def test_get_workdays_holidays(self):
cases = [
((2018, 2, 1), (2018, 1, 1), 0, 0, 0),
((2018, 1, 1), (2018, 1, 1), 1, 1, 0),
((2018, 1, 1), (2018, 1, 7), 3, 1, 4),
((2018, 1, 1), (2018, 2, 1), 9, 1, 23),
]
for start, end, include_weekends, exclude_weekends, workdays in cases:
start, end = datetime.date(*start), datetime.date(*end)
self.assertEqual(include_weekends,
len(chinese_calendar.get_holidays(start, end)))
self.assertEqual(
exclude_weekends,
len(
chinese_calendar.get_holidays(start,
end,
include_weekends=False)))
self.assertEqual(workdays,
len(chinese_calendar.get_workdays(start, end)))
def generate_holidays(self, start_date, end_date):
"""
利用 chinese-calendar 的第三方库生成起止时间段内的法定节假日列表 并将其转换为 date_int 的格式
:param start_date:
:param end_date:
:return:
"""
holidays = get_holidays(start_date, end_date, include_weekends=False)
int_holidays = [self.yyyymmdd_date(h) for h in holidays]
return int_holidays
def get_holidays(year=None, include_weekends=True):
"""
获取某一年的所有节假日，默认当年
:param year: which year
:param include_weekends: False for excluding Saturdays and Sundays
:return: list
"""
if not year:
year = datetime.datetime.now().year
else:
year = year
start = datetime.date(year, 1, 1)
end = datetime.date(year, 12, 31)
holidays = chinese_calendar.get_holidays(start, end, include_weekends)
return holidays
def find_holidays(self):
self.holidays = get_holidays(self.year_start, self.year_end)
self.holidays = [[holiday.month, holiday.day]
for holiday in self.holidays]
def update_asset_graph(asset_code, date_range, customized_date_range):
start_date, end_date = None, None
if date_range == '1m':
start_date = (datetime.now() - timedelta(days=30)).date()
elif date_range == '3m':
start_date = (datetime.now() - timedelta(days=60)).date()
elif date_range == '6m':
start_date = (datetime.now() - timedelta(days=180)).date()
elif date_range == '12m':
start_date = (datetime.now() - timedelta(days=365)).date()
elif date_range == 'thisyear':
start_date = datetime.now().replace(month=1, day=1).date()
elif date_range == 'thismonth':
start_date = datetime.now().replace(day=1).date()
elif date_range == 'thisweek':
today = datetime.now().date()
start_date = today - timedelta(days=today.weekday())
elif date_range == 'customized' and customized_date_range:
start_year, end_year = customized_date_range
start_date = date(start_year, 1, 1)
end_date = date(end_year, 1, 1)
asset = Asset.get(zs_code=asset_code)
deals = []
for item in asset.deals:
if item.action not in ('buy', 'sell'):
continue
if start_date and item.time.date() < start_date:
continue
if end_date and item.time.date() >= end_date:
continue
deals.append({
'account': item.account,
'date': item.time.date(),
'action': item.action,
'amount': item.amount,
'price': item.price,
})
df = pd.DataFrame(deals)
if len(deals):
df.date = pd.to_datetime(df.date)
fig = go.Figure()
data = []
min_date = df.date.min() if start_date is None else start_date
prices = asset.history.where(AssetMarketHistory.date >= min_date)
if end_date:
prices = prices.where(AssetMarketHistory.date < end_date)
for item in prices.order_by(AssetMarketHistory.date.desc()):
if item.close_price is not None:
data.append({
'date': item.date,
'open': item.open_price,
'close': item.close_price,
'high': item.high_price,
'low': item.low_price,
})
else:
data.append({
'date': item.date,
'price': item.nav,
})
data.sort(key=itemgetter('date'))
price_df = pd.DataFrame(data)
price_df.date = pd.to_datetime(price_df.date)
if len(price_df.columns) == 2:
fig.add_trace(
go.Scatter(
x=price_df.date,
y=price_df.price,
line={'color': 'orange', 'width': 2},
name='价格',
mode='lines'
)
)
if deals and len(df[df.action == 'buy']) > 0:
fig.add_trace(
go.Scatter(
x=df[df.action == 'buy'].date,
y=df[df.action == 'buy'].price,
text=[f'{price:0.4f}' for price in df[df.action == 'buy'].price.tolist()],
name='买入',
mode='markers',
marker={'color': 'green'},
)
)
if deals and len(df[df.action == 'sell']) > 0:
fig.add_trace(
go.Scatter(
x=df[df.action == 'sell'].date,
y=df[df.action == 'sell'].price,
text=[f'{price:0.4f}' for price in df[df.action == 'sell'].price.tolist()],
name='卖出',
mode='markers',
marker={'color': 'red'},
)
)
else:
fig.add_trace(
go.Candlestick(
x=price_df.date,
open=price_df.open,
close=price_df.close,
high=price_df.high,
low=price_df.low,
name='价格',
opacity=0.3,
increasing_fillcolor='red',
increasing_line_color='red',
decreasing_line_color='green',
decreasing_fillcolor='green',
)
)
if deals and len(df[df.action == 'buy']) > 0:
fig.add_trace(
go.Scatter(
x=df[df.action == 'buy'].date,
y=df[df.action == 'buy'].price,
text=[f'{price:0.4f}' for price in df[df.action == 'buy'].price.tolist()],
name='买入',
mode='markers',
marker={'color': '#1E90FF'},
)
)
if deals and len(df[df.action == 'sell']) > 0:
fig.add_trace(
go.Scatter(
x=df[df.action == 'sell'].date,
y=df[df.action == 'sell'].price,
text=[f'{price:0.4f}' for price in df[df.action == 'sell'].price.tolist()],
name='卖出',
mode='markers',
marker={'color': 'purple'},
)
)
fig.update_layout(
xaxis_rangeslider_visible=False,
height=500,
margin={'l': 4, 'r': 4, 'b': 20, 't': 10, 'pad': 4},
legend=dict(yanchor="top", y=0.99, xanchor="left", x=0.01, font_size=14),
xaxis={'fixedrange': True},
yaxis={'fixedrange': True},
)
fig.update_xaxes(
tickformat="%m/%d\n%Y",
rangebreaks=[
{'bounds': ["sat", "mon"]},
{
'values': get_holidays(price_df.date.min(), price_df.date.max(), False)
}
]
)
return fig
def make_asset_card(asset_info, show_money=True):
def get_color(value):
if not isinstance(value, (float, int)):
return None
if value > 0:
return 'text-danger'
if value < 0:
return 'text-success'
return None
header = dbc.CardHeader([
html.H5(
html.A(
f'{asset_info["name"]}({asset_info["code"]})',
href=f'/asset/{asset_info["code"].replace(".", "").lower()}',
target='_blank'
),
className='mb-0'
),
html.P(f'更新日期 {asset_info["price_date"]}', className='mb-0'),
])
body_content = []
body_content.append(
make_card_component(
[
{'item_cls': html.P, 'type': 'text', 'content': '持有金额/份额'},
{'item_cls': html.H4, 'type': 'money', 'content': asset_info['money']},
{'item_cls': html.P, 'type': 'amount', 'content': asset_info['amount']}
],
show_money=show_money,
)
)
body_content.append(
make_card_component(
[
{'item_cls': html.P, 'type': 'text', 'content': '日收益'},
{
'item_cls': html.H4,
'type': 'money',
'content': asset_info['day_return'],
'color': get_color(asset_info['day_return']),
},
{
'item_cls': html.P,
'type': 'percent',
'content': asset_info['day_return_rate'],
'color': get_color(asset_info['day_return']),
}
],
show_money=show_money,
)
)
body_content.append(
make_card_component(
[
{'item_cls': html.P, 'type': 'text', 'content': '现价/成本'},
{'item_cls': html.H4, 'type': 'price', 'content': asset_info['price']},
{'item_cls': html.P, 'type': 'price', 'content': asset_info['avg_cost'] or 'N/A'}
],
show_money=show_money,
)
)
asset = Asset.get(zs_code=asset_info['code'])
prices = []
for item in asset.history.order_by(AssetMarketHistory.date.desc()).limit(10):
if item.close_price is not None:
prices.append({
'date': item.date,
'price': item.close_price,
})
else:
prices.append({
'date': item.date,
'price': item.nav,
})
if len(prices) >= 10:
break
prices.sort(key=itemgetter('date'))
df = pd.DataFrame(prices)
df['date'] = pd.to_datetime(df['date'])
fig = go.Figure()
fig.add_trace(
go.Scatter(
x=df['date'],
y=df['price'],
showlegend=False,
marker={'color': 'orange'},
mode='lines+markers',
)
)
fig.update_layout(
width=150,
height=100,
margin={'l': 4, 'r': 4, 'b': 20, 't': 10, 'pad': 4},
xaxis={'showticklabels': False, 'showgrid': False, 'fixedrange': True},
yaxis={'showticklabels': False, 'showgrid': False, 'fixedrange': True},
)
fig.update_xaxes(
rangebreaks=[
{'bounds': ["sat", "mon"]},
{
'values': get_holidays(df.date.min(), df.date.max(), False)
}
]
)
body_content.append(
make_card_component(
[
{'item_cls': html.P, 'type': 'text', 'content': '十日走势'},
{
'item_cls': None,
'type': 'figure',
'content': fig
}
],
show_money=show_money
)
)
body_content.append(
make_card_component(
[
{'item_cls': html.P, 'type': 'text', 'content': '累计收益'},
{
'item_cls': html.H4,
'type': 'money',
'content': asset_info['return'],
'color': get_color(asset_info['return']),
},
{
'item_cls': html.P,
'type': 'percent',
'content': asset_info['return_rate'],
'color': get_color(asset_info['return']),
}
],
show_money=show_money,
)
)
body_content.append(
make_card_component(
[
{'item_cls': html.P, 'type': 'text', 'content': '占比'},
{'item_cls': html.H4, 'type': 'percent', 'content': asset_info['position']},
],
show_money=show_money,
)
)
card = dbc.Card(
[
header,
dbc.CardBody(
dbc.Row(
[dbc.Col([card_component]) for card_component in body_content],
),
className='py-2',
)
],
className='my-auto'
)
return card
def draw_day_return_chart(accounts_history, start_date, end_date, show_money):
df = pd.DataFrame(accounts_history)
df['date'] = pd.to_datetime(df['date'])
if start_date is not None:
df = df[df['date'] >= pd.to_datetime(start_date)]
if end_date is not None:
df = df[df['date'] < pd.to_datetime(end_date)]
df = df[df['account'] == '总计']
df['day_return'] = (df['return'] - df['return'].shift()).replace({np.nan: 0})
max_return = df['day_return'].abs().max()
if not show_money:
df.loc[:, 'day_return'] = df['day_return'] / max_return
fig = go.Figure()
fig.add_trace(
go.Bar(
x=df[df['day_return'] >= 0]['date'],
y=df[df['day_return'] >= 0]['day_return'],
marker={'color': '#f2757a'},
showlegend=False,
name='盈利',
)
)
fig.add_trace(
go.Bar(
x=df[df['day_return'] < 0]['date'],
y=df[df['day_return'] < 0]['day_return'],
marker={'color': 'green'},
showlegend=False,
name='亏损',
)
)
fig.add_hline(
y=df.day_return.mean(),
annotation_text="平均值",
annotation_position="top left",
line_width=1,
opacity=0.5,
line_dash='dot',
)
fig.add_hline(
y=df.day_return.std(),
annotation_text="标准差",
annotation_position="top left",
line_width=1,
line_dash='dot',
opacity=0.5,
)
fig.update_layout(
legend_title_text='',
legend=dict(
font_size=24,
),
xaxis_tickformat='%m/%d\n%Y',
margin={'l': 4, 'r': 4, 'b': 20, 't': 10, 'pad': 4},
xaxis={'fixedrange': True},
yaxis={'fixedrange': True},
hovermode='x unified',
)
fig.update_xaxes(
tickformat="%m/%d\n%Y",
rangebreaks=[
{'bounds': ["sat", "mon"]},
{
'values': get_holidays(df.date.min(), df.date.max(), False)
}
]
)
return fig