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)
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"""
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"""
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