def start_up(self, env, mod_config):
try:
import funcat
except ImportError:
print("-" * 50)
print(">>> Missing funcat. Please run `pip install funcat`")
print("-" * 50)
raise
# change funcat data backend to rqalpha
from funcat.data.rqalpha_backend import RQAlphaDataBackend
funcat.set_data_backend(RQAlphaDataBackend())
# register funcat api into rqalpha
from rqalpha.api.api_base import register_api
for name in dir(funcat):
obj = getattr(funcat, name)
if getattr(obj, "__module__", "").startswith("funcat"):
register_api(name, obj)
from rqalpha.utils.logger import user_system_log
# noinspection PyUnresolvedReferences
from rqalpha.utils.scheduler import market_close, market_open
# noinspection PyUnresolvedReferences
from rqalpha.utils import scheduler
# 使用Decimal 解决浮点数运算精度问题
getcontext().prec = 10
__all__ = [
'market_open',
'market_close',
'scheduler',
]
register_api("scheduler", scheduler)
def export_as_api(func):
__all__.append(func.__name__)
func = decorate_api_exc(func)
return func
@export_as_api
@ExecutionContext.enforce_phase(EXECUTION_PHASE.ON_BAR,
EXECUTION_PHASE.ON_TICK,
EXECUTION_PHASE.SCHEDULED,
EXECUTION_PHASE.GLOBAL)
def start_up(self, env, mod_config):
if os.environ.get("RQDATAC2_CONF") or os.environ.get("RQDATAC_CONF"):
system_log.info('rqdatac use RQDATAC2_CONF or RQDATAC_CONF')
rqdatac.init()
else:
addr = (mod_config.rqdata_client_addr, mod_config.rqdata_client_port)
env.system_log.info('rqdatac use address {}', addr)
rqdatac.init(
username=mod_config.rqdata_client_username,
password=mod_config.rqdata_client_password,
addr=addr,
lazy=True
)
# noinspection PyUnresolvedReferences
from rqdatac import fundamentals, Fundamentals, financials, Financials, fenji, query
from rqalpha.api.api_base import register_api
register_api("fundamentals", fundamentals)
register_api("Fundamentals", Fundamentals)
register_api("financials", financials)
register_api("Financials", Financials)
register_api("fenji", fenji)
register_api("query", query)
def start_up(self, env, mod_config):
try:
import funcat
except ImportError:
six.print_(u"-" * 50)
six.print_(u">>> Missing funcat. Please run `pip install funcat`")
six.print_(u"-" * 50)
raise
from funcat.data.backend import DataBackend
from funcat.context import set_current_date
from funcat.utils import get_date_from_int
from rqalpha.api import history_bars
class RQAlphaDataBackend(DataBackend):
"""
目前仅支持日数据
"""
skip_suspended = False
def __init__(self):
from rqalpha.api import (
all_instruments,
instruments,
)
self.set_current_date = set_current_date
self.all_instruments = all_instruments
self.instruments = instruments
self.rqalpha_env = Environment.get_instance()
self.rqalpha_env.event_bus.add_listener(EVENT.PRE_BEFORE_TRADING, self._pre_before_trading)
self.rqalpha_env.event_bus.add_listener(EVENT.PRE_BAR, self._pre_handle_bar)
self.fetch_data_by_api = True
def _pre_before_trading(self, *args, **kwargs):
calendar_date = self.rqalpha_env.calendar_dt.date()
self.set_current_date(calendar_date)
def _pre_handle_bar(self, *args, **kwargs):
calendar_date = self.rqalpha_env.calendar_dt.date()
self.set_current_date(calendar_date)
def _history_bars(self, order_book_id, bar_count, freq, dt):
if self.fetch_data_by_api:
bars = history_bars(
order_book_id, bar_count, freq, fields=None)
else:
bars = self.rqalpha_env.data_proxy.history_bars(
order_book_id, bar_count, freq, field=None,
dt=dt)
return bars
def get_price(self, order_book_id, start, end, freq):
"""
:param order_book_id: e.g. 000002.XSHE
:param start: 20160101
:param end: 20160201
:returns:
:rtype: numpy.rec.array
"""
start = get_date_from_int(start)
end = get_date_from_int(end)
scale = 1
if freq[-1] == "m":
scale *= 240. / int(freq[:-1])
bar_count = int((end - start).days * scale)
dt = datetime.datetime.combine(end, datetime.time(23, 59, 59))
bars = self._history_bars(order_book_id, bar_count, freq, dt)
if bars is None or len(bars) == 0:
raise KeyError("empty bars {}".format(order_book_id))
bars = bars.copy()
return bars
def get_order_book_id_list(self):
"""获取所有的
"""
return sorted(self.all_instruments("CS").order_book_id.tolist())
def get_trading_dates(self, start, end):
"""获取所有的交易日
:param start: 20160101
:param end: 20160201
"""
raise NotImplementedError
def get_start_date(self):
"""获取回溯开始时间
"""
return str(self.rqalpha_env.config.base.start_date)
def symbol(self, order_book_id):
"""获取order_book_id对应的名字
:param order_book_id str: 股票代码
:returns: 名字
:rtype: str
"""
return self.instruments(order_book_id).symbol
# change funcat data backend to rqalpha
funcat.set_data_backend(RQAlphaDataBackend())
# register funcat api into rqalpha
from rqalpha.api.api_base import register_api
for name in dir(funcat):
obj = getattr(funcat, name)
if getattr(obj, "__module__", "").startswith("funcat"):
register_api(name, obj)
def start_up(self, env, mod_config):
try:
import funcat
except ImportError:
print("-" * 50)
print(">>> Missing funcat. Please run `pip install funcat`")
print("-" * 50)
raise
from funcat.data.backend import DataBackend
from funcat.context import set_current_date
class RQAlphaDataBackend(DataBackend):
"""
目前仅支持日数据
"""
skip_suspended = False
def __init__(self):
from rqalpha.api import (
history_bars,
all_instruments,
instruments,
)
self.set_current_date = set_current_date
self.history_bars = history_bars
self.all_instruments = all_instruments
self.instruments = instruments
self.rqalpha_env = Environment.get_instance()
self.rqalpha_env.event_bus.add_listener(
EVENT.PRE_BEFORE_TRADING, self._pre_before_trading)
self.rqalpha_env.event_bus.add_listener(
EVENT.PRE_BAR, self._pre_handle_bar)
def _pre_before_trading(self, *args, **kwargs):
calendar_date = self.rqalpha_env.calendar_dt.date()
self.set_current_date(calendar_date)
def _pre_handle_bar(self, *args, **kwargs):
calendar_date = self.rqalpha_env.calendar_dt.date()
self.set_current_date(calendar_date)
def get_price(self, order_book_id, start, end):
"""
:param order_book_id: e.g. 000002.XSHE
:param start: 20160101
:param end: 20160201
:returns:
:rtype: numpy.rec.array
"""
# start = get_date_from_int(start)
# end = get_date_from_int(end)
# bar_count = (end - start).days
# TODO: this is slow, make it run faster
bar_count = 1000
origin_bars = bars = self.history_bars(order_book_id,
bar_count, "1d")
dtype = copy.deepcopy(bars.dtype)
names = list(dtype.names)
names[0] = "date"
dtype.names = names
bars = np.array(bars, dtype=dtype)
bars["date"] = origin_bars["datetime"] / 1000000
return bars
def get_order_book_id_list(self):
"""获取所有的
"""
return sorted(
self.all_instruments("CS").order_book_id.tolist())
def get_trading_dates(self, start, end):
"""获取所有的交易日
:param start: 20160101
:param end: 20160201
"""
raise NotImplementedError
def get_start_date(self):
"""获取回溯开始时间
"""
return str(self.rqalpha_env.config.base.start_date)
def symbol(self, order_book_id):
"""获取order_book_id对应的名字
:param order_book_id str: 股票代码
:returns: 名字
:rtype: str
"""
return self.instruments(order_book_id).symbol
# change funcat data backend to rqalpha
funcat.set_data_backend(RQAlphaDataBackend())
# register funcat api into rqalpha
from rqalpha.api.api_base import register_api
for name in dir(funcat):
obj = getattr(funcat, name)
if getattr(obj, "__module__", "").startswith("funcat"):
register_api(name, obj)
def start_up(self, env, mod_config):
from rqalpha.api.api_base import register_api
# api
register_api('get_fundamentals', get_fundamentals)
register_api('get_index_stocks', get_index_stocks)
register_api('get_report_stock_predict', get_report_stock_predict)
register_api('query', query)
register_api('history', history)
register_api('get_security_info', get_security_info)
register_api('get_industry_stocks', get_industry_stocks)
register_api('get_extras', get_extras)
register_api('get_all_securities', get_all_securities)
register_api('filter_code', filter_code)
# model
register_api('income', income)
register_api('balance', balance)
register_api('cash_flow', cash_flow)
register_api('indicator', indicator)
register_api('valuation', valuation)
register_api('lico_fn_sigquafina', lico_fn_sigquafina)
register_api('lico_fn_fcrgincomes', lico_fn_fcrgincomes)
register_api('base_get_stock_list', base_get_stock_list)
def start_up(self, env, mod_config):
from rqalpha.api.api_base import register_api
# api
register_api('sidi_get_position', sidi_get_position)
register_api('sidi_get_cash', sidi_get_cash)
register_api('sidi_order_target', sidi_order_target)
register_api('sidi_adjust_position', sidi_adjust_position)
register_api('sidi_clear_position', sidi_clear_position)
register_api('sidi_get_position_count', sidi_get_position_count)
register_api('sidi_get_holding', sidi_get_holding)
register_api('sidi_get_revocable', sidi_get_revocable)
register_api('sidi_undo', sidi_undo)
# noinspection PyUnresolvedReferences
from rqalpha.utils.scheduler import market_close, market_open
# noinspection PyUnresolvedReferences
from rqalpha.utils import scheduler
# 使用Decimal 解决浮点数运算精度问题
getcontext().prec = 10
__all__ = [
'market_open',
'market_close',
'scheduler',
]
register_api("scheduler", scheduler)
def export_as_api(func):
__all__.append(func.__name__)
func = decorate_api_exc(func)
return func
@export_as_api
@ExecutionContext.enforce_phase(EXECUTION_PHASE.ON_BAR,
EXECUTION_PHASE.ON_TICK,
EXECUTION_PHASE.SCHEDULED,
EXECUTION_PHASE.GLOBAL)
def start_up(self, env, mod_config):
try:
import funcat
except ImportError:
print("-" * 50)
print(">>> Missing funcat. Please run `pip install funcat`")
print("-" * 50)
raise
import warnings
from numpy.lib import recfunctions as rfn
from funcat.data.backend import DataBackend
from funcat.context import set_current_date
class RQAlphaDataBackend(DataBackend):
"""
目前仅支持日数据
"""
skip_suspended = False
def __init__(self):
from rqalpha.api import (
history_bars,
all_instruments,
instruments,
)
self.set_current_date = set_current_date
self.history_bars = history_bars
self.all_instruments = all_instruments
self.instruments = instruments
self.rqalpha_env = Environment.get_instance()
self.rqalpha_env.event_bus.add_listener(EVENT.PRE_BEFORE_TRADING, self._pre_before_trading)
self.rqalpha_env.event_bus.add_listener(EVENT.PRE_BAR, self._pre_handle_bar)
def _pre_before_trading(self, *args, **kwargs):
calendar_date = self.rqalpha_env.calendar_dt.date()
self.set_current_date(calendar_date)
def _pre_handle_bar(self, *args, **kwargs):
calendar_date = self.rqalpha_env.calendar_dt.date()
self.set_current_date(calendar_date)
def get_price(self, order_book_id, start, end):
"""
:param order_book_id: e.g. 000002.XSHE
:param start: 20160101
:param end: 20160201
:returns:
:rtype: numpy.rec.array
"""
# start = get_date_from_int(start)
# end = get_date_from_int(end)
# bar_count = (end - start).days
# TODO: this is slow, make it run faster
bar_count = 1000
origin_bars = bars = self.history_bars(order_book_id, bar_count, "1d")
dtype = copy.deepcopy(bars.dtype)
names = list(dtype.names)
names[0] = "date"
dtype.names = names
bars = rfn.rename_fields(bars, {"datetime": "date"})
bars["date"] = origin_bars["datetime"] / 1000000
return bars
def get_order_book_id_list(self):
"""获取所有的
"""
return sorted(self.all_instruments("CS").order_book_id.tolist())
def get_trading_dates(self, start, end):
"""获取所有的交易日
:param start: 20160101
:param end: 20160201
"""
raise NotImplementedError
def get_start_date(self):
"""获取回溯开始时间
"""
return str(self.rqalpha_env.config.base.start_date)
def symbol(self, order_book_id):
"""获取order_book_id对应的名字
:param order_book_id str: 股票代码
:returns: 名字
:rtype: str
"""
return self.instruments(order_book_id).symbol
# change funcat data backend to rqalpha
funcat.set_data_backend(RQAlphaDataBackend())
# register funcat api into rqalpha
from rqalpha.api.api_base import register_api
for name in dir(funcat):
obj = getattr(funcat, name)
if getattr(obj, "__module__", "").startswith("funcat"):
register_api(name, obj)
