def c_ths_back_test(lockobj, back_test_date, xg_data_list):
tdx = dataTdx.DataTdx()
tdx.select_fast_addr()
ths_list = []
rdkline = redisRW.redisrw(redisRW.db_kline)
for xg_data in xg_data_list:
# 把K线合并到选股数据中
code = xg_data['code']
klines = rdkline.read_klines_from_before_date_count_dec(
code, back_test_date, 1)
if len(klines) == 0:
continue
xg_data['kline'] = klines[0]
data_ticks = tdx.get_history_ticks(
code, datetime.datetime.strptime(klines[0]['datetime'], '%Y%m%d'))
ticks_len = len(data_ticks)
if (data_ticks is None) or ticks_len == 0:
return
close_tick = data_ticks[ticks_len - 1]
xg_data['amount_open'] = Decimal(str(close_tick['amount_open']))
th = threading.Thread(target=th_back_test_run, args=(lockobj, xg_data))
ths_list.append(th)
#break
for th in ths_list:
th.start()
print('任务报告', os.getpid(), len(ths_list), '个线程启动完毕。')
for th in ths_list:
th.join()
def th_tdx_run(lockobj, ip, port, xg_data, sleep_time_connect):
try:
p = push.Push(lockobj, xg_data)
except:
print(traceback.print_exc())
return
tdx = dataTdx.DataTdx(ip=ip, port=port, push=p, sleep_time_connect=sleep_time_connect)
tdx.loop_get_realtime_tick(xg_data['code'])
def start_quotation_process(commobj,
back_test_date: datetime.datetime = None,
process_count=3):
# 交易时间不允许回放行情
if commobj.is_backtest and comm.is_trade_time():
return
rdxg = redisRW.redisrw(redisRW.db_xg)
rdsell = redisRW.redisrw(redisRW.db_sell)
rdsell.del_db()
# 读取选股数据
xg_data_list = rdxg.read_all_dec()
if len(xg_data_list) == 0:
print('没有选股数据')
wait_trade_time_end()
return
# 清空数据
redisRW.redisrw(redisRW.db_realtime_tick).del_db()
rdmainquotation = redisRW.redisrw(redisRW.db_mainquotaion)
rdmainquotation.del_db()
# 数据分块
bk = math.ceil(len(xg_data_list) / process_count)
bk_data_list = []
temp = []
p_list = []
for i in range(len(xg_data_list)):
if i > 0 and i % bk == 0:
bk_data_list.append(temp)
temp = []
temp.append(xg_data_list[i])
if len(temp) > 0:
bk_data_list.append(temp)
if back_test_date is None:
tdx = dataTdx.DataTdx()
# 可用服务器
addrs_list_info = tdx.get_sort_address_info()
addr_ky_count = len(addrs_list_info)
if addr_ky_count == 0:
print('没有可用服务器。')
wait_trade_time_end()
return
print('可用服务器', addr_ky_count, '最大延时',
addrs_list_info[addr_ky_count - 1][3], 'ms')
# 启动通达信实时行情进程
for b in bk_data_list:
p = Process(target=c_ths_tdx, args=(commobj, addrs_list_info, b))
p_list.append(p)
p.start()
else:
# 启动回测行情模拟进程
for b in bk_data_list:
p = Process(target=c_ths_back_test,
args=(commobj, back_test_date, b))
p_list.append(p)
p.start()
print('行情服务已启动，选股数量', len(xg_data_list))
for p in p_list:
p.join()
print('行情服务结束。')
def stock_select(self, rdchicang, date: datetime = None):
rdxg = redisRW.redisrw(redisRW.db_xg)
rdxg.del_db()
# 实例化通达信对象
tdx = dataTdx.DataTdx()
tdx.select_fast_addr()
# 读取市场股票
codes_info = tdx.get_szsh_a_codes()
# 数据分块
process_count = 4
bk = math.ceil(len(codes_info) / process_count)
bk_data_list = []
temp = []
p_list = []
for i in range(len(codes_info)):
if i > 0 and i % bk == 0:
bk_data_list.append(temp)
temp = []
temp.append(codes_info[i])
if len(temp) > 0:
bk_data_list.append(temp)
for b in bk_data_list:
p = Process(target=self._xg_hot_p, args=(rdchicang, b, date))
p_list.append(p)
p.start()
tm = datetime.datetime.now()
print('正在选股...')
for p in p_list:
p.join()
# 只选择3只
"""top_xg = []
for d in rdxg.read_all_dec():
top_xg.append(d)
rdxg.delete(d['code'])
top_xg = sorted(top_xg, key=lambda x: x['avg_line_zdf'], reverse=False)
cc_len = len(rdchicang.read_codes())
i = 0
for d in top_xg:
if not rdxg.write_json(d['code'], d):
print(d['code'], '选股数据写入错误。')
i += 1
# 只选择3只
if i == 3 - cc_len:
break"""
# 持仓
for d in rdchicang.read_all_dec():
rdxg.write_json(d['code'], d)
print(datetime.datetime.now() - tm)
print('被选股票', len(rdxg.read_codes()), '其中持仓',
len(rdchicang.read_codes()))
def c_ths_tdx(lockobj, addrs_list_info, xg_data_list):
tdx = dataTdx.DataTdx()
tdx.select_fast_addr()
ths_list = []
addr_ky_count = len(addrs_list_info)
addrs_sleep_time = {}
for ad in addrs_list_info:
addrs_sleep_time[ad[1]] = 0.0
rdkline = redisRW.redisrw(redisRW.db_kline)
addr_index = 0
for xg_data in xg_data_list:
# 把K线合并到选股数据中
code = xg_data['code']
klines = rdkline.read_l_dec(code, 0, 0)
if len(klines) == 0:
continue
xg_data['kline'] = klines[0]
# 前一天ticks
data_ticks = tdx.get_history_ticks(code, datetime.datetime.strptime(klines[0]['datetime'], '%Y%m%d'))
ticks_len = len(data_ticks)
if (data_ticks is None) or ticks_len == 0:
print('前一天tick获取错误。', code)
continue
close_tick = data_ticks[ticks_len - 1]
xg_data['amount_open'] = Decimal(str(close_tick['amount_open']))
ip = addrs_list_info[addr_index][1]
port = addrs_list_info[addr_index][2]
th = threading.Thread(target=th_tdx_run, args=(lockobj,
ip,
port,
xg_data,
addrs_sleep_time[ip]))
ths_list.append(th)
addr_index += 1
if addr_index >= addr_ky_count:
addr_index = 0
addrs_sleep_time[ip] += 0.5
for th in ths_list:
th.start()
m = sorted(addrs_sleep_time.items(), key=lambda x: x[1], reverse=True)
print('任务报告', os.getpid(), len(ths_list), '个线程启动完毕。最后开始时间', m[0][1], '秒。')
for th in ths_list:
th.join()
def get_codes_bk():
# 实例化通达信对象
tdx = dataTdx.DataTdx()
tdx.select_fast_addr()
# 读取市场股票
codes_info = tdx.get_szsh_a_codes()
# 数据分块
process_count = 4
bk = math.ceil(len(codes_info) / process_count)
bk_data_list = []
temp = []
for i in range(len(codes_info)):
if i > 0 and i % bk == 0:
bk_data_list.append(temp)
temp = []
temp.append(codes_info[i])
if len(temp) > 0:
bk_data_list.append(temp)
return bk_data_list
def get_all_clear_finance_qfq_kline_from_start_date(start_date: datetime.date):
rdkline = redisRW.redisrw(redisRW.db_kline)
rdkline_week = redisRW.redisrw(redisRW.db_kline_week)
rdbaseinfo = redisRW.redisrw(redisRW.db_baseinfo)
rdhangye = redisRW.redisrw(redisRW.db_hangye)
rdfinance = redisRW.redisrw(redisRW.db_finance)
# 清空数据
rdkline.del_db()
rdkline_week.del_db()
# 3年的财务信息
cw_start_year = datetime.datetime.now().year - 3
# 获取指数
_get_sz_index_kline(start_date)
# 实例化通达信对象
tdx = dataTdx.DataTdx()
tdx.select_fast_addr()
# 没有行业信息则更新
if len(rdhangye.read_codes()) == 0:
hy = dataBaostock.get_hangye()
for h in hy:
rdhangye.write_json(h['code'], h)
# 读取市场股票
codes_info = tdx.get_szsh_a_codes()
bar = progressBar.progressbar()
bar.start('存储%s至今历史数据' % start_date.strftime('%Y%m%d'), len(codes_info))
for d in codes_info:
bar.progress()
code = d['code']
if comm.is_kzz(code):
klines = tdx.get_kline_from_count(code, 800)
none_klines = tdx.get_kline_from_count(code, 800)
k_len = len(klines)
if k_len == 0:
bar.out_text(code, '没有K线数据。')
continue
# 复权因子
dataBaostock.qfq_adjust_factor(none_klines, klines)
zbKline.klines_calculate(code, klines)
if k_len != rdkline.wirte_l_datas(code, klines):
bar.out_text(code, '历史K线数据存储错误。')
continue
continue
# 前复权k线
klines = dataBaostock.get_kline_from_start_date(code, start_date)
# 不复权k线
none_klines = dataBaostock.get_kline_from_start_date(code,
start_date,
adjustflag='3')
#klines = akshareData.get_kline(code, start_date)
k_len = len(klines)
if k_len == 0:
bar.out_text(code, '没有K线数据。')
continue
# 复权因子
dataBaostock.qfq_adjust_factor(none_klines, klines)
# 前复权周k线
klines_week = dataBaostock.get_kline_from_start_date(code,
start_date,
frequency='w')
# 计算
zbKline.klines_calculate(code, klines_week)
zbKline.klines_calculate(code, klines)
if k_len != rdkline.wirte_l_datas(code, klines) or \
len(klines_week) != rdkline_week.wirte_l_datas(code, klines_week):
bar.out_text(code, '历史K线数据存储错误。')
continue
# 没有财务数据则更新
if rdfinance.read_str(code) is None:
# 财务信息
finance_data = {
'code':
code,
'profit':
dataBaostock.get_profit_from_start_year(code, cw_start_year),
'balance':
dataBaostock.get_balance_from_start_year(code, cw_start_year),
'cash_flow':
dataBaostock.get_cash_flow_from_start_year(
code, cw_start_year),
'growth':
dataBaostock.get_growth_from_start_year(code, cw_start_year),
'operation':
dataBaostock.get_operation_from_start_year(
code, cw_start_year)
}
if not rdfinance.write_json(code, finance_data):
bar.out_text(code, '财务信息存储错误。')
# 没有基本信息则更新
'''if len(rdbaseinfo.read_l_str(code, 0, 0)) == 0:
