def test_1d_kdata_recorder():
recorder = JqChinaStockKdataRecorder(codes=SAMPLE_STOCK_CODES,
sleeping_time=0,
level=IntervalLevel.LEVEL_1DAY,
real_time=False)
try:
recorder.run()
except:
assert False
def test_5m_kdata_recorder():
recorder = JqChinaStockKdataRecorder(codes=['000338'],
sleeping_time=0,
level=IntervalLevel.LEVEL_5MIN,
real_time=False,
start_timestamp='2019-01-01')
try:
recorder.run()
except:
assert False
def test_1d_hfq_kdata_recorder():
recorder = JqChinaStockKdataRecorder(codes=['000338'],
sleeping_time=0,
level=IntervalLevel.LEVEL_1DAY,
real_time=False,
adjust_type='hfq')
try:
recorder.run()
except:
assert False
def record_wk_kdata():
while True:
try:
JqChinaStockKdataRecorder(level=IntervalLevel.LEVEL_1WEEK).run()
JqChinaStockKdataRecorder(level=IntervalLevel.LEVEL_1MON).run()
break
except Exception as e:
logger.exception('joinquant kdata runner error:{}'.format(e))
time.sleep(60)
def test_1h_kdata_recorder():
recorder = JqChinaStockKdataRecorder(
codes=["000338"],
sleeping_time=0,
level=IntervalLevel.LEVEL_1HOUR,
real_time=False,
start_timestamp="2019-01-01",
)
try:
recorder.run()
except:
assert False
def every_day_report():
while True:
try:
t = now_pd_timestamp()
if t.dayofweek in (5, 6):
logger.info(f'today:{t} is {t.day_name()},just ignore')
today = to_time_str(t)
# 抓取k线数据
JqChinaStockKdataRecorder(level=IntervalLevel.LEVEL_1DAY).run()
JqChinaStockKdataRecorder(level=IntervalLevel.LEVEL_1WEEK).run()
JqChinaStockKdataRecorder(level=IntervalLevel.LEVEL_1MON).run()
# 计算均线
my_selector = TargetSelector(start_timestamp='2016-01-01',
end_timestamp=today)
# add the factors
# 设置dry_run为True，因为我们只需要最近的数据，不需要加载全量数据进行回测
ma_factor = CrossMaFactor(start_timestamp='2016-01-01',
end_timestamp=today,
dry_run=True)
my_selector.add_filter_factor(ma_factor)
my_selector.run()
long_targets = my_selector.get_open_long_targets(timestamp=today)
if long_targets:
df = get_entities(provider='eastmoney',
entity_schema=Stock,
entity_ids=long_targets,
columns=['code', 'name'])
info = [
df.loc[i, 'code'] + ' ' + df.loc[i, 'name']
for i in df.index
]
msg = ' '.join(info)
else:
msg = 'no targets'
logger.info(msg)
email_action = EmailInformer()
email_action.send_message("*****@*****.**", f'{today} 均线选股结果', msg)
break
except Exception as e:
logger.exception('report1 sched error:{}'.format(e))
time.sleep(60 * 3)