def get_estimated_netvalue():
fund_rts = []
try:
tmp = get_query_result_set('select code from fund.fund_repo', cursor)
funds_to_get = tmp
except:
pass
#print('get rt for: ', end = ' ')
for fund in funds_to_get:
fund = 'F' + fund['code']
try:
#print(fund, end=' ', flush=True)
ret = xa.get_rt(fund, double_check=False)
except Exception as e:
print(str(e.args))
continue
estimate = ret['estimate']
current = ret['current']
up = (estimate - current) / current
name = ''
name = ret['name']
fund_rt = fund_rt_info(fund, current, estimate, ret['estimate_time'],
up * 100, name)
fund_rts.append(fund_rt)
#print(' ')
return fund_rts
def pred_ntf_oil(code, **kws):
daily_holdings = kws.get("daily_holdings", holdings[code[2:]])
rt_holdings = kws.get("rt_holdings", holdings["oil_rt"])
try:
ddprice, dprice = get_qdii_t(code, daily_holdings, rt_holdings)
except NonAccurate as e:
print(e.reason)
return
print(code, dprice, ddprice)
r = xa.get_rt(code)
cprice = r["current"]
higher = kws.get("h", 1.04)
lower = kws.get("l", 0.97)
_type = kws.get("ntf_type", "pb")
if cprice / dprice > higher or cprice / dprice < lower:
notify(
r["name"],
"溢价率已达到 %s%%。T-1 日净值预估 %s, T 日净值实时预估 %s，实时价格 %s。"
% (
round((cprice / dprice - 1) * 100, 1),
round(ddprice, 3),
round(dprice, 3),
round(cprice, 3),
),
token=kws.get("token"),
_type=_type,
)
def get_qdii_t(code, ttdict, tdict, percent=False):
# predict realtime netvalue for d day, only possible for oil related lof
nettt = get_qdii_tt(code, ttdict)
t = 0
n = 0
today_str = dt.datetime.now(tz=tz_bj).strftime("%Y%m%d")
for k, v in tdict.items():
t += v
if infos.get(k):
url = infos[k].url
else:
url = k
r = xa.get_rt(url)
if percent or (not percent and not future_now.get(k)):
c = v / 100 * (1 + r["percent"] / 100)
else:
print("use close to compare instead of directly percent for %s" %
k)
funddf = get_daily(future_now[k])
last_line = funddf[funddf["date"] < today_str].iloc[
-1] # TODO: check it is indeed date of last_on(today)
c = v / 100 * r["current"] / last_line["close"]
if r.get("currency") and r.get("currency") != "CNY":
c = c * daily_increment(r["currency"] + "/CNY", today_str)
n += c
n += (100 - t) / 100
nett = n * nettt
return nettt, nett
def pred_ntf_oil(*codes, **kws):
higher = kws.get("h", 1.05)
lower = kws.get("l", 0.96)
title = kws.get("title", "基金溢价提示")
_type = kws.get("ntf_type", "pb")
rstr = ""
for code in codes:
daily_holdings = kws.get("daily_holdings", holdings[code[2:]])
rt_holdings = kws.get("rt_holdings", holdings["oil_rt"])
try:
ddprice, dprice = get_qdii_t(code, daily_holdings, rt_holdings)
except NonAccurate as e:
print(e.reason)
continue
print(code, dprice, ddprice)
r = xa.get_rt(code)
cprice = r["current"]
if cprice / dprice > higher or cprice / dprice < lower:
rstr += "%s: 溢价率已达到 %s%%。T-1 日净值预估 %s, T 日净值实时预估 %s，实时价格 %s。\n" % (
r["name"],
round((cprice / dprice - 1) * 100, 1),
round(ddprice, 3),
round(dprice, 3),
round(cprice, 3),
)
if rstr:
notify(
title,
rstr,
token=kws.get("token"),
_type=_type,
)
def get_nonqdii_t(code, tdict, date=None):
if not date: # 今日实时净值
last_value, last_date = get_newest_netvalue("F" + code[2:])
tz_bj = dt.timezone(dt.timedelta(hours=8))
today = dt.datetime.now(tz=tz_bj)
yesterday = last_onday(today)
yesterday_str = yesterday.strftime("%Y-%m-%d")
last_value, last_date = get_newest_netvalue("F" + code[2:])
if last_date != yesterday_str:
raise DateMismatch(
"%s netvalue has not been updated to the day before yesterday"
% code)
t = 0
r = 100
for k, v in tdict.items():
if infos.get(k):
url = infos[k].url
else:
url = k
print(url)
aim_current = xa.get_rt(url)
delta1 = aim_current["percent"] / 100
currency = aim_current["currency"]
if currency == "JPY":
delta2 = xa.get_rt("currencies/jpy-cny")["percent"] / 100
elif currency == "USD":
delta2 = xa.get_rt("currencies/usd-cny")["percent"] / 100
elif currency == "CNY":
delta2 = 0
else:
raise NonAccurate(
"%s transformation have not been implemented" % currency)
r -= v
t += v * (1 + delta1) * (1 + delta2) / 100
t += r / 100
return last_value * t
# 过去净值同日预测 date 日, date 日一定是交易日
date_str = date.replace("-", "").replace("/", "")
funddf = xa.get_daily("F" + code[2:])
last_value = funddf[funddf["date"] < date_str].iloc[-1]["close"]
net = last_value * (1 + evaluate_fluctuation(tdict, date_str) / 100)
return net
def get_nonqdii_t(code, tdict, date=None):
if not date: # 今日实时净值
last_value, last_date = get_newest_netvalue("F" + code[2:])
today = dt.datetime.now(tz=tz_bj).replace(tzinfo=None)
today_str = today.strftime("%Y-%m-%d")
yesterday = last_onday(today)
yesterday_str = yesterday.strftime("%Y-%m-%d")
last_value, last_date = get_newest_netvalue("F" + code[2:])
if last_date != yesterday_str:
raise DateMismatch(
code, "%s netvalue has not been updated to yesterday" % code)
t = 0
r = 100
for k, v in tdict.items():
if infos.get(k):
url = infos[k].url
else:
url = k
aim_current = xa.get_rt(url)
delta1 = aim_current["percent"] / 100
currency = aim_current["currency"]
## 关于当日货币换算的部分，1. 当日中间价涨幅 2. 当日汇率市价实时涨幅 3.1+2 哪个更合适待研究
if currency == "JPY":
delta2 = daily_increment("100JPY/CNY",
today_str,
yesterday_str,
_check=yesterday_str)
# delta2 = xa.get_rt("currencies/jpy-cny")["percent"] / 100
elif currency == "USD":
delta2 = daily_increment("USD/CNY",
today_str,
yesterday_str,
_check=yesterday_str)
# delta2 = xa.get_rt("currencies/usd-cny")["percent"] / 100
elif currency == "EUR":
delta2 = daily_increment("EUR/CNY",
today_str,
yesterday_str,
_check=yesterday_str)
elif currency == "CNY":
delta2 = 0
else:
raise NonAccurate(
"%s transformation have not been implemented" % currency)
r -= v
t += v * (1 + delta1) * delta2 / 100
t += r / 100
return last_value * t
# 过去净值同日预测 date 日, date 日一定是交易日
date_str = date.replace("-", "").replace("/", "")
funddf = xa.get_daily("F" + code[2:])
last_value = funddf[funddf["date"] < date_str].iloc[-1]["close"]
net = last_value * (1 + evaluate_fluctuation(tdict, date_str) / 100)
return net
def get_currency(code):
# only works for HKD JPY USD GBD CNY EUR
if code in infos:
return infos[code].currency
try:
currency = xa.get_rt(code)["currency"]
if currency is None:
currency = "CNY"
elif currency == "JPY":
currency = "100JPY"
except (TypeError, AttributeError, ValueError):
currency = "CNY"
return currency
def get_currency(code):
# 强制需要自带 cache，否则在回测 table 是，info 里没有的代码将很灾难。。。
# only works for HKD JPY USD GBP CNY EUR, not very general when data source gets diverse more
if code in infos:
return infos[code].currency
try:
currency = xa.get_rt(code)["currency"]
if currency is None:
currency = "CNY"
elif currency == "JPY":
currency = "100JPY"
except (TypeError, AttributeError, ValueError):
currency = "CNY"
return currency
def _new_render_github(code, tmpl, date, cols="4c"):
name = xa.get_rt(code)["name"]
once = render_template(
tmpl=tmpl, code=code, name=name, date=date, cols=cols
)
prev = (dt.datetime.now() - dt.datetime.strptime(date, "%Y-%m-%d")).days + 2
for _ in range(prev):
once = render(once, code)
with open(
os.path.join(
os.path.dirname(os.path.dirname(os.path.abspath(__file__))),
"%s.html" % code,
),
"w",
) as f:
f.writelines([once])
def get_qdii_t(
code,
ttdict,
tdict,
):
# predict realtime netvalue for d day, only possible for oil related lof
nettt = get_qdii_tt(code, ttdict)
t = 0
n = 0
today_str = dt.datetime.now().strftime("%Y%m%d")
for k, v in tdict.items():
t += v
r = xa.get_rt(k)
c = v / 100 * (1 + r["percent"] / 100)
c = c * daily_increment(r["currency"] + "/CNY", today_str)
n += c
n += (100 - t) / 100
nett = n * nettt
return nettt, nett
def test_get_ycharts():
# ycharts 可能有时也需要代理了。。。。
d = xa.get_daily(code="yc-companies/DBP", start="20200401", end="20200402")
assert d.iloc[0]["close"] == 41.04
d = xa.get_daily(
code="yc-companies/DBP/net_asset_value", start="20200401", end="20200402"
)
assert d.iloc[0]["close"] == 40.7144
d = xa.get_daily(code="yc-indices/^SPGSCICO", start="20200401", end="20200402")
assert d.iloc[0]["close"] == 111.312
d = xa.get_daily(
code="yc-indices/^SPGSCICO/total_return_forward_adjusted_price",
start="20200401",
end="20200402",
)
assert d.iloc[0]["close"] == 169.821
assert xa.get_rt("yc-companies/DBO")["currency"] == "USD"
def test_get_investng_app():
df = xa.get_daily(code="INA-currencies/usd-cny", end="20200307",
prev=30) # 似乎外网链接有问题？
assert round(df.iloc[-1]["close"], 4) == 6.9321
assert xa.get_rt("INA-indices/germany-30")["name"] == "德国DAX30指数 (GDAXI)"
def test_get_ttjj_rt_oversea():
r = xa.get_rt("F968012")
assert r["name"] == "中银香港高息债"
def test_get_ttjj():
assert xa.get_rt("F501018")["name"] == "南方原油A"
assert xa.get_rt("F511600")["type"] == "货币型"
def replace_text(otext, code=None, est_holdings=None, rt_holdings=None):
print(otext)
dtstr = otext.split(":")[1].split(";")[0]
dtobj = dt.datetime.strptime(dtstr, "%Y-%m-%d-%H-%M")
now = dt.datetime.now(tz=tz_bj)
now = now.replace(tzinfo=None)
if now >= dtobj:
v = otext.split(">")[0].split(";")[1].split("-")[-3]
vdtstr = otext.split(";")[1][:10] # -
if not est_holdings:
est_holdings = holdings[code[2:]] ## 动态仓位调整切入点
today = now.strftime("%Y-%m-%d")
if v == "value1":
if not rt_holdings and not holdings.get(code[2:] + "rt"):
rt_holdings = holdings["oil_rt"] # 默认石油基金预测
elif not rt_holdings:
rt_holdings = holdings[code[2:] + "rt"]
# 实时净值
if today == vdtstr:
try:
_, rtvalue = get_qdii_t(code, est_holdings, rt_holdings)
ntext = str(round(rtvalue, 3))
now_value = xa.get_rt(code)["current"]
prate = round((now_value / rtvalue - 1) * 100, 1)
ntext += f" ({now.strftime('%H:%M')})"
if prate > 0:
ntext += f'<p style="color: red;display: inline"> [{prate}%]</p>'
else:
ntext += f'<p style="color: green;display: inline"> [{prate}%]</p>'
ntext = (otext.split(">")[0] + ">" + ntext + "<" +
otext.split("<")[-1])
except NonAccurate as e:
print(e.reason)
ntext = otext
else:
# 新的一天，不再预测实时
# ntext = otext.split(">")[1].split("<")[0]
ntext = "<".join(">".join(
otext.split(">")[1:]).split("<")[:-1])
elif v == "value2":
try:
if last_onday(now).strftime("%Y-%m-%d") == vdtstr:
ntext = str(round(get_qdii_tt(code, est_holdings), 3))
else:
ntext = str(
round(get_qdii_tt(code, est_holdings, date=vdtstr), 3))
except NonAccurate as e:
print(e.reason)
ntext = otext
elif v == "value3":
# 真实净值
fund_price = xa.get_daily(code="F" + code[2:], end=vdtstr)
fund_line = fund_price[fund_price["date"] == vdtstr]
if len(fund_line) == 0:
value, date = get_newest_netvalue(
"F" +
code[2:]) # incase get_daily -1 didn't get timely update
else:
value = fund_line.iloc[0]["close"]
date = fund_line.iloc[0]["date"].strftime("%Y-%m-%d")
if date != vdtstr:
ntext = otext
else:
ntext = str(value)
elif v == "value4": # non qdii 同日 qdii lof 的实时净值
try:
if today == vdtstr:
if now.hour > 9 and now.hour < 15:
v = get_nonqdii_t(code, est_holdings)
ntext = str(round(v, 3))
ntext += f" ({now.strftime('%H:%M')})"
ntext = (otext.split(">")[0] + ">" + ntext + "<" +
otext.split("<")[-1])
else:
ntext = otext
else:
v = get_nonqdii_t(code, est_holdings, date=vdtstr)
ntext = str(round(v, 3))
except NonAccurate as e:
print(e.reason)
ntext = otext
elif v == "4c":
ntext = f"""<!--update:{next_onday(dtobj).strftime("%Y-%m-%d-%H-%M")};{next_onday(dtobj).strftime("%Y-%m-%d")}-4c--><!--end-->
<tr>
<td style='text-align:center;' >{dtobj.strftime("%Y-%m-%d")}</td>
<td style='text-align:center;' ><!--update:{(dtobj + dt.timedelta(hours=1)).strftime("%Y-%m-%d-%H-%M")};{dtobj.strftime("%Y-%m-%d")}-value1--> <!--end--></td>
<td style='text-align:center;' ><!--update:{(dtobj + dt.timedelta(days=1, hours=1)).strftime(
"%Y-%m-%d-%H-%M"
)};{dtobj.strftime("%Y-%m-%d")}-value2--> <!--end--></td>
<td style='text-align:center;' ><!--update:{(dtobj + dt.timedelta(days=1, hours=12)).strftime("%Y-%m-%d-%H-%M")};{dtobj.strftime("%Y-%m-%d")}-value3--> <!--end--></td>
</tr>
"""
elif v == "3c":
ntext = f"""<!--update:{next_onday(dtobj).strftime("%Y-%m-%d-%H-%M")};{next_onday(dtobj).strftime("%Y-%m-%d")}-3c--><!--end-->
<tr>
<td style='text-align:center;' >{dtobj.strftime("%Y-%m-%d")}</td>
<td style='text-align:center;' ><!--update:{(dtobj + dt.timedelta(days=1, hours=1)).strftime(
"%Y-%m-%d-%H-%M"
)};{dtobj.strftime("%Y-%m-%d")}-value2--> <!--end--></td>
<td style='text-align:center;' ><!--update:{(dtobj + dt.timedelta(days=1, hours=12)).strftime("%Y-%m-%d-%H-%M")};{dtobj.strftime("%Y-%m-%d")}-value3--> <!--end--></td>
</tr>
"""
elif v == "3crt":
ntext = f"""<!--update:{next_onday(dtobj).strftime("%Y-%m-%d-%H-%M")};{next_onday(dtobj).strftime("%Y-%m-%d")}-3crt--><!--end-->
<tr>
<td style='text-align:center;' >{dtobj.strftime("%Y-%m-%d")}</td>
<td style='text-align:center;' ><!--update:{(dtobj + dt.timedelta(hours=1, minutes=30)).strftime(
"%Y-%m-%d-%H-%M"
)};{dtobj.strftime("%Y-%m-%d")}-value4--> <!--end--></td>
<td style='text-align:center;' ><!--update:{next_onday(dtobj).strftime("%Y-%m-%d-%H-%M")};{dtobj.strftime("%Y-%m-%d")}-value3--> <!--end--></td>
</tr>
"""
else:
ntext = otext
print("replaced as %s" % ntext)
return ntext
def test_get_xueqiu_rt():
assert xa.get_rt("PDD")["currency"] == "USD"
assert xa.get_rt("03333")["name"] == xa.get_rt("HK03333")["name"]
assert isinstance(xa.get_rt("SH501018")["percent"], float)
data = {
"code": [],
"name": [],
"t1": [],
"t0": [],
"now": [],
"t1rate": [],
"t0rate": [],
"positions": [],
}
for c in qdiis:
p = xa.QDIIPredict(c, fetch=True, save=True)
try:
data["t1"].append(round(p.get_t1(return_date=False), 4))
data["t1rate"].append(round(p.get_t1_rate(return_date=False), 2))
try:
data["t0"].append(round(p.get_t0(return_date=False), 4))
data["t0rate"].append(round(p.get_t0_rate(return_date=False), 2))
except ValueError:
data["t0"].append("-")
data["t0rate"].append("-")
data["positions"].append(round(p.get_position(return_date=False), 3))
data["now"].append(xa.get_rt(c)["current"])
data["code"].append(c)
data["name"].append(xa.get_rt(c)["name"])
except xa.exceptions.NonAccurate:
print("%s cannot be predicted exactly now" % c)
df = pd.DataFrame(data)
with open("demo.html", "w") as f:
df.to_html(f)
def test_get_investing_rt():
assert xa.get_rt("currencies/usd-cny")["currency"] == None
assert xa.get_rt("/indices/germany-30")["name"] == "德国DAX30指数 (GDAXI)"
ext = xa.get_rt("equities/pinduoduo")["current_ext"]
assert isinstance(ext, float) or (ext is None)
def test_get_sina_rt():
assert xa.get_rt("PDD", _from="sina")["currency"] == "USD"
xa.get_rt("HK00700", double_check=True) # 港股 sina 实时数据延迟, 代码前需加 rt_ 方可获取实时
xa.get_rt("SH600000", double_check=True)
"t0rate": [],
"position": [],
}
for c in qdiis:
p = xa.QDIIPredict(c, fetch=True, save=True, positions=True)
try:
data["t1"].append(round(p.get_t1(return_date=False), 4))
data["t1rate"].append(round(p.get_t1_rate(return_date=False), 2))
try:
data["t0"].append(round(p.get_t0(return_date=False), 4))
data["t0rate"].append(round(p.get_t0_rate(return_date=False), 2))
except ValueError:
data["t0"].append("-")
data["t0rate"].append("-")
data["position"].append(round(p.get_position(return_date=False), 3))
data["now"].append(xa.get_rt(c)["current"])
data["code"].append(c)
data["name"].append(xa.get_rt(c)["name"])
except xa.exceptions.NonAccurate as e:
print("%s cannot be predicted exactly now" % c)
print(e.reason)
for c in nonqdiis:
p = xa.RTPredict(c)
data["t1"].append(xa.get_rt("F" + c[2:])["current"])
data["t1rate"].append("-")
data["t0"].append(round(p.get_t0(return_date=False), 4))
data["t0rate"].append(round(p.get_t0_rate(return_date=False), 2))
data["position"].append("-")
data["now"].append(xa.get_rt(c)["current"])
data["code"].append(c)
data["name"].append(xa.get_rt(c)["name"])
def test_get_ft_rt():
assert xa.get_rt("FT-INX:IOM")["currency"] == "USD"
assert xa.get_rt(
"FTC-WTI+Crude+Oil")["name"] == "NYMEX Crude Oil Front Month"
def test_get_ttjj():
assert xa.get_rt("F501018")["name"] == "南方原油A"
def cached_get_rt(code, **kws):
return xa.get_rt(code, handler=False)
def test_get_ttjj():
assert xa.get_rt("F501018")["name"] == "南方原油A"
assert xa.get_rt("F511600")["type"] == "货币型"
assert xa.get_rt("F003816")["market"] == "CN"
