def test_QA_util_if_trade(self):
now = QADate.QA_util_time_now()
str_from_today = '%04d-%02d-%02d' % (now.year, now.month, now.day)
nDayLeft = 1000
while nDayLeft > 0:
toDayIsTradeDay = QADate_trade.QA_util_if_trade(str_from_today)
realTradeDay = QADate_trade.QA_util_get_real_date(str_from_today)
QADate.QA_util_date_valid(realTradeDay)
if toDayIsTradeDay == False:
prev_trade_day = QADate_trade.QA_util_get_last_day(
str_from_today, -1)
realTradeDay = QADate_trade.QA_util_get_real_date(
prev_trade_day)
self.assertEquals(realTradeDay, toDayIsTradeDay)
else:
self.assertEquals(realTradeDay, realTradeDay)
str_from_today = QADate_trade.QA_util_get_last_day(str_from_today)
nDayLeft = nDayLeft - 1
print("okok")
def test_None(self):
now = QADate.QA_util_time_now()
print(type(now))
today = QADate.QA_util_date_today()
print(type(today))
print("okok---> do the task")
def test_QThread_Check_ZJLX_DB_Recs(self):
qthread = QThread_Check_ZJLX_DB_Status()
#东方财富只提高近100天的数据
#获取近100天的交易日段
dateEnd = QADate.QA_util_date_today()
dateEnd = QADate_trade.QA_util_get_real_date(dateEnd)
dateStart = QADate_trade.QA_util_get_last_day(dateEnd,100)
stockCode = '600004'
#qthread.QA_fetch_eastmoney_stock_zjlx(strStockCode = stockCode, strStartDate = dateStart, strEndDate = dateEnd, strFormat='numpy')
qthread.QA_fetch_eastmoney_stock_zjlx(str_stock_code=stockCode,strStartDate=dateStart, strEndDate=dateEnd)
pass
def QA_statistic_block_data(self):
# 🛠 todo 直接使用monogodb 数据库去统计
try:
block_list_df = QA_fetch_stock_block()
blockNameList = {}
block_list_df = block_list_df.set_index(['blockname'])
for strIndexBlockName in block_list_df.index:
try:
dict = blockNameList[strIndexBlockName]
dict['count'] = dict['count'] + 1
self.strTaskRunningLog = "正在统计板块{} 股票个数{}".format(strIndexBlockName, dict['count'])
except Exception as ee:
dictNew = {}
dictNew['up'] = 0 #上涨家数
dictNew['even'] = 0 #平盘家数
dictNew['down'] = 0 #下跌家数
dictNew['count'] = 0 #板块股票数
dictNew['upRatio'] = 0.0 #上涨家数比率
dictNew['downRation'] = 0.0 #下跌家数比率
blockNameList[strIndexBlockName] = dictNew
#row2 = block_list_df[i]
#######################################################################################################
strToday = QADate.QA_util_today_str()
strEndDate = QADate_trade.QA_util_get_real_date(date = strToday)
strStartDate = QADate_trade.QA_util_get_last_day(date= strEndDate)
codeTwoDayPriceeDict = {}
stock_list = QA_fetch_stock_list()
stock_list_len = len(stock_list)
stock_name_count = 0
for aStockCode in stock_list:
stock_name_count = stock_name_count + 1
strAcode = aStockCode['code']
strAName = aStockCode['name']
priceTowDay = QA_fetch_stock_day_adv(code=strAcode, start=strStartDate, end=strEndDate)
up = None
if priceTowDay is not None:
priceTowDay.to_qfq()
# price_len = len(priceTowDay)
# print(priceTowDay)
price_len = len(priceTowDay)
if price_len == 2:
closeSerial = priceTowDay.close
# todayPrice = priceTowDay[1].close
v1 = closeSerial[0]
v2 = closeSerial[1]
if v1 < v2:
up = True
else:
up = False
codeTwoDayPriceeDict[strAcode] = {'pricetwoday':priceTowDay,
'up':up}
if codeTwoDayPriceeDict[strAcode]['up'] is not None and codeTwoDayPriceeDict[strAcode]['up'] == True:
self.strTaskRunningLog = "正在获取股票价格 {} {} 上涨 ⬆🔺, 进度{}/{} " \
.format(strAcode, strAName, stock_name_count, stock_list_len)
elif codeTwoDayPriceeDict[strAcode]['up'] is not None and codeTwoDayPriceeDict[strAcode]['up'] == False:
self.strTaskRunningLog = "正在获取股票价格 {} {} 下跌 ⬇️, 进度{}/{} " \
.format(strAcode, strAName, stock_name_count, stock_list_len)
else:
self.strTaskRunningLog = "正在获取股票价格 {} {} 和前一天的无法统计️, 进度{}/{} " \
.format(strAcode, strAName, stock_name_count, stock_list_len)
##########################################################################################################
len_block_size = len(blockNameList)
count = 0
for blockName in blockNameList.keys():
count = count + 1
stocks_in_block = QA_fetch_stock_block_adv(code=None, blockname= blockName)
self.strTaskRunningLog = "正在统计板块{} ,进度{}/{}".format(blockName,count,len_block_size)
code_list = stocks_in_block.code
iCodeLength = len(code_list)
iCountForCode = 0
for iCode in code_list:
iCountForCode = iCountForCode + 1
try:
priceTowDay = codeTwoDayPriceeDict[iCode]['pricetwoday']
upValue = codeTwoDayPriceeDict[iCode]['up']
if priceTowDay is not None:
if upValue == True:
blockNameList[blockName]['up'] = blockNameList[blockName]['up'] + 1
elif upValue == False:
blockNameList[blockName]['down'] = blockNameList[blockName]['down'] + 1
except Exception as ee:
strErrorMsg = ee.__str__()
print(strErrorMsg)
self.strTaskRunningLog = "正在统计板块{} ,进度{}/{} \n 股票 {}, 进度 {}/{}"\
.format(blockName, count, len_block_size, iCode, iCountForCode, iCodeLength)
pass
#print(stocks_in_block)
#######################################################################################################
except Exception as eee:
strErrorMsg = eee.__str__()
print(strErrorMsg)
finally:
return blockNameList
def test_mongodb_day_data(self):
#读取本地tdx日线数据 到 sqllite数据
#self.oktestLocalTdxDayFileData()
#更新股票列表
QA_SU_save_stock_info_tushare() # 只有主版 创业板 中小板, 不包含已经退市的股票
#QA_SU_save_stock_terminated() # 获取退市股票列表
#
stock_list = QA_fetch_stock_basic_info_tushare()
stock_list.sort(key=lambda k: (k.get('code')))
#stock_list_termined = QA_fetch_stock_terminated()
#sorted(stock_list, key='code')
curdir = os.getcwd()
print("准备读取db🗃文件，目录位置%s" % (curdir + "/tdx_days"))
path_for_saved_data = curdir + "/tdx_days"
path_for_saved_data = path_for_saved_data.rstrip("\\")
isExists = os.path.exists(path_for_saved_data)
if isExists == False:
print("数据库目录不存在， 请线运行 testLocalTdxDayFileData 测试 ，获取日线数据！💔")
#读取通达信数据库文件
saved_sqllite_files = os.listdir(path_for_saved_data)
sqllite_file_count = len(saved_sqllite_files)
saved_sqllite_files.sort()
#检查 Tushare 获取的股票列表 和 通达信保存的股票列表是否一致。
for aSavedFileName in saved_sqllite_files:
bFound = False
for iRow in stock_list:
strCodeInDb = iRow.get('code')
strCodeOnFileName = aSavedFileName[2:8]
if strCodeInDb == strCodeOnFileName:
bFound = True
break
if bFound == False:
if (self.checkFileNameStockType(aSavedFileName) == '上交所A股') or \
(self.checkFileNameStockType(aSavedFileName) == '深交所中小板') or \
(self.checkFileNameStockType(aSavedFileName) == '深交所创业板'):
#从退市的股票列表中找
# bIsTerminatedStock = False
# for iTerminatedStock in stock_list_termined:
# terminatedCode = iTerminatedStock.get('code')
# strCode0 = aSavedFileName[2:8]
# if terminatedCode == strCode0:
# bIsTerminatedStock = True
# continue
#if bIsTerminatedStock == True:
# continue
# hard code 已经退市的股票
if aSavedFileName[2:8] == '600432' or \
aSavedFileName[2:8] == '600806':
continue
print("💔通达信数据下载不全， 没有找到 股票代码 ", aSavedFileName)
self.fail(
"💔通达信数据下载不全， 没有找到 股票代码 {}".format(aSavedFileName))
break
else:
continue
for iIndexSQLLiteFile in range(sqllite_file_count):
strSavedFileName = saved_sqllite_files[iIndexSQLLiteFile]
strCodeType = self.checkFileNameStockType(strSavedFileName)
if strCodeType == '上交所A股' or \
strCodeType == '深交所中小板' or \
strCodeType == '深交所创业板':
pass
else:
continue
sqlLiteFile = path_for_saved_data + '/' + strSavedFileName
print("⛓⚙️🔬📈📉️读取SQLLite文件{}比对数据".format(sqlLiteFile))
conn = sqlite3.connect(sqlLiteFile)
cur = conn.cursor()
result = cur.execute('''select * from stock_days''')
allrows = result.fetchall()
for arow in allrows:
strCode = strSavedFileName[2:8]
intDate = arow[0]
strDate = QAUtilDate.QA_util_date_int2str(intDate)
if strCodeType == '上交所A股' or \
strCodeType == '深交所中小板' or \
strCodeType == '深交所创业板': # if isSz == True and isStartWith000 == True :
qaDataStructDay = QA.QA_quotation(
code=strCode,
start=strDate,
end=strDate,
frequence=FREQUENCE.DAY,
market=MARKET_TYPE.STOCK_CN,
source=DATASOURCE.MONGO,
output=None)
else:
print("证券 类型不明确！")
break
#对比其他 指数 基金 报价
#print(type(qaDataStructDay))
try:
vhigh = (qaDataStructDay.high).item()
vlow = (qaDataStructDay.low).item()
vopen = (qaDataStructDay.open).item()
vclose = (qaDataStructDay.close).item()
except:
print("error ")
print(arow)
print("数据库读取记录错误")
#(qaDataStructDay.to_list())
fopen = (arow[1] / 100.0)
fhigh = (arow[2] / 100.0)
flow = (arow[3] / 100.0)
fclose = (arow[4] / 100.0)
bShowErro = True
if fopen != vopen:
print(arow)
print(fopen, " 开盘价不匹配 ", vopen)
if abs(fopen - vopen) > 10.0:
self.fail('误差超过范围')
if fhigh != vhigh:
print(arow)
print(fhigh, " 最高价不匹配 ", vhigh)
if abs(fopen - vopen) > 10.0:
self.fail('误差超过范围')
if flow != vlow:
print(arow)
print(flow, " 最低价不匹配 ", vlow)
if abs(fopen - vopen) > 10.0:
self.fail('误差超过范围')
if fclose != vclose:
print(arow)
print(fclose, " 收盘价不匹配 ", vclose)
if abs(fopen - vopen) > 10.0:
self.fail('误差超过范围')
# self.assertEqual(fopen, vopen)
# self.assertEqual(fhigh, vhigh)
# self.assertEqual(flow, vlow)
# self.assertEqual(fclose, vclose)
# todo 🛠 总是有小数点误差，不能简单的用 assertEqual 去比较， 要允许一定的误差。。。
cur.close()
conn.close()
#获取改天的数据对比
pass
def setUp(self):
print('Get the free stock data from wstock.net ')
#获取 下载路径的特殊值
url = "http://www.wstock.net/wstock/inc/wstockV2.js"
#print(url)
user_agent = 'Mozilla/4.0 (compatible; MSIE 5.5; Windows NT)'
req = urllib.request.Request(
url,
headers={
'User-Agent': 'Mozilla/4.0 (compatible; MSIE 5.5; Windows NT)'
})
response = urllib.request.urlopen(req)
content = response.read()
#print(type(content))
#print(content)
strings = content.decode("utf-8", "ignore")
string_lines = strings.split("\r\n")
for line in string_lines:
#print(type(line))
#var M_SHSZ_PATH="4T1IWc2q";
if line.startswith("var M_SHSZ_PATH"):
print(line)
variables = line.split("=")
string_of_path_v = variables[1]
print(string_of_path_v)
real_value_password = string_of_path_v.lstrip("\"")
real_value_password = real_value_password.rstrip("\";")
print(real_value_password)
#http://www.wstock.net/wstock/download/4T1IWc2q/wss0502r.zip
url2 = "http://www.wstock.net/wstock/download/%s/wss%sr.zip"
now = QADate.QA_util_time_now()
str_from_today = '%04d-%02d-%02d' % (now.year, now.month, now.day)
toDayIsTradeDay = QADate_trade.QA_util_if_trade(str_from_today)
nowTimeIsTrading = QADate_trade.QA_util_if_tradetime(now)
#todo QADate_trade.QA_util_if_before_today_tradetime 返回是否是一天开盘前
#todo QADate_trade.QA_util_if_after_today_tradetime 返回是否是一天收盘后
_time1 = datetime.datetime.strptime(
str(now)[0:19], '%Y-%m-%d %H:%M:%S')
if _time1.hour in [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10]:
toDayIsBeforeOpen = True
else:
toDayIsBeforeOpen = False
prev_trade_day = ""
if toDayIsTradeDay == False:
prev_trade_day = QADate_trade.QA_util_get_real_date(str_from_today)
# 今天不是交易日，往前移一天
print("非交易日，下载前一天交易日 %s" % (prev_trade_day))
elif nowTimeIsTrading == True or toDayIsBeforeOpen == True:
prev_trade_day = QADate_trade.QA_util_get_real_date(str_from_today)
# 当天交易时段无法下载今天的数据，往前移一天
prev_trade_day = QADate_trade.QA_util_get_last_day(prev_trade_day)
print("交易时间，下载前一天交易日 %s" % (prev_trade_day))
else:
prev_trade_day = str_from_today
print("下载今天交易日 %s" % (prev_trade_day))
self.test_day_k_line_dates = []
self.test_day_k_line_dad_file_name = []
dayLeft = 1 # 下载5天之前的数据
while dayLeft > 0:
str_month = prev_trade_day[5:7]
str_day = prev_trade_day[8:10]
url_data = "http://www.wstock.net/wstock/download/%s/wss%s%sr.zip" % (
real_value_password, str_month, str_day)
print(url_data)
#下载文件
local_file_name = "wss%s%sr.zip" % (str_month, str_day)
urllib.request.urlretrieve(url_data, local_file_name, Schedule)
#解压缩文件
zfile = zipfile.ZipFile(local_file_name, 'r')
for filename in zfile.namelist():
data = zfile.read(filename)
file = open(filename, 'w+b')
file.write(data)
file.close()
self.test_day_k_line_dad_file_name.append(filename)
strTestDate = "%04d-%s-%s" % (now.year, str_month, str_day)
self.test_day_k_line_dates.append(strTestDate)
#删除zip文件 ， 防止误删，暂不实现
prev_trade_day = QADate_trade.QA_util_get_last_day(prev_trade_day)
dayLeft = dayLeft - 1
pass
def n0_test_QAAccount_class(self):
# 测试流程 获取 美康生物 300439 的走势 从 2017年10月01日开始 到 2018年 4月30日
#
test_stock_code = '300439'
stock_price_list = QA.QA_fetch_stock_day(code=test_stock_code,
start='2017-10-01',
end='2018-04-30')
#buy_list = []
print(stock_price_list)
print("---------开始测试买入------------")
#price_list_size = stock_price_list.size
# 生成随机数种子
rnd.seed(QA.QA_util_time_now().timestamp())
Account = QA.QA_Account()
B = QA.QA_BacktestBroker()
for aday_stock_price in stock_price_list:
stock_code = aday_stock_price[0]
price_open = aday_stock_price[1]
price_high = aday_stock_price[2]
price_low = aday_stock_price[3]
price_close = aday_stock_price[4]
stock_volume = aday_stock_price[5]
stock_turn = aday_stock_price[6]
stock_timestamp = aday_stock_price[7]
# print(type(stock_timestamp))
dt = QADate.QA_util_pands_timestamp_to_datetime(stock_timestamp)
date_time_to_buy = QADate.QA_util_datetime_to_strdatetime(dt)
dt = QADate.QA_util_to_datetime(date_time_to_buy)
if price_low != price_high:
price_diff = (price_high - price_low)
self.assertTrue(price_diff >= 0, "最高价一定是非负数")
rand_value = rnd.random()
buy_price = price_low + price_diff * rand_value
print("{} 申报买入的成交价格 {}".format(dt, buy_price))
# 每天随机在开盘价格和收盘价格直接买入
Order = Account.send_order(
code=test_stock_code,
price=buy_price,
amount=100,
money=Account.
cash_available, # 全仓买入， AMOUNT_MODEL.BY_AMOUNT 忽略该参数
time=date_time_to_buy,
towards=QA.ORDER_DIRECTION.BUY,
order_model=QA.ORDER_MODEL.LIMIT,
amount_model=QA.AMOUNT_MODEL.BY_AMOUNT)
print('ORDER的占用资金: {}'.format((Order.amount * Order.price) *
(1 + Account.commission_coeff)))
print('账户剩余资金 :{}'.format(Account.cash_available)) # ??
cash_available = Account.cash_available
print(cash_available)
rec_mes = B.receive_order(QA.QA_Event(order=Order))
print(rec_mes)
Account.receive_deal(rec_mes)
knock_down_price = rec_mes['body']['order']['price']
bid_price = round(buy_price, 2)
print("{} 获取订单的价格 {}".format(dt, buy_price))
self.assertEqual(knock_down_price, bid_price)
print('账户的可用资金 {}'.format(Account.cash_available))
print('-----------------------------------------------')
def test_BuyAndSell(self):
# 测试买卖事件
# 测试流程，
# 随机选中一组股票
# 随机选中几个交易日 (只测试当前日期）
# 随机卖出
# 随机买入
# 发送订单
# 从队列中取回订单
# 比较
codeCount = 10
codeList = QARandom.QA_util_random_with_zh_stock_code(codeCount)
# print(codeList)
# { code: QA_DataStruct_Stock_day }
# 如果代码不存在 则 code：None
codeForDate = {}
for codeIndex in range(0, codeCount):
aStockDataStructDay = QA.QA_fetch_stock_day_adv(
codeList[codeIndex])
codeForDate[codeList[codeIndex]] = aStockDataStructDay
# print(codeForDate)
str = QADate.QA_util_today_str()
timestamp = QADate.QA_util_to_datetime(str)
account = QA.QA_Account(strategy_name="TEST策略", user_cookie=None)
orderList = []
for a_stock_code in codeForDate.keys():
anOrder = account.send_order(
code=a_stock_code,
amount=100,
time=timestamp,
towards=1,
price=8.8,
order_model=QA.ORDER_MODEL.LIMIT,
amount_model=QA.AMOUNT_MODEL.BY_AMOUNT)
orderList.append(anOrder)
orderQueue = account.get_orders()
print(orderQueue)
self.assertEqual(len(orderQueue.queue_df), codeCount)
orderList2 = []
print(orderQueue.queue_df)
for orderId in orderQueue.queue_df.index:
anOrder2 = orderQueue.query_order(orderId)
orderList2.append(anOrder2)
self.assertEqual(len(orderList), len(orderList2))
orderCount = len(orderList)
for i in range(orderCount):
order_01 = orderList[i]
order_02 = orderList2[i]
# 总是不正确
#b = order_01 is order_02
#b = order_01 == order_02
#b = (order_01.__dict__ == order_02.__dict__)
dict1 = order_01.__dict__
for key in dict1.keys():
v1 = order_01.__dict__[key]
v2 = order_02.__dict__[key]
if v1 != v2:
print(key)
print(v1)
print(v2)
self.fail("订单数据不正确")
# todo 继续研究为何不正确
#self.assertEqual(order_01, order_02)
pass
def QA_count_eastmoney_stock_xjlc_record_count_by_aggregate(
self, collections=DATABASE.eastmoney_stock_zjlx):
#codeArrayList = QA_util_code_tolist(str_stock_code_list)
sort = {'$sort': {'stock_code': 1, 'date': 1}} #按照count对应的值得降序排序
group = {
'$group': {
'_id': '$stock_code',
'first_date': {
'$first': '$date'
},
'last_date': {
'$last': '$date'
},
'total_num': {
'$sum': 1
}
}
}
pipeline = [group, sort]
cursor = collections.aggregate([{
'$sort': {
'stock_code': 1,
'date': 1
}
}, {
'$group': {
'_id': '$stock_code',
'first_date': {
'$first': '$date'
},
'last_date': {
'$last': '$date'
},
'total_num': {
'$sum': 1
}
}
}])
items = [item for item in cursor]
def takeId_sort(elem):
return elem['_id']
items.sort(key=takeId_sort)
strToday = QADate.QA_util_today_str()
strLastTradeDate = QADate_trade.QA_util_get_real_date(strToday)
strLastTradeDate = QADate_trade.QA_util_get_last_day(
strLastTradeDate) #网页版资金流向只更新到前一天
#比较日期
yesterTradeDayInt = QADate.QA_util_date_str2int(strLastTradeDate)
for item in items:
lastDayIntInDB = QADate.QA_util_date_str2int(item['last_date'])
if lastDayIntInDB < yesterTradeDayInt:
item['need_update'] = 'Yes'
else:
item['need_update'] = 'No'
#map( lambda aRecDict: aRecDict['need_update'] = (aRecDict['last_date'] == strLastTradeDate) , items)
#
#map( lambda aRecDict: (aRecDict['need_update'] = (aRecDict['last_date'] == strLastTradeDate)) , items)
return items
def test_QA_util(self):
now = QADate.QA_util_time_now()
today = QADate.QA_util_date_today()
self.assertEquals(today.day, now.day)
def test_mongodb_day_data(self):
#读取本地 sqllite 数据
curdir = os.getcwd()
print("📊准备读取📝db🗃文件，目录位置📂%s" % (curdir + "/tdx_days"))
path_for_saved_data = curdir + "/tdx_days"
path_for_saved_data = path_for_saved_data.rstrip("\\")
isExists = os.path.exists(path_for_saved_data)
if isExists == False:
print("数据库目录不存在， 请线运行 testLocalTdxDayFileData 测试 ，获取日线数据！💔")
#读取通达信数据库文件
saved_sqllite_file = os.listdir(path_for_saved_data)
sqllite_file_count = len(saved_sqllite_file)
saved_sqllite_file.sort()
for iIndexSQLLiteFile in range(sqllite_file_count):
sqlLiteFile = path_for_saved_data + '/' + saved_sqllite_file[
iIndexSQLLiteFile]
print("📝⛓⚙️🔬📈📉📊️读取SQLLite文件{}比对数据".format(sqlLiteFile))
conn = sqlite3.connect(sqlLiteFile)
cur = conn.cursor()
result = cur.execute('''select * from stock_days''')
allrows = result.fetchall()
for arow in allrows:
print(arow)
strCode = saved_sqllite_file[iIndexSQLLiteFile]
isSz = strCode.startswith('sh')
strCode = strCode[2:8]
isStartWith000 = strCode.startswith('000')
intDate = arow[0]
strDate = QAUtilDate.QA_util_date_int2str(intDate)
if isSz == True and isStartWith000 == True:
qaDataStructDay = QA.QA_quotation(
code=strCode,
start=strDate,
end=strDate,
frequence=FREQUENCE.DAY,
market=MARKET_TYPE.INDEX_CN,
source=DATASOURCE.MONGO,
output=None)
else:
qaDataStructDay = QA.QA_quotation(
code=strCode,
start=strDate,
end=strDate,
frequence=FREQUENCE.DAY,
market=MARKET_TYPE.STOCK_CN,
source=DATASOURCE.MONGO,
output=None)
#print(type(qaDataStructDay))
vhigh = (qaDataStructDay.high).item()
vlow = (qaDataStructDay.low).item()
vopen = (qaDataStructDay.open).item()
vclose = (qaDataStructDay.close).item()
#(qaDataStructDay.to_list())
fopen = (arow[1] / 100.0)
fhigh = (arow[2] / 100.0)
flow = (arow[3] / 100.0)
fclose = (arow[4] / 100.0)
self.assertEqual(fopen, vopen)
self.assertEqual(fhigh, vhigh)
self.assertEqual(flow, vlow)
self.assertEqual(fclose, vclose)
# todo 🛠 总是有小数点误差，不能简单的用 assertEqual 去比较， 要允许一定的误差。。。
cur.close()
conn.close()
#获取改天的数据对比
pass