#!/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. #=============================================================================== # History: # 1. 20120926, Added by fasiondog #=============================================================================== import urllib import sys import os import configparser from hikyuu import * from hikyuu.indicator import * from hikyuu.trade_manage import * from hikyuu.trade_sys.system import * from hikyuu.trade_sys.environment import * from hikyuu.trade_sys.condition import * from hikyuu.trade_sys.moneymanager import * from hikyuu.trade_sys.signal import * from hikyuu.trade_sys.stoploss import * from hikyuu.trade_sys.profitgoal import * from hikyuu.trade_sys.slippage import * from hikyuu.trade_sys.selector import * from hikyuu.trade_sys.allocatefunds import * from hikyuu.trade_sys.portfolio import * from hikyuu.interactive import * #import time #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 # #============================================================================== config_file = os.path.expanduser('~') + "/.hikyuu/hikyuu.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）！！!") #starttime = time.time() #print "Loading Day Data ..." #hikyuu_init(config_file) #sm = StockManager.instance() #endtime = time.time() #print "%.2fs" % (endtime-starttime) import configparser 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)) sm = StockManager.instance() sm.init(base_param, block_param, kdata_param, preload_param, hku_param) #============================================================================== # # 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) blocksh = Block("A", "SH") for s in blocka: if s.market == "SH": blocksh.add(s) blocksz = Block("A", "SZ") for s in blocka: if s.market == "SZ": blocksz.add(s) blockg = Block("G", "GEM") for s in sm: if s.type == constant.STOCKTYPE_GEM: blockg.add(s) #============================================================================== # # 设置默认绘图引擎 # #============================================================================== use_draw_engine('matplotlib') #============================================================================== # # 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 #停牌 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): """ 更新实时日线数据 参数： source: 数据源（'sina' | 'qq' | 'tushare'） delta: 更新间隔时间 """ 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()