def __init__(self,parent=None):
self.parent = None
super(dataManagerLayout,self).__init__()
#mid data
self.dataCenter = dataCenter.dataCenter()
self.dfSymbolsToDownload = pd.DataFrame(columns=['code','name','c_name'])
#mid 1) codesSource
layoutCodesSource = self.initLayoutCodesSource()
#mid 2)
layoutCodeMover = self.initLayoutCodeMover()
#mid 3)
layoutCodesToDownload = self.initLayoutCodesTableToDownload()
#mid 4)
layoutDownloadParams = self.initDownloaderParams()
#mid asignment
self.addLayout(layoutCodesSource)
self.addLayout(layoutCodeMover)
self.addLayout(layoutCodesToDownload)
self.addLayout(layoutDownloadParams)
self.updateLocalSymbolsTable()
def getCandleData(self):
import os, sys
dataRoot = os.path.abspath(
os.path.join(os.path.dirname(__file__), os.pardir, os.pardir,
'histdata'))
sys.path.append(dataRoot)
import dataCenter as dataCenter
rowSelected = self.tableLocalSymbols.currentRow()
if ((rowSelected < 0) and (self.tableLocalSymbols.rowCount() > 0)):
rowSelected = 0
dataSource = {}
dataSource['dataProvider'] = 'tushare'
dataSource['storageFormat'] = 'mongodb'
dataSource['dataPeriod'] = 'D'
dataSource['symbol'] = self.tableLocalSymbols.item(rowSelected,
0).text()
dataSource['dateStart'] = '2015-03-19'
dataSource['dateEnd'] = '2015-12-31'
dataSource['alone'] = True
dataSource['overlay'] = False
dataCenter = dataCenter.dataCenter()
dataForCandle = dataCenter.retriveCandleData(params=dataSource)
return dataForCandle
def getFeeds(self,timeFrom=None,timeTo=None):
import os,sys
xpower = os.path.abspath(os.path.join(os.path.dirname(__file__),os.pardir,os.pardir,os.pardir,'midProjects','histdata'))
sys.path.append(xpower)
import dataCenter as dataCenter
self.dataCenter = dataCenter.dataCenter()
feeds = self.dataCenter.getFeedsForPAT(dataProvider = self.dataProvider,storageType = self.storageType,instruments = self.instruments,
period=self.period,timeTo = timeTo,timeFrom=timeFrom)
return feeds
def __init__(self,parent=None):
super(DataManagerDialog,self).__init__(parent)
import os,sys
dataRoot = os.path.abspath(os.path.join(os.path.dirname(__file__),os.pardir,os.pardir,'histdata'))
sys.path.append(dataRoot)
import dataCenter as dataCenter
#mid data
self.dataCenter = dataCenter.dataCenter()
self.dfLocalSymbols = pd.DataFrame(columns=['code','name','c_name'])
self.dfSymbolsToDownload = pd.DataFrame(columns=['code','name','c_name'])
self.setWindowTitle(self.tr("DataManager"))
self.initUI()
def subMain():
DC = dataCenter.dataCenter()
remoteDataSourceType = 'mt5'
localStorageType = 'mongodb'
periodType = 'D'
timeStart = dt.datetime(2000,10,20)
timeEnd = dt.datetime.now()
# 1)get codes form eastmoney
codeList = getSymbols()
# 2)download history data
dataDict = DC.downloadHistData(providerType=remoteDataSourceType,storageType=localStorageType,periodType=periodType,
codeList=codeList,timeFrom = timeStart,timeTo = timeEnd)
def getFeeds(self, timeFrom=None, timeTo=None):
import os, sys
xpower = os.path.abspath(
os.path.join(os.path.dirname(__file__), os.pardir, os.pardir,
os.pardir, 'midProjects', 'histdata'))
sys.path.append(xpower)
import dataCenter as dataCenter
self.dataCenter = dataCenter.dataCenter()
feeds = self.dataCenter.getFeedsForPAT(dataProvider=self.dataProvider,
storageType=self.storageType,
instruments=self.instruments,
period=self.period,
timeTo=timeTo,
timeFrom=timeFrom)
return feeds
def __init__(self, parent=None):
'''mid
1)创建combobox组，并初始化值
2)依据combobox组的值初始化table
3)依据combobox，table初始化candleview
'''
self.parent = None
super(dataVisualizerLayout, self).__init__()
#mid data
self.dataCenter = dataCenter.dataCenter()
#mid 1) local data selector
layoutLocalDataSource = self.createDataSourceSelectorLayout()
layoutLocalDataVisualizer = self.createDataVisualizerLayout()
# bottom--------------------------------------------------------------------
self.addLayout(layoutLocalDataSource)
self.addLayout(layoutLocalDataVisualizer)
def __init__(self,parent=None):
'''mid
1)创建combobox组，并初始化值
2)依据combobox组的值初始化table
3)依据combobox，table初始化candleview
'''
self.parent = None
super(dataVisualizerLayout,self).__init__()
#mid data
self.dataCenter = dataCenter.dataCenter()
#mid 1) local data selector
layoutLocalDataSource = self.createDataSourceSelectorLayout()
layoutLocalDataVisualizer = self.createDataVisualizerLayout()
# bottom--------------------------------------------------------------------
self.addLayout(layoutLocalDataSource)
self.addLayout(layoutLocalDataVisualizer)
def getRawData():
import os,sys
dataRoot = os.path.abspath(os.path.join(os.path.dirname(__file__),os.pardir,os.pardir,'histdata'))
sys.path.append(dataRoot)
import dataCenter as dataCenter
dataSource={}
dataSource['dataProvider'] = 'tushare'
dataSource['storageFormat']='mongodb'
dataSource['dataPeriod']='D'
dataSource['symbol']='600028'
dataSource['dateStart']='2015-03-19'
dataSource['dateEnd']='2015-12-31'
dataSource['alone'] = True
dataSource['overlay'] = False
dataCenter = dataCenter.dataCenter()
data = dataCenter.retriveHistData(params = dataSource)
return data
def getCandleData(code):
#mid 1)获取历史数据
#df = ts.get_stock_basics()
#date = df.ix['600848']['timeToMarket'] #上市日期YYYYMMDD
#本接口还提供大盘指数的全部历史数据，调用时，请务必设定index参数为True,
#由于大盘指数不存在复权的问题，故可以忽略autype参数。
df = ts.get_h_data(code,start='2013-06-03', end='2016-05-31') #前复权ts.get_h_data('002337', autype='hfq') #后复权
#ts.get_h_data('002337', autype=None) #不复权
#ts.get_h_data('002337', start='2015-01-01', end='2015-03-16') #两个日期之间的前复权数据
#ts.get_h_data('399106', index=True) #深圳综合指数
#mid 2)调用tushareDataManager将历史数据转换为candle数据
dc = dataCenter()
dataForCandle = dc.tsCenter.__DataFrameToCandle__(df)
return dataForCandle
def __init__(self,toPlot = True,instruments = [],shortPeriod = 20,longPeriod = 40,dataProvider = 'tushare',storageType = 'mongodb',period = 'D',toYear = '',fromYear='',money = None):
self.instrument = instruments[0]
self.shortPeriod = shortPeriod
self.longPeriod = longPeriod
self.toPlot = toPlot
#mid data
self.dataCenter = dataCenter.dataCenter()
#mid dataProvider = tushareCsv|tushare|yahooCsv|yahoo|generic
feeds = self.dataCenter.getFeedsForPAT(dataProvider = dataProvider,storageType = storageType,instruments = instruments,period=period,
timeTo = toYear,timeFrom=fromYear)
self.feed = feeds[self.instrument]
#mid money
self.money = money
#mid strategy
self.strat = dma_crossover.DMACrossOver(feed=self.feed, instrument=self.instrument,shortPeriod=self.shortPeriod,
longPeriod=self.longPeriod,money=money)
#self.strat.setUseAdjustedValues(False)
#mid results
self.initAnalyzer()
def getCandleData(self):
import os,sys
dataRoot = os.path.abspath(os.path.join(os.path.dirname(__file__),os.pardir,os.pardir,'histdata'))
sys.path.append(dataRoot)
import dataCenter as dataCenter
rowSelected = self.tableLocalSymbols.currentRow()
if((rowSelected<0) and (self.tableLocalSymbols.rowCount()>0)):
rowSelected = 0
dataSource={}
dataSource['dataProvider'] = 'tushare'
dataSource['storageFormat']='mongodb'
dataSource['dataPeriod']='D'
dataSource['symbol']=self.tableLocalSymbols.item(rowSelected,0).text()
dataSource['dateStart']='2015-03-19'
dataSource['dateEnd']='2015-12-31'
dataSource['alone'] = True
dataSource['overlay'] = False
dataCenter = dataCenter.dataCenter()
dataForCandle = dataCenter.retriveCandleData(params = dataSource)
return dataForCandle
def run(self,timeFrom = None,timeTo = None):
self.timeFrom = timeFrom
self.timeTo = timeTo
self.dataCenter = dataCenter.dataCenter()
feeds = self.dataCenter.getFeedsForPAT(dataProvider = self.dataProvider,storageType = self.storageType,instruments = self.instruments,
period=self.period,timeTo = timeTo,timeFrom=timeFrom)
self.feed = feeds[self.instrument]
#mid strategy
self.strat = dma_crossover.DMACrossOver(feed=self.feed, instrument=self.instrument,shortPeriod=self.shortPeriod,
longPeriod=self.longPeriod,money=self.money)
#self.strat.setUseAdjustedValues(False)
#mid results
self.initAnalyzer()
result = self.strat.run()
if(self.toPlot):
analyzer = Analyzer(Globals=[])
dataForCandle = dataCenter.getCandleData(dataProvider = self.dataProvider,dataStorage = self.storageType,dataPeriod = self.period,
symbol = self.instrument,dateStart=timeFrom,dateEnd = timeTo)
analyzer.analyze(result,dataForCandle)
self.analyzers.append(analyzer)
return result
os.path.join(os.path.dirname(__file__), os.pardir, os.pardir, os.pardir,
'midProjects', 'histdata'))
sys.path.append(xpower)
import dataCenter as dataCenter
from Analyzers.Analyzer01 import Analyzer01
from Analyzers.Analyzer02 import Analyzer02
from Analyzers.Analyzer03 import Analyzer03
from Analyzers.Analyzer04 import Analyzer04
from Analyzers.Analyzer05 import Analyzer05
from Analyzers.PriceScatter import PriceScatter
dataSource = params['dataSource']
algo = params['algo']
dataCenter = dataCenter.dataCenter()
dataForZipline = dataCenter.getFeedsForZipline(dataSource)
dataForCandle = dataCenter.retriveCandleData(params=dataSource)
def dumpDict(dictStr):
""""""
import json
jsonDumpsIndentStr = json.dumps(dictStr,
indent=4,
skipkeys=False,
default=str,
sort_keys=True)
print(jsonDumpsIndentStr)
601788.SH
601800.SH
601818.SH
601857.SH
601919.SH
601985.SH
601988.SH
601989.SH
601998.SH
"""
#mid 2)将字符串使用split()分割为list，默认会去除\n和所有空格。
#codeList = ['000021.SZ','000022.SZ']
codeList = codesStr.split()
dataCenter = dataCenter.dataCenter()
remoteDataSourceType = 'eastmoney'
localStorageType = 'mongodb'
periodType = 'D'
timeStart = dt.datetime(2010,10,20)
timeEnd = dt.datetime.now()
# 2)download history data
dataDict = dataCenter.downloadHistData(providerType=remoteDataSourceType,storageType=localStorageType,periodType=periodType,
codeList=codeList,timeFrom = timeStart,timeTo = timeEnd)