def init_selectors(self,
entity_ids,
entity_schema,
exchanges,
codes,
start_timestamp,
end_timestamp,
adjust_type=None):
myselector = TargetSelector(
entity_ids=entity_ids,
entity_schema=entity_schema,
exchanges=exchanges,
codes=codes,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp,
provider="joinquant",
)
myselector.add_factor(
BullFactor(
entity_ids=entity_ids,
entity_schema=entity_schema,
exchanges=exchanges,
codes=codes,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp,
adjust_type=adjust_type,
))
self.selectors.append(myselector)
def init_selectors(self,
entity_ids,
entity_schema,
exchanges,
codes,
start_timestamp,
end_timestamp,
adjust_type=None):
myselector = TargetSelector(
entity_ids=entity_ids,
entity_schema=entity_schema,
exchanges=exchanges,
codes=codes,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp,
provider="joinquant",
)
myselector.add_factor(
CrossMaFactor(
entity_ids=entity_ids,
entity_schema=entity_schema,
exchanges=exchanges,
codes=codes,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp,
windows=[5, 10],
need_persist=False,
adjust_type=adjust_type,
))
self.selectors.append(myselector)
def test_cross_ma_selector():
entity_ids = ["stock_sz_000338"]
entity_type = "stock"
start_timestamp = "2018-01-01"
end_timestamp = "2019-06-30"
my_selector = TargetSelector(entity_ids=entity_ids,
entity_schema=entity_type,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp)
# add the factors
my_selector.add_factor(
CrossMaFactor(
entity_ids=entity_ids,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp,
computing_window=10,
windows=[5, 10],
need_persist=False,
level=IntervalLevel.LEVEL_1DAY,
adjust_type="hfq",
))
my_selector.run()
print(my_selector.open_long_df)
print(my_selector.open_short_df)
assert "stock_sz_000338" in my_selector.get_open_short_targets(
"2018-01-29")
def report_bull():
while True:
error_count = 0
email_action = EmailInformer()
try:
latest_day: Stock1dHfqKdata = Stock1dHfqKdata.query_data(order=Stock1dHfqKdata.timestamp.desc(), limit=1,
return_type='domain')
target_date = latest_day[0].timestamp
# 计算均线
start = '2019-01-01'
my_selector = TargetSelector(start_timestamp=start, end_timestamp=target_date)
# add the factors
factor1 = BullFactor(start_timestamp=start, end_timestamp=target_date)
factor2 = CrossMaVolumeFactor(start_timestamp=start, end_timestamp=target_date,
windows=[5, 120, 250])
my_selector.add_factor(factor1)
my_selector.add_factor(factor2)
my_selector.run()
long_stocks = my_selector.get_open_long_targets(timestamp=target_date)
msg = 'no targets'
if long_stocks:
stocks = get_entities(provider='joinquant', entity_schema=Stock, entity_ids=long_stocks,
return_type='domain')
# add them to eastmoney
try:
try:
eastmoneypy.del_group('bull')
except:
pass
eastmoneypy.create_group('bull')
for stock in stocks:
eastmoneypy.add_to_group(stock.code, group_name='bull')
except Exception as e:
email_action.send_message(zvt_config['email_username'], f'report_bull error',
'report_bull error:{}'.format(e))
infos = stocks_with_info(stocks)
msg = '\n'.join(infos) + '\n'
logger.info(msg)
email_action.send_message(zvt_config['email_username'], f'{target_date} bull选股结果', msg)
break
except Exception as e:
logger.exception('report_bull error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message(zvt_config['email_username'], f'report_bull error',
'report_bull error:{}'.format(e))
def report_vol_up():
while True:
error_count = 0
email_action = EmailInformer()
try:
# 抓取k线数据
# StockTradeDay.record_data(provider='joinquant')
# Stock1dKdata.record_data(provider='joinquant')
latest_day: Stock1dHfqKdata = Stock1dHfqKdata.query_data(
order=Stock1dHfqKdata.timestamp.desc(),
limit=1,
return_type='domain')
target_date = latest_day[0].timestamp
start_timestamp = next_date(target_date, -50)
# 成交量
vol_df = get_top_volume_entities(entity_type='stock',
start_timestamp=start_timestamp,
end_timestamp=target_date,
pct=0.4)
current_entity_pool = vol_df.index.tolist()
# 计算均线
start = '2019-01-01'
my_selector = TargetSelector(start_timestamp=start,
end_timestamp=target_date,
select_mode=SelectMode.condition_or)
# add the factors
factor1 = VolumeUpMaFactor(entity_ids=current_entity_pool,
start_timestamp=start,
end_timestamp=target_date,
windows=[120, 250],
over_mode='or')
my_selector.add_factor(factor1)
my_selector.run()
long_stocks = my_selector.get_open_long_targets(
timestamp=target_date)
msg = 'no targets'
if long_stocks:
stocks = get_entities(provider='joinquant',
entity_schema=Stock,
entity_ids=long_stocks,
return_type='domain')
# add them to eastmoney
try:
try:
eastmoneypy.del_group('tech')
except:
pass
eastmoneypy.create_group('tech')
for stock in stocks:
eastmoneypy.add_to_group(stock.code, group_name='tech')
except Exception as e:
email_action.send_message(
zvt_config['email_username'], f'report_vol_up error',
'report_vol_up error:{}'.format(e))
infos = stocks_with_info(stocks)
msg = '\n'.join(infos) + '\n'
logger.info(msg)
email_action.send_message(zvt_config['email_username'],
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 error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message(zvt_config['email_username'],
f'report_vol_up error',
'report_vol_up error:{}'.format(e))
