def report_core_company():
while True:
error_count = 0
email_action = EmailInformer()
try:
StockTradeDay.record_data(provider='joinquant')
Stock.record_data(provider='joinquant')
FinanceFactor.record_data(provider='eastmoney')
BalanceSheet.record_data(provider='eastmoney')
latest_day: StockTradeDay = StockTradeDay.query_data(
order=StockTradeDay.timestamp.desc(),
limit=1,
return_type='domain')
if latest_day:
target_date = latest_day[0].timestamp
else:
target_date = now_pd_timestamp()
my_selector: TargetSelector = FundamentalSelector(
start_timestamp='2015-01-01', end_timestamp=target_date)
my_selector.run()
long_targets = my_selector.get_open_long_targets(
timestamp=target_date)
if long_targets:
stocks = get_entities(provider='joinquant',
entity_schema=Stock,
entity_ids=long_targets,
return_type='domain')
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = ' '.join(info)
else:
msg = 'no targets'
logger.info(msg)
email_action.send_message([
'*****@*****.**', '*****@*****.**',
'*****@*****.**', '*****@*****.**',
'*****@*****.**'
], f'{to_time_str(target_date)} 核心资产选股结果', msg)
break
except Exception as e:
logger.exception('report_core_company error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message(
"*****@*****.**", f'report_core_company error',
'report_core_company error:{}'.format(e))
def test_add_tushare_provider():
from zvt.contract.register import register_schema
from zvt.domain.meta.stock_meta import StockMetaBase
register_schema(providers=['tushare'],
db_name='stock_meta',
schema_base=StockMetaBase)
from zvt.domain import Stock
Stock.query_data(provider='tushare')
try:
Stock.record_data(provider='tushare')
assert False
except Exception as e:
print(e)
def test_china_stock_reader():
data_reader = DataReader(
codes=["002572", "000338"],
data_schema=Stock1dKdata,
entity_schema=Stock,
start_timestamp="2019-01-01",
end_timestamp="2019-06-10",
entity_provider="eastmoney",
)
categories = data_reader.data_df.index.levels[0].to_list()
df = data_reader.data_df
assert "stock_sz_002572" in categories
assert "stock_sz_000338" in categories
assert ("stock_sz_002572", "2019-01-02") in df.index
assert ("stock_sz_000338", "2019-01-02") in df.index
assert ("stock_sz_002572", "2019-06-10") in df.index
assert ("stock_sz_000338", "2019-06-10") in df.index
for timestamp in Stock.get_interval_timestamps(
start_date="2019-06-11",
end_date="2019-06-14",
level=IntervalLevel.LEVEL_1DAY):
data_reader.move_on(to_timestamp=timestamp)
df = data_reader.data_df
assert ("stock_sz_002572", timestamp) in df.index
assert ("stock_sz_000338", to_time_str(timestamp)) in df.index
def test_china_stock_reader():
data_reader = DataReader(codes=['002572', '000338'],
data_schema=Stock1dKdata,
entity_schema=Stock,
start_timestamp='2019-01-01',
end_timestamp='2019-06-10',
entity_provider='eastmoney')
categories = data_reader.data_df.index.levels[0].to_list()
df = data_reader.data_df
assert 'stock_sz_002572' in categories
assert 'stock_sz_000338' in categories
assert ('stock_sz_002572', '2019-01-02') in df.index
assert ('stock_sz_000338', '2019-01-02') in df.index
assert ('stock_sz_002572', '2019-06-10') in df.index
assert ('stock_sz_000338', '2019-06-10') in df.index
for timestamp in Stock.get_interval_timestamps(
start_date='2019-06-11',
end_date='2019-06-14',
level=IntervalLevel.LEVEL_1DAY):
data_reader.move_on(to_timestamp=timestamp)
df = data_reader.data_df
assert ('stock_sz_002572', timestamp) in df.index
assert ('stock_sz_000338', to_time_str(timestamp)) in df.index
def record_stock():
while True:
email_action = EmailInformer()
try:
Stock.record_data(provider='joinquant', sleeping_time=1)
StockTradeDay.record_data(provider='joinquant', sleeping_time=1)
email_action.send_message("*****@*****.**",
'joinquant record stock finished', '')
break
except Exception as e:
msg = f'joinquant record stock:{e}'
logger.exception(msg)
email_action.send_message("*****@*****.**",
'joinquant record stock error', msg)
time.sleep(60 * 5)
def tag(self, timestamp):
stock_df = Stock.query_data(filters=[Stock.list_date <= timestamp],
index="entity_id")
block_df = Block.query_data(provider="eastmoney",
filters=[Block.category == "industry"],
index="entity_id")
block_ids = block_df.index.tolist()
block_stock_df = BlockStock.query_data(
provider="eastmoney",
entity_ids=block_ids,
filters=[BlockStock.stock_id.in_(stock_df.index.tolist())],
index="stock_id",
)
block_stock_df["cycle_tag"] = block_stock_df["name"].apply(
lambda name: get_cycle_tag(name))
strong_cycle_stocks = block_stock_df[block_stock_df.cycle_tag ==
"strong_cycle"]["stock_id"]
weak_cycle_stocks = block_stock_df[block_stock_df.cycle_tag ==
"weak_cycle"]["stock_id"]
non_cycle_stocks = block_stock_df[block_stock_df.cycle_tag ==
"non_cycle"]["stock_id"]
strong_cycle_domains = self.get_tag_domains(
entity_ids=strong_cycle_stocks,
timestamp=timestamp,
cycle_tag=CycleTag.strong_cycle.value)
weak_cycle_domains = self.get_tag_domains(
entity_ids=weak_cycle_stocks,
timestamp=timestamp,
cycle_tag=CycleTag.weak_cycle.value)
non_cycle_domains = self.get_tag_domains(
entity_ids=non_cycle_stocks,
timestamp=timestamp,
cycle_tag=CycleTag.non_cycle.value)
self.session.add_all(strong_cycle_domains)
self.session.add_all(weak_cycle_domains)
self.session.add_all(non_cycle_domains)
self.session.commit()
def tag(self, timestamp):
stock_df = Stock.query_data(filters=[Stock.list_date <= timestamp],
index='entity_id')
block_df = Block.query_data(provider='eastmoney',
filters=[Block.category == 'industry'],
index='entity_id')
block_ids = block_df.index.tolist()
block_stock_df = BlockStock.query_data(
provider='eastmoney',
entity_ids=block_ids,
filters=[BlockStock.stock_id.in_(stock_df.index.tolist())],
index='stock_id')
block_stock_df['cycle_tag'] = block_stock_df['name'].apply(
lambda name: get_cycle_tag(name))
strong_cycle_stocks = block_stock_df[block_stock_df.cycle_tag ==
'strong_cycle']['stock_id']
weak_cycle_stocks = block_stock_df[block_stock_df.cycle_tag ==
'weak_cycle']['stock_id']
non_cycle_stocks = block_stock_df[block_stock_df.cycle_tag ==
'non_cycle']['stock_id']
strong_cycle_domains = self.get_tag_domains(
entity_ids=strong_cycle_stocks,
timestamp=timestamp,
cycle_tag=CycleTag.strong_cycle.value)
weak_cycle_domains = self.get_tag_domains(
entity_ids=weak_cycle_stocks,
timestamp=timestamp,
cycle_tag=CycleTag.weak_cycle.value)
non_cycle_domains = self.get_tag_domains(
entity_ids=non_cycle_stocks,
timestamp=timestamp,
cycle_tag=CycleTag.non_cycle.value)
self.session.add_all(strong_cycle_domains)
self.session.add_all(weak_cycle_domains)
self.session.add_all(non_cycle_domains)
self.session.commit()
def make_decision(self, timestamp, trading_level: IntervalLevel):
longs, shorts = super().make_decision(timestamp, trading_level)
if longs or shorts:
# 成交超过1亿的前300个股
df = Stock1dKdata.query_data(
start_timestamp=timestamp,
end_timestamp=timestamp,
columns=[Stock1dKdata.entity_id],
filters=[Stock1dKdata.turnover > 100000000],
limit=300,
order=Stock1dKdata.volume.desc())
longs1 = set(df['entity_id'].to_list())
long_targets = set(longs) & longs1
if shorts:
all = Stock.query_data(columns=[Stock.entity_id])
short_targets = set(shorts) | (
set(all['entity_id'].to_list()) - longs1)
else:
short_targets = shorts
return long_targets, short_targets
return longs, shorts
def get_stock_list_data(provider: Provider):
# 股票列表
Stock.record_data(provider=provider, sleeping_time=0)
