quant1x 0.2.1__tar.gz → 0.3.0__tar.gz

{quant1x-0.2.1 → quant1x-0.3.0}/PKG-INFO

@@ -1,9 +1,9 @@
 Metadata-Version: 2.1
 Name: quant1x
-Version: 0.2.1
+Version: 0.3.0
 Summary: Quant1X量化交易框架
 Home-page: https://gitee.com/quant1x/89k
-Author: wangfeng
+Author: WangFeng
 Author-email: wangfengxy@sina.cn
 License: MIT license
 Keywords: quant1x

{quant1x-0.2.1 → quant1x-0.3.0}/quant1x/__init__.py

@@ -5,7 +5,7 @@
 89K 努力打造一个适度的量化交易框架
 """
 
-__version__ = "0.1.0"
+__version__ = "0.3.0"
 __author__ = "WangFeng"
 
 import sys
@@ -17,5 +17,4 @@ del sys
 
 
 def init(**kwargs):
-    # qx.data.loader.DataHandler()
     pass

{quant1x-0.2.1 → quant1x-0.3.0}/quant1x/base/formula.py

@@ -150,7 +150,7 @@ def rolling_apply(S, N, func: Callable[..., Any], raw: bool = False):
         N = np.repeat(N, s_len)
     for i in range(s_len):
         if (not np.isnan(N[i])) and N[i] <= i + 1:
-            window = N[i]
+            window = int(N[i])
             T = S[i + 1 - window:i + 1]
             ret[i] = func(T, window)
     return ret

quant1x-0.3.0/quant1x/data/futu-basicinfo.py

@@ -0,0 +1,27 @@
+#!/usr/bin/python
+# -*- coding: UTF-8 -*-
+"""
+证券基本信息
+"""
+from futu import *
+
+quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
+print('******************************************')
+ret, data = quote_ctx.get_stock_basicinfo(Market.SH, SecurityType.STOCK)
+if ret == RET_OK:
+    data.to_csv('sh.csv', index=False)
+else:
+    print('error:', data)
+print('******************************************')
+ret, data = quote_ctx.get_stock_basicinfo(Market.SZ, SecurityType.STOCK)
+if ret == RET_OK:
+    data.to_csv('sz.csv', index=False)
+else:
+    print('error:', data)
+ret, data = quote_ctx.get_stock_basicinfo(Market.HK, SecurityType.STOCK)
+if ret == RET_OK:
+    data.to_csv('hk.csv', index=False)
+else:
+    print('error:', data)
+
+quote_ctx.close()  # 结束后记得关闭当条连接，防止连接条数用尽