Esempio n. 1
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def df_eod_prices(timestr):
    w.start()
    w.isconnected()
    #timestr=input('tradedate')
    timey = timestr[0:4]
    timem = timestr[4:6]
    timed = timestr[6:8]
    date = datetime.datetime(int(timey), int(timem), int(timed))
    windds1 = w.wset('SectorConstituent', 'date=' + timestr + ';sector=全部A股')
    datac = windds1.Data[1]
    #datat=['000001.SZ','000002.SZ']
    windds2 = w.wss(
        datac,
        "pre_close,open,high,low,close,chg,pct_chg,volume,amt,adjfactor,vwap,trade_status",
        "tradeDate=" + timestr + ";priceAdj=U;cycle=D")
    dc1 = {
        'Ticker': datac,
        'Date': [timestr] * len(datac),
        'PreClose': windds2.Data[0],
        'Open': windds2.Data[1],
        'High': windds2.Data[2],
        'Low': windds2.Data[3],
        'Close': windds2.Data[4],
        'Change': windds2.Data[5],
        'PctChg': windds2.Data[6],
        'Volume': windds2.Data[7],
        'Amount': windds2.Data[8],
        'AdjFactor': windds2.Data[9],
        'VWAP': windds2.Data[10],
        'TradeStatus': windds2.Data[11]
    }
    df = pd.DataFrame(dc1)
    return (df)
Esempio n. 2
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def index_info(timestr):
    w.start()
    w.isconnected()
    #timestr=input('tradedate')
    timey=timestr[0:4]
    timem=timestr[4:6]
    timed=timestr[6:8]
    date= datetime.datetime(int(timey), int(timem), int(timed))
    windds1=w.wset("indexhistory","startdate=2001-01-01;enddate="+timestr+";windcode=000300.SH;field=tradedate,tradecode,tradestatus")
    dc1={'tradedate':windds1.Data[0],'tradecode':windds1.Data[1],'tradestatus':windds1.Data[2]}
    df1=pd.DataFrame(dc1)
    df1=df1.sort_index(axis=0,by=['tradecode','tradedate'],ascending=True)
    df1=df1.reset_index(drop=True)
    i=0
    df=pd.DataFrame({},columns=['Ticker','EntryDate','RemoveDate'])
    while(i<len(df1)):
        if(df1.loc[i,'tradecode']==df1.loc[i+1,'tradecode']):
            dc={'Ticker':df1.loc[i,'tradecode'],'EntryDate':str(df1.loc[i,'tradedate'])[0:4]+str(df1.loc[i,'tradedate'])[5:7]+str(df1.loc[i,'tradedate'])[8:10],'RemoveDate':str(df1.loc[i+1,'tradedate'])[0:4]+str(df1.loc[i+1,'tradedate'])[5:7]+str(df1.loc[i+1,'tradedate'])[8:10]}
            df=df.append(dc,ignore_index=True)
            i=i+2
        else:
            dc={'Ticker':df1.loc[i,'tradecode'],'EntryDate':str(df1.loc[i,'tradedate'])[0:4]+str(df1.loc[i,'tradedate'])[5:7]+str(df1.loc[i,'tradedate'])[8:10],'RemoveDate':None}
            df=df.append(dc,ignore_index=True)
            i=i+1
    return(df)
Esempio n. 3
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def st(timestr):
    w.start()
    w.isconnected()
    #timestr=input('tradedate')
    windds1 = w.wset(
        "carryoutspecialtreatment", "startdate=1998-04-28;enddate=" + timestr +
        ";field=wind_code,implementation_date")
    wcode = []
    wdate = []
    status = []
    for i in range(len(windds1.Codes)):
        if (windds1.Data[0][i][7:9] != 'OC'):
            wcode.append(windds1.Data[0][i])
            wdate.append(windds1.Data[1][i])
            status.append(1)
    dc1 = {'codes': wcode, 'date': wdate, 'status': status}
    windds2 = w.wset(
        "cancelspecialtreatment", "startdate=1998-04-28;enddate=" + timestr +
        ";field=wind_code,implementation_date")
    wcode = []
    wdate = []
    status = []
    for i in range(len(windds2.Codes)):
        if (windds1.Data[0][i][7:9] != 'OC'):
            wcode.append(windds2.Data[0][i])
            wdate.append(windds2.Data[1][i])
            status.append(2)
    dc2 = {'codes': wcode, 'date': wdate, 'status': status}
    df1 = pd.DataFrame(dc1)
    df2 = pd.DataFrame(dc2)
    df = pd.concat([df1, df2], ignore_index=True)
    df = df.sort_values(by=["codes", 'date'])
    code = []
    entrydate = []
    removedate = []
    i = 0
    while (i < len(df)):
        if (df.iloc[i][2] == 2):
            i += 1
        elif (i < (len(df) - 1) and df.iloc[i][0] == df.iloc[i + 1][0]):
            code.append(df.iloc[i][0])
            entrydate.append(
                str(df.iloc[i][1])[0:4] + str(df.iloc[i][1])[5:7] +
                str(df.iloc[i][1])[8:10])
            removedate.append(
                str(df.iloc[i + 1][1])[0:4] + str(df.iloc[i + 1][1])[5:7] +
                str(df.iloc[i + 1][1])[8:10])
            i += 2
        else:
            code.append(df.iloc[i][0])
            entrydate.append(
                str(df.iloc[i][1])[0:4] + str(df.iloc[i][1])[5:7] +
                str(df.iloc[i][1])[8:10])
            removedate.append(None)
            i += 1
    dc = {'Ticker': code, 'EntryDate': entrydate, 'RemoveDate': removedate}
    df = pd.DataFrame(dc)
    return (df)
Esempio n. 4
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def QA_fetch_get_stock_list(date):
    w.start()
    w.isconnected()
    if (is_valid_date(date) == False):
        print("wrong date")
    else:
        awgs = 'date=' + date + ';sectorid=a001010100000000'
        data = w.wset("sectorconstituent", awgs)
        return data.Data
Esempio n. 5
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def wConnect():
    if w.isconnected():
        print("w.isconnected: {}".format(w.isconnected()))
        #continue
    elif os.system('tasklist | find "wmain.exe"') == 0:
        _windPyStart()
    else:
        _startWindExe()
        _windPyStart()
Esempio n. 6
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def suspend1(timestr):
    w.start()
    w.isconnected()
    #timestr=input('tradedate')
    windds1 = w.wset(
        "pauselistsecurity", "startdate=1998-04-28;enddate=" + timestr +
        ";sectorid=a001010100000000;field=wind_code,susp_list_date")
    windds2 = w.wset(
        "resumelistsecurity", "startdate=1998-04-28;enddate=" + timestr +
        ";sectorid=a001010100000000;field=wind_code,resume_list_date")
    dc1 = {
        'codes': windds1.Data[0],
        'date': windds1.Data[1],
        'status': [1 for i in range(len(windds1.Codes))]
    }
    dc2 = {
        'codes': windds2.Data[0],
        'date': windds2.Data[1],
        'status': [2 for i in range(len(windds2.Codes))]
    }
    df1 = pd.DataFrame(dc1)
    df2 = pd.DataFrame(dc2)
    df = pd.concat([df1, df2], ignore_index=True)
    df = df.sort_values(by=["codes", 'date'])
    code = []
    entrydate = []
    removedate = []
    i = 0
    while (i < len(df)):
        if (df.iloc[i][2] == 2):
            i += 1
        elif (i < (len(df) - 1) and df.iloc[i][0] == df.iloc[i + 1][0]):
            code.append(df.iloc[i][0])
            entrydate.append(
                str(df.iloc[i][1])[0:4] + str(df.iloc[i][1])[5:7] +
                str(df.iloc[i][1])[8:10])
            removedate.append(
                str(df.iloc[i + 1][1])[0:4] + str(df.iloc[i + 1][1])[5:7] +
                str(df.iloc[i + 1][1])[8:10])
            i += 2
        else:
            code.append(df.iloc[i][0])
            entrydate.append(
                str(df.iloc[i][1])[0:4] + str(df.iloc[i][1])[5:7] +
                str(df.iloc[i][1])[8:10])
            removedate.append(None)
            i += 1
    dc = {'Ticker': code, 'EntryDate': entrydate, 'RemoveDate': removedate}
    df = pd.DataFrame(dc)
    code = []
    for i in range(len(df)):
        if (df.iloc[i][2] == None):
            code.append(df.iloc[i][0])
    dc = {'Ticker': code, 'Date': [timestr for i in range(len(code))]}
    df = pd.DataFrame(dc)
    return (df)
Esempio n. 7
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def QA_fetch_get_stock_risk(name, startDate, endDate):
    from WindPy import w
    w.start()
    w.isconnected()
    if(is_valid_date(endDate)==False):
        print ("wrong date")
    else :
        data=w.wsd(name, "annualyeild_100w,annualyeild_24m,annualyeild_60m,annualstdevr_100w,annualstdevr_24m,annualstdevr_60m,beta_100w,beta_24m,beta_60m,avgreturn,avgreturny,stdevry,stdcof,risk_nonsysrisk1,r2,alpha2,beta,sharpe,treynor,jensen,jenseny,betadf", startDate, endDate, "period=2;returnType=1;index=000001.SH;yield=1")
        if (data.ErrorCode==0):
            print ("Connent to Wind successfully")
    return data.Data
Esempio n. 8
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def QA_fetch_get_stock_list(date):
    from WindPy import w
    w.start()
    w.isconnected()
    if (is_valid_date(date) == False):
        print("wrong date")
    else:
        awgs = 'date=' + date + ';sectorid=a001010100000000'
        data = w.wset("sectorconstituent", awgs)
        return pd.DataFrame(np.asarray(data.Data).T,
                            columns=data.Fields,
                            index=data.Times)
Esempio n. 9
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def QA_fetch_get_stock_xueqiu(name, startDate, endDate):
    from WindPy import w
    #w.start()
    w.start()
    w.isconnected()
    if(is_valid_date(endDate)==False):
        print ("wrong date")
    else :
        data=w.wsd(name, "xq_accmfocus,xq_accmcomments,xq_accmshares,xq_focusadded,xq_commentsadded,xq_sharesadded,xq_WOW_focus,xq_WOW_comments,xq_WOW_shares", startDate, endDate, "")
        if (data.ErrorCode==0):
            print ("Connent to Wind successfully")
    return data.Data
Esempio n. 10
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def QA_fetch_get_stock_shape(name, startDate, endDate):
    from WindPy import w
    #w.start()
    w.start()
    w.isconnected()
    if(is_valid_date(endDate)==False):
        print ("wrong date")
    else :
        #history_low近期创历史新低,stage_high近期创阶段新高,history_high近期创历史新高,stage_low近期创阶段新高,up_days连涨天数,down_days连跌天数,breakout_ma向上有效突破均线,breakdown_ma向下有效突破均线,bull_bear_ma均线多空排列看涨看跌
        data=w.wsd(name, "history_low,stage_high,history_high,stage_low,up_days,down_days,breakout_ma,breakdown_ma,bull_bear_ma", startDate, endDate, "n=3;m=60;meanLine=60;N1=5;N2=10;N3=20;N4=30;upOrLow=1")
        if (data.ErrorCode==0):
            print ("Connent to Wind successfully")
    return data.Data
Esempio n. 11
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def QA_fetch_get_stock_indicator(name, startDate, endDate):
    from WindPy import w
    #w.start()
    w.start()
    w.isconnected()
    if(is_valid_date(endDate)==False):
        print ("wrong date")
    else :
        #ADTM动态买卖气指标,ATR真实波幅,BBI多空指数,BBIBOLL多空布林线,BIAS乖离率,BOLL布林带,CCI顺势指标,CDP逆势操作,DMA平均线差,DMI趋向标准,DPO区间震荡线,ENV,EXPMA指数平滑移动平均,KDJ随机指标,slowKD慢速kd,MA简单移动平均,MACD指数平滑移动平均,MIKE麦克指数,MTM动力指标,PRICEOSC价格震荡指标,PVT量价趋势指标,RC变化率指数,ROC变动速率,RSI相对强弱指标,SAR抛物转向,SI摆动指标,SOBV能量潮,SRMI MI修正指标,STD 标准差,TAPI 加权指数成交值,TRIX 三重指数平滑平均,VHF纵横指标,VMA量简单移动平均,VMACD量指数平滑移动平均,VOSC成交量震荡,WVAD威廉变异离散量,vol_ratio量比
        data=w.wsd(name, "ADTM,ATR,BBI,BBIBOLL,BIAS,BOLL,CCI,CDP,DMA,DMI,DPO,ENV,EXPMA,KDJ,slowKD,MA,MACD,MIKE,MTM,PRICEOSC,PVT,RC,ROC,RSI,SAR,SI,SOBV,SRMI,STD,TAPI,TRIX,VHF,VMA,VMACD,VOSC,WVAD,vol_ratio", startDate,endDate, "ADTM_N1=23;ADTM_N2=8;ADTM_IO=1;ATR_N=14;ATR_IO=1;BBI_N1=3;BBI_N2=6;BBI_N3=12;BBI_N4=24;BBIBOLL_N=10;BBIBOLL_Width=3;BBIBOLL_IO=1;BIAS_N=12;BOLL_N=26;BOLL_Width=2;BOLL_IO=1;CCI_N=14;CDP_IO=1;DMA_S=10;DMA_L=50;DMA_N=10;DMA_IO=1;DMI_N=14;DMI_N1=6;DMI_IO=1;DPO_N=20;DPO_M=6;DPO_IO=1;ENV_N=14;ENV_IO=1;EXPMA_N=12;KDJ_N=9;KDJ_M1=3;KDJ_M2=3;KDJ_IO=1;SlowKD_N1=9;SlowKD_N2=3;SlowKD_N3=3;SlowKD_N4=5;SlowKD_IO=1;MA_N=5;MACD_L=26;MACD_S=12;MACD_N=9;MACD_IO=1;MIKE_N=12;MIKE_IO=1;MTM_interDay=6;MTM_N=6;MTM_IO=1;PRICEOSC_L=26;PRICEOSC_S=12;RC_N=50;ROC_interDay=12;ROC_N=6;ROC_IO=1;RSI_N=6;SAR_N=4;SAR_SP=2;SAR_MP=20;SR    MI_N=9;STD_N=26;TAPI_N=6;TAPI_IO=1;TRIX_N1=12;TRIX_N2=20;TRIX_IO=1;VHF_N=28;VMA_N=5;VMACD_S=12;VMACD_L=26;VMACD_N=9;VMACD_IO=1;VOSC_S=12;VOSC_L=26;WVAD_N1=24;WVAD_N2=6;WVAD_IO=1;VolumeRatio_N=5")
        if (data.ErrorCode==0):
            print ("Connent to Wind successfully")
    return data.Data
Esempio n. 12
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def suspend1(timestr):
    w.start()
    w.isconnected()
    #timestr=input('tradedate')
    windds1 = w.wset(
        "tradesuspend", "startdate=" + timestr + ";enddate=" + timestr +
        ";field=date,wind_code")
    dc1 = {
        'Ticker': windds1.Data[1],
        'Date': [timestr for i in range(len(windds1.Data[1]))]
    }
    df = pd.DataFrame(dc1)
    return (df)
Esempio n. 13
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def QA_fetch_get_stock_list_special(date,id):
    from WindPy import w
        #w.start()
    w.start()
    w.isconnected()
    if(is_valid_date(date)==False):
        print ("wrong date")
    else :
        # 
        #
        if id in ['big','small','cixin','yujing','rzrq','rq','yj','st','sst']:
            awgs='date='+date+';sectorid='+data_list.wind_stock_list_special_id[id]
            data=w.wset("sectorconstituent",awgs)
            return data.Data
Esempio n. 14
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def QA_fetch_get_stock_day_simple(name, startDate, endDate):
    from WindPy import w
    #w.start
    w.start()
    w.isconnected()
    if(is_valid_date(endDate)==False):
        print ("wrong date")
    else :
        data=w.wsd(name,"sec_name,preclose,open,high,low,close,volume",startDate,endDate, "Fill=Previous;PriceAdj=F")
        #data=w.wsd("000002.SZ", "open,high,low,close,volume", "2017-03-03", "2017-04-01", "PriceAdj=B")
        print(data.ErrorCode)
        if (data.ErrorCode==0):
            print ("Connent to Wind successfully")
            return data.Data
def download_data_wind(start_date, end_date, var_list):
    if w.isconnected() == False:
        w.start()
    raw = w.wsd(var_list, "open, high, low, close", start_date, end_date, "")
    raw_df = pd.DataFrame(raw.Data, index=raw.Fields, columns=raw.Times)
    raw_df = raw_df.T
    return raw_df
Esempio n. 16
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def start_service():
    if w.isconnected():
        w.start()
    try:
        app.run(host="0.0.0.0", debug=True)
    finally:
        w.close()
Esempio n. 17
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    def get_seq_w(self, start, end):
        """
        根据开始时间和结束时间,返回频率为“W"的回测任务确定新仓位时间list.

        :param start: str, 开始时间.
        :param end: str, 结束时间.

        :return: list, 计算下期仓位各时点list。
        """
        if not w.isconnected():
            w.start()
            sleep(3)
        # wind的w.tdays函数准确性较差,需要严格检验
        # seq = w.tdays(start, end, f"Period=W;TradingCalendar={self.calendar}").Data[0]
        # 转换为工作日
        seq = w.tdays(start, end, "Period=W;Days=Weekdays").Data[0]
        if seq[-1].weekday() != 4:
            seq.pop()
        seq = [dd.strftime("%Y-%m-%d") for dd in seq]
        month = []
        seq_ = []
        for ss in seq:
            if ss[0:7] not in month:
                # 只有在新月份出现时才可能出现更新
                month.append(ss[0:7])
                seq_.append((ss, len(month) - 1))
            else:
                seq_.append((ss, 0.5))
        return seq_
Esempio n. 18
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 def __init__(self,
              spec,
              basic_indices,
              ics_indices,
              ics,
              ics_fv,
              ics_rank,
              mode="run",
              check_w=False):
     self._date = ""
     self._spec = spec
     self.basic_indices = basic_indices
     self.ics_indices = ics_indices
     self.ics = ics
     self.ics_fv = ics_fv
     self.ics_rank = ics_rank
     self._codes = []
     self._fields = None
     self._spec_id = []
     self._names = []
     self.df_all = None
     self.df_filter = None
     self.pool_codes = None
     self.print_obj = PrintOnce()
     if mode == "test":
         self._flag = True
     else:
         self._flag = False
     if check_w:
         if not w.isconnected():
             w.start()
     self.check_spec_id()
Esempio n. 19
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def set_universe(code, refDate=None):
    if Settings.data_source == DataSource.WIND:
        from WindPy import w
        if not w.isconnected():
            w.start()
        if not refDate:
            rawData = w.wset('IndexConstituent',
                             'windcode=' + convert2WindSymbol(code),
                             'field=wind_code')
        else:
            rawData = w.wset('IndexConstituent', 'date=' + refDate,
                             'windcode=' + convert2WindSymbol(code),
                             'field=wind_code')
        if len(rawData.Data) == 0:
            return
        # convert to .xshg/.xshe suffix
        idx = [s.replace('SH', 'xshg') for s in rawData.Data[0]]
        idx = [s.replace('SZ', 'xshe') for s in idx]
        return idx
    elif Settings.data_source != DataSource.DXDataCenter:
        import os
        import tushare as ts

        try:
            ts.set_token(os.environ['DATAYES_TOKEN'])
        except KeyError:
            raise
        idx = ts.Idx()
        return list(idx.IdxCons(secID=code, field='consID')['consID'])
    else:
        from DataAPI import api
        data = api.GetIndexConstitutionInfo(
            code, refDate=refDate).sort_values('conSecurityID')
        return list(data.conSecurityID)
Esempio n. 20
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def download_data_wind(start_date, end_date, var_list):
    if w.isconnected() == False:
        w.start()
    raw = w.edb(var_list, start_date, end_date)
    raw_df = pd.DataFrame(raw.Data, index=raw.Codes, columns=raw.Times)
    raw_df = raw_df.T
    return raw_df
Esempio n. 21
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    def get_sec_return_on_date(cls,
                               start_date,
                               end_date,
                               sec_ids,
                               freq=FreqType.EOD,
                               field=['close'],
                               return_type=DfReturnType.DateIndexAndSecIDCol,
                               is_cumul=False):
        """
        :param start_date: str, start date of the query period
        :param end_date: str, end date of the query period
        :param sec_ids: list of str, sec IDs
        :param field: str, filed of data to be queried
        :param freq: FreqType
        :param return_type
        :param is_cumul: return is cumul or not
        :return: pd.DataFrame, index = date, col = sec ID
        """
        if not w.isconnected():
            w.start()

        ret = WindMarketDataHandler.get_sec_price_on_date(
            start_date, end_date, sec_ids, freq, field, return_type)
        ret = ret.pct_change()
        if is_cumul:
            ret = ret.fillna(0)
            ret = cum_returns(ret, starting_value=1.0)
        else:
            ret = ret.dropna()
        return ret
Esempio n. 22
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    def get_sec_price_on_date(cls,
                              start_date,
                              end_date,
                              sec_ids,
                              freq=FreqType.EOD,
                              field=['close'],
                              return_type=DfReturnType.DateIndexAndSecIDCol):
        """
        :param start_date: str, start date of the query period
        :param end_date: str, end date of the query period
        :param sec_ids: list of str, sec IDs
        :param freq: FreqType
        :param field: str, filed of data to be queried
        :param return_type: dfReturnType
        :return: pd.DataFrame, index = date, col = sec ID
        """
        if not w.isconnected():
            w.start()

        pyFinAssert(
            freq == FreqType.EOD, ValueError,
            "for the moment the function only accepts freq type = EOD")
        start_date = str(start_date) if not isinstance(
            start_date, basestring) else start_date
        end_date = str(end_date) if not isinstance(end_date,
                                                   basestring) else end_date

        raw_data = w.wsd(sec_ids, field, start_date, end_date, 'PriceAdj=F',
                         'Fill=Previous')
        ret = format_raw_data(raw_data, sec_ids, freq, field, return_type)

        return ret
Esempio n. 23
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    def get_seq_d(self, start, end):
        """
        根据开始时间和结束时间,返回频率为“D"的回测任务确定新仓位时间list.

        :param start: str, 开始时间.
        :param end: str, 结束时间.

        :return: list, 计算下期仓位各时点list。
        """
        if not w.isconnected():
            w.start()
            sleep(3)
        # 日频级别暂时不变更为工作日日历,对于假期造成的不交易,当天仓位无法变更
        seq = w.tdays(start, end, f"TradingCalendar={self.calendar}").Data[0]
        seq = [dd.strftime("%Y-%m-%d") for dd in seq]
        month = []
        seq_ = []
        for ss in seq:
            if ss[0:7] not in month:
                # 只有在新月份出现时才可能出现更新
                month.append(ss[0:7])
                seq_.append((ss, len(month) - 1))
            else:
                seq_.append((ss, 0.5))
        return seq_
Esempio n. 24
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    def wss(cls, codes, paras):
        """多代码多维信息序列
        :param codes:(list) or (str)
        :param paras:(list) or (str)
        :return:(DataFrame);
        """

        try:
            if not w.isconnected():
                w.start()
            if type(codes) is not list:
                codes = codes.split(",")  # 全部转换为list格式
            codes = [cls.mapper[x] if x in cls.mapper else x for x in codes]
            if type(paras) is not list:
                paras = paras.split(",")
            paras.insert(0, "windcode")
            windData = w.wss(codes,
                             paras, options=None)
            if len(windData.Data) == 0:
                return None
            if len(windData.Data[0]) == 0:
                return None
            dataDict = {}
            for i in range(len(windData.Data)):
                dataDict[windData.Fields[i].lower()] = windData.Data[i]
            df = pd.DataFrame(dataDict)
            df = df[paras]
            df.rename(columns={"windcode": "code"}, inplace=True)
            return df
        except BaseException as e:
            print(format(e))
            raise
Esempio n. 25
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 def post(self):
     """
     json str:{"offset": "1", "begin_time": "2017-3-31", "options": ""}
     :return: 返回万得返回数据dict
     """
     data_dic = request.json
     logger.info('/tdaysoffset/ data_dic:%s', data_dic)
     offset = int(data_dic['offset'])
     begin_time = data_dic['begin_time']
     options = data_dic['options']
     if not w.isconnected():
         w.start()
     if options == "":
         options = None
     ret_data = w.tdaysoffset(offset, begin_time, options)
     error_code = ret_data.ErrorCode
     if error_code != 0:
         msg = ERROR_CODE_MSG_DIC.setdefault(error_code, "")
         logger.error('tdaysoffset("%s", "%s", "%s") ErrorCode=%d %s' %
                      (offset, begin_time, options, error_code, msg))
         return {'error_code': ret_data.ErrorCode, 'message': msg}, 404
     # if ret_data.ErrorCode != 0:
     #     logger.error(
     #         'tdaysoffset("%s", "%s", "%s") ErrorCode=%d' % (offset, begin_time, options, ret_data.ErrorCode))
     #     return {'error_code': ret_data.ErrorCode}, 404
     # 将 Data数据中所有 datetime date 类型的数据转换为 string
     if len(ret_data.Data) > 0 and len(ret_data.Data[0]) > 0:
         date_str = format_2_date_str(ret_data.Data[0][0])
     else:
         logger.warning('tdaysoffset(%s, %s, %s) No value return' %
                        (offset, begin_time, options))
         date_str = ''
     ret_dic = {'Date': date_str}
     # print('offset:\n', ret_dic)
     return ret_dic
Esempio n. 26
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def QA_fetch_get_trade_date(endDate, exchange):
    from WindPy import w
    # w.start()
    w.start()
    w.isconnected()
    supportExchanges = ["SSE", "SZSE", "CFFEX", "SHFE", "DCE", "CZCE"]
    if (exchange in supportExchanges):
        #"SSE","SZSE","CFFEX","SHFE","DCE","CZCE"
        # 上海股票交易所,深圳股票交易所,中国金融期货交易所,上海期货交易所,大连商品交易所,郑州期货交易所
        exchanges = "TradingCalendar=" + exchange
        data = w.tdays("1990-01-01", endDate, exchanges)
        # print(data.Data)
        dates = data.Data
    else:
        print("exchange name problem")
    return dates
Esempio n. 27
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 def get_cons_maxUpOrDown(self, beginDate, endDate):
     '''利用wind获得列表中每个股票在特定日期的涨跌停情况
     Args:
         self.consTicker: Series, 交易代码序列
         self.tradeDate: str, 交易时间
     Returns:
         self.consMaxUpOrDown: dict, 交易代码对应是否涨跌停
     '''
     #        w.start()
     exchange = '.SH'
     if (w.isconnected()):
         length = len(self.consTicker)
         for i in range(length):
             Ticker = str(self.consTicker.values[i])
             wind = w.wsd(Ticker + exchange,
                          "maxupordown",
                          beginDate,
                          endDate,
                          usedf=True)
             maxUpOrDown = wind[1]
             self.consMaxUpOrDown[Ticker] = maxUpOrDown
             #                print("NO. %d, Ticker = %s"%(i,Ticker))
             print(" %.2d " % i, sep=">", end='')
         print("get_cons_maxUpOrDown ...... Done!")
         print("\n")
     else:
         print("Wind Starting Error!")
Esempio n. 28
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    def post(self):
        """
        json str:{"codes": "XT1522613.XT",
            "fields": "fund_setupdate,fund_maturitydate,fund_mgrcomp,fund_existingyear,fund_fundmanager", "options": ""}
        :return: 返回万得返回数据dict
        """
        args = receive_wss_parser.parse_args()
        logger.info('/wss/ args:%s', args)
        # codes = args['codes']
        # fields = args['fields']
        # options = args['options']
        if args['options'] == "":
            args['options'] = None
        if not w.isconnected():
            w.start()
        ret_data = None
        for nth in range(2):
            ret_data = w.wss(**args)
            error_code = ret_data.ErrorCode
            if error_code != 0:
                if nth == 0 and error_code == -40521010:
                    w.stop()
                    w.start()
                    logger.warning('尝试重新登陆成功,再次调用函数')
                    continue

                msg = ERROR_CODE_MSG_DIC.setdefault(error_code, "")
                logger.error('wss(%s) ErrorCode=%d %s' %
                             (args, error_code, msg))
                raise RequestError(msg, None, error_code)
            else:
                break
        else:
            if ret_data is None:
                msg = 'wst(%s) ret_data is None' % args
                logger.error(msg)
                raise RequestError(msg, None, 0)
        # 将 Data数据中所有 datetime date 类型的数据转换为 string
        data_len = len(ret_data.Data)
        logger.debug('ret_data.Data len:%d', data_len)
        logger.debug('ret_data.Codes : %s', ret_data.Codes)
        for n_data in range(data_len):
            data = ret_data.Data[n_data]
            data_len2 = len(data)
            if data_len2 > 0:
                if type(data[0]) in (datetime, date):
                    ret_data.Data[n_data] = [
                        format_2_date_str(dt) for dt in data
                    ]
                    logger.info('%d column["%s"]  date to str', n_data,
                                ret_data.Fields[n_data])
        # print('ret_data.Data:\n', ret_data.Data)
        # 组成 DataFrame
        ret_df = pd.DataFrame(ret_data.Data,
                              index=ret_data.Fields,
                              columns=ret_data.Codes)
        ret_dic = ret_df.to_dict()
        # print('ret_dic:\n', ret_dic)
        return ret_dic
Esempio n. 29
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def QA_fetch_get_stock_info(name, startDate, endDate):
    from WindPy import w
    #w.start()
    w.start()
    w.isconnected()
    #get the all stock list on the endDate
    # judge the vaild date
    if(is_valid_date(endDate)==False):
        print ("wrong date")
    else :
        #tempStr='date='+endDate+";sectorid=a001010100000000"
        #data=w.wset("sectorconstituent",tempStr)
        data=w.wsd(name, "sec_name,sec_englishname,ipo_date,exch_city,mkt,sec_status,delist_date,issuecurrencycode,curr,RO,parvalue,lotsize,tunit,exch_eng,country,concept,marginornot,SHSC,parallelcode,sec_type,backdoor,backdoordate,windtype", startDate, endDate)
        #print(data)
        if (data.ErrorCode!=0):
            print ("Connent to Wind successfully")
            return data.Data
Esempio n. 30
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def login(is_quiet=False):
    if not WDServer.isconnected():
        login = WDServer.start()
        if not is_quiet:
            print(colored("WDServer is connected successfully!", "green"))
    else:
        if not is_quiet:
            print(colored("WDServer is already connected!", "green"))
Esempio n. 31
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    def start(self):
        '''the main function to perform all operations'''
        print('开始程序')
        w.start(60)
        #if cannot connect to wind, just stop
        if not w.isconnected():
            print('无法连接万德')
            print('程序结束')
            w.stop()
            return
        #otherwise
        print('万德已连接')
        print('开始处理数据')
        #期货行情

        today = datetime.now()
        print('今天是', today.strftime('%Y-%m-%d'))
        loop = asyncio.get_event_loop()
        exchanges = self.config['futures']['exchanges']
        for eid in dict.keys(exchanges):
            instruments = exchanges[eid]
            instrument = None
            for instrument in instruments:
                print('处理品种 ' + instrument + ' 交易所 ' + eid)
                items = []
                i = 0
                for i in range(today.month, today.month + 13, 1):
                    iid = instrument
                    if i > 12:
                        iid = iid + self.fix_instrument(str(today.year + 1)[2:] + \
                            pad_month(i % 12), eid)
                    else:
                        iid = iid + self.fix_instrument(str(today.year)[2:] + \
                            pad_month(i), eid)
                    iid = iid + '.' + eid
                    items.append(iid)

                tasks = []
                for item in items:
                    tasks.append(asyncio.ensure_future(self.process_item(w, item)))

                try:
                    loop.run_until_complete(asyncio.wait(tasks))
                except:
                    print('循环产生异常:处理品种' + instrument + '期货价格数据')
                finally:
                    print('完成品种 ' + instrument + ' 交易所 ' + eid)
        loop.close()
        print('程序结束')
        w.stop()
Esempio n. 32
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import datetime
import sqlite3
import numpy

conn=sqlite3.connect("stockr.db3")
cur=conn.cursor()
#get data for one year
numdays=150
#clear the table and keep only data a year from now
cur.execute("delete from dp")

#start connection with Wind
w.start()

# if connected to Wind
if w.isconnected():
	#fetch data
	# personal version allows 600000-600120
	stockStartIndex=600000
	for j in range(0,100):
		stockIndex=stockStartIndex+j
		print ("j="+str(j))
		stock=str(stockIndex)+".sh"
		oneday=datetime.timedelta(days=1)
		totaldays=datetime.timedelta(days=numdays)
		dateEnd=datetime.date.today()
		dateStr=dateEnd-totaldays



		strdateStr=str(dateStr).replace("-","").split(" ")[0]
Esempio n. 33
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######## coding=gbk
__author__ = 'henry'

import site
import sys

reload(sys)
sys.setdefaultencoding( "utf-8" )

from WindPy import w
from Utility import str1D
from Utility import str2D

if (w.isconnected() != True):
    w.start();  #pwd:607387

stock_code = sys.argv[1]
start_date = sys.argv[2]
end_date = sys.argv[3]

# res= w.wset("TradeSuspend","startdate=20150122;enddate=20150122")

fields = "sec_name,trade_status,susp_reason"
res =  w.wsd(stock_code, fields, start_date, end_date, "Fill=Previous")

#1.List getStocks
print "WindStockReuslt:"



print res
Esempio n. 34
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#_*_coding:utf-8 _*_
from WindPy import w
from _datetime import date
import pymysql
from math import isnan

w.start()
print('connection wind success', w.isconnected())

db = pymysql.connect(host="localhost", user="******", passwd="A123123123", db="fund", charset="utf8")
cursor = db.cursor()

def GetSWexponent(ExponentID=None,BeginTime=None,EndTime=None):
    if(ExponentID==None):
        print("沒有传入申万之一指数代码,数据将返回所有申万一级指数的数据")
        ExponentID = '801010.SI,801020.SI,801030.SI,\
                     801040.SI,801050.SI,801080.SI,801110.SI,\
                     801120.SI,801130.SI,801140.SI,801150.SI,\
                     801160.SI,801170.SI,801180.SI,801200.SI,\
                     801210.SI,801230.SI,801710.SI,801720.SI,\
                     801730.SI,801740.SI,801750.SI,801760.SI,\
                     801770.SI,801780.SI,801790.SI,801880.SI,\
                     801890.SI'
    if(BeginTime==None):
        BeginTime = '2010-01-01'
        
    if(EndTime==None):
        EndTime=date.today();
    
    tmp = (ExponentID,'close',BeginTime,EndTime,'Fill=Previous')
    data = w.wsd(*tmp)
Esempio n. 35
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# coding: utf-8

# In[1]:

from WindPy import w
from datetime import *
from pandas import *
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import csv
import math
import glob
plt.style.use('ggplot');
w.start();
w.isconnected();
#set some dates
today = datetime.today()
yesterday = today-timedelta(4)
d = yesterday.strftime('%Y%m%d')

#set index for stock
s = '000905.SH'
import mdapi.stock
from math import *
import random


# In[2]:

def tradedate(startDate,endDate):
Esempio n. 36
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# from spotimporter import SpotImporter
# from indeximporter import IndexImporter
# from volumeimporter import VolumeImporter

if __name__ == '__main__':
    '''main function'''
    print('开始程序')
    config = None
    with open('config.json', encoding='utf-8') as config_file:
        config = json.load(config_file, encoding='utf-8')
    if config is None:
        print('无法读取配置文件config.json')

    #move on to perform the actual job
    w.start(60)
    if not w.isconnected():
        print('无法连接万德')
    else:
        print('万德已连接')
        print('开始处理数据')
        #grab the main loop
        loop = asyncio.get_event_loop()
        #future quotes upload

        future_importer = FutureImporter(loop, w, config)
        future_importer.run()

        # spot_importer = SpotImporter(loop, w, config)
        # spot_importer.run()

        # index_importer = IndexImporter(loop, w, config)