股票量化

Overview

StockQuant

Gary-Hertel

请勿提交issue!可以加入交流群与其他朋友一起自学交流,加微信mzjimmy


一、配置文件的设置

启动框架需要先导入必要的模块,并且载入一次配置文件!

配置文件是一个json格式的文件config.json,在docs文件夹中有模板文件,其内容如下,将其中的信息替换成自己的即可:

{
    "LOG": {
        "level": "debug",
        "handler": "stream"
    },
    "DINGTALK": "your dingding token",
    "TUSHARE": "your tushare token",
    "SENDMAIL": {
        "from": "your qq email address",
        "password": "your qq email authorization code",
        "to": "your qq email address",
        "server": "smtp.qq.com",
        "port": 587
    }
}

其中的内容说明:

  • LOG:日志配置
    • level:日志显示的等级,可选debuginfoerrorwarningcritical
    • handler:日志的输出方式,可选streamfiletime
  • DINGTALK:你的钉钉webhook token
  • TUSHARE:你的tushare_pro token
  • SENDMAIL:邮箱配置
    • from:发件邮箱,推荐使用QQ邮箱
    • password:你的QQ邮箱授权码,非QQ密码
    • to:收件邮箱,推荐使用QQ邮箱并在微信上绑定此邮箱以实现微信接收消息
    • server:邮箱服务器,QQ邮箱默认使用此服务器
    • port:邮箱端口,QQ邮箱默认此端口即可

除了配置的这些信息外,也可以向配置文件中添加任意的信息,但注意不能与默认设置内容中大写的内容名称相同,即使你添加的信息是小写亦不可!要在策略中使用向配置文件中增加的信息,示例如下:

比如我们向配置文件中添加一项信息

{
    "LOG": {
        "level": "debug",
        "handler": "stream"
    },
    "DINGTALK": "your dingding token",
    "TUSHARE": "your tushare token",
    "SENDMAIL": {
        "from": "your qq email address",
        "password": "your qq email authorization code",
        "to": "your qq email address",
        "server": "smtp.qq.com",
        "port": 587
    },
    "person_name": "Gary-Hertel"
}

要在策略中使用,只需:

config.person_name

二、框架的启用

在我们配置好配置文件后,将其放入我们的项目中,接下来就可以使用我们的框架了:

from stockquant.quant import *		# 导入必要的模块

config.loads('config.json')			# 载入配置文件

三、行情数据

行情数据获取,具体参数请看方法内部的说明文档,在开发工具中,按住ctrl用鼠标点击一下方法的名称即可查看。

说明 调用方式
获取指定股票的实时数据 Market.tick(symbol)
获取深圳成指 Market.shenzhen_component_index()
获取上证综指 Market.shanghai_component_index()
获取历史k线数据 Market.kline(symbol, timeframe, adj=None, start_date=None, end_date=None)
股票列表 Market.stocks_list(day=None)
查询今日沪深股市是否开盘 Market.today_is_open()
证券基本资料 Market.stock_basic_info(symbol=None, symbol_name=None)
查询除权除息信息 Market.dividend_data(symbol, year, yearType)
查询复权因子信息 Market.adjust_factor(symbol, start_date=None, end_date=None)
季频盈利能力 Market.profit_data(symbol, year=None, quarter=None)
季频营运能力 Market.operation_data(symbol, year=None, quarter=None)
季频成长能力 Market.growth_data(symbol, year=None, quarter=None)
季频偿债能力 Market.balance_data(symbol, year=None, quarter=None)
季频现金流量 Market.cash_flow_data(symbol, year=None, quarter=None)
季频杜邦指数 Market.dupont_data(symbol, year=None, quarter=None)
季频公司业绩快报 Market.performance_express_report(symbol, start_date, end_date)
季频公司业绩预告 Market.forcast_report(symbol, start_date, end_date)
存款利率 Market.deposit_rate_data(start_date=None, end_date=None)
贷款利率 Market.loan_rate_data(start_date=None, end_date=None)
存款准备金率 Market.required_reserve_ratio_data(start_date=None, end_date=None, yearType=None)
货币供应量 Market.money_supply_data_month(start_date=None, end_date=None)
货币供应量(年底余额) Market.money_supply_data_year(start_date=None, end_date=None)
银行间同业拆放利率 Market.shibor_data(start_date=None, end_date=None)
获取行业分类信息 Market.stock_industry(symbol=None, date=None)
获取上证50成分股信息 Market.sz50_stocks(date=None)
沪深300成分股 Market.hs300_stocks(date=None)
中证500成分股 Market.zz500_stocks(date=None)
获取新股上市列表数据 Market.new_stock()

Note: 获取指定股票的实时数据时,Tick对象数据结构如下:

调用方式 数据类型 字段说明
tick.symbol string 股票名称
tick.last float 当前价格
tick.open float 今日开盘价
tick.high float 今日最高价
tick.low float 今日最低价
tick.yesterday_close float 昨日收盘价
tick.bid_price float 竞买价
tick.ask_price float 竞卖价
tick.transactions float 成交数量
tick.turnover float 成交金额
tick.bid1_quantity float 买一数量
tick.bid1_price float 买一报价
tick.bid2_quantity float 买二数量
tick.bid2_price float 买二报价
tick.bid3_quantity float 买三数量
tick.bid3_price float 买三报价
tick.bid4_quantity float 买四数量
tick.bid4_price float 买四报价
tick.bid5_quantity float 买五数量
tick.bid5_price float 买五报价
tick.ask1_quantity float 卖一数量
tick.ask1_price float 卖一报价
tick.ask2_quantity float 卖二数量
tick.ask2_price float 卖二报价
tick.ask3_quantity float 卖三数量
tick.ask3_price float 卖三报价
tick.ask4_quantity float 卖四数量
tick.ask4_price float 卖四报价
tick.ask5_quantity float 卖五数量
tick.ask5_price float 卖五报价
tick.timestamp str 时间戳

四、技术指标

kline = Market.kline("sh601003", "1d")
指标名称 调用方式 返回值
指数移动平均线 ATR(14, kline=kline) 一维数组
k线数据的长度 CurrentBar(kline=kline) 整型数字
布林 BOLL(20, kline=kline) {"upperband": 上轨, "middleband": 中轨, "lowerband": 下轨}
顺势指标 CCI(20, kline=kline) 一维数组
周期最高价 HIGHEST(20, kline=kline) 一维数组
移动平均线 MA(20, 30, kline=kline) 一维数组
指数平滑异同平均线 MACD(14, 26, 9, kline=kline) {'DIF': DIF数组, 'DEA': DEA数组, 'MACD': MACD数组}
指数平均数 EMA(20, 30, kline=kline) 一维数组
考夫曼自适应移动平均线 KAMA(20, 30, kline=kline) 一维数组
随机指标 KDJ(20, 30, 9, kline=kline) {'k': k值数组, 'd': d值数组}
周期最低价 LOWEST(20, kline=kline) 一维数组
能量潮 OBV(kline=kline) 一维数组
强弱指标 RSI(20, kline=kline) 一维数组
变动率指标 ROC(20, kline=kline) 一维数组
随机相对强弱指数 STOCHRSI(20, 30, 9, kline=kline) {'stochrsi': stochrsi数组, 'fastk': fastk数组}
抛物线指标 SAR(kline=kline) 一维数组
标准方差 STDDEV(20, kline=kline, nbdev=None) 一维数组
三重指数平滑平均线 TRIX(20, kline=kline) 一维数组
成交量 VOLUME(kline=kline) 一维数组

五、日志

日志模块对于分析程序的运行状况至关重要,StockQuant内置日志模块,可用来方便记录程序运行状况与排查问题。

日志一共分成5个等级,从低到高分别是:

  1. DEBUG
  2. INFO
  3. WARNING
  4. ERROR
  5. CRITICAL
logger.debug("DEBUG日志")
logger.info("INFO日志")
logger.warning("WARNING日志")
logger.error("ERROR日志")
logger.critical("CRITICAL日志")

配置文件中,level如设置成debug级别,则会输出所有级别的日志,如设置成info级别,只会输出info及以上级别的日志,而不会输出debug级别的日志。

配置文件中,handler如设置为stream,是打印日志到控制台;如设为file是保存至文件,文件大小按1M进行分割,会保留最近的1000份日志文件;如设置为time是按照每天进行分割。

Note:如果是在宝塔面板上运行程序,记得将配置文件中LOGhandler设置不要设置为stream,否则会一直写入日志,并且不会自动分割日志。


六、信息推送

信息推送对于风控通知来说是至关重要的。StockQuant内置信息推送模块,可直接调用以推送信息至钉钉或邮箱。

1.钉钉

Note:需在配置文件中设置钉钉WebHook Api,建立钉钉群聊后添加一个WebHook机器人,创建机器人时指定关键字如交易

(1)推送文本类型信息

推送文本类型信息时需包含关键字,否则无法送达。

Dingralk.text("交易提醒:sh600519的价格已达到2000元!")

(2)推送markdown类型信息

推送markdown信息时无需包含关键字(前提是你的关键字设置的是交易)。下面看一个示例:

from stockquant.quant import *

config.loads('config.json')

tick = Market.tick("sh600519")

content = "### 订单更新推送\n\n" \
            "> **股票名称:** {symbol}\n\n" \
            "> **当前价格:** {last}\n\n" \
            "> **成交数量:** {transactions}\n\n" \
            "> **成交金额:** {turnover}\n\n" \
            "> **时间戳:** {timestamp}".format(
                symbol=tick.symbol,
                last=tick.last,
                transactions=tick.transactions,
                turnover=tick.turnover,
                timestamp=tick.timestamp
            )
DingTalk.markdown(content)

2.邮件

sendmail("交易提醒:sh600519的价格已达到2000美元!")

七、数据存储

txt_save(content, filename)						 # 保存数据至txt文件
txt_read(filename)								# 读取txt文件中的数据
save_to_csv_file(tuple, path)					 # 保存文件至csv文件
read_csv_file(path)								# 读取csv文件中保存的数据

八、时间戳转换的一些方法

sleep(seconds)							# 休眠,作用等同于time.sleep()
get_cur_timestamp()						# 获取当前时间戳(秒)
ts_to_utc_str(ts)						# 将时间戳转换为UTC时间格式
get_cur_timestamp_ms()					# 获取当前时间戳(毫秒)
get_cur_datetime_m()					# 获取当前日期时间字符串,包含 年 + 月 + 日 + 时 + 分 + 秒
get_datetime()							# 获取日期字符串,包含 年 + 月 + 日
date_str_to_dt(date_str)				# 日期字符串转换到datetime对象
dt_to_date_str(dt)						# datetime对象转换到日期字符串
get_utc_time()							# 获取当前utc时间
get_localtime()							# 获取本地时间
ts_to_datetime_str(ts)					# 将时间戳转换为日期时间格式,年-月-日 时:分:秒
datetime_str_to_ts(dt_str)				# 将日期时间格式字符串转换成时间戳
datetime_to_timestamp(dt)				# 将datetime对象转换成时间戳
utctime_str_to_ts(utctime_str)			# 将UTC日期时间格式字符串转换成时间戳
utctime_str_to_mts(utctime_str)			# 将UTC日期时间格式字符串转换成时间戳(毫秒)

九、自动交易

"""
股票自动交易,使用的是easytrader开源项目。
仅支持windows系统,云主机与虚拟机上无法运行。
具体用法,可参考哔哩哔哩教学视频:
    https://www.bilibili.com/video/BV1zK411u7uG
"""


from stockquant.quant import *


class Strategy:

    def __init__(self):
        self.trade = Trade(config_file="config.json", symbol="sh512980")    # 初始化trade模块

        self.do_action()

    def do_action(self):
        price = Market.tick("sh512980").ask1_price          # 获取卖一价格
        success, error = self.trade.buy(price, amount)      # 买入
        success, error = self.trade.sell(price, amount)     # 卖出
        success, error = self.trade.get_positions()         # 查询当前持仓
        success, error = self.trade.get_balance()           # 查询资金信息
        success, error = self.trade.get_today_orders()      # 查询今日委托
        success, error = self.trade.get_today_deals()       # 查询今日成交
        if error:
            DingTalk.text("交易提醒:失败:{}".format(error))
            pass
        logger.info("success:{}".format(success))


if __name__ == '__main__':

    Strategy()

updated at 2021/03/03

🧑‍💼 Python wrapper for the Seek API

seek-com-au-api 🧑‍💼 Python wrapper for the seek.com.au API (unofficial) Installation Using Python = 3.6: pip install -e git+https://github.com/tomq

Tom Quirk 1 Oct 24, 2021
⚡ ʑɠ ცơɬ Is One Of The Fastest & Smoothest Bot On Telegram Based on Telethon ⚡

『ʑɠ ცơɬ』 ⚡ ʑɠ ცơɬ Is One Of The Fastest & Smoothest Bot On Telegram Based on Telethon ⚡ Status Of Bot Telegram 🏪 Dєρℓογ το нєяοκυ Variables APP_ID =

ʑɑʑɓɦɑɪ 0 Feb 12, 2022
An Open Source ALL-In-One Telegram RoBot, that can do lot of things.

URL Uploader Bot An Open Source ALL-In-One Telegram RoBot, that can do lot of things. My Features Installation The Easy Way You can also tap the Deplo

NT BOTS 1 Oct 23, 2021
Anchor Protocol Script that can save you from being liquidated!

Why My day job requires a fairly good amount of automation from time to time. Besides, I do like computers to work on what I cannot while I'm sleeping

126 Oct 16, 2022
Python client for the Echo Nest API

Pyechonest Tap into The Echo Nest's Musical Brain for the best music search, information, recommendations and remix tools on the web. Pyechonest is an

The Echo Nest 655 Dec 29, 2022
MashaRobot : New Generation Telegram Group Manager Bot (🔸Fast 🔸Python🔸Pyrogram 🔸Telethon 🔸Mongo db )

MashaRobot Me On Telegram ✨ MASHA ✨ This is just a demo bot.. Don't try to add to your group.. Create your own bot How To Host The easiest way to depl

Mr Dark Prince 40 Oct 09, 2022
A VCVideoPlayer Bot for Telegram made with 💞 By @TeamDeeCoDe

VC Video Player How To Host ✨ Heroku Deploy ✨ The easiest way to deploy this Bot is via Heroku. Credit 🔥 |🇮🇳 Louis |🇮🇳 Sammy |🇮🇳 Blaze |🇮🇳 S

TeamDeeCode 6 Feb 28, 2022
A user reconnaisance tool that extracts a target's information from Instagram, DockerHub & Github.

A user reconnaisance tool that extracts a target's information from Instagram, DockerHub & Github. Also searches for matching usernames on Github.

Richard Mwewa 127 Dec 22, 2022
Fetch fund data from avanza.se using Python and some web scraping with bs4

Py(A)vanza Fetch fund data from avanza.se using Python and some web scraping with bs4. The default way is to display the data in the terminal, apply -

dunderrrrrr 1 Jan 27, 2022
Disctopia-c2 - Windows Backdoor that is controlled through Discord

Disctopia Disctopia Command and Control What is Disctopia? Disctopia is an open

Dimitris Kalopisis 218 Dec 26, 2022
The Research PACS on AWS solution facilitates researchers' access medical images stored in the clinical PACS in a secure and seamless manner

Research PACS on AWS Challenge to solve Solution presentation Deploy the solution Further reading Releases License Challenge to solve The rise of new

AWS Samples 23 Sep 09, 2022
Track player's stats, find out when they're online and grinding!

Hypixel Stats Tracker Track player's stats, find out when they're online and playing games! INFO Showcase Server: https://discord.gg/yY5qQHPar6 Suppor

4 Dec 18, 2022
A project that automatically sends you a Medium article on a topic of your choosing to your email address daily.

Daily Article from Medium ✏️ About A project that automatically sends you a Medium article on a topic of your choosing to your email address daily. No

Orhan Emre Dikicigil 2 Apr 27, 2022
A Python library for the Docker Engine API

Docker SDK for Python A Python library for the Docker Engine API. It lets you do anything the docker command does, but from within Python apps – run c

Docker 6.1k Jan 03, 2023
A fast, easy to set up telegram userbot running Python 3 which uses fork of the Telethon Library.

forked from friendly-telegram/friendly-telegram Friendly Telegram Userbot A fast, easy to set up telegram userbot running Python 3 which uses fork of

GeekTG 75 Jan 04, 2023
The most Advanced yet simple Multi Cloud tool to transfer Your Data from any cloud to any cloud remotely based on Rclone.⚡

Multi Cloud Transfer (Advanced!) 🔥 1.Setup and Start using Rclone on Google Colab and Create/Edit/View and delete your Rclone config file and keep th

Dr.Caduceus 162 Jan 08, 2023
An API wrapper around the pythonanywhere's API.

pyaww An API wrapper around the pythonanywhere's API. The name stands for pythonanywherewrapper. 100% api coverage most of the codebase is documented

7 Dec 11, 2022
Update your World of Warcraft AddOns hosted on GitHub

AddOns Update Tool Tool to update World of Warcraft AddOns hosted on GitHub Features Pure Python: only Dulwich and Colorlog Multithreaded tasks Manual

Mr. Alchemist 16 Dec 06, 2022
Bomber-X - A SMS Bomber made with Python

Bomber-X A SMS Bomber made with Python Linux/Termux apt update apt upgrade apt i

S M Shahriar Zarir 2 Mar 10, 2022
an OSU! bot sdk based on IRC

osu-bot-sdk an OSU! bot sdk based on IRC Start! The following is an example of event triggering import osu_irc_sdk from osu_irc_sdk import models bot

chinosk 2 Dec 16, 2021