hikyuu 2.6.8__py3-none-manylinux2014_aarch64.whl

hikyuu/tools/fenge.py

@@ -0,0 +1,139 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+
+import tables
+import datetime
+import sys
+import math
+
+def ProgressBar(cur, total):
+    percent = '{:.2%}'.format(cur / total)
+    sys.stdout.write('\r')
+    sys.stdout.write("[%-50s] %s" % ('=' * int(math.floor(cur * 50 / total)),percent))
+    sys.stdout.flush()
+
+class FiveMinDataRecordH5File(tables.IsDescription):
+    datetime = tables.UInt64Col()        #IGNORE:E1101
+    openPrice = tables.UInt32Col()       #IGNORE:E1101
+    highPrice = tables.UInt32Col()       #IGNORE:E1101
+    lowPrice = tables.UInt32Col()        #IGNORE:E1101
+    closePrice = tables.UInt32Col()      #IGNORE:E1101
+    transAmount = tables.UInt64Col()     #IGNORE:E1101
+    transCount = tables.UInt64Col()      #IGNORE:E1101
+
+def fenge(src_file_name, dest_file_name, start_date, end_date):
+    """
+    将原始数据按日期范围分隔，方便同步备份
+    """
+    print("正在进行，请稍候.....")    
+    src_hdf5 = tables.openFile(src_file_name, mode='r', filters=tables.Filters(complevel=9,complib='zlib', shuffle=True))
+    dest_hdf5 = tables.openFile(dest_file_name, mode = "w", filters=tables.Filters(complevel=9,complib='zlib', shuffle=True))
+    dest_group = dest_hdf5.create_group("/", "data")
+
+    start = start_date
+    end = end_date
+    all_table = [x for x in src_hdf5.walkNodes("/data")]
+    total = len(all_table)
+    for i in range(1,total):
+        ProgressBar(i+1, total)
+        src_table = all_table[i]
+        #print(src_table.name)
+        dest_table = dest_hdf5.createTable(dest_group, src_table.name, FiveMinDataRecordH5File, src_table.name)
+        dest_row = dest_table.row
+        for x in src_table:
+            if x['datetime'] >= end:
+                break
+            if start <= x['datetime'] \
+               and x['lowPrice'] <= x['openPrice'] <=x['highPrice'] \
+               and x['lowPrice'] <= x['closePrice'] <= x['highPrice']:
+    		        dest_row['datetime'] = x['datetime']
+    		        dest_row['openPrice'] = x['openPrice']
+    		        dest_row['highPrice'] = x['highPrice']
+    		        dest_row['lowPrice'] = x['lowPrice']
+    		        dest_row['closePrice'] = x['closePrice']
+    		        dest_row['transAmount'] = x['transAmount']
+    		        dest_row['transCount'] = x['transCount']
+    		        dest_row.append()
+        dest_table.flush()
+
+    src_hdf5.close()
+    dest_hdf5.close()
+
+
+def fenge2(src_file_name, dest_dir_name):
+    """
+    将每个stock的数据拆分成独立的文件
+    """
+    src_hdf5 = tables.openFile(src_file_name, mode='r', filters=tables.Filters(complevel=9,complib='zlib', shuffle=True))
+
+    all_table = [x for x in src_hdf5.walkNodes("/")]
+    for i in range(1,len(all_table)):
+        src_table = all_table[i]
+        #print src_table.name
+
+        dest_table = dest_hdf5.createTable("/", "data", FiveMinDataRecordH5File, src_table.name)
+        dest_row = dest_table.row
+         
+        pre_date = 0
+        for x in src_table:
+            if x['datetime'] <= pre_date:
+                print(src_table, pre_date, x['datetime'])
+                continue
+
+            try:
+                tmp_date = x['datetime']
+                year = tmp_date / 100000000
+                month  = (tmp_date - year * 100000000) / 1000000
+                day  = (tmp_date - tmp_date / 1000000 * 1000000) / 10000;
+                ttdate = datetime.date(year, month, day)
+
+            except ValueError:
+                print(src_table, tmp_date)
+
+            else:
+
+                if x['lowPrice'] <= x['openPrice'] <=x['highPrice'] \
+                   and x['lowPrice'] <= x['closePrice'] <= x['highPrice']:
+                  dest_row['datetime'] = x['datetime']
+                  dest_row['openPrice'] = x['openPrice']
+                  dest_row['highPrice'] = x['highPrice']
+                  dest_row['lowPrice'] = x['lowPrice']
+                  dest_row['closePrice'] = x['closePrice']
+                  dest_row['transAmount'] = x['transAmount']
+                  dest_row['transCount'] = x['transCount']
+                  dest_row.append()
+                else:
+                  print(src_table, x['datetime'], "warning 2")
+        dest_table.flush()
+        dest_hdf5.close()
+
+    src_hdf5.close()
+   
+if __name__ == "__main__":
+    import time
+    starttime = time.time()
+    
+    #src_file_name = '/home/fasiondog/workspace/hikyuu/test/data/sz_day.h5'
+    #dest_dir_name = "/home/fasiondog/workspace/hikyuu/test/data/sz/day/"
+    #fenge2(src_file_name, dest_dir_name)
+	
+    src_dir = 'c:\\stock'
+    dst_dir = u'D:\\快盘\\80.stock\\stock'
+    
+    data_type = '5min' #only '5min' or '1min'
+    market = 'sz'
+    year = 2016
+    src_file_name = src_dir + '\\' + market + '_' + data_type + '.h5' #d:\\stock\\sh_5min.h5'
+    dest_file_name = dst_dir + "\\" + market + "\\" + data_type + "\\" + str(year) + ".h5"
+    #dest_file_name = u'D:\\快盘\\80.stock\\stock\\sh\\5min\\2013.h5'
+    start_date = year * 100000000 + 1010000 #201301010000
+    end_date = start_date + 100000000 #201401010000
+    fenge(src_file_name, dest_file_name, start_date, end_date)
+	
+    endtime = time.time()
+    print("\n")
+    print("%.2fs" % (endtime-starttime))
+    print("%.2fm" % ((endtime-starttime)/60))
+    
+    

hikyuu/tools/h5_data_clear.py

@@ -0,0 +1,163 @@
+#!/usr/bin/python
+# cp936
+
+import sqlite3
+import tables as tbl
+
+dirname = 'c:\stock'    
+
+connect = sqlite3.connect(dirname + '\stock.db')
+cur = connect.cursor()
+a = cur.execute("select market.market, stock.code from stock join market on stock.marketid = market.marketid")
+stk_list = [ s[0]+s[1] for s in a]
+
+def clear_empty_table(h5file, group_name):
+    group = h5file.get_node(group_name)
+    node_list = []
+    for node in group:
+        if 0 == node.nrows:
+            node_list.append(node.name)
+            #print(node.name, " nrows = 0")
+        elif node.name not in stk_list:
+            node_list.append(node.name)
+            #print(node.name, " is not in stk_list")
+        else:
+            pass
+    for node in node_list:
+        try:
+            h5file.remove_node(group, node)
+        except:
+            pass
+    print("共清理：%i" % len(node_list))
+    
+#--------------------------------------------------
+# 清理深证日线数据
+#--------------------------------------------------
+srcfilename = dirname + '\sz_day.h5'
+print('--------------------------------------------------')
+print(srcfilename)
+
+h5file = tbl.open_file(srcfilename, "a")
+
+print("清理日线数据")
+clear_empty_table(h5file, '/data')
+
+print("\n清理周线数据")
+clear_empty_table(h5file, '/week')
+
+print("\n清理月线数据")
+clear_empty_table(h5file, '/month')
+
+print("\n清理季线数据")
+clear_empty_table(h5file, '/quarter')
+
+print("\n清理半年线数据")
+clear_empty_table(h5file, '/halfyear')
+
+print("\n清理年线数据")
+clear_empty_table(h5file, '/year')
+
+h5file.close()
+
+#--------------------------------------------------
+# 清理上证日线数据
+#--------------------------------------------------
+srcfilename = dirname + '\sh_day.h5'
+print('--------------------------------------------------')
+print(srcfilename)
+
+h5file = tbl.open_file(srcfilename, "a")
+
+print("清理日线数据")
+clear_empty_table(h5file, '/data')
+
+print("\n清理周线数据")
+clear_empty_table(h5file, '/week')
+
+print("\n清理月线数据")
+clear_empty_table(h5file, '/month')
+
+print("\n清理季线数据")
+clear_empty_table(h5file, '/quarter')
+
+print("\n清理半年线数据")
+clear_empty_table(h5file, '/halfyear')
+
+print("\n清理年线数据")
+clear_empty_table(h5file, '/year')
+
+h5file.close()
+
+#--------------------------------------------------
+# 清理上证5分钟线数据
+#--------------------------------------------------
+srcfilename = dirname + '\sh_5min.h5'
+print('--------------------------------------------------')
+print(srcfilename)
+
+h5file = tbl.open_file(srcfilename, "a")
+
+print("清理5分钟线数据")
+clear_empty_table(h5file, '/data')
+
+#print("\n清理15分钟线数据")
+#clear_empty_table(h5file, '/min15')
+
+#print("\n清理30分钟线数据")
+#clear_empty_table(h5file, '/min30')
+
+#print("\n清理60分钟线数据")
+#clear_empty_table(h5file, '/min60')
+
+h5file.close()
+
+#--------------------------------------------------
+# 清理上证5分钟线数据
+#--------------------------------------------------
+srcfilename = dirname + '\sz_5min.h5'
+print('--------------------------------------------------')
+print(srcfilename)
+
+h5file = tbl.open_file(srcfilename, "a")
+
+print("清理5分钟线数据")
+clear_empty_table(h5file, '/data')
+
+#print("\n清理15分钟线数据")
+#clear_empty_table(h5file, '/min15')
+
+#print("\n清理30分钟线数据")
+#clear_empty_table(h5file, '/min30')
+
+#print("\n清理60分钟线数据")
+#clear_empty_table(h5file, '/min60')
+
+h5file.close()
+
+#--------------------------------------------------
+# 清理上证1分钟线数据
+#--------------------------------------------------
+srcfilename = dirname + '\sh_1min.h5'
+print('--------------------------------------------------')
+print(srcfilename)
+
+h5file = tbl.open_file(srcfilename, "a")
+
+print("清理1分钟线数据")
+clear_empty_table(h5file, '/data')
+
+h5file.close()
+
+#--------------------------------------------------
+# 清理上证5分钟线数据
+#--------------------------------------------------
+srcfilename = dirname + '\sz_1min.h5'
+print('--------------------------------------------------')
+print(srcfilename)
+
+h5file = tbl.open_file(srcfilename, "a")
+
+print("清理1分钟线数据")
+clear_empty_table(h5file, '/data')
+
+h5file.close()

hikyuu/tools/mysql_clear_last_day_data.py

@@ -0,0 +1,61 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+#
+# Create on: 2023-12-06
+#    Author: fasiondog
+
+#
+# 用于清除 mysql 最后一日的数据。
+# 防止在开市时间段内，不小心导入了数据，导致当天数据错误。
+#
+
+import datetime
+import mysql.connector
+from hikyuu.util import *
+
+
+@hku_catch(trace=True)
+def get_all_tables(conn, market, typ):
+    cur = conn.cursor()
+    sql = f"SELECT table_schema, table_name FROM information_schema.tables WHERE table_schema='{market}_{typ}'"
+    cur.execute(sql)
+    x = cur.fetchall()
+    cur.close()
+    return [f'`{v[0]}`.`{v[1]}`' for v in x]
+
+
+def clear_today_day_data(conn, market, typ):
+    tables = get_all_tables(conn, market, typ)
+    today = datetime.date.today()
+
+    # yyyy mm dd hh mm
+    t = today.year * 100000000 + today.month * 1000000 + today.day * 10000
+    if typ == 'trans':
+        # yyyy mm dd hh mm ss
+        t = t * 100
+    cur = conn.cursor()
+    for table in tables:
+        hku_info(f"clear {table}")
+        sql = f"delete from {table} where date>={t}"
+        cur.execute(sql)
+    cur.close()
+    conn.commit()
+
+
+if __name__ == '__main__':
+    host = '127.0.0.1'
+    port = 3306
+    usr = 'root'
+    pwd = ''
+
+    conn = mysql.connector.connect(user=usr, password=pwd, host=host, port=port)
+
+    x = get_all_tables(conn, 'bj', 'day')
+    market_list = ['sh', 'sz', 'bj']
+    typ_list = ['time', 'trans', 'day', 'week', 'month', 'quarter',
+                'halfyear', 'year', 'min', 'min5', 'min15', 'min30', 'min60']
+    for market in market_list:
+        for typ in typ_list:
+            clear_today_day_data(conn, market, typ)
+
+    conn.close()

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