def finally_datetime(cls, date, max_pst_days=1, bsi=False):
"""
根据开仓时间和最长持有时间计算买出时间，适用于中国A股股票
:param bsi: False表示按自然日计算持有的时间， True表示按交易日计算
:param date:
:param max_pst_days:
:return:
"""
try:
time = dt.timedelta(hours=14, minutes=55)
start = dt.datetime(date.year, date.month, date.day)
if bsi:
end = trading.trade_period(start, max_pst_days)
return end + time
else:
end = start + dt.timedelta(days=max_pst_days)
if trading.is_trade_day(end):
return end + time
else: # end 不是交易日
if trading.trade_days(start, end) > 0: # 向前推算
for i in range(1, max_pst_days, 1):
end = end - dt.timedelta(days=1)
if trading.is_trade_day(end):
return end + time
else: # 向后推算
for i in range(1, 11, 1):
end = start + dt.timedelta(days=i)
if trading.is_trade_day(end):
return end + time
return date
except Exception as e:
ExceptionInfo(e)
return date
def trade_date(cls, datetime, market='China/Stock'):
if market == 'China/Stock':
tdy = dt.datetime(datetime.year, datetime.month, datetime.day)
if trading.is_trade_day(tdy):
open_am = dt.datetime(datetime.year, datetime.month,
datetime.day, 9, 30)
close_am = dt.datetime(datetime.year, datetime.month,
datetime.day, 11, 30)
open_pm = dt.datetime(datetime.year, datetime.month,
datetime.day, 13)
close_pm = dt.datetime(datetime.year, datetime.month,
datetime.day, 15)
if open_am <= datetime <= close_am or open_pm <= datetime < close_pm:
return True
else:
return False
else:
return False
if market == 'China/HongKong':
pass
def tim(tms):
while 1:
try:
crt = dt.datetime.now()
if not trading.is_trade_day(crt):
print('{0} today is not in business'.format(crt))
time.sleep(60 * 60 * 2) # sleep two hours
continue
tms['date'] = pd.datetime(crt.year, crt.month,
crt.day) + tms.time
tm = tms[tms.hour == crt.hour]
if len(tm):
for i, r in tm.iterrows():
if crt >= r.date != r.log:
print('timing task run', r.date, r.log)
func()
tms.at[i, 'log'] = r.date
pass
time.sleep(60)
else:
time.sleep(60 * 60)
pass
except Exception as ep:
ExceptionInfo(ep)
def is_trade_day(cls, date):
return trading.is_trade_day(date)
def rerun(cls, action, deep_sleep=list(), offset=None):
"""
复盘演示
:param action:
:param deep_sleep:
:param offset:
:return:
"""
profit_probe_period = dt.timedelta(minutes=1)
profit_probe_next = CalfDateTime.now(offset=offset)
_f = False # 记录当天是否收盘
klines = action.klines # 需要跟踪的bar周期
_id = cls.open_kline_update_log() # 记录bar更新
while 1:
try:
crt = CalfDateTime.now(offset=offset)
if not trading.is_trade_day(
dt.datetime(crt.year, crt.month, crt.day)):
print('{0} today is not in business'.format(crt))
time.sleep(60 * 60 * 2) # sleep two hours
continue
if action.trade_day_end(crt) and _f:
print(fontcolor.F_GREEN + '-' * 80)
print('# %s Today Overview #' % action.name)
print('Signal:')
action.signals_summary()
print('Order:')
action.orders_summary()
print(fontcolor.F_GREEN + '-' * 80 + fontcolor.END)
sound_notice('close.wav').start()
_f = False
# open_am <= crt <= close_am or open_pm <= crt < close_pm
if action.trade_date(crt):
# 交易日盘中
s_d = crt - dt.timedelta(minutes=3)
e_d = crt + dt.timedelta(minutes=3)
log = kd.read_log(start_date=s_d, end_date=e_d, status=200)
if len(log):
log['_id'] = log['_id'].astype('str')
for i, r in log.iterrows():
if r.kline in klines and r['_id'] != _id[r.kline]:
print('this kline %s find update' % r.kline)
action.real(r.kline, start_time=crt)
print(r.kline + ' id update:' + _id[r.kline] +
'-->' + r['_id'])
_id[r.kline] = r['_id']
cls.set_kline_update_log(_id)
if profit_probe_next <= crt:
print('profit probing date:{0}'.format(crt))
# action.probing()
profit_probe_next += profit_probe_period
_f = True
time.sleep(5)
else:
print('{0} this datetime is not in business'.format(crt))
profit_probe_next = crt
_f = False
# sleep = 60 * 30
# if crt.hour == 9 or crt.hour == 12:
# sleep = 60 * 5
sleep = 60 * 5 if crt.hour in deep_sleep else 60 * 30
time.sleep(sleep)
except Exception as e:
ExceptionInfo(e)