def getTSdate(sdate, edate):
'''获取天软日期'''
d3 = ts.RemoteCallFunc('MarketTradeDayQk', [sdate, edate], {})
if d3[0] == 0:
return d3[1]
else:
print(d3[2])
def CallTSFunc(FuncName, FuncParam=[], SysParam={}, outtype='list'):
data = tp.RemoteCallFunc(FuncName, FuncParam, SysParam)
a = tsbytestostr(data[1])
if outtype == 'list':
return a
elif outtype == 'df':
df = pd.DataFrame(a)
return df
def getTSdata(sdate, stockID, cy):
'''通过天软获取高频数据，只提取某一日的数据'''
d2 = ts.RemoteCallFunc('MyGetTimeSeries', [sdate, sdate, stockID, cy], {})
if d2[0] == 0:
return d2[1]
else:
print(d2[2])
def getTSdata_day(sdate, edate, stockID, cy):
'''通过天软获取日线'''
d2 = ts.RemoteCallFunc('MyGetTimeSeries', [sdate, edate, stockID, cy], {})
if d2[0] == 0:
return d2[1]
else:
print(d2[2])
def autoOrderZT():
now = datetime.datetime.now()
#print(now)
hour = int(now.strftime("%H%M"))
if hour > 1500 or hour < 930:
print('autoOrder not running time :' + str(hour))
return
dayOfWeek = int(now.strftime("%w"))
if dayOfWeek == 0 or dayOfWeek == 6:
print('autoOrder not running day :' + str(dayOfWeek))
return
date = now.strftime("%Y-%m-%d")
stockInfo = TSLPy3.RemoteCallFunc("base_data_sheet", [20], {})
data = stockInfo[1]
dataLen = len(data) - 3
orderLogNewList = []
url = "http://47.100.100.244:3000/stock/publish?message="
message = ""
for i in range(3, dataLen):
try:
#print(data[i][3].decode('gbk'))
stock = data[i][3].decode('gbk').split(',')
if stock[1].find('ST') != -1:
continue
orderLog = OrderLog.objects.filter(datetime__contains=date,
stockId=stock[2])
if orderLog:
continue
if message == '':
message = "b," + stock[2][2:] + ',' + stock[3] + ',100'
else:
message = message + ";b," + stock[2][2:] + ',' + stock[
3] + ',100'
orderLogNew = OrderLog(datetime=datetime.datetime.now().strftime(
"%Y-%m-%d %H:%M:%S.%f"),
stockId=stock[2],
stockName=stock[1],
orderPrice=float(stock[3]),
orderQuantity=100,
request="b," + stock[2][2:] + ',' +
stock[3] + ',100')
orderLogNewList.append(orderLogNew)
except KeyError:
break
print(url + message)
if message != '':
req = Request(url + message)
response = urlopen(req)
responseData = response.read().decode('utf-8')
if responseData.find("发布消息成功") != -1:
orderLogNewList[0].response = responseData
OrderLog.objects.bulk_create(orderLogNewList)
insertTaskLog(now.strftime("%Y-%m-%d %H:%M:%S.%f"),
datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S.%f"),
'autoOrder', 'success', '', 0)
def getIncreasePercentageFromTY(stockId):
returnData = TSLPy3.RemoteCallFunc("stock_realtime_data", [stockId], {})
if returnData[0] == 0:
stock = returnData[1]
if stock[b'close'] == 0 or stock[b'high'] == 0:
return ''
else:
return getPercentage(stock[b'increaseRate'])
else:
return ''
def tsl_fun(start_date: datetime.datetime, end_date:datetime.datetime):
start_date_str = start_date.strftime("%Y-%m-%d")
end_date_str = end_date.strftime("%Y-%m-%d")
# data = ts.RemoteExecute("return 'return a string';",{}) #执行一条语句
data = ts.RemoteCallFunc("big", [start_date_str, end_date_str, "SH000050"], {})
df = pd.DataFrame(data[1])
df.columns = df.columns.map(lambda x: x.decode("gbk"))
for col, dtype in df.dtypes.iteritems():
if dtype.name == "object":
df[col] = df[col].str.decode("gbk")
def get_data(date, stocks):
'''
:param stocks: 可以是个list
:param date: 字符串形式：2019-01-01
:return:
'''
d = ts.RemoteCallFunc("GetFutureTick", [date, stocks], {})
print(tsbytestostr(d[1]))
return tsbytestostr(d[1])
def get_appoint_contract(date, code):
'''
:param date:
:param stocks:
:return: 指定日的指定标的物期权合约
'''
d = ts.RemoteCallFunc("Get_Appoint_Contract", [date, code], {})
#print (tsbytestostr (d [1]))
return (tsbytestostr(d[1]))
def getTSdata_optionchain_pub(stockID, endt):
'''通过天软公共函数，获取期权基础信息'''
d4 = ts.RemoteCallFunc('OP_GetOptionChain', [stockID, endt], {})
if d4[0] == 0:
# #data[0]==0 表示成功,data[1] 运行结果,
# Data[2] 如果错误的错误信息
return d4[1]
else:
print(d4[2])
def getTSdata_MyGetTimeSeriesLOHC(sdate, edate, stockID, cy):
'''获取某只股票低开高收数据'''
d2 = ts.RemoteCallFunc('MyGetTimeSeriesLOHC', [sdate, edate, stockID, cy],
{})
if d2[0] == 0:
# #data[0]==0 表示成功,data[1] 运行结果,
# Data[2] 如果错误的错误信息
return d2[1]
else:
print(d2[2])
def getDividendInfo(start_date, end_date):
"""
从天软客户端提取股票分红信息
"""
start_date = int(start_date)
end_date = int(end_date)
data = tsl.RemoteCallFunc('getBKDividendInfo', ('A股', end_date, start_date, end_date), {})
divd_table = parseByStock(data, date_parse=['截止日','股权登记日','除权除息日','预案公布日'])
divd_table.rename(columns={
'截止日': 'date', '股权登记日': 'record_date', '除权除息日':'ex_divd_date', '预案公布日': 'ann_date',
'红利比': 'cash_per_share', '实得比': 'real_cash_per_share', '送股比': 'total_share', '红股比': 'bonus_share',
'转增比': 'inc_share'}, inplace=True)
divd_table = divd_table.reset_index().set_index(['date', 'IDs']).sort_index()
h5.save_factor(divd_table, '/stock_financial_data/dividends/')
def start(self):
"""开始归因"""
trades = self.trades.to_dict('record')
portfolio = self.portfolio.to_dict('record')
asset = self.asset[['截止日', '资产净值', '现金市值']].to_dict('record')
start = int(self.start_date.strftime("%Y%m%d"))
end = int(self.end_date.strftime("%Y%m%d"))
print("正在归因...")
res = tsl.RemoteCallFunc(
"BrinsonAttr",
[start, end, self.benchmark, trades, portfolio, asset], {})
res_df = convert_df(res)
print("归因结束...")
return res_df
def synToTysoftHandler():
'''
重构成独立的函数，以便可以单独调用
'''
start = datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S")
sectionFileName = StockConfig.TSL_PATH + r'\section.xls'
stockFileName = StockConfig.TSL_PATH + r'\stock.xls'
writeSectionsToExcelFile(sectionFileName)
writeStockSectionsToExcelFile(stockFileName)
synResult = TSLPy3.RemoteCallFunc("synData",
[sectionFileName, stockFileName], {})
print(synResult)
end = datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S")
if synResult[0] == 0:
insertTaskLog(start, end, 'synToTysoftHandler', 'success', '同步成功', 2)
return '同步成功'
else:
insertTaskLog(start, end, 'synToTysoftHandler', 'failed',
synResult[2].decode('gbk'), 2)
return synResult[2].decode('gbk')
def getTS_optClose(stockID, endt):
'''获取收盘价数据,把代码获取放在天软函数中进行
能在天软中的，尽量在天软中完成
ret2:=OP_GetOptionChain(StockID,endt) ;
//获取期权基础信息
//选中数组某列
ret:=select['StockID'] from ret2 end ;
天软这一段很重要
'''
d5 = ts.RemoteCallFunc('getOptionPriceDayArray', [stockID, endt], {})
if d5[0] == 0:
# #data[0]==0 表示成功,data[1] 运行结果,
# Data[2] 如果错误的错误信息
return d5[1]
else:
print(d5[2])
def initTradeDayFlag():
startDayStr = '2018-01-01'
day = datetime.datetime.strptime(startDayStr, "%Y-%m-%d")
result = TSLPy3.DefaultConnectAndLogin('jyu')
print(result)
#if result[0] == 0:
while day.strftime("%Y-%m-%d") != '2018-06-20':
tradeDayData = TSLPy3.RemoteCallFunc(
"isTradeDayDS",
[int(day.strftime("%Y%m%d")),
int(day.strftime("%Y%m%d"))], {})
if tradeDayData[1]:
print(day.strftime("%Y-%m-%d") + ': Y')
StockTradeDay.objects.create(date=day.strftime("%Y-%m-%d"),
isTradeDay='Y')
else:
print(day.strftime("%Y-%m-%d") + ': N')
StockTradeDay.objects.create(date=day.strftime("%Y-%m-%d"),
isTradeDay='N')
day = day + datetime.timedelta(days=1)
TSLPy3.Disconnect()
def get_code():
r = ts.RemoteCallFunc('Option_Contract', {}, {})
print(r[1])
return tsbytestostr(r[1])
def m_options_daily_market(date):
d = ts.RemoteCallFunc("m_options_daily_market", [date], {})
return (tsbytestostr(d[1]))
def get_date_option(code, date):
d = ts.RemoteCallFunc("Option_byDateFuture", [code, date], {})
return (tsbytestostr(d[1]))
def autoOrder():
now = datetime.datetime.now()
hour = int(now.strftime("%H%M"))
#if hour > 1500 or hour < 930:
# print('autoOrder not running time :' + str(hour))
# return
#dayOfWeek = int(now.strftime("%w"))
#if dayOfWeek == 0 or dayOfWeek == 6:
# print('autoOrder not running day :' + str(dayOfWeek))
# return
date = now.strftime("%Y-%m-%d")
orderRuleList = OrderRule.objects.using('stockdb').filter(
isvalid="1", expiretime__gt=date + ' 23:59:59')
orderLogNewList = []
url = "http://47.100.100.244:3000/stock/publish?message="
message = ""
for orderRule in orderRuleList:
try:
#判断当天该股票是否已经自动下单
orderLog = OrderLog.objects.filter(datetime__contains=date,
stockId=orderRule.stockId)
print(orderRule.stockId)
if orderLog:
print('already order')
continue
#判断因子是否达标
isMatch = matchRule(orderRule, date)
print(isMatch)
if not isMatch:
continue
#获取实时价格，获取失败时不发送信息
orderPrice = orderRule.orderPrice
if orderPrice == 0.00:
returnData = TSLPy3.RemoteCallFunc("stock_realtime_data",
[orderRule.stockId], {})
if returnData[0] == 0:
orderPrice = returnData[1][b'close']
else:
print(returnData[2].decode('gbk'))
continue
#拼装消息字符串
stockMessage = "b," + orderRule.stockId[2:] + ',' + str(
orderPrice) + ',' + str(orderRule.orderQuantity)
if message == '':
message = stockMessage
else:
message = message + ";" + stockMessage
#初始化下单日志对象
orderLogNew = OrderLog(datetime=datetime.datetime.now().strftime(
"%Y-%m-%d %H:%M:%S.%f"),
stockId=orderRule.stockId,
stockName=orderRule.stockName,
orderPrice=orderPrice,
orderQuantity=orderRule.orderQuantity,
request=stockMessage,
response=str(orderRule.id))
orderLogNewList.append(orderLogNew)
except KeyError:
break
print(url + message)
#消息不为空时发送消息
if message != '':
req = Request(url + message)
response = urlopen(req)
responseData = response.read().decode('utf-8')
if responseData.find("发布消息成功") != -1:
#发送成功将规则设置为失效，并更新日志的返回信息字段
for log in orderLogNewList:
rule = OrderRule.objects.using('stockdb').get(
id=int(log.response))
rule.isvalid = '0'
rule.ordertime = log.datetime
rule.save()
log.response = responseData
OrderLog.objects.bulk_create(orderLogNewList)
insertTaskLog(now.strftime("%Y-%m-%d %H:%M:%S.%f"),
datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S.%f"),
'autoOrderRule', 'success', '', 0)