def get_tushare_pro():
import xcsc_tushare as xc
xc_token_pro = config.get('xc_token_pro')
xc_server = config.get('xc_server')
xc.set_token(xc_token_pro)
pro = xc.pro_api(env='prd', server=xc_server)
return pro
'out_date']).reset_index(drop=True)
index_members2.to_pickle(pname)
def get_sw_index_data():
pass
def get_zx_index_data():
pass
if __name__ == '__main__':
token_xcts_prd = '2a876aa6da3590a5ebebc55e4f852cd5e17813a3390bd3cd642ec29e'
token_ts = '9cbff072025ae17a12e05b84235202a7af807f3a3e074124c8a0aae0'
xcts.set_token(token_xcts_prd)
pro = xcts.pro_api(env='prd')
begin_date = 20060410 # xctushare 的数据开始日期
end_date = 20201029
root_path = 'D:/python projects/quandomo/data_center/data/xctushare/'
# trade_dt = pro.trade_cal(exchange='SSE', start_date=begin_date, end_date=end_date)
# trade_date_list = list(trade_dt['trade_date'].values)
# 下载300指数成分股及其权重数据
# fields = "con_ts_code,trade_date,i_weight"
# get_hs300_members_xctushare(begin_date, end_date, root_path + r'hs300_classify.pkl', fields)
# 从 akshare 获取沪深300成分股
exchange = 'sh'
# -*- coding: utf-8 -*- """ Created on Sun May 9 11:54:31 2021 @author: fkvzl E-mail: [email protected] Tel: 15257442134 """ import xcsc_tushare as ts ts.set_token('db359948bb4351fe9731151b3ad7925b240419250d16094af141acd5') pro = ts.pro_api(env='prd') #获取每日涨跌数量，横轴日期，绘制曲线 df_s = pro.stock_basic(exchange='SSE') #df_s = df_s[df_s.ts_code.str.contains('^60')] #print (df_s) df = pro.daily(ts_code='600001.SH',trade_date='20210507') df = df[df.ts_code.str. ] print(sum(df['pct_chg']<0))
# -*- coding: utf-8 -*- # @Time : 2021/4/2 20:02 # @File : Base.py # @Author : Rocky [email protected] import xcsc_tushare as xc import sys sys.path.append('..') from configure.settings import config xc_token_pro=config.get('xc_token_pro') xc.set_token(xc_token_pro) simulation_server = config.get('xc_server') pro =xc.pro_api(env='prd',server=simulation_server) __all__=('pro',)
#!/usr/bin/env python
# coding: utf-8
import pandas as pd
import xcsc_tushare as xc
from datetime import datetime
xc.set_token('a974d1ebb145840ead809fbf098db57a31d4d51ec4dda6beaadefd5f')
pro = xc.pro_api(env='prd')
def preN_indx(trade_date, FirstDeclareDate_ls):
'''
trade_date: 交易日历的列表
FirstDeclareDate_ls: 首次并购日的列表
'''
# 获取FirstDeclareDate_ls中每个元素在trade_date中的索引
indx = []
for date in FirstDeclareDate_ls:
try:
indx.append(trade_date.index(date))
# 如果日期不在交易日历内,将该日期移到了下一个交易日
except:
indx.append(sum(dd < date for dd in trade_date))
return indx
def add_stkCode(stkCode):
'''
stkCode: list格式，存储着未加后缀的证券代码
'''
]
LIMIT_PRICE_PERCENT = 1.2 # 当前成交价的20% 限制
USE_UP = True
USE_DOWN = True
AFTER_HALT_SELL_TIME = 5 # 复牌后5分钟卖
# 强赎列表，当天强赎的转债代码，如果有多个请用逗号隔开 例子：['123004.SZ','123004.SZ']
forced_redemption_list = [
'123000.SH',
]
DEBUG = True
# =================================================================================
xc.set_token(xc_token)
pro = xc.pro_api(env='prd', server=simulation_server)
def get_max_time():
result_list = []
for i in strategy_list:
result_list.append(i.monitor_time)
v = max(result_list)
print(v)
return v
class Bond:
def modify_sh_code(self, x):
return re.sub('SH', 'SS', x)
# -*- coding: utf-8 -*-
"""
Created on Sun Mar 28 10:23:10 2021
@author: Administrator
"""
import xcsc_tushare as ts
import talib as tl
from sqlalchemy import create_engine
import pymysql
import numpy as np
import matplotlib.pyplot as plt
import pandas as pd
ts.set_token('a5cec5a238e77dabe416e44b53bb9fd679aa3c00a148cd47e315ef8e')
pro = ts.pro_api(env='prd')
ip = '127.0.0.1'
user = '******'
pwd = 'stock'
db = 'stockdb'
engine = create_engine(f'mysql+pymysql://{user}:{pwd}@{ip}:3306/{db}')
def myMACD(price, fastperiod, slowperiod, signalperiod):
ewma12 = price.ewm(span=fastperiod, adjust=False).mean()
ewma60 = price.ewm(span=slowperiod, adjust=False).mean()
dif = ewma12 - ewma60
dea = dif.ewm(span=signalperiod, adjust=False).mean()
bar = (dif -
dea) * 2 #有些地方的bar = (dif-dea)*2，但是talib中MACD的计算是bar = (dif-dea)*1