#!/usr/bin/python # -*- coding: utf8 -*- # cp936 # # The MIT License (MIT) # # Copyright (c) 2010-2019 weituo2002 # # 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. #################################################################### # # 使用 jqdata 作为K线数据驱动，可自行实现自己的K线数据驱动 # # 感谢网友哥本哈斯根贡献 # ##################################################################### from ..cpp.core import KDataDriver, DataDriverFactory from hikyuu import KRecord, Query, Datetime, Parameter, KRecordList from jqdatasdk import * from datetime import * class jqdataKDataDriver(KDataDriver): def __init__(self): super(jqdataKDataDriver, self).__init__('jqdata') def clone(self): return jqdataKDataDriver() def _init(self): """【重载接口】（可选）初始化子类私有变量""" self._max = { Query.DAY: 10, Query.WEEK: 2, Query.MONTH: 1, Query.QUARTER: 1, #Query.HALFYEAR:1, Query.YEAR: 1, Query.MIN: 25, Query.MIN5: 25, Query.MIN15: 25, Query.MIN30: 25, Query.MIN60: 25 } return True def isIndexFirst(self): return False def canParallelLoad(self): return False def getKRecordList(self, market, code, query): # ktype, start_ix, end_ix, out_buffer): """ 【重载接口】（必须）按指定的位置[start_ix, end_ix)读取K线数据至out_buffer :param str market: 市场标识 :param str code: 证券代码 :param Query.KType ktype: K线类型 :param int start_ix: 起始位置 :param int end_ix: 结束位置 :param KRecordListPtr out_buffer: 传入的数据缓存，读取数据后使用 out_buffer.append(krecord) 加入数据 """ if query.query_type == Query.DATE: print("未实现按日期查询") return KRecordList() start_ix = query.start end_ix = query.end if start_ix >= end_ix or start_ix < 0 or end_ix < 0: return KRecordList() data = self._get_bars(market, code, query.ktype) if len(data) < start_ix: return KRecordList() result = KRecordList() total = end_ix if end_ix < len(data) else len(data) for i in range(start_ix, total): record = KRecord() record.datetime = Datetime(data.index[i]) record.open = data['open'][i] record.high = data['high'][i] record.low = data['low'][i] record.close = data['close'][i] record.amount = data['money'][i] record.volume = data['volume'][i] result.append(record) return result def getCount(self, market, code, ktype): """ 【重载接口】（必须）获取K线数量 :param str market: 市场标识 :param str code: 证券代码 :param Query.KType ktype: K线类型 """ data = self._get_bars(market, code, ktype) return len(data) def _getIndexRangeByDate(self, market, code, query): """ 【重载接口】（必须）按日期获取指定的K线数据 :param str market: 市场标识 :param str code: 证券代码 :param Query query: 日期查询条件（QueryByDate） """ print("getIndexRangeByDate") if query.query_type != Query.DATE: return (0, 0) start_datetime = query.startDatetime end_datetime = query.endDatetime if start_datetime >= end_datetime or start_datetime > Datetime.max(): return (0, 0) data = self._get_bars(market, code, query.kType) total = len(data) if total == 0: return (0, 0) mid, low = 0, 0 high = total - 1 while low <= high: tmp_datetime = Datetime(data.index[high]) if start_datetime > tmp_datetime: mid = high + 1 break tmp_datetime = Datetime(data.index[low]) if tmp_datetime >= start_datetime: mid = low break mid = (low + high) // 2 tmp_datetime = Datetime(data.index[mid]) if start_datetime > tmp_datetime: low = mid + 1 else: high = mid - 1 if mid >= total: return (0, 0) start_pos = mid low = mid high = total - 1 while low <= high: tmp_datetime = Datetime(data.index[high]) if end_datetime > tmp_datetime: mid = high + 1 break tmp_datetime = Datetime(data.index[low]) if tmp_datetime >= end_datetime: mid = low break mid = (low + high) // 2 tmp_datetime = Datetime(data.index[mid]) if end_datetime > tmp_datetime: low = mid + 1 else: high = mid - 1 end_pos = total if mid >= total else mid if start_pos >= end_pos: return (0, 0) return (start_pos, end_pos) def getKRecord(self, market, code, pos, ktype): """ 【重载接口】（必须）获取指定位置的K线记录 :param str market: 市场标识 :param str code: 证券代码 :param int pos: 指定位置（大于等于0） :param Query.KType ktype: K线类型 """ record = KRecord() if pos < 0: return record data = self._get_bars(market, code, ktype) if data is None: return record if pos < len(data): record.datetime = Datetime(data.index[pos]) record.open = data['open'][pos] record.high = data['high'][pos] record.low = data['low'][pos] record.close = data['close'][pos] record.amount = data['money'][pos] record.volume = data['volume'][pos] return record def _trans_ktype(self, ktype): #此处的周月季年数据只是近似的，目前jqdata未提供聚宽网络平台上的get_bar函数，不能直接取，需要自行用日线数据拼装 ktype_map = { Query.MIN: '1m', Query.MIN5: '5m', Query.MIN15: '15m', Query.MIN30: '30m', Query.MIN60: '60m', Query.DAY: '1d', Query.WEEK: '7d', Query.MONTH: '30d', Query.QUARTER: '90d', Query.YEAR: '365d' } return ktype_map.get(ktype) def _get_bars(self, market, code, ktype): data = [] username = self.getParam('username') password = self.getParam('password') auth(username, password) jqdataCode = normalize_code(code) jqdata_ktype = self._trans_ktype(ktype) if jqdata_ktype is None: print("jqdata_ktype == None") return data print(jqdataCode) security_info = get_security_info(jqdataCode) if security_info is None: #有可能取不到任何信息 return data #print(security_info) data = get_price(jqdataCode, security_info.start_date, datetime.now(), jqdata_ktype) return data #DataDriverFactory.regKDataDriver(jqdataKDataDriver()) #jqdata_param = Parameter() #jqdata_param.set('type', 'jqdata') #jqdata_param.set('username', '用户名') #jqdata_param.set('password', '密码') #base_param = sm.getBaseInfoDriverParameter() #block_param = sm.getBlockDriverParameter() #kdata_param = sm.getKDataDriverParameter() #preload_param = sm.getPreloadParameter() #hku_param = sm.getHikyuuParameter() #切换K线数据驱动，重新初始化 #sm.init(base_param, block_param, jqdata_param, preload_param, hku_param, StrategyContext())