def init_tdx_index_info(self, cdate=None, num=10):
def _set_index_info(cdate, code_id):
try:
if code_id in self.index_objs:
_obj = self.index_objs[code_id]
else:
_obj = CIndex(code_id) if code_id in list(
ct.TDX_INDEX_DICT.keys()) else TdxFgIndex(code_id)
return (code_id, _obj.set_k_data(cdate))
except Exception as e:
self.logger.error(e)
return (code_id, False)
#index_code_list = self.get_concerned_index_codes()
index_code_list = list(ct.TDX_INDEX_DICT.keys())
if cdate is None:
cfunc = partial(_set_index_info, cdate)
return concurrent_run(cfunc, index_code_list, num=5)
else:
succeed = True
start_date = get_day_nday_ago(cdate, num=num, dformat="%Y-%m-%d")
for mdate in get_dates_array(start_date, cdate, asending=True):
if self.cal_client.is_trading_day(mdate):
cfunc = partial(_set_index_info, mdate)
if not concurrent_run(cfunc, index_code_list, num=5):
succeed = False
return succeed
def update(self, end_date=None, num=10):
if end_date is None: end_date = datetime.now().strftime('%Y-%m-%d')
start_date = get_day_nday_ago(end_date, num=num, dformat="%Y-%m-%d")
succeed = True
for mdate in get_dates_array(start_date, end_date):
if CCalendar.is_trading_day(mdate, redis=self.redis):
if mdate == end_date or mdate in self.balcklist: continue
if not self.set_data(mdate):
succeed = False
return succeed
def update(self, end_date = None, num = 3):
if end_date is None: end_date = datetime.now().strftime('%Y-%m-%d')
start_date = get_day_nday_ago(end_date, num = num, dformat = "%Y-%m-%d")
succeed = True
for mdate in get_dates_array(start_date, end_date):
if CCalendar.is_trading_day(mdate, redis = self.redis):
if not self.set_score(mdate):
succeed = False
self.logger.info("set score for %s set failed" % mdate)
return succeed
def update(self, end_date = datetime.now().strftime('%Y-%m-%d'), num = 19):
#if end_date == datetime.now().strftime('%Y-%m-%d'): end_date = get_day_nday_ago(end_date, num = 1, dformat = "%Y-%m-%d")
start_date = get_day_nday_ago(end_date, num = num, dformat = "%Y-%m-%d")
date_array = get_dates_array(start_date, end_date)
succeed = True
for mdate in date_array:
if CCalendar.is_trading_day(mdate, redis = self.redis):
if not self.set_day_data(mdate):
self.logger.error("set %s data for rstock failed" % mdate)
succeed = False
return succeed
def update(self, end_date=None):
if end_date is None: end_date = datetime.now().strftime('%Y-%m-%d')
start_date = get_day_nday_ago(end_date, num=205, dformat="%Y-%m-%d")
date_array = get_dates_array(start_date, end_date)
succeed = True
for mdate in date_array:
if CCalendar.is_trading_day(mdate, redis=self.redis):
#if mdate == end_date: continue
if not self.crawl_data(mdate):
self.logger.error("%s set failed" % mdate)
succeed = False
return succeed
def update(self, end_date = None, num = 10):
if end_date is None: end_date = datetime.now().strftime('%Y-%m-%d')
if end_date == datetime.now().strftime('%Y-%m-%d'): end_date = get_day_nday_ago(end_date, num = 1, dformat = "%Y-%m-%d")
start_date = get_day_nday_ago(end_date, num = num, dformat = "%Y-%m-%d")
succeed = True
for mdate in get_dates_array(start_date, end_date):
if mdate in self.balcklist: continue
if CCalendar.is_trading_day(mdate, redis = self.redis):
if not self.set_k_data(mdate):
succeed = False
self.logger.info("market %s for %s set failed" % (self.market, mdate))
return succeed
def update(self, end_date = None, num = 30):
if end_date is None: end_date = datetime.now().strftime('%Y-%m-%d')
#start_date = "1997-12-30"
start_date = get_day_nday_ago(end_date, num = num, dformat = "%Y-%m-%d")
succeed = True
code_list = self.get_components(end_date)
if 0 == len(code_list):
self.logger.error("%s code_list for %s is empty" % (end_date, self.index_code))
return False
for mdate in get_dates_array(start_date, end_date):
if CCalendar.is_trading_day(mdate, redis = self.redis):
if not self.set_ratio(code_list, mdate):
self.logger.error("set %s score for %s set failed" % (self.index_code, mdate))
succeed = False
return succeed
def main():
dirname = '/Volumes/data/quant/stock/data/docs/blog/hellobiek.github.io/source/_posts'
unlock_path_ = "/Users/hellobiek/Documents/workspace/python/quant/smart_deal_tool/configure/futu.json"
futuTrader = FutuTrader(host=ct.FUTU_HOST_LOCAL,
port=ct.FUTU_PORT,
trd_env=TrdEnv.REAL,
market=ct.US_MARKET_SYMBOL,
unlock_path=unlock_path_)
start = '2019-04-15'
end = '2019-04-19'
orders = futuTrader.get_history_orders(start=start, end=end)
date_arrary = get_dates_array(start,
end,
dformat="%Y-%m-%d",
asending=True)
generate(orders, date_arrary, dirname, start, end)
def init_industry_info(self, cdate, num):
def _set_industry_info(cdate, code_id):
return (code_id, CIndex(code_id).set_k_data(cdate))
df = self.industry_info_client.get()
if cdate is None:
cfunc = partial(_set_industry_info, cdate)
return concurrent_run(cfunc, df.code.tolist(), num=5)
else:
succeed = True
start_date = get_day_nday_ago(cdate, num=num, dformat="%Y-%m-%d")
for mdate in get_dates_array(start_date, cdate, asending=True):
if self.cal_client.is_trading_day(mdate):
cfunc = partial(_set_industry_info, mdate)
if not concurrent_run(cfunc, df.code.tolist(), num=5):
succeed = False
return succeed
def init_stock_info(self, cdate=None):
def _set_stock_info(_date, bonus_info, index_info, code_id):
try:
if CStock(code_id).set_k_data(bonus_info, index_info, _date):
self.logger.info("%s set k data success" % code_id)
return (code_id, True)
else:
self.logger.error("%s set k data failed" % code_id)
return (code_id, False)
except Exception as e:
self.logger.error("%s set k data exception:%s" % (code_id, e))
return (code_id, False)
#get stock bonus info
bonus_info = pd.read_csv("/data/tdx/base/bonus.csv",
sep=',',
dtype={
'code': str,
'market': int,
'type': int,
'money': float,
'price': float,
'count': float,
'rate': float,
'date': int
})
index_info = CIndex('000001').get_k_data()
if index_info is None or index_info.empty: return False
df = self.stock_info_client.get()
failed_list = df.code.tolist()
if cdate is None:
cfunc = partial(_set_stock_info, cdate, bonus_info, index_info)
return process_concurrent_run(cfunc, failed_list, num=5)
else:
succeed = True
start_date = get_day_nday_ago(cdate, num=10, dformat="%Y-%m-%d")
for mdate in get_dates_array(start_date, cdate, asending=True):
if self.cal_client.is_trading_day(mdate):
cfunc = partial(_set_stock_info, mdate, bonus_info,
index_info)
if not process_concurrent_run(cfunc, failed_list, num=500):
succeed = False
return succeed
def select_code(code_list, start_date, end_date):
date_arrays = list()
for mdate in get_dates_array(start_date, end_date, dformat="%Y%m%d"):
if CCalendar.is_trading_day(transfer_int_to_date_string(mdate),
redis=mredis):
date_arrays.append(mdate)
#choose stock which is not suspended verry long
total_df = pd.DataFrame()
for code in code_list:
df = ts.pro_bar(pro_api=ts_client,
ts_code=add_suffix(code),
adj='qfq',
start_date=start_date,
end_date=end_date)
if df is None: continue
if len(df) > int(0.8 * len(date_arrays)):
df = df.rename(columns={
"ts_code": "code",
"trade_date": "date",
"pct_change": "pchange"
})
df = df.set_index('date')
total_df[code] = df.close
return total_df