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_1():
"""
8.2.1_1 选股使用示例
:return:
"""
# 选股条件threshold_ang_min=0.0, 即要求股票走势为向上上升趋势
stock_pickers = [{'class': AbuPickRegressAngMinMax,
'threshold_ang_min': 0.0, 'reversed': False}]
# 从这几个股票里进行选股，只是为了演示方便
# 一般的选股都会是数量比较多的情况比如全市场股票
choice_symbols = ['usNOAH', 'usSFUN', 'usBIDU', 'usAAPL', 'usGOOG',
'usTSLA', 'usWUBA', 'usVIPS']
benchmark = AbuBenchmark()
capital = AbuCapital(1000000, benchmark)
kl_pd_manager = AbuKLManager(benchmark, capital)
stock_pick = AbuPickStockWorker(capital, benchmark, kl_pd_manager,
choice_symbols=choice_symbols,
stock_pickers=stock_pickers)
stock_pick.fit()
# 打印最后的选股结果
print('stock_pick.choice_symbols:', stock_pick.choice_symbols)
# 从kl_pd_manager缓存中获取选股走势数据，注意get_pick_stock_kl_pd为选股数据，get_pick_time_kl_pd为择时
kl_pd_noah = kl_pd_manager.get_pick_stock_kl_pd('usNOAH')
# 绘制并计算角度
deg = ABuRegUtil.calc_regress_deg(kl_pd_noah.close)
print('noah 选股周期内角度={}'.format(round(deg, 3)))
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 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)))
# 开始执行
benchmark = AbuBenchmark()
capital = AbuCapital(1000000, benchmark)
kl_pd_manager = AbuKLManager(benchmark, capital)
stock_pick = AbuPickStockWorker(capital,
benchmark,
kl_pd_manager,
choice_symbols=choice_symbols,
stock_pickers=stock_pickers)
stock_pick.fit()
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)
'class': AbuFactorBuyBreak
}]
benchmark = AbuBenchmark()
#benchmark的意义为参考基准，基准默认使用回测股票对应市场的大盘指数
"""
下面构建择时操作主类AbuPickTimeWorker,通过fit()函数执行回测，%time可以看到整个回测的用时情况：
"""
from abupy import AbuPickTimeWorker
from abupy import AbuCapital
from abupy import AbuKLManager
capital = AbuCapital(1000000, benchmark)
kl_pd_manager = AbuKLManager(benchmark, capital)
#获取特斯拉择时阶段的走势数据
kl_pd = kl_pd_manager.get_pick_stock_kl_pd('usTSLA')
abu_worker = AbuPickTimeWorker(capital, kl_pd, buy_factors, buy_factors, None)
abu_worker.fit()
"""
下面使用ABuTradeProxy.trade_summary()函数将abu_worker中生成的所有orders对象
进行转换及可视化，由图开发--1所示，由于AbuPickTimeWorker没有设置sell_factors,
所以所有的交易单子都一只保留没有卖出
orders_pd:所有交易的相关数据
action_pd:所有交易的行为数据
"""
from abupy import ABuTradeProxy
order_pd, action_pd, _ = ABuTradeProxy.trade_summary(abu_worker.orders,
kl_pd,
draw=True,
show_info=True)
"""
from abupy import ABuRegUtil,EMarketTargetType
abupy.env.enable_example_env_ipython()
abupy.env.g_market_target = EMarketTargetType.E_MARKET_TARGET_CN
# 选股条件threshold_ang_min=0.0, 即要求股票走势为向上上升趋势
stock_pickers = [{'class': AbuPickRegressAngMinMax,
'threshold_ang_min': 0.0, 'reversed': False}]
# 从这几个股票里进行选股，只是为了演示方便
# 一般的选股都会是数量比较多的情况比如全市场股票
choice_symbols = ['usNOAH', 'usSFUN', 'usBIDU', 'usAAPL', 'usGOOG',
'usTSLA', 'usWUBA', 'usVIPS']
benchmark = AbuBenchmark()
capital = AbuCapital(1000000, benchmark)
kl_pd_manger = AbuKLManager(benchmark, capital)
stock_pick = AbuPickStockWorker(capital, benchmark, kl_pd_manger,
choice_symbols=choice_symbols,
stock_pickers=stock_pickers)
stock_pick.fit()
# 打印最后的选股结果
print(stock_pick.choice_symbols)
# 从kl_pd_manger缓存中获取选股走势数据，
# 注意get_pick_stock_kl_pd()为选股数据，get_pick_time_kl_pd()为择时
kl_pd_noah = kl_pd_manger.get_pick_stock_kl_pd('usNOAH')
# 绘制并计算角度
deg = ABuRegUtil.calc_regress_deg(kl_pd_noah.close)
print('noah 选股周期内角度={}'.format(round(deg, 3)))
'''
# 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,
list(symbols.keys()),
n_process=8,
n_thread=3)