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 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