def count_cur_yield(self):
"""
计算实时股票收益曲线
计算方式：
1、按照每日收盘价进行买卖操作
2、平均持股，单个股票的上涨对应总市值比例为 单只股票上涨幅度/当前总股票数
3、每日收益累加中复利按天计算，没有考虑单支股票的复利
"""
rate_lst = list()
if self.date_begin == self.date_end:
LOG.info('收益曲线开始日期等于结束日期')
return np.array(0), np.array(0)
date_lst = self.ds_tushare.get_trade_cal(self.date_begin,
self.date_end)
code_lst_pre = self.ds_tushare.get_cur_stock_pool_code_lst(
self.date_begin)
for item_date in date_lst:
pct_chg_lst = list()
for item_code_pre in code_lst_pre:
dic_price = self.ds_tushare.get_stock_price_info(
item_code_pre, item_date)
pct_chg = 0.0 if dic_price is None else dic_price[
'pct_chg'] # 股票停牌则涨幅为0
pct_chg_lst.append(pct_chg)
rate_lst.append(np.mean(pct_chg_lst))
code_lst_pre = self.ds_tushare.get_cur_stock_pool_code_lst(
item_date)
if len(rate_lst) != 0:
rate_lst[0] = 0.0 #第一天的收盘价建仓，初始设置为0
rate_lst_ret = self.cnt_compound_interest(rate_lst)
return np.array(date_lst), np.array(rate_lst_ret)
def count_daily_yield(self, date):
"""
计算每日股票收益曲线
计算方式：
1、按照每日收盘价进行买卖操作
2、卖出股票对应份额后，持有现金
3、平均持股，单个股票的上涨对应总市值比例为 单只股票上涨幅度/建仓日的总股票数
4、每日收益累加中复利按天计算，没有考虑单支股票的复利
"""
lst_daily_code = self.ds_tushare.get_daily_stock_pool(date)
lst_trade_cal = self.ds_tushare.get_trade_cal(date)
lst_yield = list()
hold_stock = len(lst_daily_code) # 该日建仓的总持股数量
for item_date in lst_trade_cal:
pct_daily = 0.0
for item_daily in lst_daily_code:
if item_daily['date_sell'] is None or item_daily[
'date_sell'] >= item_date:
dic_price = self.ds_tushare.get_stock_price_info(
item_daily['ts_code'], item_date)
pct_chg = 0.0 if dic_price is None else dic_price[
'pct_chg'] / float(hold_stock)
pct_daily += pct_chg
lst_yield.append(pct_daily)
LOG.info(lst_yield)
if len(lst_yield) != 0:
lst_yield[0] = 0.0 #第一天的收盘价建仓，初始涨幅设置为0
rate_lst_ret = self.cnt_compound_interest(lst_yield)
return np.array(lst_trade_cal), np.array(rate_lst_ret)
def plot_yield_curve_union(self, x, y, line_name):
# 图像叠加绘制
LOG.info(x)
LOG.info(y)
tick_spacing = math.ceil(x.size / 5) # 横坐标显示5个日期数字
tick_spacing = tick_spacing if tick_spacing != 0 else 1
self.axes.plot(x, y, label=line_name)
self.axes.legend()
self.axes.xaxis.set_major_locator(ticker.MultipleLocator(tick_spacing))
def plot_yield_curve_cover(self, x, y):
# 图像重绘
LOG.info(x)
LOG.info(y)
self.axes.cla()
tick_spacing = math.ceil(x.size / 5) # 横坐标显示5个日期数字
tick_spacing = tick_spacing if tick_spacing != 0 else 1
self.axes.plot(x, y)
self.axes.xaxis.set_major_locator(ticker.MultipleLocator(tick_spacing))
self.fig.canvas.draw() # 这里注意是画布重绘，self.figs.canvas
self.fig.canvas.flush_events() # 画布刷新self.figs.canvas
def on_pushButton_oper_clicked(self):
content = self.__ui.textEdit_buy.toPlainText()
content_sell = self.__ui.textEdit_sell.toPlainText()
date = self.__ui.dateEdit_oper.date()
lst_code = content.split(',')
lst_code_sell = content_sell.split(',')
lst_code_transfer = list()
lst_code_transfer_sell = list()
code_error = False
if content == '':
lst_code = []
if content_sell == '':
lst_code_sell = []
for item in lst_code:
if item[0] in ['0', '3']:
item += '_SZ'
else:
item += '_SH'
if item not in self.ds_tushare.get_stock_list():
LOG.info('stock code error! %s' % item)
code_error = True
self.show_warning_message()
break
lst_code_transfer.append(item)
for item in lst_code_sell:
if item[0] in ['0', '3']:
item += '_SZ'
else:
item += '_SH'
if item not in self.ds_tushare.get_stock_list():
LOG.info('stock code error! %s' % item)
code_error = True
self.show_warning_message()
break
lst_code_transfer_sell.append(item)
if code_error is False:
self.ds_tushare.daily_stock_pool_in_db(lst_code_transfer,
date.toString("yyyyMMdd"))
self.ds_tushare.cur_stock_pool_in_db(lst_code_transfer,
date.toString("yyyyMMdd"))
self.ds_tushare.set_daily_stock_pool(lst_code_transfer_sell,
date.toString("yyyyMMdd"))
self.ds_tushare.del_cur_stock_pool(lst_code_transfer_sell,
date.toString("yyyyMMdd"))
self.__ui.textEdit_buy.clear()
self.__ui.textEdit_sell.clear()
self.set_table_widget_stock_hold()
def set_table_widget_stock_hold(self):
date_lst = self.ds_tushare.get_cur_stock_pool_date_lst()
if self.date_begin == self.date_end or len(date_lst) == 0:
LOG.info('收益曲线开始日期等于结束日期')
return
lst_hold_stock = self.ds_tushare.get_cur_stock_pool_code_lst(
date_lst[-1])
date_lst.reverse()
for trade_date in date_lst:
stock_daily_lst = self.ds_tushare.get_daily_stock_pool(trade_date)
for item_daily in stock_daily_lst:
if item_daily['ts_code'] not in lst_hold_stock:
lst_hold_stock.append(item_daily['ts_code'])
self.__ui.tableWidget_cur.clearContents()
self.__ui.tableWidget_cur.setRowCount(len(lst_hold_stock))
self.__ui.tableWidget_cur.setColumnCount(4)
line_idx = 0
for code in lst_hold_stock:
self.__ui.tableWidget_cur.setItem(line_idx, 0,
QTableWidgetItem(code))
stock_daily = self.ds_tushare.get_daily_stock(code)
if stock_daily is not None:
self.__ui.tableWidget_cur.setItem(
line_idx, 1, QTableWidgetItem(stock_daily['date_buy']))
date_sell = stock_daily['date_sell'] if stock_daily[
'date_sell'] is not None else None
self.__ui.tableWidget_cur.setItem(line_idx, 2,
QTableWidgetItem(date_sell))
k_data_buy = self.ds_tushare.get_stock_price_info(
code, stock_daily['date_buy'])
if stock_daily['date_sell'] is None:
k_data_sell = self.ds_tushare.get_stock_price_info_last(
code)
else:
k_data_sell = self.ds_tushare.get_stock_price_info(
code, stock_daily['date_sell'])
if k_data_sell is not None and k_data_buy is not None:
profit = (k_data_sell['close'] -
k_data_buy['close']) / k_data_buy['close']
else:
profit = 0
self.__ui.tableWidget_cur.setItem(
line_idx, 3, QTableWidgetItem("%.4f" % (100 * (profit))))
line_idx += 1
def count_index_yield(self, code_index):
"""
计算指数收益曲线
code_index: 指数代码 ['000001_SH', '399001_SZ', '399005_SZ', '399006_SZ']
"""
if self.date_begin == self.date_end:
LOG.info('收益曲线开始日期等于结束日期')
return np.array(0), np.array(0)
value_index_lst = list()
index_lst = self.ds_tushare.get_stock_price_lst(
code_index, self.date_begin, self.date_end)
for item_index in index_lst:
value_index_lst.append(item_index['close'])
rate_lst_ret = list()
for item_index_value in value_index_lst:
rate_lst_ret.append(item_index_value / value_index_lst[0])
date_lst = self.ds_tushare.get_trade_cal(self.date_begin,
self.date_end)
return np.array(date_lst), np.array(rate_lst_ret)
lst_close.append(item_price['close'])
lst_pct_chg_code.append(item_price['pct_chg'])
arr_pct_chg_code = np.array(lst_pct_chg_code)
arr_pct_chg_code = np.roll(arr_pct_chg_code, -1)
arr_pct_chg_code = (arr_pct_chg_code > 0.0).astype(int)
lst_ma5.pop()
lst_ma10.pop()
lst_ma20.pop()
lst_ma30.pop()
lst_ma60.pop()
lst_ma120.pop()
lst_close.pop()
try:
arr_pct_chg_code = np.delete(arr_pct_chg_code, -1)
except:
LOG.info(arr_pct_chg_code)
lst_pct_chg += list(arr_pct_chg_code)
arr_ma5 = np.array(lst_ma5)
arr_ma10 = np.array(lst_ma10)
arr_ma20 = np.array(lst_ma20)
arr_ma30 = np.array(lst_ma30)
arr_ma60 = np.array(lst_ma60)
arr_ma120 = np.array(lst_ma120)
arr_close = np.array(lst_close)
arr_ma5_sub_close = (arr_close - arr_ma5) * 100 / arr_close
arr_ma10_sub_close = (arr_close - arr_ma10) * 100 / arr_close
arr_ma20_sub_close = (arr_close - arr_ma20) * 100 / arr_close
arr_ma30_sub_close = (arr_close - arr_ma30) * 100 / arr_close
arr_ma60_sub_close = (arr_close - arr_ma60) * 100 / arr_close
arr_ma120_sub_close = (arr_close - arr_ma120) * 100 / arr_close
arr_pct_chg = np.array(lst_pct_chg)
def mousePressEvent(self, event):
# if(event->button() == Qt::RightButton)
LOG.info('BBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBB')
def mousePressEvent(self, event):
LOG.info('AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA')