
args = parser.parse_args()
level = IntervalLevel(args.level)
exchanges = args.exchanges
if type(exchanges) != list:
exchanges = [exchanges]
codes = args.codes
if type(codes) != list:
codes = [codes]
init_log('coin_{}_{}_{}_kdata.log'.format('-'.join(exchanges),
'-'.join(codes).replace('/', ''),
args.level))
CoinKdataRecorder(exchanges=exchanges,
codes=codes,
level=level,
real_time=True).run()
security_item = param["security_item"]
size = param["size"]
url = ChinaETFDayKdataRecorder.url.format(security_item.exchange,
security_item.code, size)
response = requests.get(url)
response_json = demjson3.decode(response.text)
if response_json is None or len(response_json) == 0:
return []
df = pd.DataFrame(response_json)
df.rename(columns={"day": "timestamp"}, inplace=True)
df["timestamp"] = pd.to_datetime(df["timestamp"])
df["name"] = security_item.name
df["provider"] = "sina"
df["level"] = param["level"]
return df.to_dict(orient="records")
__all__ = ["ChinaETFDayKdataRecorder"]
if __name__ == "__main__":
init_log("sina_china_etf_day_kdata.log")
ChinaETFDayKdataRecorder(level=IntervalLevel.LEVEL_1DAY).run()
# the __all__ is generated
__all__ = ["ChinaETFDayKdataRecorder"]
if long_targets:
stocks = get_entities(provider='joinquant', entity_schema=Stock, entity_ids=long_targets,
return_type='domain')
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = ' '.join(info)
else:
msg = 'no targets'
logger.info(msg)
email_action.send_message(['*****@*****.**','*****@*****.**','*****@*****.**','*****@*****.**'], f'{to_time_str(target_date)} 核心资产选股结果', msg)
break
except Exception as e:
logger.exception('report_core_company error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message("*****@*****.**", f'report_core_company error',
'report_core_company error:{}'.format(e))
if __name__ == '__main__':
init_log('report_core_company.log')
report_core_company()
sched.start()
sched._thread.join()
"*****@*****.**", f'report_vol_up_120 error',
'report_vol_up_120 error:{}'.format(e))
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = msg + '盈利股:' + ' '.join(info) + '\n'
logger.info(msg)
email_action.send_message('*****@*****.**',
f'{target_date} 改进版放量突破半年线选股结果', msg)
break
except Exception as e:
logger.exception('report_vol_up_120 error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message(
"*****@*****.**", f'report_vol_up_120 error',
'report_vol_up_120 error:{}'.format(e))
if __name__ == '__main__':
init_log('report_vol_up_120.log')
report_vol_up_120()
sched.start()
sched._thread.join()
__all__ = ['BaoChinaStockKdataRecorder']
if __name__ == '__main__':
parser = argparse.ArgumentParser()
parser.add_argument('--level',
help='trading level',
default='1d',
choices=[item.value for item in IntervalLevel])
parser.add_argument('--codes', help='codes', default=['000001'], nargs='+')
args = parser.parse_args()
level = IntervalLevel(args.level)
codes = args.codes
init_log('bao_china_stock_{}_kdata.log'.format(args.level))
BaoChinaStockKdataRecorder(level=level,
sleeping_time=0,
codes=codes,
real_time=False,
adjust_type=AdjustType.hfq).run()
print(
get_kdata(region=Region.CHN,
entity_id='stock_sz_000001',
limit=10,
order=Stock1dHfqKdata.timestamp.desc(),
adjust_type=AdjustType.hfq))
)
report_top_entities(
entity_type="stockhk",
entity_provider="em",
data_provider="em",
top_count=20,
periods=[365, 750],
ignore_new_stock=True,
ignore_st=False,
adjust_type=None,
turnover_threshold=50000000,
turnover_rate_threshold=0.005,
informer=email_informer,
em_group="谁有我惨",
em_group_over_write=False,
return_type=TopType.negative,
)
if __name__ == "__main__":
init_log("report_tops.log")
report_top_stocks()
report_top_blocks()
report_top_stockhks()
sched.start()
sched._thread.join()
while True:
email_action = EmailInformer()
try:
# 日线前复权和后复权数据
# Stock1dKdata.record_data(provider='joinquant', sleeping_time=0)
Stock1dHfqKdata.record_data(provider='joinquant', sleeping_time=0)
StockMoneyFlow.record_data(provider='joinquant',
sleeping_time=0,
compute_index_money_flow=True)
email_action.send_message("*****@*****.**",
'joinquant record kdata finished', '')
break
except Exception as e:
msg = f'joinquant record kdata:{e}'
logger.exception(msg)
email_action.send_message("*****@*****.**",
'joinquant record kdata error', msg)
time.sleep(60)
if __name__ == '__main__':
init_log('joinquant_data_runner1.log')
record_kdata()
sched.start()
sched._thread.join()
report_targets(
factor_cls=VolumeUpMaFactor,
entity_provider="em",
data_provider="em",
informer=email_informer,
em_group="年线股票",
title="放量突破(半)年线港股",
entity_type="stockhk",
em_group_over_write=False,
filter_by_volume=False,
adjust_type=AdjustType.hfq,
start_timestamp="2019-01-01",
# factor args
windows=[120, 250],
over_mode="or",
up_intervals=20,
turnover_threshold=100000000,
turnover_rate_threshold=0.01,
)
if __name__ == "__main__":
init_log("report_vol_up.log")
report_vol_up()
sched.start()
sched._thread.join()
# -*- coding: utf-8 -*-
import logging
from apscheduler.schedulers.background import BackgroundScheduler
from zvt import init_log
from zvt.factors.ma.common import cal_ma_states
from zvt.contract.common import Region
logger = logging.getLogger(__name__)
sched = BackgroundScheduler()
@sched.scheduled_job('cron', hour=19, minute=0)
def run():
cal_ma_states(Region.CHN, start='3000000', end='600000')
if __name__ == '__main__':
init_log('ma_stats_runner3.log')
run()
sched.start()
sched._thread.join()
from zvt import init_log
logger = logging.getLogger(__name__)
sched = BackgroundScheduler()
@sched.scheduled_job('cron', hour=2, minute=00)
def run():
while True:
try:
DividendFinancingRecorder().run()
RightsIssueDetailRecorder().run()
SPODetailRecorder().run()
DividendDetailRecorder().run()
break
except Exception as e:
logger.exception('dividend_financing runner error:{}'.format(e))
time.sleep(60)
if __name__ == '__main__':
init_log('eastmoney_dividend_financing.log')
run()
sched.start()
sched._thread.join()
filters=[Etf1dKdata.cumulative_net_value.is_(None)])
if kdatas and len(kdatas) > 0:
start = kdatas[0].timestamp
end = kdatas[-1].timestamp
# 从东方财富获取基金累计净值
df = self.fetch_cumulative_net_value(entity, start, end,
http_session)
if pd_is_not_null(df):
for kdata in kdatas:
if kdata.timestamp in df.index:
kdata.cumulative_net_value = df.loc[kdata.timestamp,
'LJJZ']
kdata.change_pct = df.loc[kdata.timestamp, 'JZZZL']
session = get_db_session(region=self.region,
provider=self.provider,
data_schema=self.data_schema)
session.commit()
self.logger.info(f'{entity.code} - {entity.name}累计净值更新完成...')
__all__ = ['ChinaETFDayKdataRecorder']
if __name__ == '__main__':
from zvt import init_log
init_log('sina_china_etf_day_kdata.log')
ChinaETFDayKdataRecorder(level=IntervalLevel.LEVEL_1DAY).run()
eastmoneypy.create_group('real')
for stock in stocks:
eastmoneypy.add_to_group(stock.code, group_name='real')
except Exception as e:
email_action.send_message("*****@*****.**", f'report state error',
'report state error:{}'.format(e))
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = msg + '盈利股:' + ' '.join(info) + '\n'
logger.info(msg)
email_action.send_message('*****@*****.**', f'{target_date} 放量突破年线state选股结果', msg)
break
except Exception as e:
logger.exception('report state error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message("*****@*****.**", f'report state error',
'report state error:{}'.format(e))
if __name__ == '__main__':
init_log('report_state.log')
report_state()
sched.start()
sched._thread.join()
'provider': 'ccxt',
# 'id': trade['id'],
'level': 'tick',
'order': trade['order'],
'timestamp': to_pd_timestamp(trade['timestamp']),
'price': trade['price'],
'volume': trade['amount'],
'direction': trade['side'],
'order_type': trade['type'],
'turnover': trade['price'] * trade['amount']
}
kdata_list.append(kdata_json)
return kdata_list
else:
self.logger.warning("exchange:{} not support fetchOHLCV".format(entity.exchange))
if __name__ == '__main__':
parser = argparse.ArgumentParser()
parser.add_argument('--exchanges', help='exchanges', default='binance', nargs='+',
choices=[item for item in COIN_EXCHANGES])
parser.add_argument('--codes', help='codes', default='EOS/USDT', nargs='+',
choices=[item for item in COIN_PAIRS])
args = parser.parse_args()
init_log('coin_tick_kdata.log')
CoinTickRecorder(codes=['EOS/USDT']).run()
from zvt_tm.factors.tsi_factor import TSIFactor
from zvt_tm.informer.tradingview_informer import add_list_to_group
logger = logging.getLogger(__name__)
def to_tradingview_code(code, exchange):
code = code.replace('/', '')
if exchange == 'binance':
return f'BINANCE:{code}'
elif exchange == 'huobipro':
return f'HUOBI:{code}'
if __name__ == '__main__':
init_log('repot_crypto_tsi.log')
print('start')
start_from_last_n_day_num = 320
target_date = now_pd_timestamp() - timedelta(1)
start_date = target_date - timedelta(start_from_last_n_day_num)
COIN_EXCHANGES = ["binance"]
items = get_entities(entity_type='coin', provider='ccxt', exchanges=COIN_EXCHANGES)
entity_ids = [eid for eid in items['entity_id'].to_list() if "USDT" in eid]
factor = TSIFactor(entity_schema=Coin, entity_ids=entity_ids, provider='ccxt', level=IntervalLevel.LEVEL_1DAY,
start_timestamp=start_date, need_persist=False)
df = factor.result_df
musts = []
if len(df.columns) > 1:
s = df.agg("and", axis="columns")
s.name = 'score'
return_type='domain')
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = ' '.join(info)
else:
msg = 'no targets'
logger.info(msg)
email_action.send_message("*****@*****.**",
f'{target_date} 均线选股结果', msg)
break
except Exception as e:
logger.exception('report_cross_ma error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message("*****@*****.**",
f'report_cross_ma error',
'report_cross_ma error:{}'.format(e))
if __name__ == '__main__':
init_log('report_cross_ma.log')
report_cross_ma()
sched.start()
sched._thread.join()
discord_informer.send_message(f'{target_date} TM选股结果 {msg}')
break
except Exception as e:
logger.exception('report_tm error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
discord_informer.send_message(f'report_tm error',
'report_tm error:{}'.format(e))
def get_turning_point(df, timestamp):
if pd_is_not_null(df):
if timestamp in df.index:
df['difference'] = df.groupby('entity_id')['timestamp'].diff().fillna(0)
df = df[df['difference'] > timedelta(days=1)]
target_df = df.loc[[to_pd_timestamp(timestamp)], :]
return target_df['entity_id'].tolist()
return []
if __name__ == '__main__':
init_log('repot_crypto_tm.log')
report_tm()
sched.start()
sched._thread.join()
blocks: List[Block] = Block.query_data(
provider='sina',
entity_ids=concept_long_blocks,
return_type='domain')
info = [f'{block.name}({block.code})' for block in blocks]
msg = msg + '概念板块' + ' '.join(info) + '\n'
logger.info(msg)
email_action.send_message('*****@*****.**',
f'{target_date} 资金流入板块评分结果', msg)
break
except Exception as e:
logger.exception('report_block error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message("*****@*****.**",
f'report_block error',
'report_block error:{}'.format(e))
if __name__ == '__main__':
init_log('report_block.log')
report_block()
sched.start()
sched._thread.join()
df = Stock1dHfqKdata.query_data(
provider=data_provider,
entity_ids=selected,
filters=[
Stock1dHfqKdata.turnover_rate > 0.02,
Stock1dHfqKdata.timestamp == to_pd_timestamp(target_date),
Stock1dHfqKdata.turnover > 300000000,
],
index=["entity_id"],
)
inform(
action=email_action,
entity_ids=df.index.tolist(),
target_date=current_date(),
title="report 龙虎榜",
entity_provider=entity_provider,
entity_type="stock",
em_group="重要指数",
em_group_over_write=False,
)
if __name__ == "__main__":
init_log("trading_runner.log")
record_dragon_tiger()
sched.start()
sched._thread.join()
