quant1x 0.5.2__tar.gz → 0.5.6__tar.gz

{quant1x-0.5.2 → quant1x-0.5.6}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quant1x
-Version: 0.5.2
+Version: 0.5.6
 Summary: Quant1X量化研究
 Home-page: https://gitee.com/quant1x/quant1x
 Author: WangFeng
@@ -18,6 +18,7 @@ Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Programming Language :: Python :: 3.13
+Classifier: Programming Language :: Python :: 3.14
 Description-Content-Type: text/markdown
 License-File: LICENSE
 Requires-Dist: setuptools~=78.0.0
@@ -35,8 +36,6 @@ Requires-Dist: matplotlib~=3.10.5
 Requires-Dist: akshare~=1.17.38
 Requires-Dist: findpeaks~=2.7.4
 Requires-Dist: mootdx~=0.11.7
-Requires-Dist: numpy~=2.3.0
-Requires-Dist: pandas~=2.3.0
 Requires-Dist: python-dateutil~=2.9.0.post0
 Requires-Dist: requests==2.32.0
 Requires-Dist: tqdm~=4.67.1
@@ -46,7 +45,6 @@ Requires-Dist: matplotlib~=3.10.1
 Requires-Dist: scipy~=1.16.0
 Requires-Dist: caerus~=0.1.10
 Requires-Dist: joblib~=1.5.1
-Requires-Dist: quant1x-base~=0.6.18
 Dynamic: author
 Dynamic: author-email
 Dynamic: classifier

quant1x-0.5.6/quant1x/__init__.py

@@ -0,0 +1 @@
+# -*- coding: UTF-8 -*-

quant1x-0.5.6/quant1x/base/__init__.py

@@ -0,0 +1,19 @@
+#!/usr/bin/python
+# -*- coding: UTF-8 -*-
+
+"""
+基础工具集
+"""
+
+__author__ = 'WangFeng'
+
+from .app import application
+from .device import cpu_num, max_procs
+from .devp import project_path, redirect
+from .file import mkdirs, touch, homedir
+from .logger import logger
+from .network import ip_is_private, ip_is_secure, lan_address
+from .numerics import is_nan, float_round, fix_float
+from .pattern import Singleton
+from .timestamp import TimeRange, FORMAT_DATETIME
+from .timestamp import TradingSession, seconds_to_timestamp

quant1x-0.5.6/quant1x/base/app.py

@@ -0,0 +1,36 @@
+# -*- coding: UTF-8 -*-
+import os.path
+import sys
+
+from . import file
+
+
+def application() -> tuple[str, str, str]:
+    """
+    获取应用程序的名字
+    :return: 目录, 文件名, 扩展名
+    """
+    app = sys.argv[0]
+    # print(app)
+    # print(os.path.abspath(app))
+    abspath = os.path.abspath(app)
+    # print(os.path.realpath(app))
+    dirname, filename = os.path.split(abspath)
+    (filename, ext) = os.path.splitext(filename)
+    # print(filename, ext)
+    return dirname, filename, ext
+
+
+def getuser():
+    """
+    获取用户名
+    :return:
+    """
+    home = file.homedir()
+    _, username = os.path.split(home)
+    return username
+
+
+if __name__ == '__main__':
+    name = application()
+    print(name)

quant1x-0.5.6/quant1x/base/base.py

@@ -0,0 +1,72 @@
+# -*- coding: UTF-8 -*-
+import os
+
+import yaml
+
+import file
+
+def get_quant1x_config_filename() -> str:
+    """
+    获取quant1x.yaml文件路径
+    :return:
+    """
+    # 默认配置文件名
+    default_config_filename = 'quant1x.yaml'
+    yaml_filename = os.path.join('~', 'runtime', 'etc', default_config_filename)
+    yaml_filename = os.path.expanduser(yaml_filename)
+    user_home = file.homedir()
+    if not os.path.isfile(yaml_filename):
+        quant1x_root = os.path.join(user_home, '.quant1x')
+        yaml_filename = os.path.join(quant1x_root, default_config_filename)
+        yaml_filename = os.path.expanduser(yaml_filename)
+    yaml_filename = os.path.expanduser(yaml_filename)
+    return yaml_filename
+
+
+# 安全加载YAML配置
+def load_config(file_path: str) -> dict:
+    """安全加载YAML配置"""
+    try:
+        with open(file_path, 'r', encoding='utf-8') as f:
+            config = yaml.safe_load(f) or {}
+            return config
+    except FileNotFoundError:
+        raise ValueError(f"配置文件 {file_path} 不存在")
+    except yaml.YAMLError as e:
+        raise ValueError(f"YAML格式错误: {str(e)}")
+    except Exception as e:
+        raise ValueError(f"加载配置失败: {str(e)}")
+
+class Quant1XConfig:
+    _instance = None
+
+    def __new__(cls):
+        if cls._instance is None:
+            cls._instance = super().__new__(cls)
+            cls._instance._initialize()
+        return cls._instance
+
+    def _initialize(self):
+        """初始化配置"""
+        self.__home_path = file.homedir()
+        self.__config_filename = get_quant1x_config_filename()
+        self.__config = load_config(self.__config_filename)
+
+        # 初始化路径
+        self.__default_main_path = os.path.join(self.__home_path, '.quant1x')
+
+        self.meta_path = os.path.join(self.__default_main_path, 'meta')
+        """str: 元数据路径"""
+
+        self.data_path = self.__config.get('basedir', '').strip()
+        """str: 数据目录 """
+
+        if not self.data_path:
+            self.data_path = os.path.join(self.__default_main_path, 'data')
+        self.data_path= os.path.expanduser(self.data_path)
+        # 数据路径
+        self.kline_path = os.path.join(self.data_path, 'day')
+        """str: K线路径 """
+
+# 创建配置单例
+config = Quant1XConfig()

{quant1x-0.5.2 → quant1x-0.5.6}/quant1x/base/basic.py

@@ -1,62 +1,62 @@
-#!/usr/bin/python
-# -*- coding: UTF-8 -*-
-"""
-最基础的工具
-"""
-
-
-# A_YI:=100000000;
-# 亿:A_YI;
-# 股价:CLOSE<30;
-# 市值:FINANCE(40)<(2000*A_YI);
-# 涨停比例:IF(FINANCE(3)=2,0.3,IF((FINANCE(3)=4 OR FINANCE(3)=3),0.2,0.1));
-def ZTBL(code: str) -> float:
-    """
-    涨停比例, 只支持A股
-
-    .. note::
-      30 68开头的个股涨停比例20%, 其余10%
-
-    :param code:
-    :return:
-    """
-    symbol = code[-6:]
-    prefix = symbol[0:2]
-    if prefix in ['30', '68']:
-        return 0.2
-    else:
-        return 0.1
-
-
-def ZTPRICE(close, ztbl) -> float:
-    """
-    计算涨停价
-    :param close:
-    :param ztbl:
-    :return:
-    """
-    return close * (1 + ztbl)
-
-# 停牌:DYNAINFO(8)<=0;
-# ST股:NAMELIKE('ST') OR NAMELIKE('*ST') OR NAMELIKE('S');
-# 真阳线:CLOSE>REF(CLOSE,1);
-# 筹码锁定:BARSLASTCOUNT(LFS>REF(LFS,1))>=2 AND LFS>=30;
-# 浮筹比例:(WINNER(C*1.1)-WINNER(C*0.9))/WINNER(HHV(H,0))*100;
-#
-# JXN1:=5;
-# JXN2:=10;
-# M1:=MA(CLOSE,JXN1);
-# M2:=MA(CLOSE,JXN2);
-# 均线粘合:ABS(M1/M2-1)<0.01;
-#
-# {K线数据}
-# X_HIGH:HIGH;
-# X_LOW:LOW;
-# X_OPEN:OPEN;
-# X_CLOSE:CLOSE;
-# X_VOL:VOL;
-# X_AMOUNT:AMOUNT;
-#
-# {斜率}
-# C_WIDTH:0.009499432279;
-# C_PI:3.141592654;
+#!/usr/bin/python
+# -*- coding: UTF-8 -*-
+"""
+最基础的工具
+"""
+
+
+# A_YI:=100000000;
+# 亿:A_YI;
+# 股价:CLOSE<30;
+# 市值:FINANCE(40)<(2000*A_YI);
+# 涨停比例:IF(FINANCE(3)=2,0.3,IF((FINANCE(3)=4 OR FINANCE(3)=3),0.2,0.1));
+def ZTBL(code: str) -> float:
+    """
+    涨停比例, 只支持A股
+
+    .. note::
+      30 68开头的个股涨停比例20%, 其余10%
+
+    :param code:
+    :return:
+    """
+    symbol = code[-6:]
+    prefix = symbol[0:2]
+    if prefix in ['30', '68']:
+        return 0.2
+    else:
+        return 0.1
+
+
+def ZTPRICE(close, ztbl) -> float:
+    """
+    计算涨停价
+    :param close:
+    :param ztbl:
+    :return:
+    """
+    return close * (1 + ztbl)
+
+# 停牌:DYNAINFO(8)<=0;
+# ST股:NAMELIKE('ST') OR NAMELIKE('*ST') OR NAMELIKE('S');
+# 真阳线:CLOSE>REF(CLOSE,1);
+# 筹码锁定:BARSLASTCOUNT(LFS>REF(LFS,1))>=2 AND LFS>=30;
+# 浮筹比例:(WINNER(C*1.1)-WINNER(C*0.9))/WINNER(HHV(H,0))*100;
+#
+# JXN1:=5;
+# JXN2:=10;
+# M1:=MA(CLOSE,JXN1);
+# M2:=MA(CLOSE,JXN2);
+# 均线粘合:ABS(M1/M2-1)<0.01;
+#
+# {K线数据}
+# X_HIGH:HIGH;
+# X_LOW:LOW;
+# X_OPEN:OPEN;
+# X_CLOSE:CLOSE;
+# X_VOL:VOL;
+# X_AMOUNT:AMOUNT;
+#
+# {斜率}
+# C_WIDTH:0.009499432279;
+# C_PI:3.141592654;

quant1x-0.5.6/quant1x/base/cache.py

@@ -0,0 +1,281 @@
+# -*- coding: UTF-8 -*-
+# 缓存的数据
+import json
+import os
+from functools import lru_cache
+from typing import Dict, Any
+
+import pandas as pd
+from dateutil import parser
+from pandas import DataFrame
+
+import base
+import exchange
+
+
+@lru_cache(maxsize=None)
+def securities() -> pd.DataFrame:
+    """
+    证券列表
+    """
+    full_path = os.path.join(base.config.meta_path, 'securities.csv')
+    if not os.path.isfile(full_path):
+        return pd.DataFrame()
+    df = pd.read_csv(full_path)
+    # 转换为小写
+    df.columns = df.columns.str.lower()
+    return df[['code', 'name']]
+
+
+@lru_cache(maxsize=None)
+def block_list():
+    """
+    板块列表
+    """
+    df = securities()
+    return df[df['code'].astype(str).str.startswith(('sh880', 'sh881'))]
+
+
+def stock_name(code: str) -> str:
+    corrected_symbol = exchange.correct_security_code(code)
+    df = securities()
+    tmp = df[df['code'] == corrected_symbol]
+    name = tmp['name'].iloc[0]
+    return name
+
+
+def klines(code: str) -> pd.DataFrame | None:
+    """
+    获取缓存的日线数据
+    """
+    corrected_symbol = exchange.correct_security_code(code)
+    suffix_length = 3  # 修正拼写并明确表示后缀长度
+    symbol_directory = os.path.join(base.config.kline_path, corrected_symbol[:-suffix_length])  # 更清晰表达目录用途
+    file_extension = '.csv'
+    filename = f"{corrected_symbol}{file_extension}"  # 使用f-string格式化
+    full_path = os.path.join(symbol_directory, filename)
+
+    if os.path.isfile(full_path):
+        return pd.read_csv(full_path)
+    return None
+
+
+def get_period_name(period: str = 'D') -> str:
+    """
+    根据周期标识返回中文名称
+
+    Parameters:
+    period (str): 周期标识 'W', 'M', 'Q', 'Y'
+
+    Returns:
+    str: 中文周期名称
+    """
+    period_names = {
+        'W': '周',
+        'M': '月',
+        'Q': '季',
+        'Y': '年',
+        'D': '日'
+    }
+    period = period.upper()
+    return period_names.get(period, period)
+
+
+def convert_klines_trading(klines, period='D'):
+    """
+    基于实际交易日的K线转换函数
+
+    Parameters:
+    klines (pd.DataFrame): 日线数据
+    period (str): 目标周期
+        'W' - 周线
+        'M' - 月线
+        'Q' - 季度线
+        'Y' - 年线
+
+    Returns:
+    pd.DataFrame: 转换后的K线数据，date字段表示实际交易日
+    """
+    if klines.empty:
+        return klines.copy()
+
+    df = klines.copy()
+    df['date'] = pd.to_datetime(df['date'])
+    df = df.sort_values('date').reset_index(drop=True)
+
+    # 直接使用简化的周期标识
+    period = period.upper()
+    if period not in ['W', 'M', 'Q', 'Y']:
+        return df
+
+    # 根据周期分组
+    groups = df['date'].dt.to_period(period)
+
+    # 聚合数据，date字段保留实际的交易日
+    result = df.groupby(groups).agg({
+        'date': 'last',  # 实际最后一个交易日
+        'open': 'first',
+        'high': 'max',
+        'low': 'min',
+        'close': 'last',
+        'volume': 'sum',
+        'amount': 'sum'
+    }).reset_index(drop=True)
+
+    return result
+
+
+# SectorFilename 板块缓存文件名
+def sector_filename(date: str = '') -> str:
+    """
+    板块缓存文件名
+    """
+    name = 'blocks'
+    cache_date = date.strip()
+    if len(cache_date) == 0:
+        cache_date = exchange.last_trade_date()
+    filename = os.path.join(base.config.meta_path, f'{name}.{cache_date}')
+    return filename
+
+
+@lru_cache(maxsize=None)
+def get_sector_list() -> pd.DataFrame:
+    """
+    获取板块列表
+    """
+    sfn = sector_filename()
+    df = pd.read_csv(sfn)
+    df['code'] = 'sh' + df['code'].astype(str)
+    return df
+
+
+def get_sector_constituents(code: str) -> list[str]:
+    """
+    获取板块成分股列表
+    """
+    code = code.strip()
+    security_code = exchange.correct_security_code(code)
+    df = get_sector_list().copy()
+    cs = df[df['code'] == security_code]['ConstituentStocks']
+    list = []
+    if cs.empty:
+        return list
+    cs1 = cs.iloc[0]
+    ConstituentStocks = json.loads(cs1)
+    list = []
+    for sc in ConstituentStocks:
+        sc = sc.strip()
+        sc = exchange.correct_security_code(sc)
+        list.append(sc)
+    return list
+
+
+def date_format(date: str, layout: str = '%Y-%m-%d') -> str:
+    dt = parser.parse(date)  # 自动识别各种常见日期格式
+    return dt.strftime(layout)
+
+
+@lru_cache(maxsize=None)
+def get_minutes_data(code: str, date: str) -> DataFrame | None:
+    """获取分时数据"""
+    code = code.strip()
+    corrected_symbol = exchange.correct_security_code(code)
+    file_extension = '.csv'
+    filename = f"{corrected_symbol}{file_extension}"  # 使用f-string格式化
+    cache_date = date.strip()
+    if len(cache_date) == 0:
+        cache_date = exchange.last_trade_date()
+    # 获取年份
+    cache_date = date_format(cache_date, layout='%Y%m%d')
+    year = cache_date[:4]
+    base_path = os.path.join(base.config.data_path, 'minutes')
+    full_path = os.path.join(base_path, year, cache_date, filename)
+
+    if os.path.isfile(full_path):
+        return pd.read_csv(full_path)
+    return None
+
+
+@lru_cache(maxsize=None)
+def cache_f10(date: str = None) -> DataFrame:
+    factor_name = 'f10'
+    trade_date = date or exchange.last_trade_date()
+    file_extension = exchange.fix_trade_date(trade_date)
+    filename = f"{factor_name}.{file_extension}"
+    year = trade_date[:4]
+    base_path = os.path.join(base.config.data_path, 'flash')
+    return pd.read_csv(os.path.join(base_path, year, filename))
+
+
+def get_f10(code: str, date: str = None) -> Dict[str, Any]:
+    """
+    获取f10数据
+    Args:
+        code: 证券代码
+        date: 日期
+
+    Returns:
+        返回f10数据
+    """
+    security_code = exchange.correct_security_code(code)
+    df = cache_f10(date)
+    result_df = df[df['Code'] == security_code]
+    if result_df.empty:
+        return {}
+
+    # 取第一行，转为字典
+    return result_df.iloc[0].to_dict()
+
+
+@lru_cache(maxsize=None)
+def get_tick_transaction(code: str, date: str) -> DataFrame | None:
+    """获取分时"""
+    code = code.strip()
+    corrected_symbol = exchange.correct_security_code(code)
+    file_extension = '.csv'
+    filename = f"{corrected_symbol}{file_extension}"  # 使用f-string格式化
+    cache_date = date.strip()
+    if len(cache_date) == 0:
+        cache_date = exchange.last_trade_date()
+    # 获取年份
+    cache_date = date_format(cache_date, layout='%Y%m%d')
+    year = cache_date[:4]
+    base_path = os.path.join(base.config.data_path, 'trans')
+    full_path = os.path.join(base_path, year, cache_date, filename)
+
+    if os.path.isfile(full_path):
+        return pd.read_csv(full_path)
+    return None
+
+
+if __name__ == '__main__':
+    print(base.get_quant1x_config_filename())
+    print('data_path', base.config.data_path)
+    print('kline_path', base.config.kline_path)
+    code = '600600'
+    df = klines(code)
+    print(df)
+    stock_name = stock_name(code)
+    print(stock_name)
+    security_list = securities()
+    print(security_list)
+    index_list = block_list()
+    print(index_list)
+    sfn = sector_filename()
+    df = pd.read_csv(sfn)
+    print(df)
+    print(df['code'].dtype)
+    df['code'] = 'sh' + df['code'].astype(str)
+    s1 = df[df['code'] == 'sh881478']
+    print(s1)
+
+    l1 = get_sector_constituents('880675')
+    print(l1)
+    print(type(l1))
+
+    df2 = get_minutes_data(code, date='2025-06-20')
+    print(df2)
+    df3 = get_tick_transaction(code, date='2025-06-20')
+    print(df3)
+    df4 = get_f10(code)
+    print(df4)

quant1x-0.5.6/quant1x/base/config.py

@@ -0,0 +1,52 @@
+# -*- coding: UTF-8 -*-
+
+import os
+
+import yaml
+from icecream import ic
+
+
+class DictToClass(object):
+    """
+    将字典准换为 class 类型
+    """
+
+    @classmethod
+    def to_object(cls, _obj):
+        _obj_ = type('new', (object,), _obj)
+        [setattr(_obj_, key, cls.to_object(value)) if isinstance(value, dict) else setattr(_obj_, key, value) for
+         key, value in _obj.items()]
+        return _obj_
+
+
+class ReadConfigFiles(object):
+    def __init__(self):
+        """
+        获取当前工作路径
+        """
+        self.works_path = os.path.dirname(os.path.realpath(__file__))
+
+    @classmethod
+    def open_file(cls):
+        """
+        读取当前工作目录下cfg.yaml文件内容，并返回字典类型
+        :return:
+        """
+        return yaml.load(
+            open(os.path.join(cls().works_path, r'cfg.yaml'), 'r', encoding='utf-8').read(), Loader=yaml.FullLoader
+        )
+
+    @classmethod
+    def cfg(cls, item=None):
+        """
+        调用该方法获取需要的配置，item如果为None，返回则是全部配置
+        :param item:
+        :return:
+        """
+        return DictToClass.to_object(cls.open_file().get(item) if item else cls.open_file())
+
+
+if __name__ == '__main__':
+    cfg = ReadConfigFiles.cfg()
+    # 测试输出
+    ic(cfg.host.group)

quant1x-0.5.6/quant1x/base/device.py

@@ -0,0 +1,25 @@
+# -*- coding: UTF-8 -*-
+from multiprocessing import cpu_count
+
+
+def cpu_num() -> int:
+    """
+    获得CPU核数
+    :return:
+    """
+    return cpu_count()
+
+
+def max_procs() -> int:
+    """
+    最大可使用CPU核数
+    默认使用一半的CPU资源
+    :return:
+    """
+    num = cpu_num()
+    return int(num / 2)
+
+
+if __name__ == '__main__':
+    print(cpu_num())
+    print(max_procs())

quant1x-0.5.6/quant1x/base/devp.py

@@ -0,0 +1,27 @@
+# -*- coding: UTF-8 -*-
+import os
+import sys
+
+
+def project_path(package: str = "quant1x", filename: str = '') -> str:
+    filename = filename.strip()
+    if len(filename) == 0:
+        # filename = __file__
+        raise Exception('filename is empty')
+    pos = filename.rfind(package)
+    project_path = filename[:pos - 1]
+    root_path = os.path.abspath(project_path)
+    return root_path
+
+
+def redirect(package: str = "quant1x", filename: str = ''):
+    """
+    重定向于当前工程目录
+    :return:
+    """
+    root_path = project_path(package, filename)
+    sys.path.insert(0, root_path)
+
+
+if __name__ == '__main__':
+    sys.exit(redirect())