text stringlengths 81 112k |
|---|
创建一个新的DataStruct
data 默认是self.data
🛠todo 没有这个？？ inplace 是否是对于原类的修改 ？？
def new(self, data=None, dtype=None, if_fq=None):
"""
创建一个新的DataStruct
data 默认是self.data
🛠todo 没有这个？？ inplace 是否是对于原类的修改 ？？
"""
data = self.data if data is None else data
dty... |
reindex
Arguments:
ind {[type]} -- [description]
Raises:
RuntimeError -- [description]
RuntimeError -- [description]
Returns:
[type] -- [description]
def reindex(self, ind):
"""reindex
Arguments:
ind {[type]} -- [de... |
转换DataStruct为json
def to_json(self):
"""
转换DataStruct为json
"""
data = self.data
if self.type[-3:] != 'min':
data = self.data.assign(datetime= self.datetime)
return QA_util_to_json_from_pandas(data.reset_index()) |
IO --> hdf5
def to_hdf(self, place, name):
'IO --> hdf5'
self.data.to_hdf(place, name)
return place, name |
判断是否相同
def is_same(self, DataStruct):
"""
判断是否相同
"""
if self.type == DataStruct.type and self.if_fq == DataStruct.if_fq:
return True
else:
return False |
将一个DataStruct按code分解为N个DataStruct
def splits(self):
"""
将一个DataStruct按code分解为N个DataStruct
"""
return list(map(lambda x: self.select_code(x), self.code)) |
QADATASTRUCT的指标/函数apply入口
Arguments:
func {[type]} -- [description]
Returns:
[type] -- [description]
def add_func(self, func, *arg, **kwargs):
"""QADATASTRUCT的指标/函数apply入口
Arguments:
func {[type]} -- [description]
Returns:
[typ... |
获取不同格式的数据
Arguments:
columns {[type]} -- [description]
Keyword Arguments:
type {str} -- [description] (default: {'ndarray'})
with_index {bool} -- [description] (default: {False})
Returns:
[type] -- [description]
def get_data(self, columns, type... |
增加对于多列的支持
def pivot(self, column_):
"""增加对于多列的支持"""
if isinstance(column_, str):
try:
return self.data.reset_index().pivot(
index='datetime',
columns='code',
values=column_
)
except:
... |
选择code,start,end
如果end不填写,默认获取到结尾
@2018/06/03 pandas 的索引问题导致
https://github.com/pandas-dev/pandas/issues/21299
因此先用set_index去重做一次index
影响的有selects,select_time,select_month,get_bar
@2018/06/04
当选择的时间越界/股票不存在,raise ValueError
@2018/06/04 pandas索引问题已经解决
... |
选择起始时间
如果end不填写,默认获取到结尾
@2018/06/03 pandas 的索引问题导致
https://github.com/pandas-dev/pandas/issues/21299
因此先用set_index去重做一次index
影响的有selects,select_time,select_month,get_bar
@2018/06/04
当选择的时间越界/股票不存在,raise ValueError
@2018/06/04 pandas索引问题已经解决
全部恢... |
选取日期(一般用于分钟线)
Arguments:
day {[type]} -- [description]
Raises:
ValueError -- [description]
Returns:
[type] -- [description]
def select_day(self, day):
"""选取日期(一般用于分钟线)
Arguments:
day {[type]} -- [description]
Raises:
... |
选择月份
@2018/06/03 pandas 的索引问题导致
https://github.com/pandas-dev/pandas/issues/21299
因此先用set_index去重做一次index
影响的有selects,select_time,select_month,get_bar
@2018/06/04
当选择的时间越界/股票不存在,raise ValueError
@2018/06/04 pandas索引问题已经解决
全部恢复
def select_month(self, m... |
选择股票
@2018/06/03 pandas 的索引问题导致
https://github.com/pandas-dev/pandas/issues/21299
因此先用set_index去重做一次index
影响的有selects,select_time,select_month,get_bar
@2018/06/04
当选择的时间越界/股票不存在,raise ValueError
@2018/06/04 pandas索引问题已经解决
全部恢复
def select_code(self, co... |
获取一个bar的数据
返回一个series
如果不存在,raise ValueError
def get_bar(self, code, time):
"""
获取一个bar的数据
返回一个series
如果不存在,raise ValueError
"""
try:
return self.data.loc[(pd.Timestamp(time), code)]
except:
raise ValueError(
... |
将天软本地数据导入 QA 数据库
:param client:
:param ui_log:
:param ui_progress:
:param data_path: 存放天软数据的路径，默认文件名格式为类似 "SH600000.csv" 格式
def QA_SU_trans_stock_min(client=DATABASE, ui_log=None, ui_progress=None,
data_path: str = "D:\\skysoft\\", type_="1min"):
"""
将天软本地数据导入 QA 数据库
... |
用特定的数据获取函数测试数据获得的时间,从而选择下载数据最快的服务器ip
默认使用特定品种1min的方式的获取
def get_best_ip_by_real_data_fetch(_type='stock'):
"""
用特定的数据获取函数测试数据获得的时间,从而选择下载数据最快的服务器ip
默认使用特定品种1min的方式的获取
"""
from QUANTAXIS.QAUtil.QADate import QA_util_today_str
import time
#找到前两天的有效交易日期
pre_trade_date=QA_util_get_... |
根据ping排序返回可用的ip列表
2019 03 31 取消参数filename
:param ip_list: ip列表
:param n: 最多返回的ip数量， 当可用ip数量小于n，返回所有可用的ip；n=0时，返回所有可用ip
:param _type: ip类型
:return: 可以ping通的ip列表
def get_ip_list_by_multi_process_ping(ip_list=[], n=0, _type='stock'):
''' 根据ping排序返回可用的ip列表
2019 03 31 取消参数filename
:param i... |
[summary]
Arguments:
ip {[type]} -- [description]
port {[type]} -- [description]
Returns:
[type] -- [description]
def get_mainmarket_ip(ip, port):
"""[summary]
Arguments:
ip {[type]} -- [description]
port {[type]} -- [description]
Returns:
[type] ... |
按bar长度推算数据
Arguments:
code {[type]} -- [description]
_type {[type]} -- [description]
lens {[type]} -- [description]
Keyword Arguments:
ip {[type]} -- [description] (default: {best_ip})
port {[type]} -- [description] (default: {7709})
Returns:
[type] -- [des... |
获取日线及以上级别的数据
Arguments:
code {str:6} -- code 是一个单独的code 6位长度的str
start_date {str:10} -- 10位长度的日期 比如'2017-01-01'
end_date {str:10} -- 10位长度的日期 比如'2018-01-01'
Keyword Arguments:
if_fq {str} -- '00'/'bfq' -- 不复权 '01'/'qfq' -- 前复权 '02'/'hfq' -- 后复权 '03'/'ddqfq' -- 定点前复权 '04'/'ddhf... |
深市代码分类
Arguments:
code {[type]} -- [description]
Returns:
[type] -- [description]
def for_sz(code):
"""深市代码分类
Arguments:
code {[type]} -- [description]
Returns:
[type] -- [description]
"""
if str(code)[0:2] in ['00', '30', '02']:
return 'stock_cn... |
获取指数列表
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
Returns:
[type] -- [description]
def QA_fetch_get_index_list(ip=None, port=None):
"""获取指数列表
Keyword Arguments:
ip {[type]} -- [description] (defau... |
实时分笔成交 包含集合竞价 buyorsell 1--sell 0--buy 2--盘前
def QA_fetch_get_stock_transaction_realtime(code, ip=None, port=None):
'实时分笔成交 包含集合竞价 buyorsell 1--sell 0--buy 2--盘前'
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
try:
with api.connect(ip, port):
data = pd.DataFrame()
... |
除权除息
def QA_fetch_get_stock_xdxr(code, ip=None, port=None):
'除权除息'
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
market_code = _select_market_code(code)
with api.connect(ip, port):
category = {
'1': '除权除息', '2': '送配股上市', '3': '非流通股上市', '4': '未知股本变动', '5': '股本变化',
... |
股票基本信息
def QA_fetch_get_stock_info(code, ip=None, port=None):
'股票基本信息'
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
market_code = _select_market_code(code)
with api.connect(ip, port):
return api.to_df(api.get_finance_info(market_code, code)) |
板块数据
def QA_fetch_get_stock_block(ip=None, port=None):
'板块数据'
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
with api.connect(ip, port):
data = pd.concat([api.to_df(api.get_and_parse_block_info("block_gn.dat")).assign(type='gn'),
api.to_df(api.get_and_parse_... |
期货代码list
def QA_fetch_get_extensionmarket_list(ip=None, port=None):
'期货代码list'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
with apix.connect(ip, port):
num = apix.get_instrument_count()
return pd.concat([apix.to_df(
apix.get_instrument_info((int(num / 50... |
[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
42 3 商品指数 TI
60 3 主力期货合约 MA
28 3 郑州商品 QZ
29 3 大连商品 QD
30 3 ... |
全球指数列表
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
37 11 全球指数(静态) FW
12 5 国际指数 WI
def QA_fetch_get_globalindex_list(ip=None, port=None):
"""全球指数列表
Keyword Arguments:
... |
[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
42 3 商品指数 TI
60 3 主力期货合约 MA
28 3 郑州商品 QZ
29 3 大连商品 QD
30 3 ... |
[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
14 3 伦敦金属 LM
15 3 伦敦石油 IP
16 3 纽约商品 CO
17 3 纽约石油 NY
18... |
[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
# 港股 HKMARKET
27 5 香港指数 FH
31 2 香港主板 KH
48 2 香港创业板 KG
49 2 香港基金 ... |
[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
# 港股 HKMARKET
27 5 香港指数 FH
31 2 香港主板 KH
48 2 香港创业板 KG
49 2 香港基金 ... |
[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
# 港股 HKMARKET
27 5 香港指数 FH
31 2 香港主板 KH
48 2 香港创业板 KG
49 2 香港基... |
[summary]
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
## 美股 USA STOCK
74 13 美国股票 US
40 11 中国概念股 CH
41 11 美股知名公司 MG
def QA_fetch_get_usstock_l... |
宏观指标列表
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
38 10 宏观指标 HG
def QA_fetch_get_macroindex_list(ip=None, port=None):
"""宏观指标列表
Keyword Arguments:
ip {[type]} -- [description] (def... |
期权列表
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
## 期权 OPTION
1 12 临时期权(主要是50ETF)
4 12 郑州商品期权 OZ
5 12 大连商品期权 OD
6 12 上海... |
#🛠todo 获取期权合约的上市日期 ？ 暂时没有。
:return: list Series
def QA_fetch_get_option_contract_time_to_market():
'''
#🛠todo 获取期权合约的上市日期 ？ 暂时没有。
:return: list Series
'''
result = QA_fetch_get_option_list('tdx')
# pprint.pprint(result)
# category market code name desc code
'''
fix here :
... |
#🛠todo 获取期权合约的上市日期 ？ 暂时没有。
:return: list Series
def QA_fetch_get_option_50etf_contract_time_to_market():
'''
#🛠todo 获取期权合约的上市日期 ？ 暂时没有。
:return: list Series
'''
result = QA_fetch_get_option_list('tdx')
# pprint.pprint(result)
# category market code name desc code
... |
铜期权 CU 开头 上期证
豆粕 M开头 大商所
白糖 SR开头 郑商所
测试中发现，行情不太稳定 ？ 是 通达信 IP 的问题 ？
def QA_fetch_get_commodity_option_CF_contract_time_to_market():
'''
铜期权 CU 开头 上期证
豆粕 M开头 大商所
白糖 SR开头 郑商所
测试中发现，行情不太稳定 ？ 是 通达信 IP 的问题 ？
'''
result = QA_fetch_get_option_list('tdx')... |
汇率列表
Keyword Arguments:
ip {[type]} -- [description] (default: {None})
port {[type]} -- [description] (default: {None})
## 汇率 EXCHANGERATE
10 4 基本汇率 FE
11 4 交叉汇率 FX
def QA_fetch_get_exchangerate_list(ip=None, port=None):
"""汇率列表
... |
期货数据 日线
def QA_fetch_get_future_day(code, start_date, end_date, frequence='day', ip=None, port=None):
'期货数据 日线'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
start_date = str(start_date)[0:10]
today_ = datetime.date.today()
lens = QA_util_get_trade_gap(start_date, today_)
... |
期货数据 分钟线
def QA_fetch_get_future_min(code, start, end, frequence='1min', ip=None, port=None):
'期货数据 分钟线'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
type_ = ''
start_date = str(start)[0:10]
today_ = datetime.date.today()
lens = QA_util_get_trade_gap(start_date, today_)
... |
期货历史成交分笔
def QA_fetch_get_future_transaction(code, start, end, retry=4, ip=None, port=None):
'期货历史成交分笔'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None els... |
期货历史成交分笔
def QA_fetch_get_future_transaction_realtime(code, ip=None, port=None):
'期货历史成交分笔'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_... |
期货实时价格
def QA_fetch_get_future_realtime(code, ip=None, port=None):
'期货实时价格'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
... |
类似于pd.concat 用于合并一个list里面的多个DataStruct,会自动去重
Arguments:
lists {[type]} -- [DataStruct1,DataStruct2,....,DataStructN]
Returns:
[type] -- new DataStruct
def concat(lists):
"""类似于pd.concat 用于合并一个list里面的多个DataStruct,会自动去重
Arguments:
lists {[type]} -- [DataStruct1,DataStruct2,... |
一个任意格式转化为DataStruct的方法
Arguments:
data {[type]} -- [description]
Keyword Arguments:
frequence {[type]} -- [description] (default: {FREQUENCE.DAY})
market_type {[type]} -- [description] (default: {MARKET_TYPE.STOCK_CN})
default_header {list} -- [description] (default: {[... |
dataframe from tushare
Arguments:
dataframe {[type]} -- [description]
Returns:
[type] -- [description]
def from_tushare(dataframe, dtype='day'):
"""dataframe from tushare
Arguments:
dataframe {[type]} -- [description]
Returns:
[type] -- [description]
"""
... |
日线QDS装饰器
def QDS_StockDayWarpper(func):
"""
日线QDS装饰器
"""
def warpper(*args, **kwargs):
data = func(*args, **kwargs)
if isinstance(data.index, pd.MultiIndex):
return QA_DataStruct_Stock_day(data)
else:
return QA_DataStruct_Stock_day(
dat... |
分钟线QDS装饰器
def QDS_StockMinWarpper(func, *args, **kwargs):
"""
分钟线QDS装饰器
"""
def warpper(*args, **kwargs):
data = func(*args, **kwargs)
if isinstance(data.index, pd.MultiIndex):
return QA_DataStruct_Stock_min(data)
else:
return QA_DataStruct_Stock_min(
... |
获取股票的复权因子
Arguments:
code {[type]} -- [description]
Keyword Arguments:
end {str} -- [description] (default: {''})
Returns:
[type] -- [description]
def QA_fetch_get_stock_adj(code, end=''):
"""获取股票的复权因子
Arguments:
code {[type]} -- [description]
... |
字符串 '20180101' 转变成 float 类型时间 类似 time.time() 返回的类型
:param date: 字符串str -- 格式必须是 20180101 ，长度8
:return: 类型float
def cover_time(date):
"""
字符串 '20180101' 转变成 float 类型时间 类似 time.time() 返回的类型
:param date: 字符串str -- 格式必须是 20180101 ，长度8
:return: 类型float
"""
datestr = str(date)[0:8]
date... |
通过data新建一个stock_block
Arguments:
data {[type]} -- [description]
Returns:
[type] -- [description]
def new(self, data):
"""通过data新建一个stock_block
Arguments:
data {[type]} -- [description]
Returns:
[type] -- [description]
"... |
按股票排列的查看blockname的视图
Returns:
[type] -- [description]
def view_code(self):
"""按股票排列的查看blockname的视图
Returns:
[type] -- [description]
"""
return self.data.groupby(level=1).apply(
lambda x:
[item for item in x.index.remove_unused_l... |
getcode 获取某一只股票的板块
Arguments:
code {str} -- 股票代码
Returns:
DataStruct -- [description]
def get_code(self, code):
"""getcode 获取某一只股票的板块
Arguments:
code {str} -- 股票代码
Returns:
DataStruct -- [description]
"""
# code... |
getblock 获取板块, block_name是list或者是单个str
Arguments:
block_name {[type]} -- [description]
Returns:
[type] -- [description]
def get_block(self, block_name):
"""getblock 获取板块, block_name是list或者是单个str
Arguments:
block_name {[type]} -- [description]
... |
get_both_code 获取几个股票相同的版块
Arguments:
code {[type]} -- [description]
Returns:
[type] -- [description]
def get_both_code(self, code):
"""get_both_code 获取几个股票相同的版块
Arguments:
code {[type]} -- [description]
Retu... |
统一的获取期货/股票tick的接口
def QA_get_tick(code, start, end, market):
"""
统一的获取期货/股票tick的接口
"""
res = None
if market == MARKET_TYPE.STOCK_CN:
res = QATdx.QA_fetch_get_stock_transaction(code, start, end)
elif market == MARKET_TYPE.FUTURE_CN:
res = QATdx.QA_fetch_get_future_transaction(cod... |
统一的获取期货/股票实时行情的接口
def QA_get_realtime(code, market):
"""
统一的获取期货/股票实时行情的接口
"""
res = None
if market == MARKET_TYPE.STOCK_CN:
res = QATdx.QA_fetch_get_stock_realtime(code)
elif market == MARKET_TYPE.FUTURE_CN:
res = QATdx.QA_fetch_get_future_realtime(code)
return res |
一个统一的获取k线的方法
如果使用mongo,从本地数据库获取,失败则在线获取
Arguments:
code {str/list} -- 期货/股票的代码
start {str} -- 开始日期
end {str} -- 结束日期
frequence {enum} -- 频率 QA.FREQUENCE
market {enum} -- 市场 QA.MARKET_TYPE
source {enum} -- 来源 QA.DATASOURCE
output {enum} -- 输出类型 QA.OUTPUT_F... |
随机生成股票代码
:param stockNumber: 生成个数
:return: ['60XXXX', '00XXXX', '300XXX']
def QA_util_random_with_zh_stock_code(stockNumber=10):
'''
随机生成股票代码
:param stockNumber: 生成个数
:return: ['60XXXX', '00XXXX', '300XXX']
'''
codeList = []
pt = 0
for i in range(stockNumber):
if pt ==... |
生成account随机值
Acc+4数字id+4位大小写随机
def QA_util_random_with_topic(topic='Acc', lens=8):
"""
生成account随机值
Acc+4数字id+4位大小写随机
"""
_list = [chr(i) for i in range(65,
91)] + [chr(i) for i in range(97,
1... |
支持股票/期货的更新仓位
Arguments:
price {[type]} -- [description]
amount {[type]} -- [description]
towards {[type]} -- [description]
margin: 30080
margin_long: 0
margin_short: 30080
open_cost_long: 0
open_cost_short: 419100
... |
收盘后的结算事件
def settle(self):
"""收盘后的结算事件
"""
self.volume_long_his += self.volume_long_today
self.volume_long_today = 0
self.volume_long_frozen_today = 0
self.volume_short_his += self.volume_short_today
self.volume_short_today = 0
self.volume_short_frozen_to... |
可平仓数量
Returns:
[type] -- [description]
def close_available(self):
"""可平仓数量
Returns:
[type] -- [description]
"""
return {
'volume_long': self.volume_long - self.volume_long_frozen,
'volume_short': self.volume_short - self.volume_s... |
委托回报
def orderAction(self, order:QA_Order):
"""
委托回报
"""
return self.pms[order.code][order.order_id].receive_order(order) |
聚宽实现方式
save current day's stock_min data
def QA_SU_save_stock_min(client=DATABASE, ui_log=None, ui_progress=None):
"""
聚宽实现方式
save current day's stock_min data
"""
# 导入聚宽模块且进行登录
try:
import jqdatasdk
# 请自行将 JQUSERNAME 和 JQUSERPASSWD 修改为自己的账号密码
jqdatasdk.auth("JQUSERN... |
Execute a command on the command-line.
:param str,list command: The command to run
:param bool shell: Whether or not to use the shell. This is optional; if
``command`` is a basestring, shell will be set to True, otherwise it will
be false. You can override this behavior by setting this paramet... |
使用数据库数据计算复权
def QA_data_calc_marketvalue(data, xdxr):
'使用数据库数据计算复权'
mv = xdxr.query('category!=6').loc[:,
['shares_after',
'liquidity_after']].dropna()
res = pd.concat([data, mv], axis=1)
res = res.assign(
shares=re... |
1.DIF向上突破DEA，买入信号参考。
2.DIF向下跌破DEA，卖出信号参考。
def MACD_JCSC(dataframe, SHORT=12, LONG=26, M=9):
"""
1.DIF向上突破DEA，买入信号参考。
2.DIF向下跌破DEA，卖出信号参考。
"""
CLOSE = dataframe.close
DIFF = QA.EMA(CLOSE, SHORT) - QA.EMA(CLOSE, LONG)
DEA = QA.EMA(DIFF, M)
MACD = 2*(DIFF-DEA)
CROSS_JC = QA.CROSS(... |
Create the tables needed to store the information.
def _create(self, cache_file):
"""Create the tables needed to store the information."""
conn = sqlite3.connect(cache_file)
cur = conn.cursor()
cur.execute("PRAGMA foreign_keys = ON")
cur.execute('''
CREATE TABLE jobs... |
Retrieves the job with the selected ID.
:param str id: The ID of the job
:returns: The dictionary of the job if found, None otherwise
def get(self, id):
"""Retrieves the job with the selected ID.
:param str id: The ID of the job
:returns: The dictionary of the job if found, None... |
Update last_run, next_run, and last_run_result for an existing job.
:param dict job: The job dictionary
:returns: True
def update(self, job):
"""Update last_run, next_run, and last_run_result for an existing job.
:param dict job: The job dictionary
:returns: True
"""
... |
Adds a new job into the cache.
:param dict job: The job dictionary
:returns: True
def add_job(self, job):
"""Adds a new job into the cache.
:param dict job: The job dictionary
:returns: True
"""
self.cur.execute("INSERT INTO jobs VALUES(?,?,?,?,?)", (
... |
Adds a job run result to the history table.
:param dict job: The job dictionary
:returns: True
def add_result(self, job):
"""Adds a job run result to the history table.
:param dict job: The job dictionary
:returns: True
"""
self.cur.execute(
"INSERT I... |
tick 采样为 分钟数据
1. 仅使用将 tick 采样为 1 分钟数据
2. 仅测试过，与通达信 1 分钟数据达成一致
3. 经测试，可以匹配 QA.QA_fetch_get_stock_transaction 得到的数据，其他类型数据未测试
demo:
df = QA.QA_fetch_get_stock_transaction(package='tdx', code='000001',
start='2018-08-01 09:25:00',
... |
tick采样成任意级别分钟线
Arguments:
tick {[type]} -- transaction
Returns:
[type] -- [description]
def QA_data_tick_resample(tick, type_='1min'):
"""tick采样成任意级别分钟线
Arguments:
tick {[type]} -- transaction
Returns:
[type] -- [description]
"""
tick = tick.assign(amount... |
tick采样成任意级别分钟线
Arguments:
tick {[type]} -- transaction
Returns:
[type] -- [description]
def QA_data_ctptick_resample(tick, type_='1min'):
"""tick采样成任意级别分钟线
Arguments:
tick {[type]} -- transaction
Returns:
[type] -- [description]
"""
resx = pd.DataFrame()... |
分钟线采样成大周期
分钟线采样成子级别的分钟线
time+ OHLC==> resample
Arguments:
min {[type]} -- [description]
raw_type {[type]} -- [description]
new_type {[type]} -- [description]
def QA_data_min_resample(min_data, type_='5min'):
"""分钟线采样成大周期
分钟线采样成子级别的分钟线
time+ OHLC==> resample
A... |
期货分钟线采样成大周期
分钟线采样成子级别的分钟线
future:
vol ==> trade
amount X
def QA_data_futuremin_resample(min_data, type_='5min'):
"""期货分钟线采样成大周期
分钟线采样成子级别的分钟线
future:
vol ==> trade
amount X
"""
min_data.tradeime = pd.to_datetime(min_data.tradetime)
CONVERSION = {
'code'... |
日线降采样
Arguments:
day_data {[type]} -- [description]
Keyword Arguments:
type_ {str} -- [description] (default: {'w'})
Returns:
[type] -- [description]
def QA_data_day_resample(day_data, type_='w'):
"""日线降采样
Arguments:
day_data {[type]} -- [description]
Keywor... |
save stock info
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
def QA_SU_save_stock_info(engine, client=DATABASE):
"""save stock info
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
... |
save stock_list
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
def QA_SU_save_stock_list(engine, client=DATABASE):
"""save stock_list
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
... |
save index_list
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
def QA_SU_save_index_list(engine, client=DATABASE):
"""save index_list
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
... |
save etf_list
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
def QA_SU_save_etf_list(engine, client=DATABASE):
"""save etf_list
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
c... |
save future_list
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
def QA_SU_save_future_list(engine, client=DATABASE):
"""save future_list
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
... |
save future_day
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
def QA_SU_save_future_day(engine, client=DATABASE):
"""save future_day
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
... |
save future_day_all
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
def QA_SU_save_future_day_all(engine, client=DATABASE):
"""save future_day_all
Arguments:
engine {[type]} -- [description]
Keyword Ar... |
save future_min
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
def QA_SU_save_future_min(engine, client=DATABASE):
"""save future_min
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
... |
[summary]
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
def QA_SU_save_future_min_all(engine, client=DATABASE):
"""[summary]
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
cli... |
save stock_day
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
def QA_SU_save_stock_day(engine, client=DATABASE, paralleled=False):
"""save stock_day
Arguments:
engine {[type]} -- [description]
Keyword... |
:param engine:
:param client:
:return:
def QA_SU_save_option_commodity_min(engine, client=DATABASE):
'''
:param engine:
:param client:
:return:
'''
engine = select_save_engine(engine)
engine.QA_SU_save_option_commodity_min(client=client) |
:param engine:
:param client:
:return:
def QA_SU_save_option_commodity_day(engine, client=DATABASE):
'''
:param engine:
:param client:
:return:
'''
engine = select_save_engine(engine)
engine.QA_SU_save_option_commodity_day(client=client) |
save stock_min
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
def QA_SU_save_stock_min(engine, client=DATABASE):
"""save stock_min
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
... |
save index_day
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
def QA_SU_save_index_day(engine, client=DATABASE):
"""save index_day
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
... |
save index_min
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
def QA_SU_save_index_min(engine, client=DATABASE):
"""save index_min
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
... |
save etf_day
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
def QA_SU_save_etf_day(engine, client=DATABASE):
"""save etf_day
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
clie... |
save etf_min
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
client {[type]} -- [description] (default: {DATABASE})
def QA_SU_save_etf_min(engine, client=DATABASE):
"""save etf_min
Arguments:
engine {[type]} -- [description]
Keyword Arguments:
clie... |
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.