def is_third_buy(stock_code, type):
bars = get_data_from_tdxfile(stock_code, type)
c = CZSC(bars, freq="日线")
if c.signals['倒1形态'] in [Signals.LI0.value]:
return True
else:
return False
def is_third_buy(symbol):
"""判断一个股票现在是否有日线三买"""
bars = get_kline(symbol, freq="D", end_date=datetime.now(), count=1000)
c = CZSC(bars, freq="日线")
if c.signals['倒1形态'] in [Signals.LI0.value]:
return True
else:
return False
def is_third_buy(symbol):
"""判断一个股票现在是否有日线三买"""
bars = get_kline(symbol, freq="D", end_date=datetime.now(), count=1000)
c = CZSC(bars, freq="日线")
# 在这里判断是否有五笔三买形态，也可以换成自己感兴趣的形态
if c.signals['倒1五笔'] in [Signals.X5LB0.value, Signals.X5LB1.value]:
return True
else:
return False
def test_kline_pro():
file_kline = os.path.join(cur_path, "data/000001.SH_D.csv")
kline = pd.read_csv(file_kline, encoding="utf-8")
bars = [
RawBar(symbol=row['symbol'],
id=i,
freq=Freq.D,
open=row['open'],
dt=row['dt'],
close=row['close'],
high=row['high'],
low=row['low'],
vol=row['vol']) for i, row in kline.iterrows()
]
ka = CZSC(bars)
# ka.open_in_browser()
file_html = 'czsc_render.html'
chart = ka.to_echarts()
chart.render(file_html)
assert os.path.exists(file_html)
os.remove(file_html)
def test_kline_pro():
file_kline = os.path.join(cur_path, "data/000001.SH_D.csv")
kline = pd.read_csv(file_kline, encoding="utf-8")
bars = [
RawBar(symbol=row['symbol'],
open=row['open'],
dt=row['dt'],
close=row['close'],
high=row['high'],
low=row['low'],
vol=row['vol']) for _, row in kline.iterrows()
]
ka = CZSC(bars, freq="日线")
def is_third_buy(ts_code):
"""判断一个股票现在是否有日线三买"""
# 调用tushare的K线获取方法，Tushare数据的使用方法，请参考：https://tushare.pro/document/2
end_date = datetime.now()
start_date = end_date - timedelta(days=1000)
df = ts.pro_bar(ts_code=ts_code, adj='qfq', asset="E",
start_date=start_date.strftime("%Y%m%d"),
end_date=end_date.strftime("%Y%m%d"))
bars = format_kline(df)
c = CZSC(bars, freq="日线")
# 在这里判断是否有五笔三买形态，也可以换成自己感兴趣的形态
if c.signals['倒1五笔'] in [Signals.X5LB0.value, Signals.X5LB1.value]:
return True
else:
return False
def is_tushathird_buy(ts_code):
"""判断一个股票现在是否有日线三买"""
# 调用tushare的K线获取方法，Tushare数据的使用方法，请参考：https://tushare.pro/document/2
end_date = datetime.now()
start_date = end_date - timedelta(days=2000)
df = ts.pro_bar(ts_code=ts_code,
adj='qfq',
asset="E",
freq='D',
start_date=start_date.strftime("%Y%m%d"),
end_date=end_date.strftime("%Y%m%d"))
bars = format_tushare_kline(df)
c = CZSC(bars, freq="日线", max_bi_count=20)
if c.signals['倒1形态'] in [Signals.LI0.value]:
return True
else:
return False
def is_third_buy(symbol):
"""判断一个股票现在是否有日线三买"""
bars = get_kline(symbol, freq="D", end_date=datetime.now(), count=1000)
c = CZSC(bars, get_signals=get_default_signals)
factor_ = Factor(
name="类三买选股因子",
signals_any=[
Signal("日线_倒1笔_基础形态_类三买_任意_任意_0"),
Signal("日线_倒1笔_类买卖点_类三买_任意_任意_0"),
],
signals_all=[
Signal("日线_倒1笔_拟合优度_小于0.2_任意_任意_0")
]
)
if factor_.is_match(c.signals):
return True
else:
return False
def stocks_dwm_selector(event: Event,
get_signals: Callable,
max_count: int = 3000,
end_date: [str, datetime] = datetime.now(),
wx_key=None):
"""大级别选股（日线&月线&周线）"""
if isinstance(end_date, str):
end_date = pd.to_datetime(end_date)
kgd_path = "./data/kgd"
os.makedirs(kgd_path, exist_ok=True)
df = get_instruments(exchanges='SZSE,SHSE',
sec_types=1,
fields="symbol,sec_name",
df=True)
records = df.to_dict('records')
home_path = os.path.expanduser('~')
push_text(content="start running selector", key=wx_key)
results = []
for row in tqdm(records, desc=f"{end_date} - get signals"):
symbol = row['symbol']
try:
file_kgd = os.path.join(kgd_path, f'{symbol}.kgd')
if os.path.exists(file_kgd):
kgd: KlineGeneratorD = read_pkl(file_kgd)
if kgd.end_dt.date() != datetime.now().date() and datetime.now(
).isoweekday() <= 5:
k0 = get_kline(symbol,
freq="1d",
end_time=datetime.now(),
count=1)
k0 = [x for x in k0 if x.dt > kgd.end_dt]
if k0:
print(k0)
for bar in k0:
kgd.update(bar)
else:
k0 = get_kline(symbol,
end_time=end_date,
freq='1d',
count=10000,
adjust=ADJUST_PREV)
kgd = KlineGeneratorD()
for bar in k0:
kgd.update(bar)
save_pkl(kgd, file_kgd)
# assert kgd.end_dt.date() == datetime.now().date(), f"kgd.end_dt = {kgd.end_dt}"
last_vols = [
k_.open * k_.vol for k_ in kgd.bars[Freq.D.value][-10:]
]
if min(last_vols) < 1e8:
continue
c0 = CZSC(kgd.bars[Freq.D.value][-max_count:],
get_signals=get_signals)
c1 = CZSC(kgd.bars[Freq.W.value][-max_count:],
get_signals=get_signals)
c2 = CZSC(kgd.bars[Freq.M.value][-max_count:],
get_signals=get_signals)
s = OrderedDict(row)
s.update(c0.signals)
s.update(c1.signals)
s.update(c2.signals)
m, f = event.is_match(s)
if m:
msg = f"{s['sec_name']}: {f}\n"
msg += f"最新时间：{kgd.end_dt.strftime(dt_fmt)}\n"
msg += f"同花顺F10：http://basic.10jqka.com.cn/{symbol.split('.')[1]}\n"
msg += f"新浪行情：https://finance.sina.com.cn/realstock/company/{symbol[:2].lower()}{symbol[-6:]}/nc.shtml"
push_text(content=msg, key=wx_key)
res = {
'symbol':
symbol,
'name':
s['sec_name'],
'reason':
f,
'end_dt':
kgd.end_dt.strftime(dt_fmt),
'F10':
f"http://basic.10jqka.com.cn/{symbol.split('.')[1]}",
'Kline':
f"https://finance.sina.com.cn/realstock/company/{symbol[:2].lower()}{symbol[-6:]}/nc.shtml"
}
results.append(res)
print(res)
except:
print("fail on {}".format(symbol))
traceback.print_exc()
file_results = os.path.join(
home_path, f"selector_results_{end_date.strftime('%Y%m%d')}.xlsx")
df_r = pd.DataFrame(results)
df_r.to_excel(file_results, index=False)
push_file(file_results, key=wx_key)
push_text(content="end running selector", key=wx_key)