def get_stock_1d_k_data(provider: Provider, sleep, desc, pc, lock, region,
batch):
# 日线
Stock1dKdata.record_data(provider=provider,
share_para=(desc, pc, lock, True, region),
sleeping_time=sleep,
batch_size=batch)
def report_vol_up_250():
while True:
error_count = 0
email_action = EmailInformer()
try:
# 抓取k线数据
StockTradeDay.record_data(provider='joinquant')
Stock1dKdata.record_data(provider='joinquant')
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()
# 计算均线
my_selector = TargetSelector(start_timestamp='2018-01-01',
end_timestamp=target_date)
# add the factors
factor1 = VolumeUpMa250Factor(start_timestamp='2018-01-01',
end_timestamp=target_date)
my_selector.add_filter_factor(factor1)
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'{target_date} 放量突破年线选股结果', msg)
break
except Exception as e:
logger.exception('report_vol_up_250 error:{}'.format(e))
time.sleep(60 * 3)
error_count = error_count + 1
if error_count == 10:
email_action.send_message(
"*****@*****.**", f'report_vol_up_250 error',
'report_vol_up_250 error:{}'.format(e))
]
df = StockActorSummary.query_data(filters=filters)
if pd_is_not_null(df):
self.logger.info(f'{df}')
self.finish_date = recent_report_date
long_df = df[df['change_ratio'] > 0.05]
short_df = df[df['change_ratio'] < -0.5]
try:
self.trade_the_targets(
due_timestamp=timestamp,
happen_timestamp=timestamp,
long_selected=set(long_df['entity_id'].to_list()),
short_selected=set(short_df['entity_id'].to_list()))
except Exception as e:
self.logger.error(e)
if __name__ == '__main__':
entity_id = 'stock_sh_600519'
Stock1dKdata.record_data(entity_id=entity_id, provider='em')
StockActorSummary.record_data(entity_id=entity_id, provider='em')
FollowIITrader(start_timestamp='2002-01-01',
end_timestamp='2021-01-01',
entity_ids=[entity_id],
provider='em',
adjust_type=AdjustType.qfq,
profit_threshold=None).run()