hikyuu2/hikyuu/__init__.py

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2015-01-07 01:26:14 +08:00
#!/usr/bin/python
# -*- coding: utf8 -*-
# cp936
#
# The MIT License (MIT)
#
# Copyright (c) 2010-2017 fasiondog
#
# Permission is hereby granted, free of charge, to any person obtaining a copy
# of this software and associated documentation files (the "Software"), to deal
# in the Software without restriction, including without limitation the rights
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
# copies of the Software, and to permit persons to whom the Software is
# furnished to do so, subject to the following conditions:
#
# The above copyright notice and this permission notice shall be included in all
# copies or substantial portions of the Software.
#
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
# SOFTWARE.
__copyright__ = """
MIT License
Copyright (c) 2010-2017 fasiondog
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:
The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.
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"""
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import urllib
import sys
import os
import configparser
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from .extend import *
__version__ = getVersion()
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#重定向C++ stdout/stderr输出至python
#iodog = ostream_redirect()
iodog = OstreamRedirect()
iodog.open()
# ==============================================================================
# 引入扯线木偶
# ==============================================================================
# Puppet是一套以同花顺交易客户端为核心的完整的闭环实盘交易系统框架。
# 来自:"睿瞳深邃(https://github.com/Raytone-D" 感谢睿瞳深邃的大度共享 :-)
# 可以用tm.regBroker(crtRB(Puppet())) 的方式注册进tm实例实现实盘下单
if sys.platform == 'win32':
from .puppet import *
# ==============================================================================
#
# 读取配置信息,并初始化
#
# ==============================================================================
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config_file = './test_data/hikyuu_win.ini'
#config_file = os.path.expanduser('~') + "/.hikyuu/hikyuu.ini"
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if not os.path.exists(config_file):
# 检查老版本配置是否存在,如果存在可继续使用,否则异常终止
data_config_file = os.path.expanduser('~') + "/.hikyuu/data_dir.ini"
data_config = configparser.ConfigParser()
data_config.read(data_config_file)
data_dir = data_config['data_dir']['data_dir']
if sys.platform == 'win32':
config_file = data_dir + "\\hikyuu_win.ini"
else:
config_file = data_dir + "/hikyuu_linux.ini"
if not os.path.exists(config_file):
raise ("未找到配置文件,请先使用数据导入工具导入数据(将自动生成配置文件)!!!")
ini = configparser.ConfigParser()
ini.read(config_file)
hku_param = Parameter()
hku_param.set("tmpdir", ini.get('hikyuu', 'tmpdir'))
if ini.has_option('hikyuu', 'logger'):
hku_param.set("logger", ini['hikyuu']['logger'])
base_param = Parameter()
base_info_config = ini.options('baseinfo')
for p in base_info_config:
base_param.set(p, ini.get('baseinfo', p))
block_param = Parameter()
block_config = ini.options('block')
for p in block_config:
block_param.set(p, ini.get('block', p))
preload_param = Parameter()
preload_config = ini.options('preload')
for p in preload_config:
# 注意proload参数是布尔类型
preload_param.set(p, ini.getboolean('preload', p))
kdata_param = Parameter()
kdata_config = ini.options('kdata')
for p in kdata_config:
kdata_param.set(p, ini.get('kdata', p))
set_log_level(LOG_LEVEL.TRACE)
sm = StockManager.instance()
sm.init(base_param, block_param, kdata_param, preload_param, hku_param)
set_log_level(LOG_LEVEL.WARN)
# ==============================================================================
#
# 引入blocka、blocksh、blocksz、blockg全局变量便于交互式环境下使用
#
# ==============================================================================
blocka = Block("A", "ALL")
for s in sm:
if s.type in (constant.STOCKTYPE_A, constant.STOCKTYPE_GEM):
blocka.add(s)
zsbk_a = blocka
blocksh = Block("A", "SH")
for s in blocka:
if s.market == "SH":
blocksh.add(s)
zsbk_sh = blocksh
blocksz = Block("A", "SZ")
for s in blocka:
if s.market == "SZ":
blocksz.add(s)
zsbk_sz = blocksz
blockg = Block("G", "创业板")
for s in sm:
if s.type == constant.STOCKTYPE_GEM:
blockg.add(s)
zsbk_cyb = blockg
blockzxb = Block("A", "中小板")
for s in blocksz:
if s.code[:3] == "002":
blockzxb.add(s)
zsbk_zxb = blockzxb
zsbk_sz50 = sm.getBlock("指数板块", "上证50")
zsbk_sz180 = sm.getBlock("指数板块", "上证180")
zsbk_hs300 = sm.getBlock("指数板块", "沪深300")
zsbk_zz100 = sm.getBlock("指数板块", "沪深300")
# ------------------------------------------------------------------
# 重定义Query
# ------------------------------------------------------------------
Query.INDEX = Query.QueryType.INDEX
Query.DATE = Query.QueryType.DATE
Query.DAY = "DAY"
Query.WEEK = "WEEK"
Query.MONTH = "MONTH"
Query.QUARTER = "QUARTER"
Query.HALFYEAR = "HALFYEAR"
Query.YEAR = "YEAR"
Query.MIN = "MIN"
Query.MIN5 = "MIN5"
Query.MIN15 = "MIN15"
Query.MIN30 = "MIN30"
Query.MIN60 = "MIN60"
Query.HOUR2 = "HOUR2"
Query.HOUR4 = "HOUR4"
Query.HOUR6 = "HOUR6"
Query.HOUR12 = "HOUR12"
Query.NO_RECOVER = Query.RecoverType.NO_RECOVER
Query.FORWARD = Query.RecoverType.FORWARD
Query.BACKWARD = Query.RecoverType.BACKWARD
Query.EQUAL_FORWARD = Query.RecoverType.EQUAL_FORWARD
Query.EQUAL_BACKWARD = Query.RecoverType.EQUAL_BACKWARD
# ==============================================================================
#
# 设置关键类型简称
#
# ==============================================================================
O = OPEN()
C = CLOSE()
H = HIGH()
L = LOW()
A = AMO()
V = VOL()
D = Datetime
K = None
Q = Query
def set_global_context(stk, query):
"""设置全局的 context
:param Stock stk: Stock
:param Query query:
"""
global K, O, C, H, L, A, V
K = stk.getKData(query)
O.setContext(K)
C.setContext(K)
H.setContext(K)
L.setContext(K)
A.setContext(K)
V.setContext(K)
def get_global_context():
"""获取当前的全局上下文
:rtype: KData
"""
return C.getContext()
set_global_context(sm['sh000001'], Query(-150))
# ==============================================================================
#
# 设置默认绘图引擎
#
# ==============================================================================
from .draw import *
use_draw_engine('matplotlib')
# ==============================================================================
#
# 粗略的选股函数
#
# ==============================================================================
def select(cond, start=Datetime(201801010000), end=Datetime.now(), print_out=True):
"""
#选出涨停股
C = CLOSE()
x = select(C / REF(C, 1) - 1 >= 0.0995))
:param Indicator cond:
:param Datetime start:
:param Datetime end:
:param bool print_out:
:rtype:
"""
q = QueryByDate(start, end)
d = sm.getTradingCalendar(q, 'SH')
if len(d) == 0:
return
result = []
for s in blocka:
if not s.valid:
continue
q = QueryByDate(start, end)
k = s.getKData(q)
cond.setContext(k)
if len(cond) > 0 and cond[-1] != constant.null_price and cond[-1] > 0 and len(k) > 0 and k[
-1].datetime == d[-1]:
result.append(s)
if print_out:
print(d[-1], s)
return result
# ==============================================================================
#
# 增加临时的实时数据更新函数 realtimeUpdate
#
# ==============================================================================
def UpdateOneRealtimeRecord_from_sina(tmpstr):
try:
if len(tmpstr) > 3 and tmpstr[:3] == 'var':
a = tmpstr.split(',')
if len(a) < 9:
return
open, close, high, low = float(a[1]), float(a[3]), float(a[4]), float(a[5])
transamount = float(a[9])
transcount = float(a[8])
d = Datetime(a[-3] + " 00")
temp = (open, high, low, close)
if 0 in temp:
return
stockstr = a[0].split('=')
stock = sm[stockstr[0][-8:]]
record = KRecord()
record.datetime = d
record.openPrice = open
record.highPrice = high
record.lowPrice = low
record.closePrice = close
record.transAmount = transamount
record.transCount = transcount / 100
stock.realtimeUpdate(record)
except Exception as e:
print(tmpstr)
print(e)
def UpdateOneRealtimeRecord_from_qq(tmpstr):
try:
if len(tmpstr) > 3 and tmpstr[:2] == 'v_':
a = tmpstr.split('~')
if len(a) < 9:
return
open, close, high, low = float(a[5]), float(a[3]), float(a[33]), float(a[34])
transamount = float(a[36])
transcount = float(a[37])
d = Datetime(int(a[30][:8] + '0000'))
temp = (open, high, low, close)
if 0 in temp:
return
stockstr = a[0].split('=')
stock = sm[stockstr[0][-8:]]
record = KRecord()
record.datetime = d
record.openPrice = open
record.highPrice = high
record.lowPrice = low
record.closePrice = close
record.transAmount = transamount
record.transCount = transcount / 100
stock.realtimeUpdate(record)
except Exception as e:
print(tmpstr)
print(e)
def realtimePartUpdate_from_sina(queryStr):
result = urllib.request.urlopen(queryStr).read()
try:
result = result.decode('gbk')
except Exception as e:
print(result)
print(e)
return
result = result.split('\n')
for tmpstr in result:
UpdateOneRealtimeRecord_from_sina(tmpstr)
def realtimePartUpdate_from_qq(queryStr):
result = urllib.request.urlopen(queryStr).read()
try:
result = result.decode('gbk')
except Exception as e:
print(result)
print(e)
return
result = result.split('\n')
for tmpstr in result:
UpdateOneRealtimeRecord_from_qq(tmpstr)
def realtimeUpdate_from_sina_qq(source):
if source == 'sina':
queryStr = "http://hq.sinajs.cn/list="
update_func = realtimePartUpdate_from_sina
max_size = 140
elif source == 'qq':
queryStr = "http://qt.gtimg.cn/q="
update_func = realtimePartUpdate_from_qq
max_size = 60
else:
print('Not support!')
return
count = 0
urls = []
tmpstr = queryStr
for stock in sm:
if stock.valid and stock.type in (
constant.STOCKTYPE_A, constant.STOCKTYPE_INDEX, constant.STOCKTYPE_ETF,
constant.STOCKTYPE_GEM
):
tmpstr += ("%s,") % (stock.market_code.lower())
count = count + 1
if count >= max_size:
# urls.append(tmpstr)
update_func(tmpstr)
count = 0
tmpstr = queryStr
if tmpstr != queryStr:
# urls.append(tmpstr)
update_func(tmpstr)
# 不用并行防止过快ip被网站屏蔽
#from multiprocessing import Pool
#from multiprocessing.dummy import Pool as ThreadPool
#pool = ThreadPool()
# if source == 'sina':
# pool.map(realtimePartUpdate_from_sina, urls)
# else:
# pool.map(realtimePartUpdate_from_qq, urls)
# pool.close()
# pool.join()
def realtimeUpdate_from_tushare():
import tushare as ts
# 更新股票行情
df = ts.get_today_all()
for i in range(len(df)):
if df.ix[i, 'open'] == 0:
continue #
code = df.ix[i][0]
stock = getStock('sh' + code)
if stock.isNull() == True or stock.type != constant.STOCKTYPE_A:
stock = getStock('sz' + code)
if stock.isNull() == True:
continue
record = KRecord()
record.openPrice = df.ix[i, 'open']
record.highPrice = df.ix[i, 'high']
record.lowPrice = df.ix[i, 'low']
record.closePrice = df.ix[i, 'trade']
record.transAmount = float(df.ix[i, 'amount'])
record.transCount = float(df.ix[i, 'volume'])
from datetime import date
d = date.today()
record.datetime = Datetime(d)
stock.realtimeUpdate(record)
# 更新指数行情
df = ts.get_index()
for i in range(len(df)):
code = df.ix[i][0]
stock = getStock('sh' + code)
if stock.isNull() == True or stock.type != constant.STOCKTYPE_INDEX:
stock = getStock('sz' + code)
if stock.isNull() == True:
continue
total = stock.getCount(Query.DAY)
if total == 0:
continue
last_record = stock.getKRecord(total - 1)
record = KRecord()
record.openPrice = df.ix[i, 'open']
record.highPrice = df.ix[i, 'high']
record.lowPrice = df.ix[i, 'low']
record.closePrice = df.ix[i, 'close']
record.transCount = float(df.ix[i, 'volume'])
record.transAmount = float(df.ix[i, 'amount'])
if (
last_record.closePrice != record.closePrice or last_record.highPrice != record.highPrice
or last_record.lowPrice != record.lowPrice or last_record.openPrice != record.openPrice
):
from datetime import date
d = date.today()
record.datetime = Datetime(d)
stock.realtimeUpdate(record)
def realtimeUpdate_inner(source='tushare'):
if source == 'sina' or source == 'qq':
realtimeUpdate_from_sina_qq(source)
elif source == 'tushare':
realtimeUpdate_from_tushare()
else:
print(source, ' not support!')
def realtimeUpdateWrap():
pre_update_time = None
def realtimeUpdate_closure(source='tushare', delta=60):
"""
线
source: 'sina' | 'qq' | 'tushare'
delta:
"""
from datetime import timedelta, datetime
nonlocal pre_update_time
now_update_time = datetime.now()
if (pre_update_time is
None) or (now_update_time - pre_update_time) > timedelta(0, delta, 0):
realtimeUpdate_inner(source)
pre_update_time = datetime.now()
print("更新完毕!", pre_update_time)
else:
print("更新间隔小于" + str(delta) + "秒,未更新")
print("上次更新时间: ", pre_update_time)
return realtimeUpdate_closure
realtimeUpdate = realtimeUpdateWrap()