def QA_fetch_stock_realtime_adv(
code=None,
num=1,
collections=DATABASE.get_collection('realtime_{}'.format(
datetime.date.today())),
verbose=True,
):
'''
返回当日的上下五档, code可以是股票可以是list, num是每个股票获取的数量
:param code:
:param num:
:param collections: realtime_XXXX-XX-XX 每天实时时间
:return: DataFrame
'''
if code is not None:
# code 必须转换成list 去查询数据库
if isinstance(code, str):
code = [code]
elif isinstance(code, list):
pass
else:
QA_util_log_error(
"QA Error QA_fetch_stock_realtime_adv parameter code is not List type or String type"
)
items_from_collections = [
item for item in collections.find({'code': {
'$in': code
}},
limit=num * len(code),
sort=[('datetime',
pymongo.DESCENDING)])
]
if (items_from_collections is None) or \
(len(items_from_collections) == 0):
if verbose:
QA_util_log_error(
"QA Error QA_fetch_stock_realtime_adv find parameter code={} num={} collection={} return NOne"
.format(code, num, collections))
return
data = pd.DataFrame(items_from_collections)
data_set_index = data.set_index(['datetime', 'code'],
drop=False).drop(['_id'], axis=1)
return data_set_index
else:
QA_util_log_error(
"QA Error QA_fetch_stock_realtime_adv parameter code is None")
def QA_fetch_index_transaction_adv(code,
start,
end=None,
frequence='tick',
if_drop_index=True,
collections=DATABASE.index_transaction):
'''
:param code:
:param start:
:param end:
:param if_drop_index:
:param collections:
:return:
'''
end = start if end is None else end
if len(start) == 10:
start = '{} 09:30:00'.format(start)
if len(end) == 10:
end = '{} 15:00:00'.format(end)
if start == end:
# 🛠 todo 如果相等，根据 frequence 获取开始时间的 时间段 QA_fetch_stock_min， 不支持start end是相等的
QA_util_log_error(
"QA Error QA_fetch_stock_min_adv parameter code=%s , start=%s, end=%s is equal, should have time span! "
% (code, start, end))
return None
# 🛠 todo 报告错误 如果开始时间 在 结束时间之后
res = QA_fetch_index_transaction(code,
start,
end,
format='pd',
frequence=frequence,
collections=collections)
if res is None:
QA_util_log_error(
"QA Error QA_fetch_index_transaction_adv parameter code=%s , start=%s, end=%s frequence=%s call QA_fetch_index_transaction return None"
% (code, start, end, frequence))
return None
else:
res_set_index = res.set_index(['datetime', 'code'], drop=if_drop_index)
# if res_set_index is None:
# print("QA Error QA_fetch_stock_min_adv set index 'datetime, code' return None")
# return None
return QA_DataStruct_Index_transaction(res_set_index)
def QA_fetch_cryptocurrency_day_adv(code,
start,
end=None,
if_drop_index=True,
collections=DATABASE.cryptocurrency_day):
'''
'获取数字加密资产日线'
:param code:
:param start: 字符串str 开始日期 eg 2011-01-01
:param end: 字符串str 结束日期 eg 2011-05-01
:param if_drop_index: Ture False ， dataframe drop index or not
:param collections: mongodb 数据库
:return:
'''
'获取数字加密资产日线'
end = start if end is None else end
start = str(start)[0:10]
end = str(end)[0:10]
# 🛠 todo 报告错误 如果开始时间 在 结束时间之后
# 🛠 todo 如果相等
res = QA_fetch_cryptocurrency_day(code,
start,
end,
format='pd',
collections=collections)
if res is None:
QA_util_log_error(
"QA Error QA_fetch_cryptocurrency_day_adv parameter symbol=%s start=%s end=%s call QA_fetch_cryptocurrency_day return None"
% (code, start, end))
else:
res_set_index = res.set_index(['date', 'code'])
return QA_DataStruct_CryptoCurrency_day(res_set_index)
def QA_fetch_cryptocurrency_min_adv(code,
start,
end=None,
frequence='1min',
if_drop_index=True,
collections=DATABASE.cryptocurrency_min):
'''
'获取数字加密资产分钟线'
:param symbol:
:param start:
:param end:
:param frequence:
:param if_drop_index:
:param collections:
:return:
'''
if frequence in ['1min', '1m']:
frequence = '1min'
elif frequence in ['5min', '5m']:
frequence = '5min'
elif frequence in ['15min', '15m']:
frequence = '15min'
elif frequence in ['30min', '30m']:
frequence = '30min'
elif frequence in ['60min', '60m']:
frequence = '60min'
# __data = [] 没有使用
end = start if end is None else end
if len(start) == 10:
start = '{} 00:00:00'.format(start)
if len(end) == 10:
end = '{} 23:59:59'.format(end)
# 🛠 todo 报告错误 如果开始时间 在 结束时间之后
# if start == end:
# 🛠 todo 如果相等，根据 frequence 获取开始时间的 时间段 QA_fetch_cryptocurrency_min_adv， 不支持start end是相等的
# print("QA Error QA_fetch_cryptocurrency_min_adv parameter code=%s , start=%s, end=%s is equal, should have time span! " % (code, start, end))
# return None
res = QA_fetch_cryptocurrency_min(code,
start,
end,
format='pd',
frequence=frequence,
collections=collections)
if res is None:
QA_util_log_error(
"QA Error QA_fetch_cryptocurrency_min_adv parameter symbol=%s start=%s end=%s frequence=%s call QA_fetch_cryptocurrency_min return None"
% (code, start, end, frequence))
else:
res_reset_index = res.set_index(['datetime', 'code'],
drop=if_drop_index)
# if res_reset_index is None:
# print("QA Error QA_fetch_cryptocurrency_min_adv set index 'date, code' return None")
return QA_DataStruct_CryptoCurrency_min(res_reset_index)
def QA_fetch_stock_day_full_adv(date):
'''
'返回全市场某一天的数据'
:param date:
:return: QA_DataStruct_Stock_day类 型数据
'''
# 🛠 todo 检查日期data参数
res = QA_fetch_stock_full(date, 'pd')
if res is None:
QA_util_log_error(
"QA Error QA_fetch_stock_day_full_adv parameter date=%s call QA_fetch_stock_full return None"
% (date))
return None
else:
res_set_index = res.set_index(['date', 'code'])
# if res_set_index is None:
# print("QA Error QA_fetch_stock_day_full set index 'date, code' return None")
return QA_DataStruct_Stock_day(res_set_index)
def QA_fetch_bond_day_adv(
code,
start='all',
end=None,
if_drop_index=True,
# 🛠 todo collections 参数没有用到， 且数据库是固定的， 这个变量后期去掉
collections=DATABASE.bond_day):
'''
:param code: 股票代码
:param start: 开始日期
:param end: 结束日期
:param if_drop_index:
:param collections: 默认数据库
:return: 如果债券代码不存 或者开始结束日期不存在 在返回 None ，合法返回 QA_DataStruct_Bond_day 数据
'''
'获取债券日线'
end = start if end is None else end
start = str(start)[0:10]
end = str(end)[0:10]
if start == 'all':
start = '1990-01-01'
end = str(datetime.date.today())
res = QA_fetch_bond_day(code,
start,
end,
format='pd',
collections=collections)
if res is None:
# 🛠 todo 报告是代码不合法，还是日期不合法
QA_util_log_error(
"QA Error QA_fetch_bond_day_adv parameter code=%s , start=%s, end=%s call QA_fetch_bond_day return None"
% (code, start, end))
return None
else:
res_reset_index = res.set_index(['date', 'code'], drop=if_drop_index)
# if res_reset_index is None:
# print("QA Error QA_fetch_stock_day_adv set index 'datetime, code' return None")
# return None
return QA_DataStruct_Bond_day(res_reset_index)
def QA_fetch_index_day_adv(
code,
start,
end=None,
if_drop_index=True,
# 🛠 todo collections 参数没有用到， 且数据库是固定的， 这个变量后期去掉
collections=DATABASE.index_day):
'''
:param code: code: 字符串str eg 600085
:param start: 字符串str 开始日期 eg 2011-01-01
:param end: 字符串str 结束日期 eg 2011-05-01
:param if_drop_index: Ture False ， dataframe drop index or not
:param collections: mongodb 数据库
:return:
'''
'获取指数日线'
end = start if end is None else end
start = str(start)[0:10]
end = str(end)[0:10]
# 🛠 todo 报告错误 如果开始时间 在 结束时间之后
# 🛠 todo 如果相等
res = QA_fetch_index_day(code,
start,
end,
format='pd',
collections=collections)
if res is None:
QA_util_log_error(
"QA Error QA_fetch_index_day_adv parameter code=%s start=%s end=%s call QA_fetch_index_day return None"
% (code, start, end))
return None
else:
res_set_index = res.set_index(['date', 'code'], drop=if_drop_index)
# if res_set_index is None:
# print("QA Error QA_fetch_index_day_adv set index 'date, code' return None")
# return None
return QA_DataStruct_Index_day(res_set_index)
def QA_fetch_bond_min_adv(
code,
start,
end=None,
frequence='1min',
if_drop_index=True,
# 🛠 todo collections 参数没有用到， 且数据库是固定的， 这个变量后期去掉
collections=DATABASE.bond_min):
'''
'获取债券分钟线'
:param code: 字符串str eg 600085
:param start: 字符串str 开始日期 eg 2011-01-01
:param end: 字符串str 结束日期 eg 2011-05-01
:param frequence: 字符串str 分钟线的类型 支持 1min 1m 5min 5m 15min 15m 30min 30m 60min 60m 类型
:param if_drop_index: Ture False ， dataframe drop index or not
:param collections: mongodb 数据库
:return: QA_DataStruct_Bond_min 类型
'''
if frequence in ['1min', '1m']:
frequence = '1min'
elif frequence in ['5min', '5m']:
frequence = '5min'
elif frequence in ['15min', '15m']:
frequence = '15min'
elif frequence in ['30min', '30m']:
frequence = '30min'
elif frequence in ['60min', '60m']:
frequence = '60min'
else:
QA_util_log_error(
"QA Error QA_fetch_bond_min_adv parameter frequence=%s is none of 1min 1m 5min 5m 15min 15m 30min 30m 60min 60m"
% frequence)
return None
# __data = [] 未使用
end = start if end is None else end
if len(start) == 10:
start = '{} 09:30:00'.format(start)
if len(end) == 10:
end = '{} 15:00:00'.format(end)
if start == end:
# 🛠 todo 如果相等，根据 frequence 获取开始时间的 时间段 QA_fetch_stock_min， 不支持start end是相等的
QA_util_log_error(
"QA Error QA_fetch_bond_min_adv parameter code=%s , start=%s, end=%s is equal, should have time span! "
% (code, start, end))
return None
# 🛠 todo 报告错误 如果开始时间 在 结束时间之后
res = QA_fetch_bond_min(code,
start,
end,
format='pd',
frequence=frequence,
collections=collections)
if res is None:
QA_util_log_error(
"QA Error QA_fetch_bond_min_adv parameter code=%s , start=%s, end=%s frequence=%s call QA_fetch_bond_min return None"
% (code, start, end, frequence))
return None
else:
res_set_index = res.set_index(['datetime', 'code'], drop=if_drop_index)
# if res_set_index is None:
# print("QA Error QA_fetch_stock_min_adv set index 'datetime, code' return None")
# return None
return QA_DataStruct_Bond_min(res_set_index)
def on_ordererror(self, direction, offset, price, volume):
QA_util_log_error('order Error ')