diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md index b3093ba97..1007e3e92 100755 --- a/CONTRIBUTING.md +++ b/CONTRIBUTING.md @@ -66,5 +66,10 @@ - 2019-03-29 *振忠 - 2019-04-09 *彬 - 2019-04-29 *五洲 +- 2019-05-14 *长春 +- 2019-05-16 *长春 +- 2019-07-23 *五洲 +- 2019-08-08 *博思 + 感谢@尧 zhongjy1992@outlook.com 对于1.0.32版本做出的巨大贡献 diff --git a/QUANTAXIS/QAFetch/QAQUANTAXISWEB.py b/QUANTAXIS/QAFetch/QAQAWEB.py old mode 100755 new mode 100644 similarity index 63% rename from QUANTAXIS/QAFetch/QAQUANTAXISWEB.py rename to QUANTAXIS/QAFetch/QAQAWEB.py index f23483457..e8a61a0a7 --- a/QUANTAXIS/QAFetch/QAQUANTAXISWEB.py +++ b/QUANTAXIS/QAFetch/QAQAWEB.py @@ -27,11 +27,30 @@ 233333 结果变成自己访问自己了 """ -import requests -import tornado +import pandas as pd +from QUANTAXIS.QAUtil.QACode import QA_util_code_tostr - -def QA_fetch_get_stock_day(code,start,end,ip='192.168.0.1',port='8010'): +def QA_fetch_get_stock_day(code, start, end, ip='192.168.0.1', port='8010'): pass - #requests.get( \ No newline at end of file + # requests.get( + + +def QA_fetch_get_stock_block(): + """ths的版块数据 + + Returns: + [type] -- [description] + """ + + url = 'https://gitee.com/yutiansut/QADATA/raw/master/self_block.csv' + try: + bl = pd.read_csv(url) + return bl.assign(code=bl['证券代码'].apply(QA_util_code_tostr), blockname=bl['行业'], name=bl['证券名称'], source='outside', type='outside').set_index('code', drop=False) + except Exception as e: + print(e) + return None + + +if __name__ == "__main__": + print(QA_fetch_get_stock_block()) \ No newline at end of file diff --git a/QUANTAXIS/QAFetch/__init__.py b/QUANTAXIS/QAFetch/__init__.py index 390b337fb..a76f8effe 100755 --- a/QUANTAXIS/QAFetch/__init__.py +++ b/QUANTAXIS/QAFetch/__init__.py @@ -40,6 +40,8 @@ from QUANTAXIS.QAFetch import QAHexun as QAHexun from QUANTAXIS.QAFetch import QAfinancial from QUANTAXIS.QAFetch.base import get_stock_market +from QUANTAXIS.QAFetch import QAQAWEB as QAWEB + def use(package): if package in ['wind']: @@ -57,6 +59,8 @@ def use(package): return QAThs elif package in ['HEXUN', 'Hexun', 'hexun']: return QAHexun + elif package in ['QA']: + return QAWEB def QA_fetch_get_stock_day(package, code, start, end, if_fq='01', level='day', type_='pd'): @@ -136,7 +140,7 @@ def QA_fetch_get_index_min(package, code, start, end, level='1min'): def QA_fetch_get_stock_block(package): Engine = use(package) - if package in ['tdx', 'pytdx', 'ths']: + if package in ['tdx', 'pytdx', 'ths', 'QA']: return Engine.QA_fetch_get_stock_block() else: return 'Unsupport packages' @@ -172,7 +176,7 @@ def QA_fetch_get_index_list(package): Engine = use(package) if package in ['tdx', 'pytdx']: return Engine.QA_fetch_get_index_list() - else: + else: return 'Unsupport packages' @@ -239,6 +243,7 @@ def QA_fetch_get_macroindex_list(package,): else: return 'Unsupport packages' + def QA_fetch_get_globalindex_list(package,): Engine = use(package) if package in ['tdx', 'pytdx']: @@ -246,6 +251,7 @@ def QA_fetch_get_globalindex_list(package,): else: return 'Unsupport packages' + def QA_fetch_get_exchangerate_list(package,): Engine = use(package) if package in ['tdx', 'pytdx']: @@ -300,6 +306,7 @@ def QA_fetch_get_future_min(package, code, start, end, frequence='1min'): else: return 'Unsupport packages' + def QA_fetch_get_chibor(package, frequence): Engine = use(package) if package in ['Hexun', 'hexun']: @@ -307,6 +314,7 @@ def QA_fetch_get_chibor(package, frequence): else: return 'Unsupport packages' + QA_fetch_get_option_day = QA_fetch_get_future_day QA_fetch_get_option_min = QA_fetch_get_future_min diff --git a/QUANTAXIS/QAFetch/data_list.py b/QUANTAXIS/QAFetch/data_list.py index 53859def6..95f1e490b 100755 --- a/QUANTAXIS/QAFetch/data_list.py +++ b/QUANTAXIS/QAFetch/data_list.py @@ -38,3 +38,107 @@ 'big': 'a001050e00000000', 'cixin': '0201240000000000' } + + +HqData=[ +["bk400128973","400128973","动物保健",20190816150848,7.69,7.70,8.04,1578157,198837.62,0.35,4.61,20190816150855,17,10,8,0,2,"sh600195","600195","中牧股份",16.19,340428,53216.96,1.47,9.99], +["bk400128939","400128939","旅游综合",20190816150848,27.35,27.39,28.30,964226,179228.84,0.95,3.47,20190816150853,17,15,14,0,1,"sh600138","600138","中青旅",12.18,330488,39734.78,1.00,8.94], +["bk400128937","400128937","景点",20190816150848,13.83,13.82,14.23,252853,44818.12,0.41,2.94,20190816150854,17,9,9,0,0,"sh603199","603199","九华旅游",24.43,36255,8791.88,1.39,6.03], +["bk400128924","400128924","食品加工",20190816150848,22.01,20.11,22.61,5621754,886949.35,0.60,2.71,20190816150855,17,58,38,3,17,"sz300146","300146","汤臣倍健",19.73,273610,52967.86,1.45,7.93], +["bk400128918","400128918","林业",20190816150848,5.29,5.32,5.40,192930,12421.49,0.12,2.19,20190816150843,17,3,3,0,0,"sz002679","002679","福建金森",14.74,57733,8391.10,0.73,5.21], +["bk400128922","400128922","畜禽养殖",20190816150848,25.69,25.58,26.23,2041763,551498.06,0.54,2.10,20190816150855,17,13,11,1,1,"sz002458","002458","益生股份",25.88,415987,105578.43,1.70,7.03], +["bk400128884","400128884","金属非金属新材料",20190816150848,7.81,7.73,7.95,10502092,1010877.41,0.15,1.87,20190816150852,17,42,29,3,10,"sz300127","300127","银河磁体",21.44,355651,75542.43,1.95,10.01], +["bk400128962","400128962","机场",20190816150848,27.99,28.02,28.50,784020,156243.03,0.51,1.82,20190816150852,17,4,3,0,1,"sh600009","600009","上海机场",84.84,89638,75629.66,2.77,3.38], +["bk400128930","400128930","医药商业",20190816150848,17.66,17.63,17.95,3145415,579768.51,0.29,1.63,20190816150854,17,60,44,2,14,"sh603658","603658","安图生物",82.98,27428,22535.42,4.53,5.77], +["bk400128919","400128919","饲料",20190816150848,14.69,14.71,14.91,3739900,517565.84,0.23,1.54,20190816150846,17,13,10,1,2,"sz000048","000048","*ST康达",20.95,2007,420.44,1.00,5.01], +["bk400128933","400128933","一般零售",20190816150848,6.90,6.95,7.01,2678616,206958.59,0.11,1.53,20190816150855,17,56,37,7,12,"sz000759","000759","中百集团",6.90,75416,4982.62,0.61,9.70], +["bk400128946","400128946","其他电子",20190816150848,17.52,17.48,17.77,7861109,1585491.74,0.25,1.40,20190816150851,17,67,37,4,26,"sz002881","002881","美格智能",39.83,111129,42885.27,3.62,10.00], +["bk400128887","400128887","其他建材",20190816150848,7.62,7.40,7.72,1990034,192703.08,0.09,1.25,20190816150853,17,50,28,8,14,"sz000786","000786","北新建材",17.30,141311,24139.22,0.90,5.49], +["bk400128944","400128944","光学光电子",20190816150848,5.74,5.73,5.81,21733036,1505604.24,0.07,1.19,20190816150855,17,55,25,4,26,"sz002273","002273","水晶光电",12.27,682087,82104.30,0.99,8.78], +["bk400128916","400128916","种植业",20190816150848,7.09,7.12,7.17,2227745,201890.06,0.08,1.13,20190816150854,17,13,12,0,1,"sh600371","600371","万向德农",14.51,471056,67477.44,0.74,5.37], +["bk400128929","400128929","生物制品",20190816150848,17.85,17.83,18.04,3702573,701349.43,0.20,1.11,20190816150850,17,41,28,0,13,"sz300482","300482","万孚生物",45.10,34514,15439.48,2.00,4.64], +["bk400128923","400128923","饮料制造",20190816150848,82.14,82.43,83.03,3001781,1491782.60,0.89,1.09,20190816150855,17,41,32,2,7,"sh600600","600600","青岛啤酒",50.66,194819,96672.10,4.61,10.01], +["bk400128879","400128879","橡胶",20190816150848,7.16,7.15,7.23,1113379,92865.27,0.08,1.07,20190816150855,17,24,14,0,10,"sz002886","002886","沃特股份",20.19,23771,4689.97,1.84,10.03], +["bk400128904","400128904","地面兵装",20190816150848,11.20,11.21,11.32,566002,79990.13,0.12,1.03,20190816150846,17,8,7,1,0,"sz300397","300397","天和防务",20.68,196370,39619.80,1.88,10.00], +["bk400128948","400128948","计算机应用",20190816150848,12.42,12.39,12.54,17250294,2631248.69,0.12,0.97,20190816150855,17,150,102,6,42,"sz300609","300609","汇纳科技",36.88,5045,1860.48,3.35,9.99], +["bk400128927","400128927","化学制药",20190816150848,15.98,15.96,16.13,7257433,1026684.32,0.15,0.95,20190816150855,17,81,52,1,28,"sh600829","600829","人民同泰",7.57,267837,20104.57,0.69,10.03], +["bk400128947","400128947","计算机设备",20190816150848,11.98,11.96,12.09,6644186,925281.67,0.11,0.91,20190816150854,17,62,36,1,24,"sz300270","300270","中威电子",8.31,88013,7167.29,0.76,10.07], +["bk400128970","400128970","保险",20190816150848,41.29,40.73,41.65,1597714,1002762.05,0.36,0.88,20190816150850,17,6,4,1,1,"sh601318","601318","中国平安",87.46,932312,814894.31,1.15,1.33], +["bk400128951","400128951","互联网传媒",20190816150848,8.72,8.59,8.79,8950734,1034699.22,0.07,0.85,20190816150850,17,61,41,4,16,"sz002602","002602","世纪华通",8.79,235693,20571.23,0.28,3.29], +["bk400128893","400128893","电机",20190816150848,6.30,6.34,6.35,476630,50206.55,0.05,0.84,20190816150855,17,12,7,2,3,"sz002892","002892","科力尔",47.49,46534,21374.05,3.83,8.77], +["bk400128899","400128899","仪器仪表",20190816150848,9.77,9.76,9.85,1186684,199450.79,0.08,0.81,20190816150854,17,30,24,1,5,"sz002870","002870","香山股份",21.37,44176,9468.05,0.54,2.59], +["bk400128903","400128903","航空装备",20190816150848,14.21,14.21,14.31,1825389,313380.16,0.10,0.71,20190816150848,17,21,15,1,5,"sz002190","002190","*ST集成",17.95,27566,4910.20,0.65,3.76], +["bk400128885","400128885","水泥制造",20190816150848,14.88,14.88,14.98,1464609,177834.50,0.10,0.68,20190816150853,17,17,15,0,2,"sh600720","600720","祁连山",8.70,255763,22084.73,0.26,3.08], +["bk400128964","400128964","铁路运输",20190816150848,6.31,6.31,6.36,570851,51967.96,0.04,0.67,20190816150848,17,7,4,0,3,"sz002800","002800","天顺股份",22.10,71294,15282.56,2.01,10.00], +["bk400128942","400128942","半导体",20190816150848,15.68,15.63,15.78,5189389,969638.38,0.11,0.67,20190816150853,17,32,12,0,20,"sz002180","002180","纳思达",23.96,161933,37656.65,2.18,10.01], +["bk400128949","400128949","文化传媒",20190816150848,6.95,6.95,7.00,5721706,448560.91,0.04,0.62,20190816150855,17,79,48,5,26,"sz000665","000665","湖北广电",5.58,156458,8573.08,0.51,10.06], +["bk400128913","400128913","包装印刷",20190816150848,7.39,7.37,7.43,2354994,176737.89,0.04,0.60,20190816150854,17,31,16,1,14,"sz002243","002243","通产丽星",13.18,150603,19445.43,0.35,2.73], +["bk400128971","400128971","多元金融",20190816150848,6.05,6.05,6.09,3039112,190220.13,0.03,0.57,20190816150850,17,24,17,5,2,"sz000416","000416","民生控股",5.65,331157,19364.75,0.24,4.44], +["bk400128928","400128928","中药",20190816150848,12.23,12.22,12.30,6636472,714724.83,0.07,0.56,20190816150855,17,60,30,4,26,"sz000650","000650","仁和药业",7.15,495942,35322.42,0.24,3.47], +["bk400128902","400128902","航天装备",20190816150848,9.95,9.95,10.00,877440,103069.53,0.05,0.55,20190816150855,17,14,10,1,3,"sh600677","600677","航天通信",13.67,209792,28747.80,0.14,1.03], +["bk400128882","400128882","黄金",20190816150848,8.75,8.81,8.80,4935355,573993.69,0.05,0.55,20190816150855,17,11,7,2,2,"sh600547","600547","山东黄金",51.25,413361,211118.15,0.66,1.30], +["bk400128959","400128959","高速公路",20190816150848,5.13,5.13,5.15,849711,38278.57,0.03,0.50,20190816150853,17,19,11,6,2,"sh600106","600106","重庆路桥",2.99,129419,3878.53,0.07,2.40], +["bk400128883","400128883","稀有金属",20190816150848,8.32,8.35,8.36,4968517,584186.65,0.04,0.50,20190816150846,17,21,12,0,9,"sz000831","000831","五矿稀土",14.33,604242,85848.30,0.67,4.90], +["bk400128938","400128938","酒店",20190816150848,9.81,9.86,9.86,95242,7380.88,0.05,0.48,20190816150852,17,7,5,1,1,"sz200613","200613","大东海B",2.87,403,11.50,0.07,2.50], +["bk400128914","400128914","家用轻工",20190816150848,7.46,7.47,7.50,3871279,298488.13,0.03,0.47,20190816150855,17,68,40,2,26,"sz000910","000910","大亚圣象",10.72,80074,8363.16,0.84,8.50], +["bk400128957","400128957","环保工程及服务",20190816150848,6.39,6.31,6.42,4071068,280036.78,0.03,0.47,20190816150848,17,49,22,5,22,"sh600217","600217","中再资环",5.55,283011,15649.67,0.27,5.11], +["bk400128909","400128909","其他交运设备",20190816150848,5.27,5.26,5.30,380604,25969.82,0.02,0.45,20190816150848,17,12,7,0,5,"sh600877","600877","*ST嘉陵",6.35,58118,3692.47,0.18,2.92], +["bk400128876","400128876","化学制品",20190816150848,8.74,8.73,8.77,13733639,1539184.52,0.04,0.43,20190816150855,17,192,105,5,82,"sz002201","002201","九鼎新材",16.70,375662,61293.31,1.52,10.01], +["bk400128881","400128881","工业金属",20190816150848,4.65,4.66,4.67,6194712,372582.89,0.02,0.41,20190816150855,17,43,20,6,17,"sh603115","603115","海星股份",23.61,4605,1087.17,2.15,10.02], +["bk400128920","400128920","农产品加工",20190816150848,8.57,8.47,8.60,2184406,306561.41,0.03,0.40,20190816150855,17,22,12,2,8,"sz002234","002234","民和股份",36.52,349232,123621.44,3.32,10.00], +["bk400128886","400128886","玻璃制造",20190816150848,4.21,4.21,4.23,482610,33066.27,0.02,0.38,20190816150853,17,12,8,2,2,"sh900918","900918","耀皮Ｂ股",0.41,1903,7.73,0.01,3.80], +["bk400128969","400128969","证券",20190816150848,9.88,9.89,9.91,12702718,1438306.91,0.03,0.35,20190816150855,17,40,26,6,8,"sh601236","601236","红塔证券",14.73,1532156,224422.10,0.77,5.52], +["bk400128972","400128972","综合",20190816150848,4.40,4.39,4.42,4015547,206584.76,0.02,0.35,20190816150855,17,47,28,5,14,"sh600421","600421","*ST仰帆",8.60,11587,994.45,0.41,5.01], +["bk400128917","400128917","渔业",20190816150848,3.71,3.70,3.72,673925,27228.83,0.01,0.35,20190816150845,17,11,8,1,2,"sz002086","002086","ST东海洋",3.26,102399,3351.26,0.10,3.16], +["bk400128925","400128925","纺织制造",20190816150848,4.86,4.85,4.87,1336727,79111.51,0.01,0.29,20190816150854,17,37,20,4,13,"sh600152","600152","维科技术",6.52,337968,21914.51,0.59,9.95], +["bk400128954","400128954","电力",20190816150848,6.24,6.25,6.26,5872733,316979.77,0.02,0.28,20190816150855,17,71,34,8,29,"sz001896","001896","豫能控股",3.31,163408,5384.35,0.07,2.16], +["bk400128910","400128910","白色家电",20190816150848,21.68,21.65,21.74,3127554,493254.24,0.06,0.28,20190816150845,17,55,30,5,20,"sz002681","002681","奋达科技",4.33,218924,9333.62,0.14,3.34], +["bk400128931","400128931","医疗器械",20190816150848,12.95,12.87,12.98,1746015,250286.55,0.03,0.27,20190816150853,17,37,25,1,11,"sz300314","300314","戴维医疗",9.25,74118,6596.84,0.84,9.99], +["bk400128955","400128955","水务",20190816150848,5.15,5.15,5.16,429373,24499.52,0.01,0.27,20190816150850,17,17,10,3,4,"sh601158","601158","重庆水务",5.56,30037,1668.79,0.05,0.91], +["bk400128945","400128945","电子制造",20190816150848,15.45,15.38,15.49,12896489,2073380.67,0.04,0.24,20190816150853,17,61,34,2,25,"sz002402","002402","和而泰",10.34,659355,66399.01,0.94,10.00], +["bk400128889","400128889","装修装饰",20190816150848,6.70,6.70,6.72,1260700,86183.59,0.02,0.23,20190816150854,17,28,14,3,11,"sz002375","002375","亚厦股份",5.41,98208,5399.17,0.15,2.85], +["bk400128960","400128960","公交",20190816150848,4.56,4.56,4.57,213889,10578.59,0.01,0.23,20190816150855,17,9,7,1,1,"sh600662","600662","强生控股",4.67,44812,2093.72,0.06,1.30], +["bk400128932","400128932","医疗服务",20190816150848,16.47,16.51,16.51,1602340,275010.64,0.03,0.21,20190816150848,17,22,11,1,10,"sz300642","300642","透景生命",38.65,9910,3820.09,0.82,2.17], +["bk400128897","400128897","通用机械",20190816150848,7.70,7.70,7.71,6848032,684862.35,0.02,0.20,20190816150855,17,134,66,13,55,"sz002884","002884","凌霄泵业",14.15,51958,7175.67,1.29,10.03], +["bk400128965","400128965","物流",20190816150848,8.10,8.08,8.12,2277637,184284.10,0.01,0.15,20190816150853,17,36,21,2,13,"sz300538","300538","同益股份",18.58,77009,14433.75,0.57,3.16], +["bk400128906","400128906","汽车整车",20190816150848,11.41,11.44,11.42,2131716,206299.86,0.01,0.12,20190816150853,17,25,15,2,8,"sh600686","600686","金龙汽车",7.39,74084,5502.47,0.21,2.92], +["bk400128878","400128878","塑料",20190816150848,5.09,4.51,5.09,1581314,95522.59,0.01,0.12,20190816150852,17,28,12,4,12,"sz002263","002263","*ST东南",1.92,144132,2749.01,0.06,3.23], +["bk400128871","400128871","煤炭开采",20190816150848,7.11,7.12,7.12,4401104,264814.73,0.01,0.09,20190816150855,17,37,16,8,13,"sh900948","900948","伊泰Ｂ股",0.90,36125,326.28,0.04,4.76], +["bk400128912","400128912","造纸",20190816150848,5.15,5.15,5.15,1770176,145583.04,0.00,0.08,20190816150854,17,26,11,3,12,"sz002521","002521","齐峰新材",5.49,102240,5593.24,0.20,3.78], +["bk400128872","400128872","其他采掘",20190816150848,4.24,4.23,4.24,579704,32726.16,0.00,0.06,20190816150854,17,10,7,0,3,"sh600193","600193","ST创兴",3.79,22641,858.48,0.07,1.88], +["bk400128921","400128921","农业综合",20190816150848,4.39,4.40,4.39,863883,38046.18,0.00,0.06,20190816150848,17,7,5,1,1,"sh600251","600251","冠农股份",5.31,68065,3595.47,0.15,2.91], +["bk400128956","400128956","燃气",20190816150848,6.28,6.27,6.28,639174,42001.08,0.00,0.06,20190816150854,17,20,9,1,10,"sz000669","000669","金鸿控股",4.25,112340,4773.90,0.39,10.10], +["bk400128892","400128892","园林工程",20190816150848,4.27,4.15,4.27,662547,35756.51,0.00,0.05,20190816150854,17,20,10,5,5,"sz002775","002775","文科园林",5.71,18869,1074.65,0.11,1.96], +["bk400128891","400128891","专业工程",20190816150848,4.47,4.47,4.47,1363724,77269.75,0.00,0.04,20190816150854,17,30,19,4,7,"sh603698","603698","航天工程",11.97,12811,1527.21,0.14,1.18], +["bk400128953","400128953","通信设备",20190816150848,11.65,11.64,11.65,11569996,1518136.97,0.00,0.02,20190816150855,17,91,47,3,41,"sz002194","002194","武汉凡谷",20.11,14855,2987.42,1.83,10.01], +["bk400128963","400128963","航运",20190816150848,3.99,4.00,3.99,1355526,52414.92,0.00,0.00,20190816150845,17,10,5,2,3,"sh601919","601919","中远海控",4.45,111546,4930.84,0.06,1.37], +["bk400128898","400128898","专用设备",20190816150848,7.47,7.47,7.47,9100937,992384.78,0.00,0.00,20190816150855,17,147,86,10,51,"sh603617","603617","君禾股份",19.13,226504,45186.35,-2.13,-10.02], +["bk400128875","400128875","化学原料",20190816150848,4.70,4.70,4.70,3104316,231239.27,0.00,-0.01,20190816150852,17,51,26,7,18,"sh603790","603790","雅运股份",15.92,47310,7554.08,-0.45,-2.75], +["bk400128900","400128900","金属制品",20190816150848,5.57,5.57,5.57,910281,54503.77,0.00,-0.01,20190816150853,17,20,10,2,8,"sz002487","002487","大金重工",4.05,30347,1238.13,-0.05,-1.22], +["bk400128870","400128870","石油开采",20190816150848,5.99,5.98,5.99,914488,46111.04,0.00,-0.02,20190816150841,17,6,0,1,5,"sh600759","600759","洲际油气",3.06,189245,5831.34,-0.03,-0.97], +["bk400128874","400128874","石油化工",20190816150848,4.92,4.91,4.92,1419666,73659.90,0.00,-0.04,20190816150855,17,18,8,3,7,"sh600256","600256","广汇能源",3.30,255693,8473.99,-0.04,-1.20], +["bk400128935","400128935","商业物业经营",20190816150848,4.22,4.22,4.22,539290,29408.35,0.00,-0.04,20190816150852,17,15,6,4,5,"sz200058","200058","深赛格B",2.29,867,19.96,-0.03,-1.29], +["bk400128926","400128926","服装家纺",20190816150848,6.29,6.30,6.29,2543740,171476.34,0.00,-0.06,20190816150855,17,56,32,4,20,"sz300526","300526","中潜股份",37.16,60819,23784.58,-3.13,-7.77], +["bk400128966","400128966","房地产开发",20190816150848,7.26,7.22,7.26,12180829,906957.71,0.00,-0.06,20190816150855,17,133,59,20,53,"sz000897","000897","*ST津滨",2.17,132586,2880.60,-0.11,-4.82], +["bk400128907","400128907","汽车零部件",20190816150848,8.34,8.33,8.33,4936033,450298.91,-0.01,-0.08,20190816150855,17,132,75,12,45,"sz000760","000760","*ST斯太",1.46,275706,4079.08,-0.08,-5.19], +["bk400128873","400128873","采掘服务",20190816150848,4.50,4.51,4.50,637961,63977.78,0.00,-0.10,20190816150850,17,13,6,1,6,"sh603619","603619","中曼石油",15.33,36038,5582.51,-0.15,-0.97], +["bk400128940","400128940","餐饮",20190816150848,4.56,4.56,4.55,55644,2313.57,-0.01,-0.14,20190816150803,17,3,1,1,1,"sz002306","002306","ST云网",2.72,14103,386.62,-0.02,-0.73], +["bk400128934","400128934","专业零售",20190816150848,6.72,6.73,6.71,426523,39429.48,-0.01,-0.15,20190816150852,17,8,3,1,4,"sz300022","300022","吉峰科技",3.86,68805,2673.61,-0.04,-1.03], +["bk400128890","400128890","基础建设",20190816150848,6.73,6.71,6.72,2648396,232240.49,-0.01,-0.16,20190816150855,17,35,14,6,15,"sh603909","603909","合诚股份",16.72,13504,2280.86,-0.44,-2.56], +["bk400128936","400128936","贸易",20190816150848,6.89,6.87,6.88,1128835,82671.96,-0.01,-0.16,20190816150855,17,27,14,1,12,"sz002127","002127","南极电商",9.58,147232,14101.53,-0.23,-2.34], +["bk400128894","400128894","电气自动化设备",20190816150848,8.40,8.40,8.38,2518971,186161.52,-0.01,-0.17,20190816150852,17,44,24,1,19,"sz300208","300208","青岛中程",8.16,39811,3299.42,-0.22,-2.63], +["bk400128908","400128908","汽车服务",20190816150848,3.92,3.92,3.91,775981,42252.36,-0.01,-0.20,20190816150855,17,15,8,2,5,"sh600653","600653","申华控股",2.08,39384,823.38,-0.02,-0.95], +["bk400128915","400128915","其他轻工制造",20190816150848,10.18,10.21,10.16,567404,106818.01,-0.03,-0.26,20190816150848,17,9,5,1,3,"sz002812","002812","恩捷股份",30.09,34766,10481.55,-0.62,-2.02], +["bk400128880","400128880","钢铁",20190816150848,3.30,3.30,3.29,4055713,147383.19,-0.01,-0.28,20190816150854,17,34,8,4,22,"sh601003","601003","柳钢股份",4.94,160398,7971.30,-0.14,-2.76], +["bk400128958","400128958","港口",20190816150848,4.16,4.15,4.14,1725377,79485.71,-0.01,-0.30,20190816150855,17,22,7,7,8,"sh600575","600575","皖江物流",2.54,241239,6168.05,-0.04,-1.55], +["bk400128961","400128961","航空运输",20190816150848,5.91,5.91,5.89,1581705,146367.67,-0.02,-0.31,20190816150855,17,13,4,0,9,"sh603871","603871","嘉友国际",32.62,20128,6625.92,-1.08,-3.20], +["bk400128895","400128895","电源设备",20190816150848,7.05,7.06,7.02,6532399,586579.15,-0.02,-0.31,20190816150850,17,79,41,2,36,"sz300153","300153","科泰电源",6.53,191008,12466.54,-0.19,-2.83], +["bk400128888","400128888","房屋建设",20190816150848,5.06,5.07,5.05,1195221,65342.29,-0.02,-0.32,20190816150854,17,12,4,1,7,"sz200018","200018","*ST神城B",0.69,2351,16.17,-0.02,-2.82], +["bk400128911","400128911","视听器材",20190816150848,3.73,3.71,3.72,2754756,118387.69,-0.01,-0.33,20190816150845,17,15,7,0,8,"sz002848","002848","高斯贝尔",13.86,112223,15882.51,-0.30,-2.12], +["bk400128968","400128968","银行",20190816150848,5.79,5.79,5.77,12039469,1017630.74,-0.02,-0.40,20190816150854,17,33,11,1,21,"sh601398","601398","工商银行",5.50,1152928,63779.13,-0.06,-1.08], +["bk400128941","400128941","其他休闲服务",20190816150848,5.21,5.22,5.19,119091,8626.58,-0.02,-0.47,20190816150803,17,5,3,0,2,"sz000863","000863","三湘印象",4.81,11815,570.65,-0.06,-1.23], +["bk400128967","400128967","园区开发",20190816150848,16.67,16.67,16.59,293708,24688.50,-0.08,-0.50,20190816150852,17,4,2,0,2,"sz001979","001979","招商蛇口",19.43,56280,11008.05,-0.11,-0.56], +["bk400128943","400128943","元件",20190816150848,14.35,14.26,14.26,5720579,786122.19,-0.09,-0.63,20190816150855,17,31,12,0,19,"sz300408","300408","三环集团",19.50,136688,26713.28,-0.65,-3.23], +["bk400128901","400128901","运输设备",20190816150848,6.73,6.73,6.69,678224,44000.82,-0.04,-0.64,20190816150852,17,9,6,0,3,"sz000925","000925","众合科技",6.30,40765,2582.97,-0.08,-1.25], +["bk400128950","400128950","营销传播",20190816150848,5.39,5.40,5.36,1932321,115885.65,-0.04,-0.67,20190816150850,17,20,5,1,14,"sz300612","300612","宣亚国际",18.71,28379,5328.85,-0.69,-3.56] +] \ No newline at end of file diff --git a/QUANTAXIS/QAMarket/QAPosition.py b/QUANTAXIS/QAMarket/QAPosition.py index dad643204..9e1ddfd06 100755 --- a/QUANTAXIS/QAMarket/QAPosition.py +++ b/QUANTAXIS/QAMarket/QAPosition.py @@ -105,6 +105,9 @@ def __init__(self, name=None, auto_reload=False, allow_exceed=False, + + spms_id =None, + oms_id = None, *args, **kwargs @@ -168,6 +171,8 @@ def __init__(self, self.trades = [] if trades is None else trades self.orders = {} if orders is None else orders self.frozen = {} if frozen is None else frozen + self.spms_id = spms_id + self.oms_id = oms_id if auto_reload: self.reload() self.allow_exceed = allow_exceed @@ -319,10 +324,13 @@ def static_message(self): 'account_cookie': self.account_cookie, 'frozen': self.frozen, 'name': self.name, + 'spms_id': self.spms_id, + 'oms_id': self.oms_id, 'market_type': self.market_type, 'exchange_id': self.exchange_id, # 交易所ID 'moneypreset': self.moneypreset, 'moneypresetLeft': self.moneypresetLeft, + 'lastupdatetime': str(self.time), # 持仓量 'volume_long_today': self.volume_long_today, 'volume_long_his': self.volume_long_his, @@ -779,7 +787,7 @@ def on_transaction(self, transaction: dict): self.trades.append(transaction) except Exception as e: raise e - + def on_pirce_change(self, price): self.last_price = price diff --git a/QUANTAXIS/QASU/save_tdx.py b/QUANTAXIS/QASU/save_tdx.py index 67e5b9323..901b63338 100755 --- a/QUANTAXIS/QASU/save_tdx.py +++ b/QUANTAXIS/QASU/save_tdx.py @@ -1251,6 +1251,22 @@ def QA_SU_save_stock_block(client=DATABASE, ui_log=None, ui_progress=None): ui_progress_int_value=10000 ) + coll.insert_many( + QA_util_to_json_from_pandas(QA_fetch_get_stock_block('QA')) + ) + QA_util_log_info( + 'QA_Select Block ====', + ui_log=ui_log, + ui_progress=ui_progress, + ui_progress_int_value=8000 + ) + + QA_util_log_info( + '完成股票板块获取=', + ui_log=ui_log, + ui_progress=ui_progress, + ui_progress_int_value=10000 + ) except Exception as e: QA_util_log_info(e, ui_log=ui_log) print(" Error save_tdx.QA_SU_save_stock_block exception!") diff --git a/QUANTAXIS/__init__.py b/QUANTAXIS/__init__.py index 4db9cec20..79d40fa16 100755 --- a/QUANTAXIS/__init__.py +++ b/QUANTAXIS/__init__.py @@ -31,7 +31,7 @@ 2017/4/8 """ -__version__ = '1.5.9' +__version__ = '1.5.10' __author__ = 'yutiansut' import argparse diff --git a/README.md b/README.md index 070cd9a72..8dbfc5059 100755 --- a/README.md +++ b/README.md @@ -1,7 +1,6 @@ # QUANTAXIS 量化金融策略框架 -> 2019-04-26 update: 重大更新即将上线/ OMS/RMS/多场景无缝切换/CEP即将上线 点击此处下载 QUANTAXIS2019 介绍性pdf [quantaxis 2019](http://whl.yutiansut.com/QUANTAXIS%202019.pdf) @@ -72,80 +71,62 @@ QUANTAXIS量化金融策略框架,是一个面向中小型策略团队的量化 ========================================== -## docker 一键部署(无需任何环境! 最好是直接拿个新机器) - -### 安装docker - -ubuntu 一键脚本 +## 关联项目: -``` -wget https://raw.githubusercontent.com/QUANTAXIS/QUANTAXIS/master/config/install_docker.sh -sudo bash install_docker.sh -``` +技术栈: python/nodejs/vue/mongodb/rabbitmq/c++ -win/mac 安装 +### 核心工具链(生产环境在用) -非常简单 去docker网站下载win/mac的docker_desktop +#### 已开源 -文件较大, 我在群文件也共享了 +> 数据存储/数据分析/回测 -或者你可以使用国内镜像站 +- [QUANTAXIS](https://github.com/QUANTAXIS/QUANTAXIS) QUANTAXIS的核心部分 -- win [https://download.daocloud.io/d/Docker_Mirror/Docker_for_Windows_Mac/17.03.1-ce/docker-for-windows-stable.msi] -- mac [https://download.daocloud.io/d/Docker_Mirror/Docker_for_Windows_Mac/17.03.1-ce/docker-for-mac-stable.dmg] +> WEB相关, http/websocket/开放数据接口 -ps: quantaxis强烈推荐不要使用win10以下的系统...(好吧忽略我) +- [QUANTAXIS_WEBSERVER](https://github.com/QUANTAXIS/QUANTAXIS_WEBSERVER) 基于tornado的web api/ websocket +> 分布式相关, 任务异步执行, 跨进程分布式消息订阅分发 -### 使用QA_SERVICE +- [QUANTAXIS_RUN](https://github.com/QUANTAXIS/quantaxis_run) 基于rabbitmq/celery的分布式任务部署 +- [QUANTAXIS_PUBSUB](https://github.com/QUANTAXIS/QAPUBSUB) 基于RABBITMQ的消息分发订阅 -第一次使用 -``` -wget https://raw.githubusercontent.com/QUANTAXIS/QUANTAXIS/master/docker/qaservice_docker.sh -sudo bash qaservice_docker.sh -``` +> 接口相关: 交易账户/ 期货接口封装/ Trader实例 +- [QUANTAXIS OTGBROKER](https://github.com/QUANTAXIS/QAOTGBROKER) 基于OPEN_TRADE_GATEWAY的接口封装 +- [QUANTAXIS CTPBEEBROKER](https://github.com/QUANTAXIS/QACTPBeeBroker) 基于CTPBee的接口封装 +- [QUANTAXIS_ATBROKER](https://github.com/QUANTAXIS/QA_AtBroker) 基于海风at的接口封装 +- [QUANTAXIS TRADER](https://github.com/yutiansut/QATrader) 一个开源的websocket版本的期货交易实例 -后续使用 +> 行情相关: 主推行情实现/ 基于OU过程的模拟行情 +- [QUNATAXIS MARKETCOLLECTOR](https://github.com/yutiansut/QUANTAXIS_RealtimeCollector) 全市场订阅分发的行情推送 +- [QUANTAXIS_RandomPrice](https://github.com/yutiansut/QUANTAXIS_RandomPrice) 基于OU过程的随机行情模拟 -``` -docker-compose up -d -``` -端口: +#### 未开源 -- 27017 mongodb -- 8888 jupyter -- 8010 quantaxis_webserver -- 80 quantaxis_community 社区版界面 -- 61208 系统监控 -- 15672 qa-eventmq +> 实时交易解决方案/ 无人值守/状态汇报/实时账户评估/多账户/策略账户拆分/事件流风控/PB系统/CEP引擎/多系统终端 +- [QUANTAXIS_REALTIME_RESOLUTION](https://github.com/yutiansut/QUANTAXIS_REALTIME_RESOLUTION) 实时交易/部署解决方案(未开源) +- [QUANTAXIS UNICORN](https://github.com/yutiansut/quantaxis_unicorn) QUANTAXIS 策略托管, 交易监控解决方案(未开源) +- [QUANTAXIS_RANK](https://github.com/yutiansut/QARank) QUANTAXIS实时账户评估 +- [QUANTAXIS_CEPEngine](https://github.com/yutiansut/QACEPEngine) QUANTAXIS 复杂事件处理引擎 +- [QUANTAXIS_PBSystem](https://github.com/yutiansut/QAPBSystem) QUANTAXIS PB系统 +- [QUANTAXIS_QARISKPRO](https://github.com/yutiansut/QARISKPRO) QUANTAXIS 多市场多账户集成的实时风控系统 +- [QUANTAXIS QADESKPRO](https://github.com/yutiansut/qadeskpro) 新版本客户端网页(部分开源) -然后就可以开始你的量化之路了骚年! +> tick回测 +- [QUANTAXIS TICKBacktest](https://github.com/yutiansut/QATickBacktest) tick回测 支持真实tick/仿真tick +> jupyterhub 定制(多人编辑) -## 关联项目: +- [QUANTAXIS JUPYTERHUB](https://github.com/yutiansut/QAJupyter) -技术栈: python/nodejs/vue/mongodb/rabbitmq/c++ +> docker cluster -### 核心工具链(生产环境在用) +- [QUANTAXIS PROCluster](https://github.com/yutiansut/QAPRO_dockercluster) 一键部署的docker集群, 2地3中心的高可用灾备投研/交易环境 -- [QUANTAXIS](https://github.com/QUANTAXIS/QUANTAXIS) QUANTAXIS的核心部分 -- [QUANTAXIS_WEBSERVER](https://github.com/QUANTAXIS/QUANTAXIS_WEBSERVER) 基于tornado的web api/ websocket -- [QUANTAXIS_RUN](https://github.com/QUANTAXIS/quantaxis_run) 基于rabbitmq/celery的分布式任务部署 -- [QUANTAXIS_PUBSUB](https://github.com/QUANTAXIS/QAPUBSUB) 基于RABBITMQ的消息分发订阅 -- [QUANTAXIS_REALTIME_RESOLUTION](https://github.com/yutiansut/QUANTAXIS_REALTIME_RESOLUTION) 实时交易/部署解决方案(未开源) -- [QUANTAXIS UNICORN](https://github.com/yutiansut/quantaxis_unicorn) QUANTAXIS 策略托管, 交易监控解决方案(未开源) -- [QUANTAXIS_RANK](https://github.com/yutiansut/quantaxis_rank) QUANTAXIS实时账户评估 -- [QUANTAXIS_CEPEngine](https://github.com/yutiansut/QACEPEngine) QUANTAXIS 复杂事件处理引擎 -- [QUANTAXIS_PBSystem](https://github.com/yutiansut/QAPBSystem) QUANTAXIS PB系统 -- [QUANTAXIS_QARISKPRO](https://github.com/yutiansut/QARISKPRO) QUANTAXIS 多市场多账户集成的实时风控系统 -- [QUANTAXIS QADESKPRO](https://github.com/yutiansut/qadeskpro) 新版本客户端网页(部分开源) -- [QUANTAXIS_ATBROKER](https://github.com/QUANTAXIS/QA_AtBroker) 基于海风at的接口封装 -- [QUANTAXIS OTGBROKER](https://github.com/QUANTAXIS/QAOTGBROKER) 基于OPEN_TRADE_GATEWAY的接口封装 -- [QUANTAXIS CTPBEEBROKER](https://github.com/QUANTAXIS/QACTPBeeBroker) 基于CTPBee的接口封装 -- [QUANTAXIS TRADER](https://github.com/yutiansut/QATrader) 一个开源的websocket版本的期货交易实例 ### 社区提供的工具链 @@ -154,22 +135,14 @@ docker-compose up -d - [portable_QA](https://github.com/QUANTAXIS/portable_QA) 一个独立的python环境,免配置 - [QUANTAXIS_CRAWLY](https://github.com/QUANTAXIS/QUANTAXIS_CRAWLY) 爬虫部分 -![qa2018](http://pic.yutiansut.com/qa2018.png) ![qaresolution](http://pic.yutiansut.com/QQ%E6%88%AA%E5%9B%BE20190815112455.png) ========================================== -## 视频录播(2019-03-23) - -QUANTAXIS 2019 支持多市场的面向场景解决方案 -![](http://pic.yutiansut.com/QAFINANCIAL2019.jpg) -[在哔哩哔哩观看录播](https://www.bilibili.com/video/av47284727/) - -========================================== - - [QUANTAXIS 量化金融策略框架](#quantaxis-量化金融策略框架) + - [0. 一键部署环境](#0-QASERVICE) - [1. 功能](#1-功能) - [1.1 行情服务](#11-行情服务) - [1.1.1 股票/期货/期权/美股/外汇/宏观的历史/实时行情(日线/分钟线/tick/实时五档)服务](#111-股票期货期权美股外汇宏观的历史实时行情日线分钟线tick实时五档服务) @@ -207,11 +180,69 @@ QUANTAXIS 2019 支持多市场的面向场景解决方案 - [11. 回测Webkit插件概览](#11-回测webkit插件概览) - [12. QUANTAXIS 标准化协议和未来协议](#12-quantaxis-标准化协议和未来协议) - [13. 电脑配置推荐](#13-电脑配置推荐) + - [14. 视频录播](#14-录播) - [License](#license) + + +## 0. QASERVICE + +docker 一键部署(无需任何环境! 最好是直接拿个新机器) + +### 安装docker + +ubuntu 一键脚本 + +``` +wget https://raw.githubusercontent.com/QUANTAXIS/QUANTAXIS/master/config/install_docker.sh +sudo bash install_docker.sh +``` + +win/mac 安装 + +非常简单 去docker网站下载win/mac的docker_desktop + +文件较大, 我在群文件也共享了 + +或者你可以使用国内镜像站 + +- win [https://download.daocloud.io/d/Docker_Mirror/Docker_for_Windows_Mac/17.03.1-ce/docker-for-windows-stable.msi] +- mac [https://download.daocloud.io/d/Docker_Mirror/Docker_for_Windows_Mac/17.03.1-ce/docker-for-mac-stable.dmg] + +ps: quantaxis强烈推荐不要使用win10以下的系统...(好吧忽略我) + + +### 使用QA_SERVICE + +第一次使用 +``` +wget https://raw.githubusercontent.com/QUANTAXIS/QUANTAXIS/master/docker/qaservice_docker.sh +sudo bash qaservice_docker.sh +``` + +后续使用 + +``` +docker-compose up -d +``` + +端口: + +- 27017 mongodb +- 8888 jupyter +- 8010 quantaxis_webserver +- 80 quantaxis_community 社区版界面 +- 61208 系统监控 +- 15672 qa-eventmq + + +然后就可以开始你的量化之路了骚年! + + + ## 1. 功能 ====== @@ -470,8 +501,18 @@ QUANTAXIS-Stardand-Protocol 版本号0.0.8 +## 14. 录播 + +## 视频录播(2019-03-23) + +QUANTAXIS 2019 支持多市场的面向场景解决方案 +![](http://pic.yutiansut.com/QAFINANCIAL2019.jpg) +[在哔哩哔哩观看录播](https://www.bilibili.com/video/av47284727/) + +========================================== + ## Backers Thank you to all our backers! 🙏 [[Become a backer](https://opencollective.com/QUANTAXIS#backer)]