class DataFetcher(QThread):
def __init__(self, parent=None):
super().__init__(parent)
from KRData.HKData import HKFuture
self.hf = HKFuture()
self.finished.connect(self.parent().show_data_fetch_finished)
def run(self) -> None:
parent = self.parent()
if parent:
parent.raw_data['HSI'] = self.hf.get_main_contract_bars('HSI', start='20190101')
def pack_to_traindatas2(data_path, train_path, zong_t, time_lidu, hc_zq=3):
'''
'''
# 1.读取回测文件
train_datas = {}
with open(data_path, 'rb') as f0:
resdf = pickle.load(f0)
# 2.1读取训练数据地址，保存一个空文件。
time0 = time.strftime("%m-%d", time.localtime())
train_path = train_path.split(
'.')[0] + f'_周期{time_lidu}_回测周期{hc_zq}_{time0}' + '.pickle'
if os.path.exists(train_path): # 读取保存地址
print(f'地址存在{train_path}。')
# 2.2读取训练数据地址，保存一个空文件。
else:
print(f'文件地址可用，新建一个空文件:{train_path}')
with open(train_path, 'wb') as f_new:
pickle.dump(train_datas, f_new)
print(f'空文件保存在：{train_path}')
# 3.0 获取历史信息。
hf = HKFuture() # 首次使用先配置..KRData
h_data = hf.get_main_contract_bars('HSI',
start=zong_t[0],
end=(zong_t[-1] +
datetime.timedelta(days=27)))
# 3.按策略名字生成训练数据数据
for k in resdf.keys(): # 遍历里面的策略名
da = resdf[k] #da是df数据，所有月份和参数。
# 生成数据
if len(da.keys()) > 0:
print(f'{k}开始生成训练数据')
# trainda 数据格式：{时间：数据，时间：数据。}
trainda = generate_train_data2(da,
zong_t=zong_t,
hc_zq=hc_zq,
h_data=h_data)
train_datas[k] = trainda
print(f'训练数据已经添加，当前：{k}')
print('已存在》key：', train_datas.keys())
with open(train_path, 'wb') as f1:
pickle.dump(train_datas, f1)
print('生成完毕：已存在key：')
for i in train_datas.keys():
print(i)
print(f'\n保存在：{train_path}')