def get_stock_1d_k_data(provider: Provider, sleep, desc, pc, lock, region,
batch):
# 日线
Stock1dKdata.record_data(provider=provider,
share_para=(desc, pc, lock, True, region),
sleeping_time=sleep,
batch_size=batch)
def report_vol_up_250():
while True:
error_count = 0
email_action = EmailInformer()
try:
# 抓取k线数据
StockTradeDay.record_data(provider='joinquant')
Stock1dKdata.record_data(provider='joinquant')
latest_day: StockTradeDay = StockTradeDay.query_data(
order=StockTradeDay.timestamp.desc(),
limit=1,
return_type='domain')
if latest_day:
target_date = latest_day[0].timestamp
else:
target_date = now_pd_timestamp()
# 计算均线
my_selector = TargetSelector(start_timestamp='2018-01-01',
end_timestamp=target_date)
# add the factors
factor1 = VolumeUpMa250Factor(start_timestamp='2018-01-01',
end_timestamp=target_date)
my_selector.add_filter_factor(factor1)
my_selector.run()
long_targets = my_selector.get_open_long_targets(
timestamp=target_date)
if long_targets:
stocks = get_entities(provider='joinquant',
entity_schema=Stock,
entity_ids=long_targets,
return_type='domain')
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = ' '.join(info)
else:
msg = 'no targets'
logger.info(msg)
email_action.send_message("*****@*****.**",
f'{target_date} 放量突破年线选股结果', msg)
break
except Exception as e:
logger.exception('report_vol_up_250 error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message(
"*****@*****.**", f'report_vol_up_250 error',
'report_vol_up_250 error:{}'.format(e))
def make_decision(self, timestamp, trading_level: IntervalLevel):
longs, shorts = super().make_decision(timestamp, trading_level)
if longs or shorts:
# 成交超过1亿的前300个股
df = Stock1dKdata.query_data(
start_timestamp=timestamp,
end_timestamp=timestamp,
columns=[Stock1dKdata.entity_id],
filters=[Stock1dKdata.turnover > 100000000],
limit=300,
order=Stock1dKdata.volume.desc())
longs1 = set(df['entity_id'].to_list())
long_targets = set(longs) & longs1
if shorts:
all = Stock.query_data(columns=[Stock.entity_id])
short_targets = set(shorts) | (
set(all['entity_id'].to_list()) - longs1)
else:
short_targets = shorts
return long_targets, short_targets
return longs, shorts
def report_state():
while True:
error_count = 0
email_action = EmailInformer(ssl=True)
try:
latest_day: Stock1dKdata = Stock1dKdata.query_data(order=Stock1dKdata.timestamp.desc(), limit=1,
return_type='domain')
target_date = latest_day[0].timestamp
# target_date = to_pd_timestamp('2020-01-02')
# 计算均线
my_selector = TargetSelector(start_timestamp='2018-01-01', end_timestamp=target_date)
# add the factors
factor1 = VolumeUpMa250Factor(start_timestamp='2018-01-01', end_timestamp=target_date)
my_selector.add_filter_factor(factor1)
my_selector.run()
long_stocks = my_selector.get_open_long_targets(timestamp=target_date)
msg = 'no targets'
# 过滤亏损股
# check StockValuation data
pe_date = target_date - datetime.timedelta(10)
if StockValuation.query_data(start_timestamp=pe_date, limit=1, return_type='domain'):
positive_df = StockValuation.query_data(provider='joinquant', entity_ids=long_stocks,
start_timestamp=pe_date,
filters=[StockValuation.pe > 0],
columns=['entity_id'])
bad_stocks = set(long_stocks) - set(positive_df['entity_id'].tolist())
if bad_stocks:
stocks = get_entities(provider='joinquant', entity_schema=Stock, entity_ids=bad_stocks,
return_type='domain')
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = '亏损股:' + ' '.join(info) + '\n'
long_stocks = set(positive_df['entity_id'].tolist())
if long_stocks:
pre_date = target_date - datetime.timedelta(3 * 365)
ma_state = MaStateStatsFactor(entity_ids=long_stocks, start_timestamp=pre_date,
end_timestamp=target_date, persist_factor=False)
bad_stocks = []
for entity_id, df in ma_state.factor_df.groupby(level=0):
if df['current_pct'].max() >= 0.35:
bad_stocks.append(entity_id)
long_stocks.remove(entity_id)
if bad_stocks:
stocks = get_entities(provider='joinquant', entity_schema=Stock, entity_ids=bad_stocks,
return_type='domain')
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = msg + '3年内高潮过:' + ' '.join(info) + '\n'
# 过滤风险股
if long_stocks:
risky_codes = risky_company(the_date=target_date, entity_ids=long_stocks)
if risky_codes:
long_stocks = [entity_id for entity_id in long_stocks if
get_entity_code(entity_id) not in risky_codes]
stocks = get_entities(provider='joinquant', entity_schema=Stock, entity_ids=risky_codes,
return_type='domain')
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = msg + '风险股:' + ' '.join(info) + '\n'
if long_stocks:
stocks = get_entities(provider='joinquant', entity_schema=Stock, entity_ids=long_stocks,
return_type='domain')
# add them to eastmoney
try:
try:
eastmoneypy.del_group('real')
except:
pass
eastmoneypy.create_group('real')
for stock in stocks:
eastmoneypy.add_to_group(stock.code, group_name='real')
except Exception as e:
email_action.send_message("*****@*****.**", f'report state error',
'report state error:{}'.format(e))
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = msg + '盈利股:' + ' '.join(info) + '\n'
logger.info(msg)
email_action.send_message('*****@*****.**', f'{target_date} 放量突破年线state选股结果', msg)
break
except Exception as e:
logger.exception('report state error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message("*****@*****.**", f'report state error',
'report state error:{}'.format(e))
def report_vol_up_120():
while True:
error_count = 0
email_action = EmailInformer()
try:
# 抓取k线数据
# StockTradeDay.record_data(provider='joinquant')
# Stock1dKdata.record_data(provider='joinquant')
latest_day: Stock1dKdata = Stock1dKdata.query_data(
order=Stock1dKdata.timestamp.desc(),
limit=1,
return_type='domain')
target_date = latest_day[0].timestamp
# 计算均线
my_selector = TargetSelector(start_timestamp='2019-06-01',
end_timestamp=target_date)
# add the factors
factor1 = ImprovedMaFactor(start_timestamp='2019-06-01',
end_timestamp=target_date,
windows=[120])
my_selector.add_filter_factor(factor1)
my_selector.run()
long_stocks = my_selector.get_open_long_targets(
timestamp=target_date)
msg = 'no targets'
# 过滤亏损股
# check StockValuation data
pe_date = target_date - datetime.timedelta(10)
if StockValuation.query_data(start_timestamp=pe_date,
limit=1,
return_type='domain'):
positive_df = StockValuation.query_data(
provider='joinquant',
entity_ids=long_stocks,
start_timestamp=pe_date,
filters=[StockValuation.pe > 0],
columns=['entity_id'])
bad_stocks = set(long_stocks) - set(
positive_df['entity_id'].tolist())
if bad_stocks:
stocks = get_entities(provider='joinquant',
entity_schema=Stock,
entity_ids=bad_stocks,
return_type='domain')
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = '亏损股:' + ' '.join(info) + '\n'
long_stocks = set(positive_df['entity_id'].tolist())
if long_stocks:
stocks = get_entities(provider='joinquant',
entity_schema=Stock,
entity_ids=long_stocks,
return_type='domain')
# add them to eastmoney
try:
try:
eastmoneypy.del_group('high')
except:
pass
eastmoneypy.create_group('high')
for stock in stocks:
eastmoneypy.add_to_group(stock.code, group_name='high')
except Exception as e:
email_action.send_message(
"*****@*****.**", f'report_vol_up_120 error',
'report_vol_up_120 error:{}'.format(e))
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = msg + '盈利股:' + ' '.join(info) + '\n'
logger.info(msg)
email_action.send_message('*****@*****.**',
f'{target_date} 改进版放量突破半年线选股结果', msg)
break
except Exception as e:
logger.exception('report_vol_up_120 error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message(
"*****@*****.**", f'report_vol_up_120 error',
'report_vol_up_120 error:{}'.format(e))
]
df = StockActorSummary.query_data(filters=filters)
if pd_is_not_null(df):
self.logger.info(f'{df}')
self.finish_date = recent_report_date
long_df = df[df['change_ratio'] > 0.05]
short_df = df[df['change_ratio'] < -0.5]
try:
self.trade_the_targets(
due_timestamp=timestamp,
happen_timestamp=timestamp,
long_selected=set(long_df['entity_id'].to_list()),
short_selected=set(short_df['entity_id'].to_list()))
except Exception as e:
self.logger.error(e)
if __name__ == '__main__':
entity_id = 'stock_sh_600519'
Stock1dKdata.record_data(entity_id=entity_id, provider='em')
StockActorSummary.record_data(entity_id=entity_id, provider='em')
FollowIITrader(start_timestamp='2002-01-01',
end_timestamp='2021-01-01',
entity_ids=[entity_id],
provider='em',
adjust_type=AdjustType.qfq,
profit_threshold=None).run()
def report_real(region):
while True:
error_count = 0
email_action = EmailInformer(ssl=True)
try:
latest_day: Stock1dKdata = Stock1dKdata.query_data(
region=region,
order=Stock1dKdata.timestamp.desc(),
limit=1,
return_type='domain')
target_date = latest_day[0].timestamp
# target_date = '2020-02-04'
# 计算均线
my_selector = TargetSelector(region=region,
start_timestamp='2018-01-01',
end_timestamp=target_date)
# add the factors
factor1 = VolumeUpMa250Factor(region=region,
start_timestamp='2018-01-01',
end_timestamp=target_date)
my_selector.add_filter_factor(factor1)
my_selector.run()
long_stocks = my_selector.get_open_long_targets(
timestamp=target_date)
msg = 'no targets'
# 过滤亏损股
# check StockValuation data
pe_date = target_date - datetime.timedelta(10)
if StockValuation.query_data(region=region,
start_timestamp=pe_date,
limit=1,
return_type='domain'):
positive_df = StockValuation.query_data(
region=region,
provider=Provider.JoinQuant,
entity_ids=long_stocks,
start_timestamp=pe_date,
filters=[StockValuation.pe > 0],
columns=['entity_id'])
bad_stocks = set(long_stocks) - set(
positive_df['entity_id'].tolist())
if bad_stocks:
stocks = get_entities(region=region,
provider=Provider.JoinQuant,
entity_schema=Stock,
entity_ids=bad_stocks,
return_type='domain')
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = '亏损股:' + ' '.join(info) + '\n'
long_stocks = set(positive_df['entity_id'].tolist())
if long_stocks:
# use block to filter
block_selector = BlockSelector(region=region,
start_timestamp='2020-01-01',
long_threshold=0.8)
block_selector.run()
long_blocks = block_selector.get_open_long_targets(
timestamp=target_date)
if long_blocks:
blocks: List[Block] = Block.query_data(
region=region,
provider=Provider.Sina,
entity_ids=long_blocks,
return_type='domain')
info = [f'{block.name}({block.code})' for block in blocks]
msg = ' '.join(info) + '\n'
block_stocks: List[BlockStock] = BlockStock.query_data(
region=region,
provider=Provider.Sina,
filters=[BlockStock.stock_id.in_(long_stocks)],
entity_ids=long_blocks,
return_type='domain')
if block_stocks:
# add them to eastmoney
try:
try:
eastmoneypy.del_group('real')
except:
pass
eastmoneypy.create_group('real')
for block_stock in block_stocks:
eastmoneypy.add_to_group(
block_stock.stock_code, group_name='real')
except Exception as e:
email_action.send_message(
"*****@*****.**", f'report_real error',
'report_real error:{}'.format(e))
block_map_stocks = {}
for block_stock in block_stocks:
stocks = block_map_stocks.get(block_stock.name)
if not stocks:
stocks = []
block_map_stocks[block_stock.name] = stocks
stocks.append(
f'{block_stock.stock_name}({block_stock.stock_code})'
)
for block in block_map_stocks:
stocks = block_map_stocks[block]
stock_msg = ' '.join(stocks)
msg = msg + f'{block}:\n' + stock_msg + '\n'
logger.info(msg)
email_action.send_message('*****@*****.**',
f'{target_date} 放量突破年线real选股结果', msg)
break
except Exception as e:
logger.exception('report_real error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message("*****@*****.**",
f'report_real error',
'report_real error:{}'.format(e))
def report_vol_up_250():
while True:
error_count = 0
email_action = EmailInformer()
try:
# 抓取k线数据
# StockTradeDay.record_data(provider='joinquant')
# Stock1dKdata.record_data(provider='joinquant')
latest_day: Stock1dKdata = Stock1dKdata.query_data(order=Stock1dKdata.timestamp.desc(), limit=1,
return_type='domain')
target_date = latest_day[0].timestamp
# 计算均线
my_selector = TargetSelector(start_timestamp='2018-01-01', end_timestamp=target_date)
# add the factors
factor1 = VolumeUpMa250Factor(start_timestamp='2018-01-01', end_timestamp=target_date)
my_selector.add_filter_factor(factor1)
my_selector.run()
long_stocks = my_selector.get_open_long_targets(timestamp=target_date)
# 过滤亏损股
positive_df = StockValuation.query_data(provider='joinquant', entity_ids=long_stocks,
start_timestamp=target_date, end_timestamp=target_date,
filters=[StockValuation.pe > 0],
columns=['entity_id'])
long_stocks = positive_df['entity_id'].tolist()
if long_stocks:
stocks = get_entities(provider='joinquant', entity_schema=Stock, entity_ids=long_stocks,
return_type='domain')
# add them to eastmoney
try:
try:
eastmoneypy.del_group('tech')
except:
pass
eastmoneypy.create_group('tech')
for stock in stocks:
eastmoneypy.add_to_group(stock.code, group_name='tech')
except Exception as e:
email_action.send_message("*****@*****.**", f'report_vol_up_250 error',
'report_vol_up_250 error:{}'.format(e))
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = ' '.join(info)
else:
msg = 'no targets'
logger.info(msg)
email_action.send_message(get_subscriber_emails(), f'{target_date} 放量突破年线选股结果', msg)
break
except Exception as e:
logger.exception('report_vol_up_250 error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message("*****@*****.**", f'report_vol_up_250 error',
'report_vol_up_250 error:{}'.format(e))
def report_state(region):
while True:
error_count = 0
email_action = EmailInformer(ssl=True)
try:
latest_day: Stock1dKdata = Stock1dKdata.query_data(
region=region,
order=Stock1dKdata.timestamp.desc(),
limit=1,
return_type='domain')
target_date = latest_day[0].timestamp
# target_date = to_pd_timestamp('2020-01-02')
# 计算均线
my_selector = TargetSelector(region=region,
start_timestamp='2018-01-01',
end_timestamp=target_date)
# add the factors
factor1 = ImprovedMaFactor(region=region,
start_timestamp='2018-01-01',
end_timestamp=target_date)
my_selector.add_filter_factor(factor1)
my_selector.run()
long_stocks = my_selector.get_open_long_targets(
timestamp=target_date)
stock_map_slope = {}
logger.info(long_stocks)
msg = 'no targets'
if long_stocks:
pre_date = target_date - datetime.timedelta(2 * 365)
ma_state = MaStateStatsFactor(region=region,
entity_ids=long_stocks,
start_timestamp=pre_date,
end_timestamp=target_date,
need_persist=False)
ma_state.factor_df['slope'] = 100 * ma_state.factor_df[
'current_pct'] / ma_state.factor_df['current_count']
high_stocks = []
for entity_id, df in ma_state.factor_df.groupby(level=0):
if df['current_pct'].max() >= 0.7:
high_stocks.append(entity_id)
stock_map_slope[entity_id] = round(df['slope'].iat[-1], 2)
if high_stocks:
stocks = get_entities(region=region,
provider=Provider.JoinQuant,
entity_schema=Stock,
entity_ids=high_stocks,
return_type='domain')
info = [
f'{stock.name}({stock.code})[{stock_map_slope.get(stock.entity_id)}]'
for stock in stocks
]
msg = msg + '2年内高潮过:' + ' '.join(info) + '\n'
# 过滤风险股
if long_stocks:
risky_codes = risky_company(region=region,
the_date=target_date,
entity_ids=long_stocks,
income_yoy=-0.8,
profit_yoy=-0.8)
if risky_codes:
long_stocks = [
entity_id for entity_id in long_stocks
if get_entity_code(entity_id) not in risky_codes
]
stocks = get_entities(region=region,
provider=Provider.JoinQuant,
entity_schema=Stock,
codes=risky_codes,
return_type='domain')
info = [
f'{stock.name}({stock.code})[{stock_map_slope.get(stock.entity_id)}]'
for stock in stocks
]
msg = msg + '风险股:' + ' '.join(info) + '\n'
if long_stocks:
stocks = get_entities(region=region,
provider=Provider.JoinQuant,
entity_schema=Stock,
entity_ids=long_stocks,
return_type='domain')
# add them to eastmoney
try:
try:
eastmoneypy.del_group('real')
except:
pass
eastmoneypy.create_group('real')
for stock in stocks:
eastmoneypy.add_to_group(stock.code, group_name='real')
except Exception as e:
email_action.send_message(
"*****@*****.**", f'report state error',
'report state error:{}'.format(e))
info = [
f'{stock.name}({stock.code})[{stock_map_slope.get(stock.entity_id)}]'
for stock in stocks
]
msg = msg + '选中:' + ' '.join(info) + '\n'
logger.info(msg)
email_action.send_message('*****@*****.**',
f'{target_date} 放量突破年线state选股结果', msg)
break
except Exception as e:
logger.exception('report state error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message("*****@*****.**",
f'report state error',
'report state error:{}'.format(e))