hikyuu 2.3.1__py3-none-win_amd64.whl → 2.5.1__py3-none-win_amd64.whl

hikyuu/interactive.py

@@ -24,362 +24,45 @@
 # OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
 # SOFTWARE.
 
-import pandas as pd
-from hikyuu.data.hku_config_template import generate_default_config
-from .draw import *
-
-
-__copyright__ = """
-MIT License
-
-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.
-"""
-
-import os
-import configparser
-
-from hikyuu.data.hku_config_template import generate_default_config
 from hikyuu import *
 
+load_hikyuu()
 
-# ==============================================================================
-#
-# 读取配置信息，并初始化
-#
-# ==============================================================================
-config_file = os.path.expanduser('~') + "/.hikyuu/hikyuu.ini"
-if not os.path.exists(config_file):
-    # 创建默认配置
-    hku_info("创建默认配置文件")
-    generate_default_config()
-
-ini = configparser.ConfigParser()
-ini.read(config_file, encoding='utf-8')
-hku_param = Parameter()
-hku_param["tmpdir"] = ini.get('hikyuu', 'tmpdir')
-hku_param["datadir"] = ini.get('hikyuu', 'datadir')
-if ini.has_option('hikyuu', 'quotation_server'):
-    hku_param["quotation_server"] = ini['hikyuu']['quotation_server']
-
-base_param = Parameter()
-base_info_config = ini.options('baseinfo')
-for p in base_info_config:
-    base_param[p] = ini.get('baseinfo', p)
-
-block_param = Parameter()
-block_config = ini.options('block')
-for p in block_config:
-    block_param[p] = ini.get('block', p)
-
-preload_param = Parameter()
-preload_config = ini.options('preload')
-for p in preload_config:
-    if p in ('day', 'week', 'month', 'quarter', 'halfyear', 'year', 'min', 'min5', 'min15', 'min30', 'min60', 'hour2'):
-        preload_param[p] = ini.getboolean('preload', p)
-    else:
-        preload_param[p] = ini.getint('preload', p)
-
-kdata_param = Parameter()
-kdata_config = ini.options('kdata')
-for p in kdata_config:
-    if p == "convert":
-        kdata_param[p] = ini.getboolean('kdata', p)
-        continue
-    kdata_param[p] = ini.get('kdata', p)
-
-context = StrategyContext(["all"])
-if 'HKU_STOCK_LIST' in os.environ:
-    context.stock_list = os.environ['HKU_STOCK_LIST'].split(";")
-if 'HKU_KTYPE_LIST' in os.environ:
-    context.ktype_list = os.environ['HKU_KTYPE_LIST'].split(";")
-if 'HKU_LOAD_HISTORY_FINANCE' in os.environ:
-    load_str = os.environ['HKU_LOAD_HISTORY_FINANCE'].upper()
-    load_finance = load_str in ("1", "TRUE")
-    hku_param.set("load_history_finance", load_finance)
-if 'HKU_LOAD_STOCK_WEIGHT' in os.environ:
-    load_str = os.environ['HKU_LOAD_STOCK_WEIGHT'].upper()
-    load_stk_weight = load_str in ("1", "TRUE")
-    hku_param.set("load_stock_weight", load_stk_weight)
-
-sm.init(base_param, block_param, kdata_param, preload_param, hku_param, context)
-# set_log_level(LOG_LEVEL.INFO)
-
-start_spot = False
-if 'HKU_START_SPOT' in os.environ:
-    spot_str = os.environ['HKU_START_SPOT'].upper()
-    start_spot = spot_str in ('1', 'TRUE')
-spot_worker_num = 1
-if 'HKU_SPOT_WORKER_NUM' in os.environ:
-    spot_worker_num = int(os.environ['HKU_SPOT_WORKER_NUM'])
-
-# 启动行情接收代理
-start_spot_agent(False, spot_worker_num)
-
-# ==============================================================================
-#
-# 引入blocka、blocksh、blocksz、blockg全局变量，便于交互式环境下使用
-#
-# ==============================================================================
 blocka = Block("A", "ALL")
 for s in sm:
     if s.type in (constant.STOCKTYPE_A, constant.STOCKTYPE_A_BJ):
         blocka.add(s)
 zsbk_a = blocka
-
 blocksh = Block("A", "SH")
 for s in blocka:
     if s.market == "SH":
         blocksh.add(s)
 zsbk_sh = blocksh
-
 blocksz = Block("A", "SZ")
 for s in blocka:
     if s.market == "SZ":
         blocksz.add(s)
 zsbk_sz = blocksz
-
 blockbj = Block("A", "BJ")
 for s in blocka:
     if s.market == "BJ":
         blockbj.add(s)
 zsbk_bj = blockbj
-
 blockg = Block("G", "创业板")
 for s in sm:
     if s.type == constant.STOCKTYPE_GEM:
         blockg.add(s)
 zsbk_cyb = blockg
-
 blockstart = Block("START", "科创板")
 for s in sm:
     if s.type == constant.STOCKTYPE_START:
         blockstart.add(s)
-
 blockzxb = Block("A", "中小板")
 for s in blocksz:
     if s.code[:3] == "002":
         blockzxb.add(s)
 zsbk_zxb = blockzxb
-
 zsbk_sh50 = sm.get_block("指数板块", "上证50")
 zsbk_sh180 = sm.get_block("指数板块", "上证180")
 zsbk_hs300 = sm.get_block("指数板块", "沪深300")
 zsbk_zz100 = sm.get_block("指数板块", "中证100")
-
-
-def set_global_context(stk, query):
-    """设置全局的 context
-
-        :param Stock stk: 指定的全局Stock
-        :param Query query: 指定的查询条件
-    """
-    global K, O, C, H, L, A, V
-    K = stk.get_kdata(query)
-    O.set_context(K)
-    C.set_context(K)
-    H.set_context(K)
-    L.set_context(K)
-    A.set_context(K)
-    V.set_context(K)
-
-
-def get_global_context():
-    """获取当前的全局上下文
-
-        :rtype: KData
-    """
-    return C.getContext()
-
-
-set_global_context(sm['sh000001'], Query(-150))
-
-# ==============================================================================
-#
-# 设置默认绘图引擎
-#
-# ==============================================================================
-
-use_draw_engine('matplotlib')
-
-# ==============================================================================
-#
-# 粗略的选股函数
-#
-# ==============================================================================
-
-
-def select(cond, start=Datetime(201801010000), end=Datetime.now(), print_out=True):
-    """
-    示例：
-    #选出涨停股
-    C = CLOSE()
-    x = select(C / REF(C, 1) - 1 >= 0.0995)
-
-    :param Indicator cond: 条件指标
-    :param Datetime start: 起始日期
-    :param Datetime end: 结束日期
-    :param bool print_out: 打印选中的股票
-    :rtype: 选中的股票列表
-    """
-    q = Query(start, end)
-    d = sm.get_trading_calendar(q, 'SH')
-    if len(d) == 0:
-        return
-
-    result = []
-    for s in blocka:
-        if not s.valid:
-            continue
-
-        k = s.get_kdata(q)
-        if len(k) == 0 or k[-1].datetime != d[-1]:
-            continue
-
-        cond.set_context(k)
-        if len(cond) > 0 and not isnan(cond[-1]) and cond[-1] > 0:
-            result.append(s)
-            if print_out:
-                print(d[-1], s)
-
-    return result
-
-
-def select2(inds, start=Datetime(201801010000), end=Datetime.now(), stks=None):
-    """导出最后时刻指定证券的所有指定指标值
-
-    如：
-        select2([CLOSE(), VOLUME()], stks=blocka)
-
-    返回一个DataFrame, 列名是指标名称, 行是证券代码和证券名称:
-
-        证券代码  证券名称  CLOSE  VOLUME
-        SH600000 浦发银行  14.09   1000
-        SH600001 中国平安  13.09   2000
-        SZ000001 平安银行  13.09   3000
-        ...
-
-    :param Indicator inds: 指标列表
-    :param Datetime start: 起始日期
-    :param Datetime end: 结束日期（不包括该日期）
-    :param list stks: 指定的证券列表
-    :rtype: pandas.DataFrame
-    """
-    q = Query(start, end)
-    d = sm.get_trading_calendar(q, 'SH')
-    if len(d) == 0:
-        return
-
-    if stks is None:
-        stks = sm
-
-    ind_cols = {'证券代码': [], '证券名称': []}
-    for ind in inds:
-        ind_cols[ind.name] = []
-
-    for s in stks:
-        if not s.valid:
-            continue
-
-        k = s.get_kdata(q)
-        if len(k) == 0 or k[-1].datetime != d[-1]:
-            continue
-
-        ind_cols['证券代码'].append(s.market_code)
-        ind_cols['证券名称'].append(s.name)
-        for ind in inds:
-            x = ind(k)
-            ind_cols[ind.name].append(x[-1])
-
-    df = pd.DataFrame(ind_cols)
-    return df
-
-
-# ==============================================================================
-#
-# 增加临时的实时数据更新函数 realtime_update
-#
-# ==============================================================================
-
-
-def realtime_update_inner(source='qq', stk_list=None):
-    if stk_list is None:
-        if source == 'qmt':
-            stk_list = [s for s in sm if s.valid and s.type in (
-                constant.STOCKTYPE_A, constant.STOCKTYPE_INDEX, constant.STOCKTYPE_ETF,
-                constant.STOCKTYPE_GEM, constant.STOCKTYPE_START, constant.STOCKTYPE_A_BJ)]
-        else:
-            stk_list = [
-                stk.market_code.lower() for stk in sm if stk.valid and stk.type in
-                (constant.STOCKTYPE_A, constant.STOCKTYPE_INDEX, constant.STOCKTYPE_GEM,
-                 constant.STOCKTYPE_START, constant.STOCKTYPE_A_BJ)
-            ]
-
-    if source == 'qq':
-        from hikyuu.fetcher.stock.zh_stock_a_sina_qq import get_spot
-        stk_list = [s.market_code.lower() for s in stk_list]
-        records = get_spot(stk_list, 'qq')
-    elif source == 'qmt':
-        from hikyuu.fetcher.stock.zh_stock_a_qmt import get_spot
-        records = get_spot(stk_list)
-    else:
-        hku_error(f'Not support website source: {source}!')
-        return
-
-    for r in records:
-        stk = sm[f'{r["market"]}{r["code"]}']
-        if stk.is_null():
-            continue
-        k = KRecord()
-        k.datetime = Datetime(r['datetime']).start_of_day()
-        k.open = r['open']
-        k.high = r['high']
-        k.low = r['low']
-        k.close = r['close']
-        k.volume = r['volume']
-        k.amount = r['amount']
-        stk.realtime_update(k)
-
-
-def realtime_update_wrap():
-    pre_update_time = None
-
-    def realtime_update_closure(source='qq', delta=60, stk_list=None):
-        """
-        更新实时日线数据
-        :param str source: 数据源 ('qq' | 'qmt')
-        :param int delta: 最小更新间隔时间, 防止更新过于频繁
-        :param sequence stk_list: 待更新的stock列表, 如为 None 则更新全部
-        """
-        from datetime import timedelta, datetime
-        nonlocal pre_update_time
-        now_update_time = datetime.now()
-        if (source == 'qmt') or (pre_update_time is None) or (now_update_time - pre_update_time) > timedelta(0, delta, 0):
-            realtime_update_inner(source, stk_list)
-            pre_update_time = datetime.now()
-            print(f"更新完毕！更新时间: {pre_update_time}")
-        else:
-            print(f"更新间隔小于 {str(delta)} 秒，未更新")
-            print(f"上次更新时间: {pre_update_time}")
-
-    return realtime_update_closure
-
-
-realtime_update = realtime_update_wrap()