def get_trade_day_bar(unit='W',
n=1,
start_date=None,
end_date=None,
count=None):
"""
unit: freq, "W":means week "M":means month
n: n=1,first trade day; n=-1,last trade day
start_date: begin date
end_date: finish date
count: return data count
"""
df = pd.DataFrame(pd.to_datetime(jqdatasdk.get_all_trade_days()),
columns=['date'])
week_stamp = 24 * 60 * 60 * 7
day_stamp = 24 * 60 * 60
df['timestamp'] = df.data.apply(lambda x: x.timestamp() - day_stamp * 3)
df['mkweek'] = df.timestamp // week_stamp
df['month'] = df.date.apply(lambda x: x.month)
df['year'] = df.date.apply(lambda x: x.year)
if unit == "W":
group_list = ['mkweek']
elif unit == "M":
group_list = ["year", "month"]
else:
raise ValueError('only support para "M" or "W" ')
if not isinstance(n, int):
raise ValueError('n para should be int')
elif n > 0:
res = df.groupby(group_list, as_index=False).head(n), groupby(
group_list, as_index=False).last()
elif n < 0:
res = df.groupby(group_list, as_index=False), tail(-n).groupby(
group_list, as_index=False).first()
else:
raise ValueError('n para error: n={}.'.format(n))
if start_date and end_date and count:
raise ValueError('start_date, end_date, count shoule select two')
elif start_date and count:
return res[res.date >= start_date].head(count)
elif end_date and count:
return res[res.date <= end_date].tail(count)
elif start_date and end_date:
return res[(res.date <= end_date) & (res.date >= start_date)]
elif not start_date and not end_date and not count:
return res
else:
raise ValueError('start_date, end_date, count should select two')
def checkout_with_jqdatasdk(self, start: datetime.datetime,
end: datetime.datetime):
"""
与聚宽 sdk 的交易日数据进行对比
:param start: 对比开始时间
:param end: 对比结束时间
:return:
"""
sus, trades = self.gen_sh000001(start, end, datetime.datetime.now())
trades = [self.yyyymmdd_date(day) for day in trades]
jq_trades = jqsdk.get_all_trade_days()
jq_trades = jq_trades.tolist()
jq_trades = [self.yyyymmdd_date(day) for day in jq_trades]
self.log(len(trades), trades[0], trades[-1])
self.log(len(jq_trades), jq_trades[0], jq_trades[-1])
return trades == jq_trades
def yyyymmdd_date(dt: datetime) -> int:
return dt.year * 10**4 + dt.month * 10**2 + dt.day
if __name__ == "__main__":
start = datetime.datetime(2005, 1, 4)
end = datetime.datetime(2019, 12, 31)
sus, trading = gen_sh000001(start, end)
trading = [yyyymmdd_date(day) for day in trading]
print(len(trading))
print(trading[0])
print(trading[-1])
# 使用 JQdata 接口的数据做测试
import jqdatasdk as jqsdk
jqsdk.auth('15626046299', '046299')
# print(type(jqsdk.get_all_trade_days()))
res1 = jqsdk.get_all_trade_days()
res2 = res1.tolist()
res2 = [yyyymmdd_date(day) for day in res2]
print(len(res2))
print(res2[0]) # 2005-01-04
print(res2[-1]) # 2019-12-31
print(trading == res2)
async def get_all_trade_days(self) -> np.array:
if not self.connected:
logger.warning("not connected")
return None
return jq.get_all_trade_days()
def get_trading_calendar(self):
trading_dates = get_all_trade_days()
#pdb.set_trace()
trading_dates_timestamp = list(map(convert_to_timestamp,
trading_dates))
return pd.Index(trading_dates_timestamp)
def get_all_trade_days(*args, **kwargs):
return jqdatasdk.get_all_trade_days(*args, **kwargs)
print(e)
def verify_stop_status(date_list, status):
# 首先查records_status表，查询已经完成的数据
recorded_date_list = model.find_record(status)
condition = lambda t: t not in recorded_date_list
date_list = list(filter(condition, date_list))
return date_list
import numpy as np
if __name__ == '__main__':
jq.auth("18675594612", "Cmfchina123")
date_list = jq.get_all_trade_days()[-40:-20]
len_datelist = len(date_list)
per = len_datelist // 100
print("多线程开始")
try:
for i in date_list:
thread_list = []
code = get_data_base1()
code = deal_code(code, i)
for origin in ['alpha191','alpha101']:
if not code.empty:
code = code['code']
code = code.tolist()
for c in range(0,len(code),30):
tmplis = []
print(e)
def verify_stop_status(date_list, status):
# 首先查records_status表，查询已经完成的数据
recorded_date_list = model.find_record(status)
condition = lambda t: t not in recorded_date_list
date_list = list(filter(condition, date_list))
return date_list
import numpy as np
if __name__ == '__main__':
jq.auth("18675594612", "Cmfchina123")
date_list = jq.get_all_trade_days()[-20:]
len_datelist = len(date_list)
per = len_datelist // 100
print("多线程开始")
try:
thread_list = []
for i in range(30):
th = threading.Thread(target=cc_alpha191_data,
args=([
date_list[i],
], ))
th.start()
thread_list.append(th)
for t in thread_list:
t.join()
def get_all_trade_days(self):
return jq.get_all_trade_days()
