def get_dominant_future(dt, underlying_symbol):
"""获取某一期货品种策略当前日期的主力合约代码"""
dt = convert_dt(dt)
check_string(underlying_symbol)
store = get_dominant_future_store()
calendar_store = get_calendar_store()
current_trade_date = calendar_store.get_current_trade_date(
get_security_store().get_security('AU9999.XSGE'), dt)
return store.get_dominant_code(current_trade_date, underlying_symbol)
def get_dominant_future(underlying_symbol, dt=None):
if dt and convert_date(dt) != _get_today():
dt = dt
else:
calendar_store = get_calendar_store()
dt = calendar_store.get_previous_trade_date(
get_security_store().get_security('AU9999.XSGE'), _get_today())
return jqdata.apis.get_dominant_future(dt, underlying_symbol)
pass
def get_future_contracts(dt, underlying_symbol):
"""期货可交易合约列表"""
dt = convert_dt(dt)
check_string(underlying_symbol)
underlying_symbol = underlying_symbol.upper()
store = get_security_store()
calendar_store = get_calendar_store()
current_trade_date = calendar_store.get_current_trade_date(
get_security_store().get_security('AU9999.XSGE'), dt)
futures = store.get_all_securities(['futures'], current_trade_date)
all_code = list(futures.index)
all_code.sort()
code = []
for n in all_code:
if '9999' not in n and '8888' not in n:
res = re.findall(r"(.*)[0-9]{4}\.[a-zA-Z]+$", n)
if len(res) == 1 and underlying_symbol == res[0].upper():
code.append(n.upper())
return code
def __init__(self):
self.cal_store = get_calendar_store()
self.sec_store = get_security_store()
self.idx_store = get_index_store()
self.idst_store = IndustryStore_Sqlite()
self.extended_store = ExtendedDataGetter()
def get_security_info(code):
if isinstance(code, Security):
return code
check_string(code)
store = get_security_store()
return store.get_security(code)
def get_all_securities(types=[], date=None):
if is_str(types):
types = [types]
store = get_security_store()
return store.get_all_securities(types, date)
def security_by_code(code):
from jqdata.stores.security_store import get_security_store
return get_security_store().get_security(code)