mirror of
https://gitee.com/fasiondog/hikyuu.git
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278 lines
8.9 KiB
C++
278 lines
8.9 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) 2010-2019 weituo2002
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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 jqdata 作为K线数据驱动，可自行实现自己的K线数据驱动
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#
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# 感谢网友哥本哈斯根贡献
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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, KRecordList
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from jqdatasdk import *
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from datetime import *
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class jqdataKDataDriver(KDataDriver):
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def __init__(self):
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super(jqdataKDataDriver, self).__init__('jqdata')
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def clone(self):
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return jqdataKDataDriver()
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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 True
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def isIndexFirst(self):
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return False
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def canParallelLoad(self):
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return False
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def getKRecordList(self, market, code, query): # 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 query.query_type == Query.DATE:
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print("未实现按日期查询")
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return KRecordList()
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start_ix = query.start
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end_ix = query.end
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if start_ix >= end_ix or start_ix < 0 or end_ix < 0:
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return KRecordList()
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data = self._get_bars(market, code, query.ktype)
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if len(data) < start_ix:
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return KRecordList()
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result = KRecordList()
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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.index[i])
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record.open = data['open'][i]
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record.high = data['high'][i]
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record.low = data['low'][i]
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record.close = data['close'][i]
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record.amount = data['money'][i]
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record.volume = data['volume'][i]
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result.append(record)
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return result
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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)
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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.query_type != 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.index[high])
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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.index[low])
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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.index[mid])
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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.index[high])
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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.index[low])
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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.index[mid])
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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.index[pos])
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record.open = data['open'][pos]
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record.high = data['high'][pos]
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record.low = data['low'][pos]
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record.close = data['close'][pos]
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record.amount = data['money'][pos]
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record.volume = data['volume'][pos]
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return record
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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
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ktype_map = {
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Query.MIN: '1m',
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Query.MIN5: '5m',
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Query.MIN15: '15m',
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Query.MIN30: '30m',
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Query.MIN60: '60m',
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Query.DAY: '1d',
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Query.WEEK: '7d',
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Query.MONTH: '30d',
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Query.QUARTER: '90d',
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Query.YEAR: '365d'
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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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username = self.getParam('username')
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password = self.getParam('password')
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auth(username, password)
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jqdataCode = normalize_code(code)
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jqdata_ktype = self._trans_ktype(ktype)
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if jqdata_ktype is None:
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print("jqdata_ktype == None")
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return data
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print(jqdataCode)
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security_info = get_security_info(jqdataCode)
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if security_info is None: #有可能取不到任何信息
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return data
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#print(security_info)
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data = get_price(jqdataCode, security_info.start_date, datetime.now(), jqdata_ktype)
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return data
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#DataDriverFactory.regKDataDriver(jqdataKDataDriver())
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#jqdata_param = Parameter()
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#jqdata_param.set('type', 'jqdata')
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#jqdata_param.set('username', '用户名')
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#jqdata_param.set('password', '密码')
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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, jqdata_param, preload_param, hku_param, StrategyContext())
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