mirror of
https://gitee.com/fasiondog/hikyuu.git
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503 lines
15 KiB
Python
503 lines
15 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 urllib
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import sys
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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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# 引入扯线木偶
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# ==============================================================================
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# 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。
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# 来自："睿瞳深邃(https://github.com/Raytone-D" 感谢睿瞳深邃的大度共享 :-)
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# 可以用：tm.regBroker(crtRB(Puppet())) 的方式注册进tm实例，实现实盘下单
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if sys.platform == 'win32':
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from .puppet 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', 'logger'):
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hku_param["logger"] = ini['hikyuu']['logger']
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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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sm.init(base_param, block_param, kdata_param, preload_param, hku_param)
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# set_log_level(LOG_LEVEL.INFO)
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# 启动行情接收代理
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start_spot_agent(False)
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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_GEM):
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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 UpdateOneRealtimeRecord_from_sina(tmpstr):
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try:
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if len(tmpstr) > 3 and tmpstr[:3] == 'var':
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a = tmpstr.split(',')
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if len(a) < 9:
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return
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open, close, high, low = float(a[1]), float(a[3]), float(a[4]), float(a[5])
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transamount = float(a[9])
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transcount = float(a[8])
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try:
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d = Datetime(a[-3])
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except:
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d = Datetime(a[-4])
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temp = (open, high, low, close)
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if 0 in temp:
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return
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stockstr = a[0].split('=')
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stock = sm[stockstr[0][-8:]]
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record = KRecord()
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record.date = d
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record.open = open
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record.high = high
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record.low = low
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record.close = close
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record.amount = transamount
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record.volume = transcount / 100
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stock.realtime_update(record)
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except Exception as e:
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print(tmpstr)
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print(e)
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def UpdateOneRealtimeRecord_from_qq(tmpstr):
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try:
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if len(tmpstr) > 3 and tmpstr[:2] == 'v_':
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a = tmpstr.split('~')
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if len(a) < 9:
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return
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open, close, high, low = float(a[5]), float(a[3]), float(a[33]), float(a[34])
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transamount = float(a[36])
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transcount = float(a[37])
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d = Datetime(int(a[30][:8] + '0000'))
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temp = (open, high, low, close)
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if 0 in temp:
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return
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stockstr = a[0].split('=')
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stock = sm[stockstr[0][-8:]]
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record = KRecord()
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record.date = d
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record.open = open
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record.high = high
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record.low = low
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record.close = close
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record.amount = transamount
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record.volume = transcount / 100
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stock.realtime_update(record)
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except Exception as e:
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print(tmpstr)
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print(e)
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def realtimePartUpdate_from_sina(queryStr):
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result = urllib.request.urlopen(queryStr).read()
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try:
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result = result.decode('gbk')
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except Exception as e:
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print(result)
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print(e)
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return
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result = result.split('\n')
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for tmpstr in result:
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UpdateOneRealtimeRecord_from_sina(tmpstr)
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def realtimePartUpdate_from_qq(queryStr):
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result = urllib.request.urlopen(queryStr).read()
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try:
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result = result.decode('gbk')
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except Exception as e:
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print(result)
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print(e)
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return
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result = result.split('\n')
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for tmpstr in result:
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UpdateOneRealtimeRecord_from_qq(tmpstr)
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def realtime_update_from_sina_qq(source):
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if source == 'sina':
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hku_error("sina已不支持获取实时数据")
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return
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# queryStr = "http://hq.sinajs.cn/list="
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# update_func = realtimePartUpdate_from_sina
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# max_size = 140
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elif source == 'qq':
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queryStr = "http://qt.gtimg.cn/q="
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update_func = realtimePartUpdate_from_qq
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max_size = 60
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else:
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print('Not support!')
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return
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count = 0
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# urls = []
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tmpstr = queryStr
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for stock in sm:
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if stock.valid and stock.type in (
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constant.STOCKTYPE_A, constant.STOCKTYPE_INDEX, constant.STOCKTYPE_ETF, constant.STOCKTYPE_GEM, constant.STOCKTYPE_A_BJ,
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):
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tmpstr += ("%s,") % (stock.market_code.lower())
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count = count + 1
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if count >= max_size:
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# urls.append(tmpstr)
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update_func(tmpstr)
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count = 0
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tmpstr = queryStr
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if tmpstr != queryStr:
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# urls.append(tmpstr)
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update_func(tmpstr)
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# 不用并行，防止过快，ip被网站屏蔽
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# from multiprocessing import Pool
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# from multiprocessing.dummy import Pool as ThreadPool
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# pool = ThreadPool()
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# if source == 'sina':
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# pool.map(realtimePartUpdate_from_sina, urls)
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# else:
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# pool.map(realtimePartUpdate_from_qq, urls)
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# pool.close()
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# pool.join()
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def realtime_update_from_tushare():
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import tushare as ts
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# 更新股票行情
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df = ts.get_today_all()
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for i in range(len(df)):
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if df.ix[i, 'open'] == 0:
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continue # 停牌
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code = df.ix[i][0]
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stock = get_stock('sh' + code)
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if stock.isNull() == True or (stock.type != constant.STOCKTYPE_A and stock.type != constant.STOCKTYPE_A_BJ):
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stock = get_stock('sz' + code)
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if stock.isNull() == True:
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continue
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record = KRecord()
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record.open = df.ix[i, 'open']
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record.high = df.ix[i, 'high']
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record.lowe = df.ix[i, 'low']
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record.close = df.ix[i, 'trade']
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record.amount = float(df.ix[i, 'amount'])
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record.volume = float(df.ix[i, 'volume'])
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from datetime import date
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d = date.today()
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record.date = Datetime(d)
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stock.realtime_update(record)
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# 更新指数行情
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df = ts.get_index()
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for i in range(len(df)):
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code = df.ix[i][0]
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stock = get_stock('sh' + code)
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if stock.isNull() == True or stock.type != constant.STOCKTYPE_INDEX:
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stock = get_stock('sz' + code)
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if stock.isNull() == True:
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continue
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total = stock.getCount(Query.DAY)
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if total == 0:
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continue
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last_record = stock.getKRecord(total - 1)
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record = KRecord()
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record.open = df.ix[i, 'open']
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record.high = df.ix[i, 'high']
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record.low = df.ix[i, 'low']
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record.close = df.ix[i, 'close']
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record.volume = float(df.ix[i, 'volume'])
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record.amount = float(df.ix[i, 'amount'])
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if (
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last_record.close != record.close or last_record.high != record.high or last_record.low != record.low
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or last_record.open != record.open
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):
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from datetime import date
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d = date.today()
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record.date = Datetime(d)
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stock.realtime_update(record)
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def realtime_update_inner(source='sina'):
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if source == 'sina' or source == 'qq':
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realtime_update_from_sina_qq(source)
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elif source == 'tushare':
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realtime_update_from_tushare()
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else:
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print(source, ' not support!')
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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):
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"""
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更新实时日线数据
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参数：
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source: 数据源（'sina' | 'qq' | 'tushare'）
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delta: 更新间隔时间
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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 (pre_update_time is None) or (now_update_time - pre_update_time) > timedelta(0, delta, 0):
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realtime_update_inner(source)
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pre_update_time = datetime.now()
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print("更新完毕！", pre_update_time)
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else:
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print("更新间隔小于" + str(delta) + "秒，未更新")
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print("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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