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https://gitee.com/fasiondog/hikyuu.git
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280 lines
9.5 KiB
C++
280 lines
9.5 KiB
C++
#!/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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####################################################################
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#
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# 使用 pytdx 作为K线数据驱动示例，可自行实现自己的K线数据驱动
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#
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# 注意：此处仅为示例，因 pytdx 使用的数据索引位置是倒序（即最近一天的
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# 位置为0，和 KDataDriver 使用第一个交易日位置为0 刚好相反。
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# 在读取时效率较低，需多次访问网络，不建设实际使用。仅作为示例！
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#
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#####################################################################
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from ..cpp.core import KDataDriver, DataDriverFactory
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from hikyuu import KRecord, Query, Datetime, Parameter
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from pytdx.hq import TdxHq_API
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from pytdx.params import TDXParams
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class PytdxKDataDriver(KDataDriver):
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def __init__(self):
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super(PytdxKDataDriver, self).__init__('pytdx')
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def _init(self):
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"""【重载接口】（可选）初始化子类私有变量"""
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self._max = {
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Query.DAY: 10,
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Query.WEEK: 2,
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Query.MONTH: 1,
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Query.QUARTER: 1,
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#Query.HALFYEAR:1,
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Query.YEAR: 1,
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Query.MIN: 25,
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Query.MIN5: 25,
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Query.MIN15: 25,
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Query.MIN30: 25,
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Query.MIN60: 25
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}
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return
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def loadKData(self, market, code, ktype, start_ix, end_ix, out_buffer):
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"""
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【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
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:param str market: 市场标识
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:param str code: 证券代码
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:param Query.KType ktype: K线类型
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:param int start_ix: 起始位置
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:param int end_ix: 结束位置
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:param KRecordListPtr out_buffer: 传入的数据缓存，读取数据后使用
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out_buffer.append(krecord) 加入数据
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"""
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if start_ix >= end_ix or start_ix < 0 or end_ix < 0:
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return
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data = self._get_bars(market, code, ktype)
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if len(data) < start_ix:
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return
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total = end_ix if end_ix < len(data) else len(data)
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for i in range(start_ix, total):
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record = KRecord()
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record.datetime = Datetime(data[i].get('datetime'))
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record.open = data[i].get('open')
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record.high = data[i].get('high')
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record.low = data[i].get('low')
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record.close = data[i].get('close')
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record.amount = data[i].get('amount')
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record.volume = data[i].get('vol')
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out_buffer.append(record)
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def getCount(self, market, code, ktype):
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"""
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【重载接口】（必须）获取K线数量
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:param str market: 市场标识
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:param str code: 证券代码
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:param Query.KType ktype: K线类型
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"""
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data = self._get_bars(market, code, ktype)
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return len(data) if data else 0
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def _getIndexRangeByDate(self, market, code, query):
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"""
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【重载接口】（必须）按日期获取指定的K线数据
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:param str market: 市场标识
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:param str code: 证券代码
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:param Query query: 日期查询条件（QueryByDate）
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"""
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print("getIndexRangeByDate")
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if query.queryType != Query.DATE:
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return (0, 0)
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start_datetime = query.startDatetime
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end_datetime = query.endDatetime
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if start_datetime >= end_datetime or start_datetime > Datetime.max():
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return (0, 0)
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data = self._get_bars(market, code, query.kType)
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total = len(data)
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if total == 0:
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return (0, 0)
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mid, low = 0, 0
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high = total - 1
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while low <= high:
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tmp_datetime = Datetime(data[high].get('datetime'))
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if start_datetime > tmp_datetime:
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mid = high + 1
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break
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tmp_datetime = Datetime(data[low].get('datetime'))
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if tmp_datetime >= start_datetime:
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mid = low
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break
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mid = (low + high) // 2
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tmp_datetime = Datetime(data[mid].get('datetime'))
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if start_datetime > tmp_datetime:
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low = mid + 1
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else:
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high = mid - 1
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if mid >= total:
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return (0, 0)
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start_pos = mid
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low = mid
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high = total - 1
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while low <= high:
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tmp_datetime = Datetime(data[high].get('datetime'))
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if end_datetime > tmp_datetime:
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mid = high + 1
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break
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tmp_datetime = Datetime(data[low].get('datetime'))
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if tmp_datetime >= end_datetime:
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mid = low
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break
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mid = (low + high) // 2
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tmp_datetime = Datetime(data[mid].get('datetime'))
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if end_datetime > tmp_datetime:
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low = mid + 1
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else:
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high = mid - 1
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end_pos = total if mid >= total else mid
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if start_pos >= end_pos:
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return (0, 0)
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return (start_pos, end_pos)
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def getKRecord(self, market, code, pos, ktype):
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"""
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【重载接口】（必须）获取指定位置的K线记录
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:param str market: 市场标识
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:param str code: 证券代码
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:param int pos: 指定位置（大于等于0）
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:param Query.KType ktype: K线类型
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"""
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record = KRecord()
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if pos < 0:
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return record
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data = self._get_bars(market, code, ktype)
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if data is None:
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return record
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if pos < len(data):
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record.datetime = Datetime(data[pos].get('datetime'))
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record.open = data[pos].get('open')
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record.high = data[pos].get('high')
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record.low = data[pos].get('low')
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record.close = data[pos].get('close')
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record.amount = data[pos].get('amount')
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record.volume = data[pos].get('vol')
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return record
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def _trans_market(self, market):
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market_map = {'SH': TDXParams.MARKET_SH, 'SZ': TDXParams.MARKET_SZ}
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return market_map.get(market)
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def _trans_ktype(self, ktype):
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ktype_map = {
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Query.MIN: TDXParams.KLINE_TYPE_1MIN,
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Query.MIN5: TDXParams.KLINE_TYPE_5MIN,
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Query.MIN15: TDXParams.KLINE_TYPE_15MIN,
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Query.MIN30: TDXParams.KLINE_TYPE_30MIN,
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Query.MIN60: TDXParams.KLINE_TYPE_1HOUR,
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Query.DAY: TDXParams.KLINE_TYPE_RI_K,
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Query.WEEK: TDXParams.KLINE_TYPE_WEEKLY,
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Query.MONTH: TDXParams.KLINE_TYPE_MONTHLY,
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Query.QUARTER: TDXParams.KLINE_TYPE_3MONTH,
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Query.YEAR: TDXParams.KLINE_TYPE_YEARLY
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}
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return ktype_map.get(ktype)
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def _get_bars(self, market, code, ktype):
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data = []
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tdx_market = self._trans_market(market)
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if tdx_market is None:
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print("tdx_market == None")
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return data
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tdx_ktype = self._trans_ktype(ktype)
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if tdx_ktype is None:
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print("tdx_ktype == None")
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return data
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try:
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ip = self.getParam('ip')
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port = self.getParam('port')
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except:
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ip = '119.147.212.81'
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port = 7709
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api = TdxHq_API(raise_exception=True)
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with api.connect(ip, port):
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if (market == 'SH' and code[:3] == '000') \
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or (market == 'SZ' and code[:2] == '39'):
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for i in range(self._max[ktype]):
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data += api.get_index_bars(
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tdx_ktype, tdx_market, code, (self._max[ktype] - 1 - i) * 800, 800
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)
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else:
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for i in range(self._max[ktype]):
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data += api.get_security_bars(
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tdx_ktype, tdx_market, code, (self._max[ktype] - 1 - i) * 800, 800
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)
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return data
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#DataDriverFactory.regKDataDriver(PytdxKDataDriver())
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#tdx_param = Parameter()
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#tdx_param.set('type', 'pytdx')
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#tdx_param.set('ip', '119.147.212.81')
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#tdx_param.set('port', 7709)
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#base_param = sm.getBaseInfoDriverParameter()
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#block_param = sm.getBlockDriverParameter()
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#kdata_param = sm.getKDataDriverParameter()
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#preload_param = sm.getPreloadParameter()
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#hku_param = sm.getHikyuuParameter()
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#切换K线数据驱动，重新初始化
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#sm.init(base_param, block_param, tdx_param, preload_param, hku_param)
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