def test_000001():
from funcat.data.tencent_backend import TencentDataBackend
set_data_backend(TencentDataBackend(freq='5m'))
data_backend = funcat_execution_context.get_data_backend()
order_book_id_list = data_backend.get_order_book_id_list()
funcat_execution_context.set_current_freq("5m")
now = datetime.date.today().strftime("%Y%m%d")
print(now)
T(now)
S("601360.SH")
print(C, CCI(C, H, L))
def test_000001():
"""本测试为测试分钟数据，非交易时间会报错！
"""
from funcat.data.tencent_backend import TencentDataBackend
set_data_backend(TencentDataBackend(freq='5m'))
data_backend = funcat_execution_context.get_data_backend()
order_book_id_list = data_backend.get_order_book_id_list()
funcat_execution_context.set_current_freq("5m")
now = datetime.date.today().strftime("%Y%m%d")
print(now)
T(now)
# S("601360.SH")
S("600000.SH")
print(f"Close:\n{C}, type:{type(C)}")
print(f"High:\n{H}, type:{type(H)}")
print(f"Low:\n{L}, type:{type(L)}")
print(CCI(C, H, L))
def test_CLOSE_asyn(self):
data_backend = ExecutionContext.get_data_backend()
order_book_id_list = data_backend.get_order_book_id_list()[150:300]
# 选出涨停股
data = selectAsync(lambda: C > 50,
start_date=20181228,
end_date=20190104,
order_book_id_list=order_book_id_list)
self.assertTrue(len(data) > 0, f"交易数据:{data}")
print(data)
def test_CLOSE_select2_2(self):
data_backend = ExecutionContext.get_data_backend()
order_book_id_list = data_backend.get_order_book_id_list()[150:300]
# 选出涨停股
data = select2(lambda: 30 > C > 20,
start_date=20181228,
end_date=20190104,
order_book_id_list=order_book_id_list)
self.assertTrue(len(data) > 0, f"交易数据:{data}")
print(data)
for item in range(len(data)):
for k, v in data[item].items():
print(k, v, end=";")
print("")
def tearDown(self):
super().tearDown(self)
try:
# 打印当前统计信息
from funcat import get_start_date, get_current_date, get_current_security
from funcat.context import ExecutionContext
start_date = get_start_date()
current_date = get_current_date()
trading_dates = ExecutionContext.get_data_backend(
).get_trading_dates(start=start_date, end=current_date)
print(
f"|| --> {get_current_security()},trading dates:{trading_dates[0]}~{trading_dates[-1]}"
)
except Exception:
pass
def get_data(code):
S(code)
freq = ExecutionContext.get_current_freq()
bars = get_bars(freq)
data = pd.DataFrame(bars)
if len(bars) > 0:
# data = data[['datetime', 'open', 'high', 'low', 'close', 'volume']]
data = data[['date', 'open', 'high', 'low', 'close', 'volume']]
# data['datetime'] = pd.to_datetime(
# data['datetime'] // 1000000,
# format='%Y%m%d').astype('str')[
# :6]
# data.set_index('datetime', inplace=True)
data['date'] = pd.to_datetime(data['date'], format="%Y-%m-%d")
data.set_index('date', inplace=True)
return data
def stock_info(cls):
data_backend = ExecutionContext.get_data_backend()
stock_basics = data_backend.stock_basics
print(stock_basics.columns)
# print(stock_basics.head(10))
return stock_basics