mirror of
https://gitee.com/fasiondog/hikyuu.git
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332 lines
11 KiB
Python
332 lines
11 KiB
Python
#!/usr/bin/python
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# -*- coding: utf8 -*-
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# cp936
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#
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# The MIT License (MIT)
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#
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# Copyright (c) 2010-2017 fasiondog
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#
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# Permission is hereby granted, free of charge, to any person obtaining a copy
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# of this software and associated documentation files (the "Software"), to deal
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# in the Software without restriction, including without limitation the rights
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# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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# copies of the Software, and to permit persons to whom the Software is
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# furnished to do so, subject to the following conditions:
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#
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# The above copyright notice and this permission notice shall be included in all
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# copies or substantial portions of the Software.
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#
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# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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# SOFTWARE.
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from hikyuu.data.hku_config_template import generate_default_config
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from .draw import *
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__copyright__ = """
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MIT License
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Copyright (c) 2010-2017 fasiondog
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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"""
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import os
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import configparser
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from hikyuu.data.hku_config_template import generate_default_config
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from hikyuu import *
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# ==============================================================================
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#
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# 读取配置信息，并初始化
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#
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# ==============================================================================
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config_file = os.path.expanduser('~') + "/.hikyuu/hikyuu.ini"
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if not os.path.exists(config_file):
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# 创建默认配置
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hku_info("创建默认配置文件")
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generate_default_config()
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ini = configparser.ConfigParser()
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ini.read(config_file, encoding='utf-8')
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hku_param = Parameter()
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hku_param["tmpdir"] = ini.get('hikyuu', 'tmpdir')
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hku_param["datadir"] = ini.get('hikyuu', 'datadir')
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if ini.has_option('hikyuu', 'quotation_server'):
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hku_param["quotation_server"] = ini['hikyuu']['quotation_server']
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base_param = Parameter()
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base_info_config = ini.options('baseinfo')
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for p in base_info_config:
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base_param[p] = ini.get('baseinfo', p)
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block_param = Parameter()
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block_config = ini.options('block')
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for p in block_config:
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block_param[p] = ini.get('block', p)
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preload_param = Parameter()
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preload_config = ini.options('preload')
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for p in preload_config:
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if p in ('day', 'week', 'month', 'quarter', 'halfyear', 'year', 'min', 'min5', 'min15', 'min30', 'min60', 'hour2'):
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preload_param[p] = ini.getboolean('preload', p)
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else:
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preload_param[p] = ini.getint('preload', p)
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kdata_param = Parameter()
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kdata_config = ini.options('kdata')
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for p in kdata_config:
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if p == "convert":
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kdata_param[p] = ini.getboolean('kdata', p)
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continue
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kdata_param[p] = ini.get('kdata', p)
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context = StrategyContext(["all"])
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if 'HKU_STOCK_LIST' in os.environ:
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context.stock_list = os.environ['HKU_STOCK_LIST'].split(";")
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if 'HKU_KTYPE_LIST' in os.environ:
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context.ktype_list = os.environ['HKU_KTYPE_LIST'].split(";")
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if 'HKU_LOAD_HISTORY_FINANCE' in os.environ:
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load_str = os.environ['HKU_LOAD_HISTORY_FINANCE'].upper()
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load_finance = load_str in ("1", "TRUE")
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hku_param.set("load_history_finance", load_finance)
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if 'HKU_LOAD_STOCK_WEIGHT' in os.environ:
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load_str = os.environ['HKU_LOAD_STOCK_WEIGHT'].upper()
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load_stk_weight = load_str in ("1", "TRUE")
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hku_param.set("load_stock_weight", load_stk_weight)
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sm.init(base_param, block_param, kdata_param, preload_param, hku_param, context)
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# set_log_level(LOG_LEVEL.INFO)
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start_spot = False
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if 'HKU_START_SPOT' in os.environ:
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spot_str = os.environ['HKU_START_SPOT'].upper()
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start_spot = spot_str in ('1', 'TRUE')
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spot_worker_num = 1
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if 'HKU_SPOT_WORKER_NUM' in os.environ:
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spot_worker_num = int(os.environ['HKU_SPOT_WORKER_NUM'])
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# 启动行情接收代理
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start_spot_agent(False, spot_worker_num)
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# ==============================================================================
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#
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# 引入blocka、blocksh、blocksz、blockg全局变量，便于交互式环境下使用
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#
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# ==============================================================================
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blocka = Block("A", "ALL")
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for s in sm:
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if s.type in (constant.STOCKTYPE_A, constant.STOCKTYPE_A_BJ):
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blocka.add(s)
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zsbk_a = blocka
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blocksh = Block("A", "SH")
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for s in blocka:
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if s.market == "SH":
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blocksh.add(s)
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zsbk_sh = blocksh
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blocksz = Block("A", "SZ")
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for s in blocka:
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if s.market == "SZ":
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blocksz.add(s)
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zsbk_sz = blocksz
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blockbj = Block("A", "BJ")
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for s in blocka:
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if s.market == "BJ":
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blockbj.add(s)
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zsbk_bj = blockbj
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blockg = Block("G", "创业板")
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for s in sm:
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if s.type == constant.STOCKTYPE_GEM:
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blockg.add(s)
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zsbk_cyb = blockg
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blockstart = Block("START", "科创板")
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for s in sm:
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if s.type == constant.STOCKTYPE_START:
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blockstart.add(s)
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blockzxb = Block("A", "中小板")
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for s in blocksz:
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if s.code[:3] == "002":
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blockzxb.add(s)
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zsbk_zxb = blockzxb
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zsbk_sz50 = sm.get_block("指数板块", "上证50")
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zsbk_sz180 = sm.get_block("指数板块", "上证180")
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zsbk_hs300 = sm.get_block("指数板块", "沪深300")
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zsbk_zz100 = sm.get_block("指数板块", "中证100")
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def set_global_context(stk, query):
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"""设置全局的 context
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:param Stock stk: 指定的全局Stock
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:param Query query: 指定的查询条件
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"""
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global K, O, C, H, L, A, V
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K = stk.get_kdata(query)
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O.set_context(K)
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C.set_context(K)
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H.set_context(K)
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L.set_context(K)
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A.set_context(K)
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V.set_context(K)
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def get_global_context():
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"""获取当前的全局上下文
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:rtype: KData
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"""
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return C.getContext()
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set_global_context(sm['sh000001'], Query(-150))
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# ==============================================================================
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#
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# 设置默认绘图引擎
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#
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# ==============================================================================
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use_draw_engine('matplotlib')
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# ==============================================================================
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#
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# 粗略的选股函数
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#
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# ==============================================================================
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def select(cond, start=Datetime(201801010000), end=Datetime.now(), print_out=True):
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"""
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示例：
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#选出涨停股
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C = CLOSE()
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x = select(C / REF(C, 1) - 1 >= 0.0995))
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:param Indicator cond: 条件指标
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:param Datetime start: 起始日期
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:param Datetime end: 结束日期
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:param bool print_out: 打印选中的股票
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:rtype: 选中的股票列表
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"""
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q = Query(start, end)
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d = sm.get_trading_calendar(q, 'SH')
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if len(d) == 0:
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return
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result = []
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for s in blocka:
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if not s.valid:
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continue
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q = Query(start, end)
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k = s.get_kdata(q)
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cond.set_context(k)
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if len(cond) > 0 and cond[-1] != constant.null_price and cond[-1] > 0 and len(k
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) > 0 and k[-1].datetime == d[-1]:
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result.append(s)
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if print_out:
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print(d[-1], s)
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return result
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# ==============================================================================
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#
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# 增加临时的实时数据更新函数 realtime_update
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#
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# ==============================================================================
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def realtime_update_inner(source='qq', stk_list=None):
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if stk_list is None:
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if source == 'qmt':
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stk_list = [s for s in sm if s.valid and s.type in (
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constant.STOCKTYPE_A, constant.STOCKTYPE_INDEX, constant.STOCKTYPE_ETF,
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constant.STOCKTYPE_GEM, constant.STOCKTYPE_START, constant.STOCKTYPE_A_BJ)]
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else:
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stk_list = [
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stk.market_code.lower() for stk in sm if stk.valid and stk.type in
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(constant.STOCKTYPE_A, constant.STOCKTYPE_INDEX, constant.STOCKTYPE_GEM,
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constant.STOCKTYPE_START, constant.STOCKTYPE_A_BJ)
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]
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if source == 'qq':
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from hikyuu.fetcher.stock.zh_stock_a_sina_qq import get_spot
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stk_list = [s.market_code.lower() for s in stk_list]
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records = get_spot(stk_list, 'qq')
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elif source == 'qmt':
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from hikyuu.fetcher.stock.zh_stock_a_qmt import get_spot
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records = get_spot(stk_list)
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else:
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hku_error(f'Not support website source: {source}!')
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return
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for r in records:
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stk = sm[f'{r["market"]}{r["code"]}']
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if stk.is_null():
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continue
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k = KRecord()
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k.datetime = Datetime(r['datetime']).start_of_day()
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k.open = r['open']
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k.high = r['high']
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k.low = r['low']
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k.close = r['close']
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k.volume = r['volume']
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k.amount = r['amount']
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stk.realtime_update(k)
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def realtime_update_wrap():
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pre_update_time = None
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def realtime_update_closure(source='qq', delta=60, stk_list=None):
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"""
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更新实时日线数据
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:param str source: 数据源 ('qq' | 'qmt')
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:param int delta: 最小更新间隔时间, 防止更新过于频繁
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:param sequence stk_list: 待更新的stock列表, 如为 None 则更新全部
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"""
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from datetime import timedelta, datetime
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nonlocal pre_update_time
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now_update_time = datetime.now()
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if (source == 'qmt') or (pre_update_time is None) or (now_update_time - pre_update_time) > timedelta(0, delta, 0):
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realtime_update_inner(source, stk_list)
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pre_update_time = datetime.now()
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print(f"更新完毕！更新时间: {pre_update_time}")
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else:
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print(f"更新间隔小于 {str(delta)} 秒，未更新")
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print(f"上次更新时间: {pre_update_time}")
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return realtime_update_closure
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realtime_update = realtime_update_wrap()
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