quant1x 0.7.1__tar.gz → 0.7.2__tar.gz

{quant1x-0.7.1 → quant1x-0.7.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quant1x
-Version: 0.7.1
+Version: 0.7.2
 Summary: Quant1X量化研究
 Home-page: https://gitee.com/quant1x/quant1x
 Author: wangfeng
@@ -97,7 +97,7 @@ Quant1X 是一个多语言量化交易框架，支持 C++、Go、Rust、Python
 | Python | 3.12+ | 3.12.x |
 | Go | 1.25+ | 1.25.x |
 | Rust | 1.88+ | 1.90+ (2021) |
-| C++ | C++20 | GCC 14.3+/Clang 18+/MSVC 14.3+ |
+| C++ | C++20 | GCC 13+/Clang 17+/MSVC 14.3+ |
 
 ## 🚀 快速开始
 
@@ -106,7 +106,7 @@ Quant1X 是一个多语言量化交易框架，支持 C++、Go、Rust、Python
 ## 1.1 默认均为64位操作系统
 | python | golang | rust       | c++                         |
 |:-------|:-------|:-----------|:----------------------------|
-| 3.12.x | 1.25.x | 1.90+/2021 | gcc14.3+/clang18+/msvc14.3+ |
+| 3.12.x | 1.25.x | 1.90+/2021 | gcc13+/clang17+/msvc14.3+ |
 
 ## 1.2 环境安装推荐使用brew
 安装brew时需要注意避免使用root权限

{quant1x-0.7.1 → quant1x-0.7.2}/README.md

@@ -36,7 +36,7 @@ Quant1X 是一个多语言量化交易框架，支持 C++、Go、Rust、Python
 | Python | 3.12+ | 3.12.x |
 | Go | 1.25+ | 1.25.x |
 | Rust | 1.88+ | 1.90+ (2021) |
-| C++ | C++20 | GCC 14.3+/Clang 18+/MSVC 14.3+ |
+| C++ | C++20 | GCC 13+/Clang 17+/MSVC 14.3+ |
 
 ## 🚀 快速开始
 
@@ -45,7 +45,7 @@ Quant1X 是一个多语言量化交易框架，支持 C++、Go、Rust、Python
 ## 1.1 默认均为64位操作系统
 | python | golang | rust       | c++                         |
 |:-------|:-------|:-----------|:----------------------------|
-| 3.12.x | 1.25.x | 1.90+/2021 | gcc14.3+/clang18+/msvc14.3+ |
+| 3.12.x | 1.25.x | 1.90+/2021 | gcc13+/clang17+/msvc14.3+ |
 
 ## 1.2 环境安装推荐使用brew
 安装brew时需要注意避免使用root权限

quant1x-0.7.2/quant1x/cache/__init__.py

@@ -0,0 +1,7 @@
+# -*- coding: UTF-8 -*-
+# 缓存的数据
+
+from .security import securities, stock_name
+from .market import klines, get_period_name, convert_klines_trading, get_minutes_data, get_tick_transaction, date_format
+from .sector import block_list, sector_filename, get_sector_list, get_sector_constituents
+from .f10 import cache_f10, get_f10

quant1x-0.7.2/quant1x/cache/f10.py

@@ -0,0 +1,36 @@
+# -*- coding: UTF-8 -*-
+import os
+from functools import lru_cache
+from typing import Dict, Any
+import pandas as pd
+from pandas import DataFrame
+from .. import exchange, config
+
+@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(config.quant1x_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()

quant1x-0.7.2/quant1x/cache/market.py

@@ -0,0 +1,136 @@
+# -*- coding: UTF-8 -*-
+import os
+from functools import lru_cache
+import pandas as pd
+import inflection
+from dateutil import parser
+from pandas import DataFrame
+from .. import exchange, config
+
+def klines(code: str, freq:str = 'D') -> 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
+    freq_path = 'day' if freq == 'D' else freq
+    symbol_directory = os.path.join(config.quant1x_config.data_path, freq_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):
+        df = pd.read_csv(full_path)
+        # 转换所有列名为 snake_case
+        df.columns = [inflection.underscore(col) for col in df.columns]
+        return df
+    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
+
+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(config.quant1x_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 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(config.quant1x_config.data_path, 'trans')
+    full_path = os.path.join(base_path, year, cache_date, filename)
+
+    if os.path.isfile(full_path):
+        df = pd.read_csv(full_path)
+        df.columns = [col.lower() for col in df.columns]
+        return df
+    return None

quant1x-0.7.2/quant1x/cache/sector.py

@@ -0,0 +1,77 @@
+# -*- coding: UTF-8 -*-
+import os
+import json
+from functools import lru_cache
+import pandas as pd
+from .. import exchange, config
+from .security import securities
+
+# 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(config.quant1x_config.meta_path, f'{name}.{cache_date}')
+    if not os.path.isfile(filename):
+        # fallback to blocks.csv
+        filename = os.path.join(config.quant1x_config.meta_path, 'blocks.csv')
+    return filename
+
+@lru_cache(maxsize=None)
+def get_sector_list() -> pd.DataFrame:
+    """
+    获取板块列表
+    """
+    sfn = sector_filename()
+    try:
+        df = pd.read_csv(sfn)
+    except FileNotFoundError:
+        # fallback: find latest blocks.* file under meta_path
+        meta_dir = os.path.dirname(sfn)
+        prefix = os.path.join(meta_dir, 'blocks.')
+        candidates = [f for f in os.listdir(meta_dir) if f.startswith('blocks.')]
+        if not candidates:
+            raise
+        # pick the latest by modification time
+        candidates_full = [os.path.join(meta_dir, f) for f in candidates]
+        candidates_full.sort(key=lambda p: os.path.getmtime(p), reverse=True)
+        sfn2 = candidates_full[0]
+        df = pd.read_csv(sfn2)
+    # 补全sh前缀
+    s = df['code'].astype(str)
+    df['code'] = s.where(s.str.startswith('sh'), 'sh' + s)
+    return df
+
+@lru_cache(maxsize=None)
+def block_list():
+    """
+    板块列表
+    """
+    df = securities()
+    if df.empty or 'code' not in df.columns:
+        return pd.DataFrame(columns=df.columns if not df.empty else ['code', 'name'])
+    return df[df['code'].astype(str).str.startswith(('sh880', 'sh881'))]
+
+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

quant1x-0.7.2/quant1x/cache/security.py

@@ -0,0 +1,56 @@
+# -*- coding: UTF-8 -*-
+import os
+from functools import lru_cache
+import pandas as pd
+from .. import exchange, config
+
+@lru_cache(maxsize=None)
+def securities() -> pd.DataFrame:
+    """
+    证券列表
+    """
+    full_path = os.path.join(config.quant1x_config.meta_path, 'securities.csv')
+    if not os.path.isfile(full_path):
+        return pd.DataFrame(columns=['code', 'name'])
+    # with open(full_path, 'rb') as f:
+    #     f.seek(87287 - 13)
+    #     print('Bytes around 85710:', f.read(19).hex(' '))
+    df = pd.read_csv(full_path)
+    # 转换为小写
+    df.columns = df.columns.str.lower()
+    # 兼容多种列名：优先匹配 'code' 和 'name'，否则尝试常见替代列名，最终回退到前两列
+    cols = list(df.columns)
+    code_candidates = ['code', 'symbol', 'securitycode', 'security_code', 'sec_code', 'sid']
+    name_candidates = ['name', 'sec_name', 'security_name', 'secname', 'stock_name']
+
+    def find_first(candidates, cols):
+        for c in candidates:
+            if c in cols:
+                return c
+        return None
+
+    code_col = find_first(code_candidates, cols) or (cols[0] if cols else None)
+    name_col = find_first(name_candidates, cols) or (cols[1] if len(cols) > 1 else (cols[0] if cols else None))
+
+    if code_col is None or name_col is None:
+        return pd.DataFrame(columns=['code', 'name'])
+
+    # 返回时保持列名为标准名称 'code' 和 'name'，以便后续代码不变
+    out = df[[code_col, name_col]].copy()
+    out.columns = ['code', 'name']
+    return out
+
+def stock_name(code: str) -> str:
+    corrected_symbol = exchange.correct_security_code(code)
+    df = securities()
+    if df.empty:
+        return ""
+    # ensure types align
+    try:
+        tmp = df[df['code'].astype(str) == str(corrected_symbol)]
+    except Exception:
+        tmp = df[df['code'] == corrected_symbol]
+    if tmp.empty:
+        return ""
+    name = tmp['name'].iloc[0]
+    return name

quant1x-0.7.2/quant1x/encoding/yaml.py

@@ -0,0 +1,101 @@
+# -*- coding: UTF-8 -*-
+
+import os
+import yaml
+from types import SimpleNamespace
+
+try:
+    from yaml import CSafeLoader as Loader, CSafeDumper as Dumper
+except ImportError:
+    from yaml import SafeLoader as Loader, SafeDumper as Dumper
+
+
+def to_namespace(data):
+    """
+    递归将字典转换为 SimpleNamespace，支持属性访问
+    """
+    if isinstance(data, dict):
+        return SimpleNamespace(**{k: to_namespace(v) for k, v in data.items()})
+    elif isinstance(data, list):
+        return [to_namespace(i) for i in data]
+    return data
+
+
+def load(path, to_object=False):
+    """
+    读取YAML文件
+    :param path: 文件路径
+    :param to_object: 是否转换为对象(SimpleNamespace)
+    :return: 字典或对象
+    """
+    if not os.path.exists(path):
+        return None
+
+    with open(path, 'r', encoding='utf-8') as f:
+        data = yaml.load(f, Loader=Loader)
+
+    if to_object:
+        return to_namespace(data)
+    return data
+
+
+def dump(data, path):
+    """
+    保存为YAML文件
+    :param data: 数据
+    :param path: 文件路径
+    """
+    # 注意：SimpleNamespace 不能直接被 yaml dump，如果需要保存对象，需先转回 dict
+    # 这里假设 data 是 dict, list 或基础类型
+    with open(path, 'w', encoding='utf-8') as f:
+        yaml.dump(data, f, Dumper=Dumper, allow_unicode=True)
+
+
+class ReadConfigFiles(object):
+    """
+    带缓存的配置文件读取类
+    """
+    _caches = {}  # path -> {'mtime': float, 'data': dict}
+
+    @classmethod
+    def cfg(cls, path, item=None):
+        """
+        调用该方法获取需要的配置，带缓存机制
+        :param path: 配置文件路径
+        :param item: 配置项名称
+        :return: SimpleNamespace 对象或具体值
+        """
+        if not path or not os.path.exists(path):
+            return None
+
+        # 检查文件修改时间，如果有变化则重新加载
+        try:
+            mtime = os.path.getmtime(path)
+            cache = cls._caches.get(path)
+
+            if cache is None or mtime > cache['mtime']:
+                data = load(path)
+                cls._caches[path] = {'mtime': mtime, 'data': data}
+            else:
+                data = cache['data']
+        except Exception:
+            return None
+
+        if not data:
+            return None
+
+        if item:
+            val = data.get(item)
+            return to_namespace(val) if isinstance(val, (dict, list)) else val
+
+        return to_namespace(data)
+
+
+if __name__ == '__main__':
+    try:
+        from icecream import ic
+        # 示例：需要传入具体路径
+        # cfg = ReadConfigFiles.cfg('path/to/config.yaml')
+        pass
+    except ImportError:
+        pass

{quant1x-0.7.1 → quant1x-0.7.2}/quant1x/indicators/__init__.py

@@ -1,4 +1,2 @@
 #!/usr/bin/python
 # -*- coding: UTF-8 -*-
-
-from quant1x.indicators.ma1x import *

quant1x-0.7.2/quant1x/indicators/cdtd.py

@@ -0,0 +1,80 @@
+#!/usr/bin/python
+# -*- coding: UTF-8 -*-
+import pandas
+
+from quant1x.formula.formula import *
+
+np.seterr(divide='ignore', invalid='ignore')
+
+
+def cdtd(data: pandas.DataFrame):
+    """
+    抄底逃顶
+    :param data:
+    :return:
+    """
+    df = data.copy()
+    OPEN = df['open']
+    CLOSE = df['close']
+    HIGH = df['high']
+    LOW = df['low']
+    VOL = df['volume']
+    AMOUNT = df['amount']
+
+    # N1:=3;
+    N1 = 3
+    # N2:=9;
+    N2 = 9
+    # N3:=27;
+    N3 = 27
+    # N4:=5;
+    N4 = 5
+    # HHVLLV3:=HHV(HIGH,N3)-LLV(LOW,N3);
+    HHVLLV3 = HHV(HIGH, N3) - LLV(LOW, N3)
+    # df['cdtd.h3'] = HHV(HIGH, N3)
+    # df['cdtd.l3'] = LLV(LOW, N3)
+    # df['cdtd.hl3'] = HHVLLV3
+    # CLLV3:=CLOSE-LLV(LOW,N3);
+    CLLV3 = CLOSE - LLV(LOW, N3)
+    # RSV1:=(CLOSE-LLV(LOW,N2))/(HHV(HIGH,N2)-LLV(LOW,N2))*100;
+    RSV1 = (CLOSE - LLV(LOW, N2)) / (HHV(HIGH, N2) - LLV(LOW, N2)) * 100
+    # RSV2:=CLLV3/HHVLLV3*100;
+    RSV2 = CLLV3 / HHVLLV3 * 100
+    # WEN:=N1*SMA(RSV2,N4,1)-2*SMA(SMA(RSV2,N4,1),N1,1);
+    WEN = N1 * SMA(RSV2, N4, 1) - 2 * SMA(SMA(RSV2, N4, 1), N1, 1)
+    df['cdtd.wen'] = WEN
+    # J1:=SMA(RSV1,N1,1);
+    J1 = SMA(RSV1, N1, 1)
+    # J2:=SMA(J1,N1,1);
+    J2 = SMA(J1, N1, 1)
+    # W1:=SMA(RSV2,N1,1);
+    W1 = SMA(RSV2, N1, 1)
+    # W2:=SMA(W1,N1,1);
+    W2 = SMA(W1, N1, 1)
+    # 强弱界线:49,DOTLINE,LINETHICK1,COLOR9966CC;
+    # 顶:100, DOTLINE,COLORCCFF00;
+    # 底:0, DOTLINE, COLORRED;
+    # 趋势线:WEN,LINETHICK1,COLORFF84FF;
+    # 卖出:=CROSS(J2,J1) AND J2>85;
+    S1 = CROSS(J2, J1)
+    S2 = J2 > 85
+    S = S1 & S2
+    df['cdtd.S1'] = S
+    # 卖点预警线:90,DOTLINE,LINETHICK1,COLORBLUE;
+    # DRAWICON(卖出, 70, 2);
+    # 买入:=趋势线<REF(趋势线,1) AND 趋势线<=5;
+    B1 = WEN < REF(WEN, 1)
+    B2 = WEN <= 5
+    B = B1 & B2
+    df['cdtd.B'] = B
+    # 买点预警线:10,DOTLINE,LINETHICK1,COLORWHITE;
+    # DRAWICON(买入, 30, 1);
+    # G1:=W1{,LINETHICK2,COLORWHITE};
+    # G2:=W2{,LINETHICK2,COLORCYAN};
+    # STICKLINE(趋势线>=85,100,趋势线,5,1),COLORGREEN;
+    # STICKLINE(趋势线<=5,0,趋势线,5,1),COLORYELLOW;
+    df['cdtd.S2'] = B2
+    # STICKLINE(COUNT(趋势线<REF(趋势线,1) AND 趋势线<=5,2)=2,0,20,8,0),COLORRED;
+    df['cdtd.S3'] = COUNT(B1 & B2, 2) == 2
+    # STICKLINE(CROSS(J2,J1) AND J2>=85,100,80,8,0),COLORGREEN;
+    return df