ezKit 1.9.2__tar.gz → 1.9.3__tar.gz

{ezkit-1.9.2/ezKit.egg-info → ezkit-1.9.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: ezKit
-Version: 1.9.2
+Version: 1.9.3
 Summary: Easy Kit
 Author: septvean
 Author-email: septvean@gmail.com

ezkit-1.9.3/ezKit/stock.py

@@ -0,0 +1,261 @@
+"""股票"""
+import re
+from copy import deepcopy
+
+import akshare as ak
+import numpy as np
+import talib as ta
+from loguru import logger
+from pandas import DataFrame
+from sqlalchemy.engine import Engine
+
+from . import utils
+
+
+def coderename(target: str | dict, restore: bool = False) -> str | dict | None:
+    """代码重命名"""
+
+    # 正向:
+    #     coderename('000001') => 'sz000001'
+    #     coderename({'code': '000001', 'name': '平安银行'}) => {'code': 'sz000001', 'name': '平安银行'}
+    # 反向:
+    #     coderename('sz000001', restore=True) => '000001'
+    #     coderename({'code': 'sz000001', 'name': '平安银行'}) => {'code': '000001', 'name': '平安银行'}
+
+    # 判断参数类型
+    match True:
+        case True if True not in [isinstance(target, str), isinstance(target, dict)]:
+            logger.error("argument type error: target")
+            return None
+        case _:
+            pass
+
+    # 判断参数数据
+    match True:
+        case True if True not in [utils.isTrue(target, str), utils.isTrue(target, dict)]:
+            logger.error("argument data error: data")
+            return None
+        case _:
+            pass
+
+    try:
+
+        # 初始化
+        code_object: dict = {}
+        code_name: str | dict = ""
+
+        # 判断 target 是 string 还是 dictionary
+        if isinstance(target, str) and utils.isTrue(target, str):
+            code_name = target
+        elif isinstance(target, dict) and utils.isTrue(target, dict):
+            code_object = deepcopy(target)
+            code_name = str(deepcopy(target["code"]))
+        else:
+            return None
+
+        # 是否还原
+        if utils.isTrue(restore, bool):
+            if len(code_name) == 8 and re.match(r"^(sz|sh)", code_name):
+                code_name = deepcopy(code_name[2:8])
+            else:
+                return None
+        else:
+            if code_name[0:2] == "00":
+                code_name = f"sz{code_name}"
+            elif code_name[0:2] == "60":
+                code_name = f"sh{code_name}"
+            else:
+                return None
+
+        # 返回结果
+        if utils.isTrue(target, str):
+            return code_name
+
+        if utils.isTrue(target, dict):
+            code_object["code"] = code_name
+            return code_object
+
+        return None
+
+    except Exception as e:
+        logger.exception(e)
+        return None
+
+
+# --------------------------------------------------------------------------------------------------
+
+
+def kdj_vector(df: DataFrame, cp: int = 9, sp1: int = 3, sp2: int = 3) -> DataFrame | None:
+    """KDJ计算器"""
+
+    # 计算周期：Calculation Period, 也可使用 Lookback Period 表示回溯周期, 指用于计算指标值的时间周期.
+    # 移动平均周期: Smoothing Period 或 Moving Average Period, 指对指标进行平滑处理时采用的周期.
+    # 同花顺默认参数: 9 3 3
+    # https://www.daimajiaoliu.com/daima/4ed4ffa26100400
+    # 说明: KDJ 指标的中文名称又叫随机指标, 融合了动量观念、强弱指标和移动平均线的一些优点, 能够比较迅速、快捷、直观地研判行情, 被广泛用于股市的中短期趋势分析.
+    # 有采用 ewm 使用 com=2 的, 但是如果使用 com=2 在默认值的情况下KDJ值是正确的.
+    # 但是非默认值, 比如调整参数, 尝试慢速 KDJ 时就不对了, 最终采用 alpha = 1/m 的情况, 对比同花顺数据, 是正确的.
+
+    # 判断参数类型
+    match True:
+        case True if not isinstance(df, DataFrame):
+            logger.error("argument type error: df")
+            return None
+        case _:
+            pass
+
+    try:
+        low_list = df['low'].rolling(cp).min()
+        high_list = df['high'].rolling(cp).max()
+        rsv = (df['close'] - low_list) / (high_list - low_list) * 100
+        df['K'] = rsv.ewm(alpha=1 / sp1, adjust=False).mean()
+        df['D'] = df['K'].ewm(alpha=1 / sp2, adjust=False).mean()
+        df['J'] = (3 * df['K']) - (2 * df['D'])
+        return df
+    except Exception as e:
+        logger.exception(e)
+        return None
+
+
+# --------------------------------------------------------------------------------------------------
+
+
+def data_vector(
+    df: DataFrame,
+    macd_options: tuple[int, int, int] = (12, 26, 9),
+    kdj_options: tuple[int, int, int] = (9, 3, 3)
+) -> DataFrame | None:
+    """数据运算"""
+
+    try:
+
+        # 数据为空
+        if isinstance(df, DataFrame) and df.empty:
+            return None
+
+        # ------------------------------------------------------------------------------------------
+
+        # 计算均线: 3,7日均线
+        # pylint: disable=E1101
+        # df['SMA03'] = ta.SMA(df['close'], timeperiod=3)  # type: ignore
+        # df['SMA07'] = ta.SMA(df['close'], timeperiod=7)  # type: ignore
+
+        # 3,7日均线金叉: 0 无, 1 金叉, 2 死叉
+        # df['SMA37_X'] = 0
+        # sma37_position = df['SMA03'] > df['SMA07']
+        # df.loc[sma37_position[(sma37_position is True) & (sma37_position.shift() is False)].index, 'SMA37_X'] = 1  # type: ignore
+        # df.loc[sma37_position[(sma37_position is False) & (sma37_position.shift() is True)].index, 'SMA37_X'] = 2  # type: ignore
+
+        # 计算均线: 20,25日均线
+        # df['SMA20'] = ta.SMA(df['close'], timeperiod=20)  # type: ignore
+        # df['SMA25'] = ta.SMA(df['close'], timeperiod=25)  # type: ignore
+
+        # 20,25日均线金叉: 0 无, 1 金叉, 2 死叉
+        # df['SMA225_X'] = 0
+        # sma225_position = df['SMA20'] > df['SMA25']
+        # df.loc[sma225_position[(sma225_position is True) & (sma225_position.shift() is False)].index, 'SMA225_X'] = 1  # type: ignore
+        # df.loc[sma225_position[(sma225_position is False) & (sma225_position.shift() is True)].index, 'SMA225_X'] = 2  # type: ignore
+
+        # ------------------------------------------------------------------------------------------
+
+        # 计算 MACD: 默认参数 12 26 9
+        macd_dif, macd_dea, macd_bar = ta.MACD(df['close'].values, fastperiod=macd_options[0], slowperiod=macd_options[1], signalperiod=macd_options[2])  # type: ignore
+        macd_dif[np.isnan(macd_dif)], macd_dea[np.isnan(macd_dea)], macd_bar[np.isnan(macd_bar)] = 0, 0, 0
+
+        # https://www.bilibili.com/read/cv10185856
+        df['MACD'] = 2 * (macd_dif - macd_dea)
+        df['MACD_DIF'] = macd_dif
+        df['MACD_DEA'] = macd_dea
+
+        # MACD 金叉死叉: 0 无, 1 金叉, 2 死叉
+        df['MACD_X'] = 0
+        macd_position = df['MACD_DIF'] > df['MACD_DEA']
+        df.loc[macd_position[(macd_position is True) & (macd_position.shift() is False)].index, 'MACD_X'] = 1  # type: ignore
+        df.loc[macd_position[(macd_position is False) & (macd_position.shift() is True)].index, 'MACD_X'] = 2  # type: ignore
+
+        # ------------------------------------------------------------------------------------------
+
+        # 计算 KDJ: : 默认参数 9 3 3
+        kdj_data = kdj_vector(df, kdj_options[0], kdj_options[1], kdj_options[2])
+
+        if kdj_data is not None:
+
+            # KDJ 数据
+            df['K'] = kdj_data['K'].values
+            df['D'] = kdj_data['D'].values
+            df['J'] = kdj_data['J'].values
+
+            # KDJ 金叉死叉: 0 无, 1 金叉, 2 死叉
+            df['KDJ_X'] = 0
+            kdj_position = df['J'] > df['D']
+            df.loc[kdj_position[(kdj_position is True) & (kdj_position.shift() is False)].index, 'KDJ_X'] = 1  # type: ignore
+            df.loc[kdj_position[(kdj_position is False) & (kdj_position.shift() is True)].index, 'KDJ_X'] = 2  # type: ignore
+
+        # ------------------------------------------------------------------------------------------
+
+        return df
+
+    except Exception as e:
+        logger.exception(e)
+        return None
+
+
+# --------------------------------------------------------------------------------------------------
+
+
+def get_code_name_from_akshare() -> DataFrame | None:
+    """获取股票代码和名称"""
+    info = "获取股票代码和名称"
+    try:
+        logger.info(f"{info} ......")
+        df: DataFrame = ak.stock_info_a_code_name()
+        if df.empty:
+            logger.error(f"{info} [失败]")
+            return None
+        # 排除 ST、证券和银行
+        # https://towardsdatascience.com/8-ways-to-filter-pandas-dataframes-d34ba585c1b8
+        df = df[df.code.str.contains("^00|^60") & ~df.name.str.contains("ST|证券|银行")]
+        logger.success(f"{info} [成功]")
+        return df
+    except Exception as e:
+        logger.error(f"{info} [失败]")
+        logger.exception(e)
+        return None
+
+
+# --------------------------------------------------------------------------------------------------
+
+
+def get_stock_data_from_akshare(code: str) -> DataFrame | None:
+    """从 akshare 获取数据"""
+    info = f"获取股票所有数据: {code}"
+    try:
+        logger.info(f"{info} ......")
+        df: DataFrame = ak.stock_zh_a_daily(symbol=code, adjust="qfq")
+        df = df.round({'turnover': 4})
+        logger.success(f"{info} [成功]")
+        return df[['date', 'open', 'close', 'high', 'low', 'volume', 'turnover']].copy()
+    except Exception as e:
+        logger.error(f"{info} [失败]")
+        logger.exception(e)
+        return None
+
+
+# --------------------------------------------------------------------------------------------------
+
+
+def save_data_to_database(engine: Engine, code: str) -> bool:
+    """保存股票数据到数据库"""
+    info: str = "保存股票数据到数据库"
+    try:
+        logger.info(f"{info} ......")
+        df: DataFrame | None = get_stock_data_from_akshare(code)
+        if df is None:
+            return False
+        df.to_sql(name=code, con=engine, if_exists="replace", index=False)
+        logger.success(f"{info} [成功]")
+        return True
+    except Exception as e:
+        logger.success(f"{info} [失败]")
+        logger.exception(e)
+        return False

{ezkit-1.9.2 → ezkit-1.9.3/ezKit.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: ezKit
-Version: 1.9.2
+Version: 1.9.3
 Summary: Easy Kit
 Author: septvean
 Author-email: septvean@gmail.com

{ezkit-1.9.2 → ezkit-1.9.3}/setup.py

@@ -3,7 +3,7 @@ from setuptools import find_packages, setup
 
 setup(
     name='ezKit',
-    version='1.9.2',
+    version='1.9.3',
     author='septvean',
     author_email='septvean@gmail.com',
     description='Easy Kit',

ezkit-1.9.2/ezKit/stock.py

@@ -1,113 +0,0 @@
-"""股票"""
-import re
-from copy import deepcopy
-
-from loguru import logger
-from pandas import DataFrame
-
-from . import utils
-
-
-def coderename(target: str | dict, restore: bool = False) -> str | dict | None:
-    """代码重命名"""
-
-    # 正向:
-    #     coderename('000001') => 'sz000001'
-    #     coderename({'code': '000001', 'name': '平安银行'}) => {'code': 'sz000001', 'name': '平安银行'}
-    # 反向:
-    #     coderename('sz000001', restore=True) => '000001'
-    #     coderename({'code': 'sz000001', 'name': '平安银行'}) => {'code': '000001', 'name': '平安银行'}
-
-    # 判断参数类型
-    match True:
-        case True if True not in [isinstance(target, str), isinstance(target, dict)]:
-            logger.error("argument type error: target")
-            return None
-        case _:
-            pass
-
-    # 判断参数数据
-    match True:
-        case True if True not in [utils.isTrue(target, str), utils.isTrue(target, dict)]:
-            logger.error("argument data error: data")
-            return None
-        case _:
-            pass
-
-    try:
-
-        # 初始化
-        code_object: dict = {}
-        code_name: str | dict = ""
-
-        # 判断 target 是 string 还是 dictionary
-        if isinstance(target, str) and utils.isTrue(target, str):
-            code_name = target
-        elif isinstance(target, dict) and utils.isTrue(target, dict):
-            code_object = deepcopy(target)
-            code_name = str(deepcopy(target["code"]))
-        else:
-            return None
-
-        # 是否还原
-        if utils.isTrue(restore, bool):
-            if len(code_name) == 8 and re.match(r"^(sz|sh)", code_name):
-                code_name = deepcopy(code_name[2:8])
-            else:
-                return None
-        else:
-            if code_name[0:2] == "00":
-                code_name = f"sz{code_name}"
-            elif code_name[0:2] == "60":
-                code_name = f"sh{code_name}"
-            else:
-                return None
-
-        # 返回结果
-        if utils.isTrue(target, str):
-            return code_name
-
-        if utils.isTrue(target, dict):
-            code_object["code"] = code_name
-            return code_object
-
-        return None
-
-    except Exception as e:
-        logger.exception(e)
-        return None
-
-
-# --------------------------------------------------------------------------------------------------
-
-
-def kdj_vector(df: DataFrame, cp: int = 9, sp1: int = 3, sp2: int = 3) -> DataFrame | None:
-    """KDJ计算器"""
-
-    # 计算周期：Calculation Period, 也可使用 Lookback Period 表示回溯周期, 指用于计算指标值的时间周期.
-    # 移动平均周期: Smoothing Period 或 Moving Average Period, 指对指标进行平滑处理时采用的周期.
-    # 同花顺默认参数: 9 3 3
-    # https://www.daimajiaoliu.com/daima/4ed4ffa26100400
-    # 说明: KDJ 指标的中文名称又叫随机指标, 融合了动量观念、强弱指标和移动平均线的一些优点, 能够比较迅速、快捷、直观地研判行情, 被广泛用于股市的中短期趋势分析.
-    # 有采用 ewm 使用 com=2 的, 但是如果使用 com=2 在默认值的情况下KDJ值是正确的.
-    # 但是非默认值, 比如调整参数, 尝试慢速 KDJ 时就不对了, 最终采用 alpha = 1/m 的情况, 对比同花顺数据, 是正确的.
-
-    # 判断参数类型
-    match True:
-        case True if not isinstance(df, DataFrame):
-            logger.error("argument type error: df")
-            return None
-        case _:
-            pass
-
-    try:
-        low_list = df['low'].rolling(cp).min()
-        high_list = df['high'].rolling(cp).max()
-        rsv = (df['close'] - low_list) / (high_list - low_list) * 100
-        df['K'] = rsv.ewm(alpha=1 / sp1, adjust=False).mean()
-        df['D'] = df['K'].ewm(alpha=1 / sp2, adjust=False).mean()
-        df['J'] = (3 * df['K']) - (2 * df['D'])
-        return df
-    except Exception as e:
-        logger.exception(e)
-        return None