基于Python的股票期货量化交易PAAS平台设计源码

# coding:utf-8 # # The MIT License (MIT) # # Copyright (c) 2016-2021 yutiansut/QUANTAXIS # # 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 concurrent import datetime from concurrent.futures import ProcessPoolExecutor, ThreadPoolExecutor import json import pandas as pd import pymongo from QUANTAXIS.QAFetch import QA_fetch_get_stock_block from QUANTAXIS.QAFetch.QATdx import ( QA_fetch_get_option_day, QA_fetch_get_option_min, QA_fetch_get_index_day, QA_fetch_get_index_min, QA_fetch_get_stock_day, QA_fetch_get_stock_info, QA_fetch_get_stock_list, QA_fetch_get_future_list, QA_fetch_get_index_list, QA_fetch_get_future_day, QA_fetch_get_future_min, QA_fetch_get_stock_min, QA_fetch_get_stock_transaction, QA_fetch_get_index_transaction, QA_fetch_get_stock_xdxr, QA_fetch_get_bond_day, QA_fetch_get_bond_list, QA_fetch_get_bond_min, select_best_ip, QA_fetch_get_hkstock_day, QA_fetch_get_hkstock_list, QA_fetch_get_hkstock_min, QA_fetch_get_usstock_list, QA_fetch_get_usstock_day, QA_fetch_get_usstock_min, ) from QUANTAXIS.QAFetch.QATdx import ( QA_fetch_get_commodity_option_AL_contract_time_to_market, QA_fetch_get_commodity_option_AU_contract_time_to_market, QA_fetch_get_commodity_option_CU_contract_time_to_market, QA_fetch_get_commodity_option_SR_contract_time_to_market, QA_fetch_get_commodity_option_M_contract_time_to_market, QA_fetch_get_commodity_option_RU_contract_time_to_market, QA_fetch_get_commodity_option_CF_contract_time_to_market, QA_fetch_get_commodity_option_C_contract_time_to_market, QA_fetch_get_option_50etf_contract_time_to_market, QA_fetch_get_option_300etf_contract_time_to_market, QA_fetch_get_option_all_contract_time_to_market, QA_fetch_get_option_list, ) from QUANTAXIS.QAUtil import ( DATABASE, QA_util_get_next_day, QA_util_get_real_date, QA_util_log_info, QA_util_to_json_from_pandas, trade_date_sse ) from QUANTAXIS.QAData.data_fq import _QA_data_stock_to_fq from QUANTAXIS.QAFetch.QAQuery import QA_fetch_stock_day from QUANTAXIS.QAUtil import Parallelism from QUANTAXIS.QAFetch.QATdx import ping, get_ip_list_by_multi_process_ping, stock_ip_list from multiprocessing import cpu_count # ip=select_best_ip() def now_time(): return str(QA_util_get_real_date(str(datetime.date.today() - datetime.timedelta(days=1)), trade_date_sse, -1)) + \ ' 17:00:00' if datetime.datetime.now().hour < 15 else str(QA_util_get_real_date( str(datetime.date.today()), trade_date_sse, -1)) + ' 15:00:00' def QA_SU_save_single_stock_day(code : str, client= DATABASE, ui_log=None): ''' save single stock_day 保存单个股票日线数据 :param code: 要保存数据的股票代码 :param client: :param ui_log: 给GUI qt 界面使用 :param ui_progress: 给GUI qt 界面使用 ''' #stock_list = QA_fetch_get_stock_list().code.unique().tolist() coll_stock_day = client.stock_day coll_stock_day.create_index( [("code", pymongo.ASCENDING), ("date_stamp", pymongo.ASCENDING)] ) err = [] def __saving_work(code, coll_stock_day): try: QA_util_log_info( '##JOB01 Now Saving STOCK_DAY==== {}'.format(str(code)), ui_log ) # 首选查找数据库 是否 有 这个代码的数据 ref = coll_stock_day.find({'code': str(code)[0:6]}) end_date = str(now_time())[0:10] # 当前数据库已经包含了这个代码的数据， 继续增量更新 # 加入这个判断的原因是因为如果股票是刚上市的 数据库会没有数据 所以会有负索引问题出现 if ref.count() > 0: # 接着上次获取的日期继续更新 start_date = ref[ref.count() - 1]['date'] QA_util_log_info( 'UPDATE_STOCK_DAY \n Trying updating {} from {} to {}' .format(code, start_date, end_date), ui_log ) if start_date != end_date: coll_stock_day.insert_many( QA_util_to_json_from_pandas( QA_fetch_get_stock_day( str(code), QA_util_get_next_day(start_date), end_date, '00' ) ) ) # 当前数据库中没有这个代码的股票数据， 从1990-01-01 开始下载所有的数据 else: start_date = '1990-01-01' QA_util_log_info( 'UPDATE_STOCK_DAY \n Trying updating {} from {} to {}' .format(code, start_date, end_date), ui_log ) if start_date != end_date: coll_stock_day.insert_many( QA_util_to_json_from_pandas( QA_fetch_get_stock_day( str(code), start_date, end_date, '00' ) ) ) except Exception as error0: print(error0) err.append(str(code)) __saving_work(code, coll_stock_day) if len(err) < 1: QA_util_log_info('SUCCESS save stock day ^_^', ui_log) else: QA_util_log_info('ERROR CODE \n ', ui_log) QA_util_log_info(err, ui_log) def QA_SU_save_stock_day(client=DATABASE, ui_log=None, ui_progress=None): ''' save stock_day 保存日线数据 :param client: :param ui_log: 给GUI qt 界面使用 :param ui_progress: 给GUI qt 界面使用 :param ui_progress_int_value: 给GUI qt 界面使用 ''' stock_list = QA_fetch_get_stock_list().code.unique().tolist() coll_stock_day = client.stock_day coll_stock_day.create_index( [("code", pymongo.ASCENDING), ("date_stamp", pymongo.ASCENDING)] ) err = [] def __saving_work(code, coll_stock_day): try: QA_util_log_info( '##JOB01 Now Saving STOCK_DAY==== {}'.format(str(code)), ui_log ) # 首选查找数据库 是否 有 这个代码的数据 ref = coll_stock_day.find({'code': str(code)[0:6]}) end_date = str(now_time())[0:10] # 当前数据库已经包含了这个代码的数据， 继续增量更新 # 加入这个判断的原因是因为如果股票是刚上市的 数�