def __init__(self,
results_path: str,
sdt: str,
edt: str,
dc: TsDataCache,
get_signals: Callable,
get_event: Callable,
ths_index_type='N',
verbose: bool = False):
"""
:param results_path: 结果保存路径
:param sdt: 开始日期
:param edt: 结束日期
:param dc: 数据缓存对象
:param get_signals: 信号获取函数
:param get_event: 事件定义函数
:param ths_index_type: 同花顺指数类型 N-板块指数 I-行业指数 S-同花顺特色指数
:param verbose: 是否返回更详细的执行过程
"""
self.name = self.__class__.__name__
self.dc = dc
self.get_signals = get_signals
self.get_event = get_event
self.event = get_event()
self.base_freq = Freq.D.value
self.freqs = [Freq.W.value, Freq.M.value]
self.dc = dc
self.ths_index_type = ths_index_type
self.verbose = verbose
self.cache = dict()
self.results_path = results_path
os.makedirs(self.results_path, exist_ok=True)
self.sdt = sdt
self.edt = edt
self.file_docx = os.path.join(results_path, f'{self.event.name}_{self.ths_index_type}_{sdt}_{edt}.docx')
writer = WordWriter(self.file_docx)
if not os.path.exists(self.file_docx):
writer.add_title(f"同花顺指数（{self.ths_index_type}）感应器报告")
writer.add_page_break()
writer.add_heading(f"{datetime.now().strftime('%Y-%m-%d %H:%M')} {self.event.name}", level=1)
writer.add_heading("参数配置", level=2)
writer.add_paragraph(f"测试方法描述：{self.event.name}")
writer.add_paragraph(f"测试起止日期：{sdt} ~ {edt}")
writer.add_paragraph(f"信号计算函数：\n{inspect.getsource(self.get_signals)}")
writer.add_paragraph(f"事件具体描述：\n{inspect.getsource(self.get_event)}")
writer.save()
self.writer = writer
self.file_ssd = os.path.join(results_path, f'ths_all_strong_days_{self.ths_index_type}.pkl')
if os.path.exists(self.file_ssd):
self.ssd, self.cache = io.read_pkl(self.file_ssd)
else:
self.ssd = self.get_all_strong_days()
io.save_pkl([self.ssd, self.cache], self.file_ssd)
self.betas = get_index_beta(dc, sdt, edt, freq='D',
indices=['000001.SH', '000016.SH', '000905.SH',
'000300.SH', '399001.SZ', '399006.SZ'])
def __init__(self, results_path: str, sdt: str, edt: str, dc: TsDataCache,
base_freq: str, freqs: List[str], get_signals: Callable,
get_factors: Callable):
self.name = self.__class__.__name__
self.version = "V20211213"
os.makedirs(results_path, exist_ok=True)
self.results_path = results_path
self.sdt = sdt
self.edt = edt
self.get_signals = get_signals
self.get_factors = get_factors
self.factors: List[Factor] = get_factors()
self.base_freq = base_freq
self.freqs = freqs
self.file_docx = os.path.join(results_path,
f'factors_sensor_{sdt}_{edt}.docx')
self.writer = WordWriter(self.file_docx)
self.dc = dc
self.betas = [
'000001.SH', '000016.SH', '000905.SH', '000300.SH', '399001.SZ',
'399006.SZ'
]
self.file_sf = os.path.join(results_path, f'factors_{sdt}_{edt}.pkl')
self.signals_path = os.path.join(results_path, 'signals')
os.makedirs(self.signals_path, exist_ok=True)
if os.path.exists(self.file_sf):
self.sf = io.read_pkl(self.file_sf)
else:
self.sf = self.get_stock_factors()
io.save_pkl(self.sf, self.file_sf)
def __init__(self, results_path: str, sdt: str, edt: str, dc: TsDataCache,
get_signals: Callable, get_event: Callable):
"""
:param results_path: 结果保存路径
:param sdt: 开始日期
:param edt: 结束日期
:param dc: 数据缓存对象
:param get_signals: 信号计算函数
:param get_event: 事件定义函数
"""
self.name = self.__class__.__name__
self.version = "V20211213"
os.makedirs(results_path, exist_ok=True)
self.results_path = results_path
self.sdt = sdt
self.edt = edt
self.get_signals = get_signals
self.get_event = get_event
self.event: Event = get_event()
self.base_freq = Freq.D.value
self.freqs = [Freq.W.value, Freq.M.value]
self.file_docx = os.path.join(results_path,
f'{self.event.name}_{sdt}_{edt}.docx')
writer = WordWriter(self.file_docx)
if not os.path.exists(self.file_docx):
writer.add_title("股票选股强度验证")
writer.add_page_break()
writer.add_heading(
f"{datetime.now().strftime('%Y-%m-%d %H:%M')} {self.event.name}",
level=1)
writer.add_heading("参数配置", level=2)
writer.add_paragraph(f"测试方法描述：{self.event.name}")
writer.add_paragraph(f"测试起止日期：{sdt} ~ {edt}")
writer.add_paragraph(
f"信号计算函数：\n{inspect.getsource(self.get_signals)}")
writer.add_paragraph(
f"事件具体描述：\n{inspect.getsource(self.get_event)}")
writer.save()
self.writer = writer
self.dc = dc
self.betas = ['000905.SH', '000300.SH', '399006.SZ']
self.all_cache = dict()
self.res_cache = dict()
self.file_ssd = os.path.join(results_path, 'stocks_strong_days.pkl')
if os.path.exists(self.file_ssd):
self.ssd = io.read_pkl(self.file_ssd)
else:
self.ssd = self.get_stocks_strong_days(
) # ssd 是 stocks_strong_days 的缩写，表示全市场股票的强势日期
io.save_pkl(self.ssd, self.file_ssd)
def get_stock_factors(self):
"""获取全部股票的因子信息"""
stocks = self.dc.stock_basic()
all_factors = []
for row in tqdm(stocks.to_dict('records'), desc="get_stock_factors"):
ts_code = row['ts_code']
name = row['name']
try:
signals, factors = self.get_share_factors(ts_code, name)
all_factors.append(factors)
file_signals = os.path.join(self.signals_path,
f'{ts_code}.pkl')
io.save_pkl(signals, file_signals)
except:
print(f"get_share_factors error: {ts_code}, {name}")
traceback.print_exc()
df_factors = pd.concat(all_factors, ignore_index=True)
return df_factors
def monitor(use_cache=True):
push_text("自选股CZSC笔因子监控启动 @ {}".format(datetime.now().strftime("%Y-%m-%d %H:%M")), qywx_key)
moni_path = os.path.join(ct_path, "monitor")
# 首先清空历史快照
if os.path.exists(moni_path):
shutil.rmtree(moni_path)
os.makedirs(moni_path, exist_ok=True)
for s in symbols:
print(s)
try:
file_ct = os.path.join(ct_path, "{}.ct".format(s))
if os.path.exists(file_ct) and use_cache:
ct: CzscTrader = read_pkl(file_ct)
ct.update_factors()
else:
ct = CzscTrader(s, max_count=1000)
save_pkl(ct, file_ct)
# 每次执行，会在moni_path下面保存一份快照
file_html_ = os.path.join(moni_path, f"{ct.symbol}_{ct.kf.end_dt.strftime('%Y%m%d%H%M')}.html")
ct.take_snapshot(file_html_, width="1400px", height="580px")
if ct.s['日线笔因子'] != Factors.Other.value:
msg = "{} - {}\n".format(s, ct.s['日线笔因子'])
msg += "同花顺F10：http://basic.10jqka.com.cn/{}".format(s[:6])
push_text(msg, key=qywx_key)
file_html_new = os.path.join(moni_path, f"{ct.symbol}_{ct.kf.end_dt.strftime('%Y%m%d%H%M')}.html")
shutil.copyfile(file_html_, file_html_new)
push_file(file_html_new, key=qywx_key)
except Exception as e:
traceback.print_exc()
print("{} 执行失败 - {}".format(s, e))
push_text("自选股CZSC笔因子监控结束 @ {}".format(datetime.now().strftime("%Y-%m-%d %H:%M")), qywx_key)
def stocks_dwm_selector(event: Event,
get_signals: Callable,
max_count: int = 3000,
end_date: [str, datetime] = datetime.now(),
wx_key=None):
"""大级别选股（日线&月线&周线）"""
if isinstance(end_date, str):
end_date = pd.to_datetime(end_date)
kgd_path = "./data/kgd"
os.makedirs(kgd_path, exist_ok=True)
df = get_instruments(exchanges='SZSE,SHSE',
sec_types=1,
fields="symbol,sec_name",
df=True)
records = df.to_dict('records')
home_path = os.path.expanduser('~')
push_text(content="start running selector", key=wx_key)
results = []
for row in tqdm(records, desc=f"{end_date} - get signals"):
symbol = row['symbol']
try:
file_kgd = os.path.join(kgd_path, f'{symbol}.kgd')
if os.path.exists(file_kgd):
kgd: KlineGeneratorD = read_pkl(file_kgd)
if kgd.end_dt.date() != datetime.now().date() and datetime.now(
).isoweekday() <= 5:
k0 = get_kline(symbol,
freq="1d",
end_time=datetime.now(),
count=1)
k0 = [x for x in k0 if x.dt > kgd.end_dt]
if k0:
print(k0)
for bar in k0:
kgd.update(bar)
else:
k0 = get_kline(symbol,
end_time=end_date,
freq='1d',
count=10000,
adjust=ADJUST_PREV)
kgd = KlineGeneratorD()
for bar in k0:
kgd.update(bar)
save_pkl(kgd, file_kgd)
# assert kgd.end_dt.date() == datetime.now().date(), f"kgd.end_dt = {kgd.end_dt}"
last_vols = [
k_.open * k_.vol for k_ in kgd.bars[Freq.D.value][-10:]
]
if min(last_vols) < 1e8:
continue
c0 = CZSC(kgd.bars[Freq.D.value][-max_count:],
get_signals=get_signals)
c1 = CZSC(kgd.bars[Freq.W.value][-max_count:],
get_signals=get_signals)
c2 = CZSC(kgd.bars[Freq.M.value][-max_count:],
get_signals=get_signals)
s = OrderedDict(row)
s.update(c0.signals)
s.update(c1.signals)
s.update(c2.signals)
m, f = event.is_match(s)
if m:
msg = f"{s['sec_name']}: {f}\n"
msg += f"最新时间：{kgd.end_dt.strftime(dt_fmt)}\n"
msg += f"同花顺F10：http://basic.10jqka.com.cn/{symbol.split('.')[1]}\n"
msg += f"新浪行情：https://finance.sina.com.cn/realstock/company/{symbol[:2].lower()}{symbol[-6:]}/nc.shtml"
push_text(content=msg, key=wx_key)
res = {
'symbol':
symbol,
'name':
s['sec_name'],
'reason':
f,
'end_dt':
kgd.end_dt.strftime(dt_fmt),
'F10':
f"http://basic.10jqka.com.cn/{symbol.split('.')[1]}",
'Kline':
f"https://finance.sina.com.cn/realstock/company/{symbol[:2].lower()}{symbol[-6:]}/nc.shtml"
}
results.append(res)
print(res)
except:
print("fail on {}".format(symbol))
traceback.print_exc()
file_results = os.path.join(
home_path, f"selector_results_{end_date.strftime('%Y%m%d')}.xlsx")
df_r = pd.DataFrame(results)
df_r.to_excel(file_results, index=False)
push_file(file_results, key=wx_key)
push_text(content="end running selector", key=wx_key)
return s
# 通过聚宽获取最近三年的1分钟数据，生成signals，signals可以重复使用
file_signals = os.path.join(data_path, f'{symbol}_signals.pkl')
if os.path.exists(file_signals):
signals = read_pkl(file_signals)
else:
f1_raw_bars = jq.get_kline_period(symbol=symbol,
freq='1min',
start_date='20180801',
end_date='20210801')
signals = generate_signals(f1_raw_bars,
init_count=50000,
get_signals=get_user_signals)
save_pkl(signals, file_signals)
def evaluate_event():
"""对单个事件进行表现评估"""
event = Event(name="单事件",
operate=Operate.LO,
factors=[
Factor(name="60分钟DIF多头向上",
signals_all=[
Signal("60分钟_DIF_状态_多头_向上_任意_0"),
]),
])
pairs1, pf1 = one_event_estimator(signals, event)
def monitor(use_cache=True):
push_text(
"自选股CZSC笔因子监控启动 @ {}".format(
datetime.now().strftime("%Y-%m-%d %H:%M")), qywx_key)
moni_path = os.path.join(ct_path, "monitor")
# 首先清空历史快照
if os.path.exists(moni_path):
shutil.rmtree(moni_path)
os.makedirs(moni_path, exist_ok=True)
events_monitor = [
# 开多
Event(name="一买",
operate=Operate.LO,
factors=[
Factor(name="5分钟类一买",
signals_all=[Signal("5分钟_倒1笔_类买卖点_类一买_任意_任意_0")]),
Factor(name="5分钟形一买",
signals_all=[Signal("5分钟_倒1笔_基础形态_类一买_任意_任意_0")]),
Factor(name="15分钟类一买",
signals_all=[Signal("15分钟_倒1笔_类买卖点_类一买_任意_任意_0")]),
Factor(name="15分钟形一买",
signals_all=[Signal("15分钟_倒1笔_基础形态_类一买_任意_任意_0")]),
Factor(name="30分钟类一买",
signals_all=[Signal("30分钟_倒1笔_类买卖点_类一买_任意_任意_0")]),
Factor(name="30分钟形一买",
signals_all=[Signal("30分钟_倒1笔_基础形态_类一买_任意_任意_0")]),
]),
Event(name="二买",
operate=Operate.LO,
factors=[
Factor(name="5分钟类二买",
signals_all=[Signal("5分钟_倒1笔_类买卖点_类二买_任意_任意_0")]),
Factor(name="5分钟形二买",
signals_all=[Signal("5分钟_倒1笔_基础形态_类二买_任意_任意_0")]),
Factor(name="15分钟类二买",
signals_all=[Signal("15分钟_倒1笔_类买卖点_类二买_任意_任意_0")]),
Factor(name="15分钟形二买",
signals_all=[Signal("15分钟_倒1笔_基础形态_类二买_任意_任意_0")]),
Factor(name="30分钟类二买",
signals_all=[Signal("30分钟_倒1笔_类买卖点_类二买_任意_任意_0")]),
Factor(name="30分钟形二买",
signals_all=[Signal("30分钟_倒1笔_基础形态_类二买_任意_任意_0")]),
]),
Event(name="三买",
operate=Operate.LO,
factors=[
Factor(name="5分钟类三买",
signals_all=[Signal("5分钟_倒1笔_类买卖点_类三买_任意_任意_0")]),
Factor(name="5分钟形三买",
signals_all=[Signal("5分钟_倒1笔_基础形态_类三买_任意_任意_0")]),
Factor(name="15分钟类三买",
signals_all=[Signal("15分钟_倒1笔_类买卖点_类三买_任意_任意_0")]),
Factor(name="15分钟形三买",
signals_all=[Signal("15分钟_倒1笔_基础形态_类三买_任意_任意_0")]),
Factor(name="30分钟类三买",
signals_all=[Signal("30分钟_倒1笔_类买卖点_类三买_任意_任意_0")]),
Factor(name="30分钟形三买",
signals_all=[Signal("30分钟_倒1笔_基础形态_类三买_任意_任意_0")]),
]),
# 平多
Event(name="一卖",
operate=Operate.LE,
factors=[
Factor(name="5分钟类一卖",
signals_all=[Signal("5分钟_倒1笔_类买卖点_类一卖_任意_任意_0")]),
Factor(name="5分钟形一卖",
signals_all=[Signal("5分钟_倒1笔_基础形态_类一卖_任意_任意_0")]),
Factor(name="15分钟类一卖",
signals_all=[Signal("15分钟_倒1笔_类买卖点_类一卖_任意_任意_0")]),
Factor(name="15分钟形一卖",
signals_all=[Signal("15分钟_倒1笔_基础形态_类一卖_任意_任意_0")]),
Factor(name="30分钟类一卖",
signals_all=[Signal("30分钟_倒1笔_类买卖点_类一卖_任意_任意_0")]),
Factor(name="30分钟形一卖",
signals_all=[Signal("30分钟_倒1笔_基础形态_类一卖_任意_任意_0")]),
]),
Event(name="二卖",
operate=Operate.LE,
factors=[
Factor(name="5分钟类二卖",
signals_all=[Signal("5分钟_倒1笔_类买卖点_类二卖_任意_任意_0")]),
Factor(name="5分钟形二卖",
signals_all=[Signal("5分钟_倒1笔_基础形态_类二卖_任意_任意_0")]),
Factor(name="15分钟类二卖",
signals_all=[Signal("15分钟_倒1笔_类买卖点_类二卖_任意_任意_0")]),
Factor(name="15分钟形二卖",
signals_all=[Signal("15分钟_倒1笔_基础形态_类二卖_任意_任意_0")]),
Factor(name="30分钟类二卖",
signals_all=[Signal("30分钟_倒1笔_类买卖点_类二卖_任意_任意_0")]),
Factor(name="30分钟形二卖",
signals_all=[Signal("30分钟_倒1笔_基础形态_类二卖_任意_任意_0")]),
]),
Event(name="三卖",
operate=Operate.LE,
factors=[
Factor(name="5分钟类三卖",
signals_all=[Signal("5分钟_倒1笔_类买卖点_类三卖_任意_任意_0")]),
Factor(name="5分钟形三卖",
signals_all=[Signal("5分钟_倒1笔_基础形态_类三卖_任意_任意_0")]),
Factor(name="15分钟类三卖",
signals_all=[Signal("15分钟_倒1笔_类买卖点_类三卖_任意_任意_0")]),
Factor(name="15分钟形三卖",
signals_all=[Signal("15分钟_倒1笔_基础形态_类三卖_任意_任意_0")]),
Factor(name="30分钟类三卖",
signals_all=[Signal("30分钟_倒1笔_类买卖点_类三卖_任意_任意_0")]),
Factor(name="30分钟形三卖",
signals_all=[Signal("30分钟_倒1笔_基础形态_类三卖_任意_任意_0")]),
]),
]
for s in symbols:
print(s)
try:
file_ct = os.path.join(ct_path, "{}.ct".format(s))
if os.path.exists(file_ct) and use_cache:
ct: CzscTrader = read_pkl(file_ct)
ct.update_factors()
else:
ct = CzscTrader(s, max_count=1000)
save_pkl(ct, file_ct)
# 每次执行，会在moni_path下面保存一份快照
file_html = os.path.join(
moni_path,
f"{ct.symbol}_{ct.end_dt.strftime('%Y%m%d%H%M')}.html")
ct.take_snapshot(file_html, width="1400px", height="580px")
msg = f"标的代码：{s}\n同花顺F10：http://basic.10jqka.com.cn/{s.split('.')[0]}\n"
for event in events_monitor:
m, f = event.is_match(ct.s)
if m:
msg += "监控提醒：{}@{}\n".format(event.name, f)
if "监控提醒" in msg:
push_text(msg.strip("\n"), key=qywx_key)
except Exception as e:
traceback.print_exc()
print("{} 执行失败 - {}".format(s, e))
push_text(
"自选股CZSC笔因子监控结束 @ {}".format(
datetime.now().strftime("%Y-%m-%d %H:%M")), qywx_key)
def stocks_monitor(symbols, wx_key):
"""对实盘股票池进行定时监控"""
events = [
# 开多
Event(name="一买", operate=Operate.LO, factors=[
Factor(name="5分钟类一买", signals_all=[Signal("5分钟_倒1笔_类买卖点_类一买_任意_任意_0")]),
Factor(name="5分钟形一买", signals_all=[Signal("5分钟_倒1笔_基础形态_类一买_任意_任意_0")]),
Factor(name="15分钟类一买", signals_all=[Signal("15分钟_倒1笔_类买卖点_类一买_任意_任意_0")]),
Factor(name="15分钟形一买", signals_all=[Signal("15分钟_倒1笔_基础形态_类一买_任意_任意_0")]),
Factor(name="30分钟类一买", signals_all=[Signal("30分钟_倒1笔_类买卖点_类一买_任意_任意_0")]),
Factor(name="30分钟形一买", signals_all=[Signal("30分钟_倒1笔_基础形态_类一买_任意_任意_0")]),
]),
Event(name="二买", operate=Operate.LO, factors=[
Factor(name="5分钟类二买", signals_all=[Signal("5分钟_倒1笔_类买卖点_类二买_任意_任意_0")]),
Factor(name="5分钟形二买", signals_all=[Signal("5分钟_倒1笔_基础形态_类二买_任意_任意_0")]),
Factor(name="15分钟类二买", signals_all=[Signal("15分钟_倒1笔_类买卖点_类二买_任意_任意_0")]),
Factor(name="15分钟形二买", signals_all=[Signal("15分钟_倒1笔_基础形态_类二买_任意_任意_0")]),
Factor(name="30分钟类二买", signals_all=[Signal("30分钟_倒1笔_类买卖点_类二买_任意_任意_0")]),
Factor(name="30分钟形二买", signals_all=[Signal("30分钟_倒1笔_基础形态_类二买_任意_任意_0")]),
]),
Event(name="三买", operate=Operate.LO, factors=[
Factor(name="5分钟类三买", signals_all=[Signal("5分钟_倒1笔_类买卖点_类三买_任意_任意_0")]),
Factor(name="5分钟形三买", signals_all=[Signal("5分钟_倒1笔_基础形态_类三买_任意_任意_0")]),
Factor(name="15分钟类三买", signals_all=[Signal("15分钟_倒1笔_类买卖点_类三买_任意_任意_0")]),
Factor(name="15分钟形三买", signals_all=[Signal("15分钟_倒1笔_基础形态_类三买_任意_任意_0")]),
Factor(name="30分钟类三买", signals_all=[Signal("30分钟_倒1笔_类买卖点_类三买_任意_任意_0")]),
Factor(name="30分钟形三买", signals_all=[Signal("30分钟_倒1笔_基础形态_类三买_任意_任意_0")]),
]),
# 平多
Event(name="一卖", operate=Operate.LE, factors=[
Factor(name="5分钟类一卖", signals_all=[Signal("5分钟_倒1笔_类买卖点_类一卖_任意_任意_0")]),
Factor(name="5分钟形一卖", signals_all=[Signal("5分钟_倒1笔_基础形态_类一卖_任意_任意_0")]),
Factor(name="15分钟类一卖", signals_all=[Signal("15分钟_倒1笔_类买卖点_类一卖_任意_任意_0")]),
Factor(name="15分钟形一卖", signals_all=[Signal("15分钟_倒1笔_基础形态_类一卖_任意_任意_0")]),
Factor(name="30分钟类一卖", signals_all=[Signal("30分钟_倒1笔_类买卖点_类一卖_任意_任意_0")]),
Factor(name="30分钟形一卖", signals_all=[Signal("30分钟_倒1笔_基础形态_类一卖_任意_任意_0")]),
]),
Event(name="二卖", operate=Operate.LE, factors=[
Factor(name="5分钟类二卖", signals_all=[Signal("5分钟_倒1笔_类买卖点_类二卖_任意_任意_0")]),
Factor(name="5分钟形二卖", signals_all=[Signal("5分钟_倒1笔_基础形态_类二卖_任意_任意_0")]),
Factor(name="15分钟类二卖", signals_all=[Signal("15分钟_倒1笔_类买卖点_类二卖_任意_任意_0")]),
Factor(name="15分钟形二卖", signals_all=[Signal("15分钟_倒1笔_基础形态_类二卖_任意_任意_0")]),
Factor(name="30分钟类二卖", signals_all=[Signal("30分钟_倒1笔_类买卖点_类二卖_任意_任意_0")]),
Factor(name="30分钟形二卖", signals_all=[Signal("30分钟_倒1笔_基础形态_类二卖_任意_任意_0")]),
]),
Event(name="三卖", operate=Operate.LE, factors=[
Factor(name="5分钟类三卖", signals_all=[Signal("5分钟_倒1笔_类买卖点_类三卖_任意_任意_0")]),
Factor(name="5分钟形三卖", signals_all=[Signal("5分钟_倒1笔_基础形态_类三卖_任意_任意_0")]),
Factor(name="15分钟类三卖", signals_all=[Signal("15分钟_倒1笔_类买卖点_类三卖_任意_任意_0")]),
Factor(name="15分钟形三卖", signals_all=[Signal("15分钟_倒1笔_基础形态_类三卖_任意_任意_0")]),
Factor(name="30分钟类三卖", signals_all=[Signal("30分钟_倒1笔_类买卖点_类三卖_任意_任意_0")]),
Factor(name="30分钟形三卖", signals_all=[Signal("30分钟_倒1笔_基础形态_类三卖_任意_任意_0")]),
]),
]
shares = get_shares()
data_path = './data/monitor'
os.makedirs(data_path, exist_ok=True)
push_text("实盘池监控启动 @ {}".format(datetime.now().strftime("%Y-%m-%d %H:%M")), wx_key)
for symbol in symbols:
try:
file_ct = os.path.join(data_path, "{}.ct".format(symbol))
if os.path.exists(file_ct):
ct: GmCzscTrader = read_pkl(file_ct)
ct.update_factors()
else:
ct = GmCzscTrader(symbol, max_count=2000, get_signals=get_monitor_signals)
save_pkl(ct, file_ct)
print(f"run monitor on {symbol} at {ct.end_dt}")
msg = f"标的代码：{symbol}\n标的名称：{shares.get(symbol, '')}\n" \
f"同花顺F10：http://basic.10jqka.com.cn/{symbol.split('.')[1]}\n"
msg += f"新浪行情：https://finance.sina.com.cn/realstock/company/{symbol[:2].lower()}{symbol[-6:]}/nc.shtml\n"
for event in events:
m, f = event.is_match(ct.s)
if m:
msg += "监控提醒：{}@{}\n".format(event.name, f)
if "监控提醒" in msg:
push_text(msg.strip("\n"), key=wx_key)
except Exception as e:
traceback.print_exc()
print("{} 执行失败 - {}".format(symbol, e))
push_text("实盘池监控结束 @ {}".format(datetime.now().strftime("%Y-%m-%d %H:%M")), wx_key)
