コード例 #1
0
def sys_position_test():
    #sys_df=sys_risk_analyse()
    need_update=tt.is_trade_time_now()
    sys_df = sys_risk_analyse(is_realtime_update=need_update)
    print(sys_df.tail(10))
    stock_df = get_stock_position(stock_synbol='300162')#,is_realtime_update=True)
    #sys_df = get_stock_position(stock_synbol='002673',is_realtime_update=True)
    #sys_df = get_stock_position(stock_synbol='000680')#,is_realtime_update=True)
    sys_score,position,operation,latest_day=get_sys_risk_info(stock_df)
    #se.send_position_mail(position_df=sys_df,symbol=None)
    revised_position(sys_risk_analyse_position=position,recent_100d_great_dropdown=-0.48,recent_100d_great_increase=0.2,max_position=0.85)
コード例 #2
0
                   given_codes=[],
                   except_stocks=except_stock,
                   type='stock')
    print('First back_test completed: ', datetime.datetime.now())
    updated_date_count = 1
    while True:
        #this_time=datetime.datetime.now()
        #hour=this_time.hour
        #minute=this_time.minute
        stock_sql = pds.StockSQL()
        last_year_date = datetime.datetime.now() + datetime.timedelta(
            days=-365)
        date_str = last_year_date.strftime('%Y-%m-%d')
        sleep_seconds = 60
        if tt.is_trade_date():
            if tt.is_trade_time_now():
                #if datetime.datetime.now().minute%2==0:
                """更新持仓信息到数据库"""
                #stock_sql.update_sql_position(users={'36005':{'broker':'yh','json':'yh.json'},'38736':{'broker':'yh','json':'yh1.json'}})
                """更新指数历史数据到数据库"""
                #stock_sql.update_sql_index(index_list=['sh','sz','zxb','cyb','hs300','sh50'],force_update=True)
                #sleep_seconds=60
                pass

            else:
                if datetime.datetime.now().hour == 18:
                    #easyhistory.init('D', export='csv', path="C:/hist")
                    updated_date_count = updated_date_count + 1
                    """更新股票数据"""
                    easyhistory.update(path="C:/hist", stock_codes=given_codes)
                    """更新指数csv数据"""
コード例 #3
0
    print("First update completed: ", datetime.datetime.now())
    last_year_date = datetime.datetime.now() + datetime.timedelta(days=-365)
    date_str = last_year_date.strftime("%Y-%m-%d")
    mybt.back_test(k_num=date_str, given_codes=[], except_stocks=except_stock, type="stock")
    print("First back_test completed: ", datetime.datetime.now())
    updated_date_count = 1
    while True:
        # this_time=datetime.datetime.now()
        # hour=this_time.hour
        # minute=this_time.minute
        stock_sql = pds.StockSQL()
        last_year_date = datetime.datetime.now() + datetime.timedelta(days=-365)
        date_str = last_year_date.strftime("%Y-%m-%d")
        sleep_seconds = 60
        if tt.is_trade_date():
            if tt.is_trade_time_now():
                # if datetime.datetime.now().minute%2==0:
                """更新持仓信息到数据库"""
                # stock_sql.update_sql_position(users={'36005':{'broker':'yh','json':'yh.json'},'38736':{'broker':'yh','json':'yh1.json'}})
                """更新指数历史数据到数据库"""
                # stock_sql.update_sql_index(index_list=['sh','sz','zxb','cyb','hs300','sh50'],force_update=True)
                # sleep_seconds=60
                pass

            else:
                if datetime.datetime.now().hour == 18:
                    # easyhistory.init('D', export='csv', path="C:/hist")
                    updated_date_count = updated_date_count + 1
                    """更新股票数据"""
                    easyhistory.update(path="C:/hist", stock_codes=given_codes)
                    """更新指数csv数据"""
コード例 #4
0
ファイル: pdSql_common.py プロジェクト: allisnone/pytrade
def update_one_stock(symbol,realtime_update=False,dest_dir='C:/中国银河证券海王星/T0002/export/', force_update_from_YH=False):
    """
    运行之前先下载及导出YH历史数据
    """
    """
    :param symbol: string type, stock code
    :param realtime_update: bool type, True for K data force update during trade time 
    :param dest_dir: string type, like csv dir
    :param force_update_from_YH: bool type, force update K data from YH
    :return: Dataframe, history K data for stock
    """
    index_symbol_maps = {'sh':'999999','sz':'399001','zxb':'399005','cyb':'399006',
                     'sh50':'000016','sz300':'399007','zx300':'399008','hs300':'000300'}
    qq_index_symbol_maps = {'sh':'000001','sz':'399001','zxb':'399005','cyb':'399006',
                         'sh50':'000016','sz300':'399007','zx300':'399008','hs300':'000300'}
    FIX_FACTOR = 1.0
    d_format='%Y/%m/%d'
    last_date_str = tt.get_last_trade_date(date_format=d_format)
    latest_date_str = tt.get_latest_trade_date(date_format=d_format)
    #print('last_date_str=',last_date_str)
    #print('latest_date_str=',latest_date_str)
    next_date_str = tt.get_next_trade_date(date_format=d_format)
    #print(next_date_str)
    dest_file_name = dest_dir+ '%s.csv' % symbol
    dest_df = get_raw_hist_df(code_str=symbol)
    file_type='csv'
    RAW_HIST_DIR = "C:/中国银河证券海王星/T0002/export/"
    yh_file_name = RAW_HIST_DIR+symbol+'.'+file_type
    if symbol in index_symbol_maps.keys():
        symbol = index_symbol_maps[symbol]
        dest_file_name = dest_dir+ '%s.csv' % symbol
    #print('dest_file_name=',dest_file_name)
    if dest_df.empty:
        if symbol in index_symbol_maps.keys():
            symbol = index_symbol_maps[symbol]
        yh_file_name = RAW_HIST_DIR+symbol+'.'+file_type
        #yh_index_df = get_yh_raw_hist_df(code_str=symbol)
        yh_index_df = pd.read_csv(yh_file_name)
        #yh_index_df['factor'] = 1.0
        yh_df = yh_index_df.set_index('date')
        yh_df.to_csv(dest_file_name ,encoding='utf-8')
        dest_df = yh_index_df
        #del dest_df['rmb']
        return yh_df
    #print(dest_df)
    dest_df_last_date = dest_df.tail(1).iloc[0]['date']
    #print('dest_df_last_date=',dest_df_last_date)
    quotation_datetime = datetime.datetime.now()
    if dest_df_last_date<latest_date_str:     
        quotation_date = ''
        try:
            quotation_index_df = qq.get_qq_quotations_df([symbol], ['code','date','open','high','low','close','volume','amount'])
            quotation_date = quotation_index_df.iloc[0]['date']
            #quotation_date = quotation_index_df.iloc[0]['date']
            #quotation_datetime = quotation_index_df.iloc[0]['datetime']
            #del quotation_index_df['datetime']
            if dest_df_last_date==quotation_date:
                return dest_df
            #quotation_index_df = ts.get_index()
        except:
            time.sleep(3)
            quotation_index_df = qq.get_qq_quotations_df([symbol], ['code','date','open','high','low','close','volume','amount'])
            print(quotation_index_df)
            quotation_date = quotation_index_df.iloc[0]['date']
            #quotation_datetime = quotation_index_df.iloc[0]['datetime']
            #del quotation_index_df['datetime']
            if dest_df_last_date==quotation_date:
                return dest_df
        #print('quotation_date=',quotation_date)
        #print(quotation_index_df)
        #quotation_index_df['factor'] = 1.0
        quotation_index_df = quotation_index_df[['date','open','high','low','close','volume','amount']]#,'factor']]
        #quotation_index_df.iloc[0]['volume'] = 0
        #quotation_index_df.iloc[0]['amount'] = 0
        #print(quotation_index_df)
        #print(quotation_index_df)
        need_to_send_mail = []
        sub = ''
        index_name = symbol
        #table_update_times = self.get_table_update_time()
        
        if quotation_date:
            yh_symbol = symbol
            if symbol in index_symbol_maps.keys():
                yh_symbol = index_symbol_maps[index_name]
            yh_file_name = RAW_HIST_DIR+yh_symbol+'.'+file_type
            #yh_index_df = get_yh_raw_hist_df(code_str=symbol)
            yh_index_df = pd.read_csv(yh_file_name,encoding='GBK')
            #yh_index_df['factor'] = FIX_FACTOR
            yh_last_date = yh_index_df.tail(1).iloc[0]['date']
            #print('yh_last_date=',yh_last_date)
            #print( yh_index_df)#.head(len(yh_index_df)-1))
            
            if yh_last_date>dest_df_last_date:  #dest_df_last_date<latest_date_str
                #date_data = self.query_data(table=index_name,fields='date',condition="date>='%s'" % last_date_str)
                #data_len = len(date_data)
                #this_table_update_time = table_update_times[index_name]
                #print('this_table_update_time=', this_table_update_time)
                if yh_last_date<last_date_str: #no update more than two day
                    """需要手动下载银河客户端数据"""
                    print('Need to manual update %s index from YH APP! Please make suere you have sync up YH data' % index_name)
                    need_to_send_mail.append(index_name)
                    sub = '多于两天没有更新指数数据库'
                    content = '%s 数据表更新可能异常' % need_to_send_mail
                    sm.send_mail(sub,content,mail_to_list=None)
                elif yh_last_date==last_date_str: # update by last date
                    """只需要更新当天数据"""
                    realtime_update = tt.is_trade_time_now()
                    if realtime_update:
                        if yh_last_date<latest_date_str:
                            print(' force update %s index' % symbol)
                            yh_index_df = yh_index_df.append(quotation_index_df, ignore_index=True)
                        
                        #elif yh_last_date==latest_date_str:
                        #    print(' delete last update, then force update %s index' % symbol)
                        #    yh_index_df=yh_index_df[:-1]
                        #    yh_index_df = yh_index_df.append(quotation_index_df, ignore_index=True)
                        
                        else:
                            pass
                        #print(yh_index_df)
                    else:
                        pass
                else:# yh_last_date>latest_date_str: #update to  latest date
                    """YH已经更新到今天,要更新盘中获取的当天数据"""
                    print(' %s index updated to %s; not need to update' % (index_name,latest_date_str))
                    """
                    if force_update:
                        print(' force update %s index' % index_name)
                        yh_index_df0 = yh_index_df.head(len(yh_index_df)-1)
                        print(yh_index_df0)
                        yh_index_df = yh_index_df0.append(quotation_index_df, ignore_index=True)
                        print(yh_index_df)
                    else:
                        pass
                    """
                yh_index_df = yh_index_df.set_index('date')
                """
                try:
                    os.remove(file_name)
                    print('Delete and update the csv file')
                except:
                    pass
                """
                yh_index_df.to_csv(dest_file_name ,encoding='utf-8')
            else:
                if force_update_from_YH and yh_last_date==dest_df_last_date:
                    yh_index_df = yh_index_df.set_index('date')
                    yh_index_df.to_csv(dest_file_name ,encoding='utf-8')
                pass
    elif dest_df_last_date==latest_date_str:
        print('No need to update data')
        realtime_update = tt.is_trade_time_now()
        if realtime_update:
            quotation_index_df = qq.get_qq_quotations([symbol], ['code','date','open','high','low','close','volume','amount'])
            #quotation_index_df['factor'] = 1.0
            quotation_index_df = quotation_index_df[['date','open','high','low','close','volume','amount']]#'factor']]
            #print(quotation_index_df)
            print(' force update %s index' % symbol)
            dest_df0 = dest_df
            if dest_df_last_date==latest_date_str:
                dest_df0 = dest_df.head(len(dest_df)-1)
                #dest_df0 = dest_df0[:-1]
            #print(dest_df0)
            dest_df = dest_df0.append(quotation_index_df, ignore_index=True)
            #print(dest_df)
            if quotation_index_df.empty:
                pass
            else:
                yh_index_df = yh_index_df.set_index('date')
                dest_df.to_csv(dest_file_name ,encoding='utf-8')
        else:
            pass
    else:
        pass
    return dest_df