def sample_821_2():
"""
8.2.1_2 ABuPickStockExecute
:return:
"""
stock_pickers = [{
'class': AbuPickRegressAngMinMax,
'threshold_ang_min': 0.0,
'threshold_ang_max': 10.0,
'reversed': False
}]
choice_symbols = [
'usNOAH', 'usSFUN', 'usBIDU', 'usAAPL', 'usGOOG', 'usTSLA', 'usWUBA',
'usVIPS'
]
benchmark = AbuBenchmark()
capital = AbuCapital(1000000, benchmark)
kl_pd_manager = AbuKLManager(benchmark, capital)
print(
'ABuPickStockExecute.do_pick_stock_work:\n',
ABuPickStockExecute.do_pick_stock_work(choice_symbols, benchmark,
capital, stock_pickers))
kl_pd_sfun = kl_pd_manager.get_pick_stock_kl_pd('usSFUN')
print('sfun 选股周期内角度={}'.format(
round(ABuRegUtil.calc_regress_deg(kl_pd_sfun.close), 3)))
def sample_822():
"""
8.2.2 多个选股因子并行执行
:return:
"""
# 选股list使用两个不同的选股因子组合，并行同时生效
stock_pickers = [{
'class': AbuPickRegressAngMinMax,
'threshold_ang_min': 0.0,
'reversed': False
}, {
'class': AbuPickStockPriceMinMax,
'threshold_price_min': 50.0,
'reversed': False
}]
choice_symbols = [
'usNOAH', 'usSFUN', 'usBIDU', 'usAAPL', 'usGOOG', 'usTSLA', 'usWUBA',
'usVIPS'
]
benchmark = AbuBenchmark()
capital = AbuCapital(1000000, benchmark)
print(
'ABuPickStockExecute.do_pick_stock_work:\n',
ABuPickStockExecute.do_pick_stock_work(choice_symbols, benchmark,
capital, stock_pickers))
def sample_821_2():
"""
8.2.1_2 ABuPickStockExecute
:return:
"""
stock_pickers = [{
'class': AbuPickRegressAngMinMax,
'threshold_ang_min': 0.0,
'threshold_ang_max': 10.0,
'reversed': False
}]
choice_symbols = [
'601398', '601988', '601939', '603993', '600999', '300059', '600900',
'601328', '601288', '600887', '600029', '000002'
]
benchmark = AbuBenchmark()
capital = AbuCapital(1000000, benchmark)
kl_pd_manager = AbuKLManager(benchmark, capital)
print(
'ABuPickStockExecute.do_pick_stock_work:\n',
ABuPickStockExecute.do_pick_stock_work(choice_symbols, benchmark,
capital, stock_pickers))
kl_pd_sfun = kl_pd_manager.get_pick_stock_kl_pd('601398')
print('sfun 选股周期内角度={}'.format(
round(ABuRegUtil.calc_regress_deg(kl_pd_sfun.close), 3)))
def batchpick():
start = '20190101'
end = '2020-11-06'
# 策略 选取符合基本财务业绩指标，且短期与相关系数为负的，思路，庄股，跟大盘反着来的。这种策略适合在大盘下跌时买入
stock_pickers = [{
'class': KPickStockValue,
'first_choice': True,
'start': start,
'end': end.replace('-', ''),
'roe_dt_2': 13,
'grossprofit_margin': 20,
'ocf_to_opincome': 0.7
}, {
'class': KPickStockStrongShake,
'first_choice': True,
'start': start,
'end': end.replace('-', ''),
'short_relation': -0.25,
'short_range': 30,
'long_range': 300,
'short_scope': 1.15,
'long_scope': 1.7,
'short_range_deg': 5
}]
# 策略 选取符合基本财务业绩指标，最近1，2，3周成交量较大盘放大的，思路，选取资金涌入个股，改进（根据涌入个股分析所属板块，再延申选取相应板块优秀个股），自上而下的顺势根据当前资金涌入板块选择标的冲浪
stock_pickers = [{
'class': KPickStockValue,
'first_choice': True,
'start': start,
'end': end.replace('-', ''),
'roe_dt_2': 8,
'grossprofit_margin': 18,
'ocf_to_opincome': 0.5
}, {
'class': KPickStockVolume,
'first_choice': True,
'start': '20200801',
'end': end.replace('-', '')
}]
fin_manager = KFinManager()
choice_symbols = fin_manager.get_stock_basic().ts_code
#choice_symbols = ['688179.SH']
benchmark = AbuBenchmark(start='2018-01-01', end=end)
capital = AbuCapital(1000000, benchmark)
print(
'ABuPickStockExecute.do_pick_stock_work:\n',
ABuPickStockExecute.do_pick_stock_work(choice_symbols, benchmark,
capital, stock_pickers))
def sample_821_3():
"""
8.2.1_3 reversed
:return:
"""
# 和上面的代码唯一的区别就是reversed=True
stock_pickers = [{'class': AbuPickRegressAngMinMax,
'threshold_ang_min': 0.0, 'threshold_ang_max': 10.0, 'reversed': True}]
choice_symbols = ['usNOAH', 'usSFUN', 'usBIDU', 'usAAPL', 'usGOOG',
'usTSLA', 'usWUBA', 'usVIPS']
benchmark = AbuBenchmark()
capital = AbuCapital(1000000, benchmark)
print('ABuPickStockExecute.do_pick_stock_work:\n',
ABuPickStockExecute.do_pick_stock_work(choice_symbols, benchmark, capital, stock_pickers))
def sample_822():
"""
8.2.2 多个选股因子并行执行
:return:
"""
# 选股list使用两个不同的选股因子组合，并行同时生效
stock_pickers = [{'class': AbuPickRegressAngMinMax,
'threshold_ang_min': 0.0, 'reversed': False},
{'class': AbuPickStockPriceMinMax, 'threshold_price_min': 50.0,
'reversed': False}]
choice_symbols = ['usNOAH', 'usSFUN', 'usBIDU', 'usAAPL', 'usGOOG',
'usTSLA', 'usWUBA', 'usVIPS']
benchmark = AbuBenchmark()
capital = AbuCapital(1000000, benchmark)
print('ABuPickStockExecute.do_pick_stock_work:\n',
ABuPickStockExecute.do_pick_stock_work(choice_symbols, benchmark, capital, stock_pickers))
def sample_821_2():
"""
8.2.1_2 ABuPickStockExecute
:return:
"""
stock_pickers = [{'class': AbuPickRegressAngMinMax,
'threshold_ang_min': 0.0, 'threshold_ang_max': 10.0,
'reversed': False}]
choice_symbols = ['usNOAH', 'usSFUN', 'usBIDU', 'usAAPL', 'usGOOG',
'usTSLA', 'usWUBA', 'usVIPS']
benchmark = AbuBenchmark()
capital = AbuCapital(1000000, benchmark)
kl_pd_manager = AbuKLManager(benchmark, capital)
print('ABuPickStockExecute.do_pick_stock_work:\n', ABuPickStockExecute.do_pick_stock_work(choice_symbols, benchmark,
capital, stock_pickers))
kl_pd_sfun = kl_pd_manager.get_pick_stock_kl_pd('usSFUN')
print('sfun 选股周期内角度={}'.format(round(ABuRegUtil.calc_regress_deg(kl_pd_sfun.close), 3)))
def sample_821_3():
"""
8.2.1_2 ABuPickStockExecute
:return:
"""
stock_pickers = [{
'class': abupy.FuWeekVolumeBoll,
'threshold_ang_min': 0.0,
'threshold_ang_max': 10.0,
'reversed': False
}]
choice_symbols = [
'601398', '601988', '601939', '603993', '600999', '300059', '600900',
'601328', '601288', '600887', '600029', '000002'
]
choice_symbols = [
'sz000983', 'sh600338', 'sh600511', 'sh600196', 'sh600423', 'sz399136',
'sz002044', 'sh601800', 'sz300132', 'sz300133', 'sh000821', 'sz300003',
'sz300009', 'sz200045', 'sh600998', 'sz300313', 'sh601607', 'sz002644',
'sh600697', 'sz000627', 'sh000003', 'sz399302', 'sh600984', 'sz399301',
'sz000916', 'sz000911', 'sz000912', 'sz000688', 'sh600079', 'sh601101',
'sz000861', 'sz000736', 'sz002053', 'sz000048', 'sh600703', 'sh000814',
'sz300015', 'sh000818', 'sz399352', 'sz399356', 'sh900911', 'sh600395',
'sh000075', 'sz002323', 'sh000101', 'sh600285', 'sh600882', 'sz000789',
'sh601398', 'sz000898', 'sh601390', 'sh601009', 'sh601001', 'sz000525',
'sh600713', 'sh601628', 'sz399299', 'sz399298', 'sh600800', 'sh000808',
'sh900909', 'sh900908', 'sh000061', 'sh000068', 'sh000116', 'sz000617',
'sh600535', 'sz000792', 'sz000889', 'sz000065', 'sh601015', 'sz000089',
'sh600871', 'sz002412', 'sz399400', 'sz399402', 'sz399404', 'sh000057',
'sh900930', 'sh900936', 'sh900934', 'sh900935', 'sh600267', 'sz000650',
'sz399978', 'sh600485', 'sh601021', 'sh601601', 'sh600208', 'sh601288',
'sh600062', 'sh600015', 'sh600016', 'sz300197', 'sz300199', 'sz399413',
'sz399411', 'sz399416', 'sh000134', 'sh000136', 'sh000139', 'sz002007',
'sh600258', 'sh600123', 'sz000511', 'sh601618', 'sh600745', 'sz399170',
'sh000923', 'sz399319', 'sz399554', 'sz399555', 'sz002530', 'sh000145',
'sz002070', 'sh000149', 'sz399220', 'sh601998', 'sh600111', 'sh600023',
'sz000560', 'sh601699', 'sz399305', 'sz399431', 'sz000766', 'sz399436',
'sz399230', 'sz399237', 'sz002661', 'sz002599', 'sh000155', 'sh000152',
'sh000151', 'sh600806', 'sh601988', 'sh600693', 'sh600699', 'sh600582',
'sz000995', 'sh600566', 'sh601318', 'sz399150', 'sz399441', 'sz399200',
'sh000841', 'sh600917', 'sz002128', 'sh600176', 'sz000968', 'sh600771',
'sh600579', 'sh600578', 'sh600572', 'sh600681', 'sh600680', 'sz399140',
'sz000540', 'sz000545', 'sz200022', 'sz200026', 'sz200025', 'sz399210',
'sz200029', 'sz002601', 'sz002656', 'sz002204', 'sz002737', 'sz000748',
'sh600965', 'sz002135', 'sh000934', 'sh601169', 'sh601899', 'sh601898',
'sh600549', 'sh600546', 'sh600545', 'sz000778', 'sh600141', 'sh600145',
'sh601231', 'sz399139', 'sz000630', 'sz000613', 'sz399137', 'sz399130',
'sz399131', 'sz399132', 'sz399133', 'sz200019', 'sz300146', 'sz300144',
'sz399661', 'sz002701', 'sh600971', 'sz002382', 'sz002385', 'sh600085',
'sh603158', 'sz002602', 'sh601939', 'sh600007', 'sz399645', 'sh600000',
'sh601339', 'sh601336', 'sh000125', 'sz399674', 'sh000974', 'sz399160',
'sz002653', 'sz002717', 'sz200726', 'sz399647', 'sz300294', 'sh000100',
'sz300347', 'sh600348', 'sh000933', 'sh600401', 'sh000109', 'sz000034',
'sh600623', 'sz000581', 'sz000672', 'sz300028', 'sh603368', 'sh000023',
'sh000021', 'sz002198', 'sh600432', 'sh603989', 'sz000937', 'sh600508',
'sh600500', 'sh000159', 'sz000732', 'sh600188', 'sz000598', 'sz000029',
'sz000028', 'sz399394', 'sh000832', 'sz300036', 'sz200053', 'sz300326',
'sz002742', 'sz300253', 'sh000013', 'sh000011'
]
# choice_symbols = ['002656', '000903']
benchmark = AbuBenchmark(n_folds=15)
capital = AbuCapital(1000000, benchmark)
kl_pd_manager = AbuKLManager(benchmark, capital)
stock_pickers = ABuPickStockExecute.do_pick_stock_work(
None,
benchmark,
# stock_pickers = ABuPickStockExecute.do_pick_stock_work(choice_symbols, benchmark,
capital,
stock_pickers)
print('ABuPickvStockExecute.do_pick_stock_work:\n', stock_pickers)
for stock_symbol in stock_pickers:
if ~fetch_stock_base_info(stock_symbol):
continue
draw_candle(stock_symbol, 15)
print(stock_pick.choice_symbols)
# 绘图
kl_pd_SFUN = kl_pd_manager.get_pick_stock_kl_pd('usNOAH')
deg = ABuRegUtil.calc_regress_deg(kl_pd_SFUN.close)
print(deg)
# 上面使用worker的操作太麻烦，下面可以直接使用executer
stock_pickers = [{
'class': AbuPickRegressAngMinMax,
'threshold_ang_min': 0.0,
'threshold_ang_max': 10.0,
'reversed': False
}]
result = ABuPickStockExecute.do_pick_stock_work(choice_symbols, benchmark,
capital, stock_pickers)
print(result)
'''
2)
同样，上面是采用了一种选股因子，那么，当我采用多种选股因子时会怎样呢？
1. 这里注意，选股和择时是不一样的。
2. 对于择时而言，当我有多因子时，任意时刻，只要满足择时中的一个条件，就可以进行买入或者卖出操作
3. 而对于选股，只有当股票的趋势满足所有因子时，我们才选择该股票
'''
stock_pickers = [{
'class': AbuPickRegressAngMinMax,
'threshold_ang_min': 0.0,
'reversed': False
}, {
'class': AbuPickStockPriceMinMax,
'threshold_price_min': 50.0,
benchmark = AbuBenchmark()
capital = AbuCapital(1000000, benchmark)
# assign money
kl_pd_manager = AbuKLManager(benchmark, capital)
'''
# tedious way
from abupy import AbuPickStockWorker;
stock_pick = AbuPickStockWorker(capital, benchmark, kl_pd_manager, choice_symbols = list(symbols.keys()), stock_pickers = stock_pickers);
stock_pick.fit();
print('candidates:', list(symbols.keys()));
print('picked:', stock_pick.choice_symbols);
'''
# simple way
from abupy import ABuPickStockExecute
from abupy import ABuRegUtil
picked_stocks = ABuPickStockExecute.do_pick_stock_work(
list(symbols.keys()), benchmark, capital, stock_pickers)
print('candidates:', list(symbols.keys()))
for stock in picked_stocks:
kl = kl_pd_manager.get_pick_stock_kl_pd(stock)
print('stock name: ' + stock + ' degree: {}'.format(
round(ABuRegUtil.calc_regress_deg(kl.close), 3)))
# 2) pick stocks with multiple processes
from abupy import AbuPickStockMaster
picked_stocks = AbuPickStockMaster.do_pick_stock_with_process(
capital, benchmark, stock_pickers, list(symbols.keys()))
print(picked_stocks)
# 3) pick stocks with multiple processes and threads
picked_stocks = AbuPickStockMaster.do_pick_stock_with_process_mix_thread(
capital,
benchmark,
stock_pickers,