hikyuu 2.2.2__py3-none-win_amd64.whl

hikyuu/tools/update_block_info.py

@@ -0,0 +1,168 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+#
+# Create on: 2023-12-18
+#    Author: fasiondog
+
+import requests
+import akshare as ak
+from hikyuu.interactive import *
+
+
+def get_code_market_dict():
+    ret = {}
+    for s in sm:
+        if s.type in (constant.STOCKTYPE_A, constant.STOCKTYPE_A_BJ, constant.STOCKTYPE_B, constant.STOCKTYPE_GEM, constant.STOCKTYPE_START):
+            ret[s.code] = "0" if s.market == 'SH' else "1"
+    return ret
+
+
+def get_all_hybk_info():
+    code_market = get_code_market_dict()
+    blk_names = ak.stock_board_industry_name_em()['板块名称']
+    ret = {}
+    for blk_name in blk_names:
+        print(blk_name)
+        ret[blk_name] = []
+        stk_codes = ak.stock_board_industry_cons_em(blk_name)
+        stk_codes = stk_codes['代码'].to_list()
+        for stk_code in stk_codes:
+            try:
+                ret[blk_name].append(f"{code_market[stk_code]},{stk_code}")
+            except:
+                print(stk_code)
+    return ret
+
+
+def get_all_gnbk_info():
+    code_market = get_code_market_dict()
+    blk_names = ak.stock_board_concept_name_em()['板块名称']
+    ret = {}
+    for blk_name in blk_names:
+        print(blk_name)
+        ret[blk_name] = []
+        stk_codes = ak.stock_board_concept_cons_em(blk_name)
+        stk_codes = stk_codes['代码'].to_list()
+        for stk_code in stk_codes:
+            try:
+                ret[blk_name].append(f"{code_market[stk_code]},{stk_code}")
+            except:
+                print(stk_code)
+    return ret
+
+
+def get_all_dybk_info():
+    url = "http://13.push2.eastmoney.com/api/qt/clist/get"
+    params = {
+        "pn": "1",
+        "pz": "50000",
+        "po": "1",
+        "np": "1",
+        "ut": "bd1d9ddb04089700cf9c27f6f7426281",
+        "fltt": "2",
+        "invt": "2",
+        "fid": "f3",
+        "fs": "m:90+t:1+f:!50",
+        "fields": "f12,f14",
+        # "fields": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f12,f13,f14,f15,f16,f17,f18,f20,f21,f23,f24,f25,f22,f11,f62,f128,"
+        #           "f136,f115,f152",
+        "_": "1623833739532",
+    }
+    r = requests.get(url, params=params)
+    data_json = r.json()
+    data_json = data_json["data"]["diff"]
+
+    params = {
+        "pn": "1",
+        "pz": "2000",
+        "po": "1",
+        "np": "1",
+        "ut": "bd1d9ddb04089700cf9c27f6f7426281",
+        "fltt": "2",
+        "invt": "2",
+        "fid": "f3",
+        # "fs": f"b:{stock_board_code} f:!50",
+        "fields": "f12",
+        "_": "1626081702127",
+    }
+
+    ret = {}
+    code_market = get_code_market_dict()
+    for v in data_json:
+        # print(v)
+        blk_code = v["f12"]
+        blk_name = v["f14"]
+        print(blk_name)
+        ret[blk_name] = []
+        params["fs"] = f"b:{blk_code} f:!50"
+        r = requests.get(url, params=params)
+        stk_json = r.json()
+        stk_json = stk_json["data"]["diff"]
+
+        for item in stk_json:
+            stk_code = item["f12"]
+            try:
+                ret[blk_name].append(f"{code_market[stk_code]},{stk_code}")
+            except:
+                print(stk_code)
+    return ret
+
+
+def get_all_zsbk_info():
+    code_market = get_code_market_dict()
+    blk_info = ak.index_stock_info()
+    blk_codes = blk_info["index_code"]
+    blk_names = blk_info["display_name"]
+    ret = {}
+    total = len(blk_codes)
+    # for blk_name in blk_names:
+    for i in range(total):
+        blk_name = blk_names[i]
+        blk_code = blk_codes[i]
+        print(i, blk_name)
+        # 沪深指数有重复，避免深指覆盖
+        if blk_name in ret:
+            continue
+        try:
+            ret[blk_name] = []
+            stk_codes = ak.index_stock_cons_csindex(symbol=blk_code)
+            stk_codes = stk_codes['成分券代码'].to_list()
+            for stk_code in stk_codes:
+                try:
+                    ret[blk_name].append(f"{code_market[stk_code]},{stk_code}")
+                except:
+                    print(stk_code)
+        except KeyboardInterrupt:
+            exit(-1)
+        except:
+            print("Failed!", blk_code, blk_name)
+    return ret
+
+
+def write_blk_file(blk_info, filename):
+    with open(filename, 'w', encoding='utf-8') as f:
+        for k in blk_info:
+            print(k)
+            if blk_info[k]:
+                f.write(f"[{k}]\n")
+                for code in blk_info[k]:
+                    f.write(f'{code}\n')
+
+
+if __name__ == "__main__":
+    # # 更新行业板块
+    # x = get_all_hybk_info()
+    # write_blk_file(x, 'hikyuu/config/block/hybk.ini')
+
+    # # 更新概念板块
+    # x = get_all_gnbk_info()
+    # write_blk_file(x, 'hikyuu/config/block/gnbk.ini')
+
+    # # 更新地域板块
+    # x = get_all_dybk_info()
+    # write_blk_file(x, 'hikyuu/config/block/dybk.ini')
+
+    # 更新指数成分
+    x = get_all_zsbk_info()
+    write_blk_file(x, 'hikyuu/config/block/zsbk.ini')
+    # print(x)

hikyuu/trade_manage/__init__.py

@@ -0,0 +1,30 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+#
+# The MIT License (MIT)
+#
+# Copyright (c) 2010-2017 fasiondog
+#
+# Permission is hereby granted, free of charge, to any person obtaining a copy
+# of this software and associated documentation files (the "Software"), to deal
+# in the Software without restriction, including without limitation the rights
+# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+# copies of the Software, and to permit persons to whom the Software is
+# furnished to do so, subject to the following conditions:
+#
+# The above copyright notice and this permission notice shall be included in all
+# copies or substantial portions of the Software.
+#
+# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+# SOFTWARE.
+
+from .trade import *
+from .broker import OrderBrokerBase, OrderBrokerWrap, TestOrderBroker, crtOB
+from .broker_mail import MailOrderBroker
+from .broker_easytrader import EasyTraderOrderBroker

hikyuu/trade_manage/broker.py

@@ -0,0 +1,95 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+#
+# The MIT License (MIT)
+#
+# Copyright (c) 2010-2017 fasiondog
+#
+# Permission is hereby granted, free of charge, to any person obtaining a copy
+# of this software and associated documentation files (the "Software"), to deal
+# in the Software without restriction, including without limitation the rights
+# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+# copies of the Software, and to permit persons to whom the Software is
+# furnished to do so, subject to the following conditions:
+#
+# The above copyright notice and this permission notice shall be included in all
+# copies or substantial portions of the Software.
+#
+# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+# SOFTWARE.
+
+# ===============================================================================
+# History:
+# 1. 20170704, Added by fasiondog
+# ===============================================================================
+
+import json
+from hikyuu import OrderBrokerBase
+from hikyuu.util import hku_error
+
+
+class OrderBrokerWrap(OrderBrokerBase):
+    """订单代理包装类，用户可以参考自定义自己的订单代理，加入额外的处理
+       包装只有买卖操作参数只有(code, price, num)的交易接口类
+    """
+
+    def __init__(self, broker, name):
+        """
+        订单代理包装类，用户可以参考自定义自己的订单代理，加入额外的处理
+        """
+        super(OrderBrokerWrap, self).__init__(name)
+        self._broker = broker
+
+    def _buy(self, datetime, market, code, price, num, stoploss, goal_price, part_from):
+        """
+        实现 OrderBrokerBase 的 _buy 接口
+        :param str market: 证券市场    
+        :param str code: 证券代码
+        :param float price: 买入价格
+        :param int num: 买入数量        
+        """
+        self._broker.buy(market, code, price, num, stoploss, goal_price, part_from)
+
+    def _sell(self, datetime, market, code, price, num, stoploss, goal_price, part_from):
+        """实现 OrderBrokerBase 的 _sell 接口"""
+        self._broker.sell(market, code, price, num, stoploss, goal_price, part_from)
+
+    def _get_asset_info(self):
+        try:
+            if hasattr(self._broker, "get_asset_info"):
+                ret = self._broker.get_asset_info()
+                return json.dumps(ret) if type(ret) == dict else str(ret)
+            return str()
+        except Exception as e:
+            hku_error(str(e))
+            return str()
+
+
+class TestOrderBroker:
+    """用于测试的订单代理，仅在执行买入/卖出时打印信息"""
+
+    def __init__(self):
+        pass
+
+    def buy(self, market, code, price, num, stoploss, goal_price, part_from):
+        print(f"买入：{market}{code}, 价格: {price}, 数量: {num} 预期止损价: {stoploss}, 预期目标价: {goal_price}, 信号来源: {part_from}")
+
+    def sell(self, market, code, price, num, stoploss, goal_price, part_from):
+        print(f"卖出：{market}{code}, 价格: {price}, 数量: {num}, 信号来源: {part_from}")
+
+
+def crtOB(broker, name="NO_NAME"):
+    """
+    快速生成订单代理包装对象
+
+    :param broker: 订单代理示例，必须拥有buy和sell方法，并且参数为 code, price, num
+    :param float slip: 如果当前的卖一价格和指示买入的价格绝对差值不超过slip则下单，
+                        否则忽略; 对卖出操作无效，立即以当前价卖出
+    """
+    return OrderBrokerWrap(broker, name)

hikyuu/trade_manage/broker_easytrader.py

@@ -0,0 +1,63 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+#
+# Create on: 2024-01-30
+#    Author: fasiondog
+
+from hikyuu import Datetime, hku_info
+
+
+class EasyTraderOrderBroker:
+    '''
+    使用华泰客户端实例
+    注意：buy|sell 中已屏蔽实际通过easytrade下单，防止调试误操作，请自行根据需要打开
+    '''
+
+    def __init__(self, user):
+        self.user = user
+        self.buffer = {}
+
+    def buy(self, market, code, price, num, stoploss, goal_price, part_from):
+        # self.user.buy(code, price=price, amount=num)
+        market_code = f"{market}{code}"
+        print(f"计划买入：{market_code}  {price}  {num}")
+        self.buffer[market_code] = (num, stoploss, goal_price)
+
+    def sell(self, market, code, price, num, stoploss, goal_price, part_from):
+        # self.user.sell(code, price=price, amount=num)
+        market_code = f"{market}{code}"
+        print(f"计划卖出：{market_code}  {price}  {num}")
+        if market_code in self.buffer:
+            old_num = self.buffer[market_code][0]
+            if old_num == num:
+                self.buffer.pop(market_code)
+            else:
+                self.buffer[market_code] = (old_num - num, stoploss, goal_price)
+
+    def get_asset_info(self):
+        '''以下只适用于华泰'''
+        balance = self.user.balance
+        cash = balance['可用金额']
+
+        positions = []
+        for v in self.user.position:
+            if v["市场类别"] == "上海Ａ":
+                market = "SH"
+            elif v["市场类别"] == "深圳Ａ":
+                market = "SZ"
+            else:
+                hku_info(f"Ignored not supported market: {v['市场类别']}")
+                continue
+
+            code = v["证券代码"]
+            market_code = f"{market}{code}"
+            if market_code in self.buffer:
+                stoploss, goal_price = self.buffer[market_code]
+            else:
+                stoploss, goal_price = 0.0, 0.0
+            positions.append(dict(market=market, code=code,
+                             number=v['可用余额'], stoploss=stoploss, goal_price=goal_price, cost_price=v['成本价']))
+
+        ret = dict(datetime=str(Datetime.now()), cash=cash, positions=positions)
+        print(ret)
+        return ret

hikyuu/trade_manage/broker_mail.py

@@ -0,0 +1,101 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+#
+# The MIT License (MIT)
+#
+# Copyright (c) 2010-2017 fasiondog
+#
+# Permission is hereby granted, free of charge, to any person obtaining a copy
+# of this software and associated documentation files (the "Software"), to deal
+# in the Software without restriction, including without limitation the rights
+# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+# copies of the Software, and to permit persons to whom the Software is
+# furnished to do so, subject to the following conditions:
+#
+# The above copyright notice and this permission notice shall be included in all
+# copies or substantial portions of the Software.
+#
+# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+# SOFTWARE.
+
+# ===============================================================================
+# History
+# 1. 20170704, Added by fasiondog
+# ===============================================================================
+
+import smtplib
+from email.mime.text import MIMEText
+from email.header import Header
+
+
+class MailOrderBroker:
+    """
+    邮件订单代理
+    """
+
+    def __init__(self, host, sender, pwd, receivers):
+        """
+        邮件订单代理，执行买入/卖出操作时发送 Email
+
+        :param str host: smtp服务器地址
+        :param int port: smtp服务器端口
+        :param str sender: 发件邮箱（既用户名）
+        :param str pwd: 密码
+        :param list receivers: 接受者邮箱列表
+        """
+        self._host = host
+        self._pwd = pwd
+        self._sender = sender
+        self._receivers = receivers
+
+    def _sendmail(self, title, msg):
+        """发送邮件
+
+        :param str title: 邮件标题
+        :param str msg: 邮件内容
+        """
+        message = MIMEText(msg, 'plain', 'utf-8')
+        message['From'] = self._sender
+        to_mail = ""
+        for r in self._receivers:
+            to_mail = to_mail + "," + r
+        message['To'] = to_mail
+        message['Subject'] = Header(title, 'utf-8')
+        smtpObj = smtplib.SMTP()
+        smtpObj.connect(self._host, 25)
+        smtpObj.login(self._sender, self._pwd)
+        smtpObj.sendmail(self._sender, self._receivers, message.as_string())
+
+    def buy(self, market, code, price, num, stoploss, goal_price, part_from):
+        """执行买入操作，向指定的邮箱发送邮件，格式如下::
+
+            邮件标题：【Hkyuu提醒】买入 证券代码
+            邮件内容：买入：证券代码，价格：买入的价格，数量：买入数量
+
+        :param str code: 证券代码
+        :param float price: 买入价格
+        :param int num: 买入数量
+        """
+        action = "买入：{}{}，价格：{}，数量：{} ".format(market, code, price, num)
+        title = "【Hkyuu提醒】买入 {}".format(code)
+        self._sendmail(title, action)
+
+    def sell(self, market, code, price, num, stoploss, goal_price, part_from):
+        """执行卖出操作，向指定的邮箱发送邮件，格式如下::
+
+            邮件标题：【Hkyuu提醒】卖出 证券代码
+            邮件内容：卖出：证券代码，价格：卖出的价格，数量：卖出数量
+
+        :param str code: 证券代码
+        :param float price: 卖出价格
+        :param int num: 卖出数量
+        """
+        title = "【Hkyuu提醒】卖出 {}{}".format(market, code)
+        action = "卖出：{}，价格：{}，数量：{} ".format(code, price, num)
+        self._sendmail(title, action)

hikyuu/trade_manage/trade.py

@@ -0,0 +1,111 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+#
+# The MIT License (MIT)
+#
+# Copyright (c) 2010-2017 fasiondog
+#
+# Permission is hereby granted, free of charge, to any person obtaining a copy
+# of this software and associated documentation files (the "Software"), to deal
+# in the Software without restriction, including without limitation the rights
+# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+# copies of the Software, and to permit persons to whom the Software is
+# furnished to do so, subject to the following conditions:
+#
+# The above copyright notice and this permission notice shall be included in all
+# copies or substantial portions of the Software.
+#
+# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+# SOFTWARE.
+
+# ===============================================================================
+# History:
+# 1. 20130213, Added by fasiondog
+# ===============================================================================
+
+from hikyuu.util.slice import list_getitem
+from hikyuu import *
+import numpy as np
+import pandas as pd
+
+
+def TradeList_to_np(t_list):
+    """转化为numpy结构数组"""
+    t_type = np.dtype(
+        {
+            'names': [
+                '交易日期', '证券代码', '证券名称', '业务名称', '计划交易价格', '实际成交价格', '目标价格', '成交数量', '佣金', '印花税', '过户费', '其它成本',
+                '交易总成本', '止损价', '现金余额', '信号来源'
+            ],
+            'formats':
+            ['datetime64[D]', 'U10', 'U20', 'U10', 'd', 'd', 'd', 'i', 'd', 'd', 'd', 'd', 'd', 'd', 'd', 'U5']
+        }
+    )
+    return np.array(
+        [
+            (
+                t.datetime, t.stock.market_code, t.stock.name, get_business_name(t.business), t.plan_price,
+                t.real_price, t.goal_price, t.number, t.cost.commission, t.cost.stamptax, t.cost.transferfee,
+                t.cost.others, t.cost.total, t.stoploss, t.cash, get_system_part_name(t.part)
+            ) for t in t_list
+        ],
+        dtype=t_type
+    )
+
+
+def TradeList_to_df(t):
+    """转化为pandas的DataFrame"""
+    return pd.DataFrame.from_records(TradeList_to_np(t), index='交易日期')
+
+
+TradeRecordList.to_np = TradeList_to_np
+TradeRecordList.to_df = TradeList_to_df
+
+
+def PositionList_to_np(pos_list):
+    """转化为numpy结构数组"""
+    t_type = np.dtype(
+        {
+            'names': ['证券代码', '证券名称', '买入日期', '已持仓天数', '持仓数量', '投入金额', '当前市值', '盈亏金额', '盈亏比例'],
+            'formats': ['U10', 'U20', 'datetime64[D]', 'i', 'i', 'd', 'd', 'd', 'd']
+        }
+    )
+    sm = StockManager.instance()
+    query = Query(-1)
+    data = []
+    for pos in pos_list:
+        invest = pos.buy_money - pos.sell_money + pos.total_cost
+        k = pos.stock.get_kdata(query)
+        cur_val = k[0].close * pos.number
+        bonus = cur_val - invest
+        date_list = sm.get_trading_calendar(Query(Datetime(pos.take_datetime.date())))
+        data.append(
+            (
+                pos.stock.market_code, pos.stock.name, pos.take_datetime, len(date_list), pos.number, invest,
+                cur_val, bonus, 100 * bonus / invest
+            )
+        )
+    return np.array(data, dtype=t_type)
+
+
+def PositionList_to_df(pos_list):
+    """转化为pandas的DataFrame"""
+    return pd.DataFrame.from_records(PositionList_to_np(pos_list), index='证券代码')
+
+
+PositionRecordList.to_np = PositionList_to_np
+PositionRecordList.to_df = PositionList_to_df
+
+
+def Performance_to_df(per):
+    """将 Performance 统计结果转换为 DataFrame 格式"""
+    return pd.DataFrame(dict(name=per.names(), value=per.values()))
+
+
+Performance.to_df = Performance_to_df

hikyuu/trade_sys/__init__.py

@@ -0,0 +1,27 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+#
+# The MIT License (MIT)
+#
+# Copyright (c) 2010-2017 fasiondog
+#
+# Permission is hereby granted, free of charge, to any person obtaining a copy
+# of this software and associated documentation files (the "Software"), to deal
+# in the Software without restriction, including without limitation the rights
+# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+# copies of the Software, and to permit persons to whom the Software is
+# furnished to do so, subject to the following conditions:
+#
+# The above copyright notice and this permission notice shall be included in all
+# copies or substantial portions of the Software.
+#
+# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+# SOFTWARE.
+
+from .trade_sys import *