def main():
offline = True
project_path = os.path.dirname(os.path.abspath(__file__))
sas_api.config_set('NOSQL_DB_HOST', 'localhost')
sas_api.config_set('NOSQL_DB_PORT', '27017')
sas_api.config_set('TS_TOKEN', 'xxxxxxxxxxxx')
clock = Clock()
if not sas_api.init(project_path, True):
print('sas init fail.')
print('\n'.join(sas_api.error_log()))
quit(1)
stock_list = sas_api.get_data_utility().get_stock_identities()
if len(stock_list) == 0:
sas_api.get_data_center().update_local_data('Market.SecuritiesInfo')
sas_api.get_data_utility().refresh_cache()
stock_list = sas_api.get_data_utility().get_stock_identities()
if len(stock_list) == 0:
print('Cannot get stock list.')
quit(1)
score_dict = {}
for stock_identity in stock_list:
if offline:
df = sas_api.get_data_center().query('TradeData.Stock.Daily',
stock_identity,
(days_ago(60), now()))
else:
df = sas_api.get_data_center().query_from_plugin(
'TradeData.Stock.Daily', stock_identity, (days_ago(60), now()))
if df is None or len(df) == 0:
print('No data for %s' % stock_identity)
continue
# Only keep 2 rows
df = df[['trade_date', 'close', 'vol']]
calc_stock_trade_score(df, 'close', 'vol')
score_dict[stock_identity] = df['score'].sum()
print('Analysis finished, time spending: %.2fs' % clock.elapsed())
result = sorted(score_dict.items(), key=lambda x: x[1], reverse=True)
print(result)
print('Process Quit.')
def main():
project_path = os.path.dirname(os.path.abspath(__file__))
sas_api.config_set('NOSQL_DB_HOST', 'localhost')
sas_api.config_set('NOSQL_DB_PORT', '27017')
sas_api.config_set('TS_TOKEN', 'xxxxxxxxxxxx')
if not sas_api.init(project_path, True):
print('sas init fail.')
print('\n'.join(sas_api.error_log()))
quit(1)
stock_identity = '000001.SZSE'
period = (years_ago(5), now())
df = sas_api.get_data_center().query('TradeData.Stock.Daily',
stock_identity, period)
if df is None or df.empty:
print('No data.')
exit(2)
df.set_index('trade_date', drop=True, inplace=True)
df['openinterest'] = 0
df['volume'] = df['vol']
cerebro = bt.Cerebro()
data = bt.feeds.PandasData(dataname=df,
fromdate=period[0],
todate=period[1])
cerebro.adddata(data)
cerebro.addsizer(bt.sizers.PercentSizer, percents=10)
cerebro.broker.set_cash(100000)
cerebro.addstrategy(StrategyGrid)
results = cerebro.run()
print(results)
cerebro.plot()
if len(self) >= (self.bar_executed + 5):
# SELL, SELL, SELL!!! (with all possible default parameters)
self.log('SELL CREATE, %.2f' % self.dataclose[0])
# Keep track of the created order to avoid a 2nd order
self.order = self.sell()
if __name__ == '__main__':
project_path = os.path.dirname(os.path.abspath(__file__))
sas_api.config_set('NOSQL_DB_HOST', 'localhost')
sas_api.config_set('NOSQL_DB_PORT', '27017')
sas_api.config_set('TS_TOKEN', 'xxxxxxxxxxxx')
if not sas_api.init(project_path, True):
print('sas init fail.')
print('\n'.join(sas_api.error_log()))
quit(1)
stock_identity = '000001.SZSE'
period = (years_ago(5), now())
df = sas_api.get_data_center().query('TradeData.Stock.Daily',
stock_identity, period)
if df is None or df.empty:
print('No data.')
exit(2)
df.set_index('trade_date', drop=True, inplace=True)
df['openinterest'] = 0
df['volume'] = df['vol']