def record_margin_trading():
email_action = EmailInformer()
try:
MarginTrading.record_data(provider=Provider.JoinQuant, sleeping_time=1)
# email_action.send_message("*****@*****.**", 'joinquant record margin trading finished', '')
except Exception as e:
msg = f'joinquant record margin trading:{e}'
logger.exception(msg)
email_action.send_message("*****@*****.**",
'joinquant record margin trading error', msg)
time.sleep(60)
def on_trading_signals(self, trading_signals: List[TradingSignal]):
# 发送交易信号
target_date = trading_signals[0].happen_timestamp
# 发送最近20天的交易信号
if target_date + datetime.timedelta(20) > now_pd_timestamp(
self.region):
email_action = EmailInformer()
msg = ''
# 目前持仓情况
positions = self.get_current_positions()
if positions:
current_stocks = [position.entity_id for position in positions]
msg = msg + '目前持仓: ' + entity_ids_to_msg(
self.region, current_stocks) + '\n'
# 多空信号
long_stocks = []
short_stocks = []
for trading_signal in trading_signals:
if trading_signal.trading_signal_type == TradingSignalType.open_long:
long_stocks.append(trading_signal.entity_id)
elif trading_signal.trading_signal_type == TradingSignalType.close_long:
short_stocks.append(trading_signal.entity_id)
if long_stocks:
msg = msg + '买入: ' + entity_ids_to_msg(self.region,
long_stocks) + '\n'
if short_stocks:
msg = msg + '卖出: ' + entity_ids_to_msg(self.region,
short_stocks) + '\n'
# 账户情况
account = self.get_current_account()
pct = round((account.all_value - account.input_money) /
account.input_money * 100, 4)
msg = msg + f'投入金额:{account.input_money},目前总市值:{account.all_value},收益率:{pct}%'
email_action.send_message("*****@*****.**", f'{target_date} 交易信号',
msg)
super().on_trading_signals(trading_signals)
def record_others():
while True:
email_action = EmailInformer()
try:
Etf.record_data(provider=Provider.JoinQuant, sleeping_time=1)
EtfStock.record_data(provider=Provider.JoinQuant, sleeping_time=1)
# email_action.send_message("*****@*****.**", 'joinquant record etf finished', '')
break
except Exception as e:
msg = f'joinquant record etf error:{e}'
logger.exception(msg)
email_action.send_message("*****@*****.**",
'joinquant record etf error', msg)
time.sleep(60)
def record_stock():
while True:
email_action = EmailInformer()
try:
Stock.record_data(provider=Provider.JoinQuant, sleeping_time=1)
StockTradeDay.record_data(provider=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 record_valuation():
while True:
email_action = EmailInformer()
try:
# 个股估值数据
StockValuation.record_data(provider=Provider.JoinQuant,
sleeping_time=1)
# email_action.send_message("*****@*****.**", 'joinquant record valuation finished', '')
break
except Exception as e:
msg = f'joinquant record kdata:{e}'
logger.exception(msg)
email_action.send_message("*****@*****.**",
'joinquant record valuation error', msg)
time.sleep(60)
def record_kdata():
while True:
email_action = EmailInformer()
try:
# 日线前复权和后复权数据
# Stock1dKdata.record_data(provider=Provider.JoinQuant, sleeping_time=0)
Stock1dHfqKdata.record_data(provider=Provider.JoinQuant,
sleeping_time=0)
# StockMoneyFlow.record_data(provider=Provider.JoinQuant, sleeping_time=0)
# IndexMoneyFlow.record_data(provider=Provider.JoinQuant, sleeping_time=0)
# email_action.send_message("*****@*****.**", 'joinquant record kdata finished', '')
break
except Exception as e:
msg = f'joinquant record kdata:{e}'
logger.exception(msg)
email_action.send_message("*****@*****.**",
'joinquant record kdata error', msg)
time.sleep(60 * 5)
def report_core_company(region: Region, provider: Provider):
while True:
error_count = 0
email_action = EmailInformer()
try:
# StockTradeDay.record_data(provider=Provider.JoinQuant)
# Stock.record_data(provider=Provider.JoinQuant)
# FinanceFactor.record_data(provider=Provider.EastMoney)
# BalanceSheet.record_data(provider=Provider.EastMoney)
target_date = to_time_str(now_pd_timestamp(region))
my_selector: TargetSelector = FundamentalSelector(region=region, start_timestamp='2016-01-01', end_timestamp=target_date)
my_selector.run()
long_targets = my_selector.get_open_long_targets(timestamp=target_date)
if long_targets:
stocks = get_entities(region=region, provider=provider, entity_schema=Stock, entity_ids=long_targets,
return_type='domain')
# add them to eastmoney
try:
try:
eastmoneypy.del_group('core')
except:
pass
eastmoneypy.create_group('core')
for stock in stocks:
eastmoneypy.add_to_group(stock.code, group_name='core')
except Exception as e:
email_action.send_message("*****@*****.**", 'report_core_company error',
'report_core_company error:{}'.format(e))
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = ' '.join(info)
else:
msg = 'no targets'
logger.info(msg)
email_action.send_message(get_subscriber_emails(), 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 record_money_flow():
while True:
email_action = EmailInformer()
try:
BlockMoneyFlow.record_data(provider=Provider.Sina)
email_action.send_message("*****@*****.**",
'sina money flow finished', '')
break
except Exception as e:
msg = f'sina money flow error:{e}'
logger.exception(msg)
email_action.send_message("*****@*****.**",
'sina money flow error', msg)
time.sleep(60)
def run():
while True:
email_action = EmailInformer()
try:
DividendFinancing.record_data(provider=Provider.EastMoney)
HolderTrading.record_data(provider=Provider.EastMoney)
ManagerTrading.record_data(provider=Provider.EastMoney)
TopTenHolder.record_data(provider=Provider.EastMoney)
TopTenTradableHolder.record_data(provider=Provider.EastMoney)
email_action.send_message("*****@*****.**", 'eastmoney runner2 finished', '')
break
except Exception as e:
msg = f'eastmoney runner2 error:{e}'
logger.exception(msg)
email_action.send_message("*****@*****.**", 'eastmoney runner2 error', msg)
time.sleep(60)
def run():
while True:
email_action = EmailInformer()
try:
Stock.record_data(provider=Provider.EastMoney)
StockDetail.record_data(provider=Provider.EastMoney)
FinanceFactor.record_data(provider=Provider.EastMoney)
BalanceSheet.record_data(provider=Provider.EastMoney)
IncomeStatement.record_data(provider=Provider.EastMoney)
CashFlowStatement.record_data(provider=Provider.EastMoney)
email_action.send_message("*****@*****.**",
'eastmoney runner1 finished', '')
break
except Exception as e:
msg = f'eastmoney runner1 error:{e}'
logger.exception(msg)
email_action.send_message("*****@*****.**",
'eastmoney runner1 error', msg)
time.sleep(60)
def report_vol_up_250(region: Region):
while True:
error_count = 0
email_action = EmailInformer()
try:
# 抓取k线数据
# StockTradeDay.record_data(provider=Provider.JoinQuant)
# Stock1dKdata.record_data(provider=Provider.JoinQuant)
latest_day: Stock1dHfqKdata = Stock1dHfqKdata.query_data(
region=region,
order=Stock1dHfqKdata.timestamp.desc(),
limit=1,
return_type='domain')
target_date = latest_day[0].timestamp
# 计算均线
my_selector = TargetSelector(region=region,
start_timestamp='2018-10-01',
end_timestamp=target_date)
# add the factors
factor1 = VolumeUpMaFactor(region=region,
start_timestamp='2018-10-01',
end_timestamp=target_date)
my_selector.add_filter_factor(factor1)
my_selector.run()
long_stocks = my_selector.get_open_long_targets(
timestamp=target_date)
msg = 'no targets'
# 过滤亏损股
# check StockValuation data
pe_date = target_date - datetime.timedelta(10)
if StockValuation.query_data(region=region,
start_timestamp=pe_date,
limit=1,
return_type='domain'):
positive_df = StockValuation.query_data(
region=region,
provider=Provider.JoinQuant,
entity_ids=long_stocks,
start_timestamp=pe_date,
filters=[StockValuation.pe > 0],
columns=['entity_id'])
bad_stocks = set(long_stocks) - set(
positive_df['entity_id'].tolist())
if bad_stocks:
stocks = get_entities(region=region,
provider=Provider.JoinQuant,
entity_schema=Stock,
entity_ids=bad_stocks,
return_type='domain')
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = '亏损股:' + ' '.join(info) + '\n'
long_stocks = set(positive_df['entity_id'].tolist())
if long_stocks:
stocks = get_entities(region=region,
provider=Provider.JoinQuant,
entity_schema=Stock,
entity_ids=long_stocks,
return_type='domain')
# add them to eastmoney
try:
try:
eastmoneypy.del_group('tech')
except:
pass
eastmoneypy.create_group('tech')
for stock in stocks:
eastmoneypy.add_to_group(stock.code, group_name='tech')
except Exception as e:
email_action.send_message(
"*****@*****.**", f'report_vol_up_250 error',
'report_vol_up_250 error:{}'.format(e))
info = [f'{stock.name}({stock.code})' for stock in stocks]
msg = msg + '盈利股:' + ' '.join(info) + '\n'
logger.info(msg)
email_action.send_message(get_subscriber_emails(),
f'{target_date} 改进版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))