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#update for 1.7.0
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@yutiansut
yutiansut committed Dec 27, 2019
1 parent dd94f2f commit 57de424
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Showing 4 changed files with 328 additions and 2 deletions.
71 changes: 71 additions & 0 deletions QUANTAXIS/QAFetch/QATdx.py
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Original file line number Diff line number Diff line change
Expand Up @@ -502,8 +502,79 @@ def QA_fetch_get_stock_realtime(code=['000001', '000002'], ip=None, port=None):
'bid_vol5']]
return data.set_index(['datetime', 'code'])

@retry(stop_max_attempt_number=3, wait_random_min=50, wait_random_max=100)
def QA_fetch_get_index_realtime(code=['000001'], ip=None, port=None):
ip, port = get_mainmarket_ip(ip, port)
# reversed_bytes9 --> 涨速
# active1,active2 --> 活跃度
# reversed_bytes1 --> -价格*100
# vol 总量 cur_vol 现量
# amount 总金额
# s_vol 内盘 b_vol 外盘
# reversed_bytes2 市场
# # reversed_bytes0 时间

api = TdxHq_API()
__data = pd.DataFrame()
with api.connect(ip, port):
code = [code] if isinstance(code, str) else code
for id_ in range(int(len(code) / 80) + 1):
__data = __data.append(api.to_df(api.get_security_quotes(
[(_select_index_code(x), x) for x in
code[80 * id_:80 * (id_ + 1)]])))
__data = __data.assign(datetime=datetime.datetime.now(
), servertime=__data['reversed_bytes0'].apply(QA_util_tdxtimestamp))
# __data['rev']
data = __data[
['datetime', 'servertime', 'active1', 'active2', 'last_close', 'code', 'open',
'high', 'low', 'price', 'cur_vol',
's_vol', 'b_vol', 'vol', 'ask1', 'ask_vol1', 'bid1', 'bid_vol1',
'ask2', 'ask_vol2',
'bid2', 'bid_vol2', 'ask3', 'ask_vol3', 'bid3', 'bid_vol3',
'ask4',
'ask_vol4', 'bid4', 'bid_vol4', 'ask5', 'ask_vol5', 'bid5',
'bid_vol5']]
return data.set_index(['datetime', 'code'])

@retry(stop_max_attempt_number=3, wait_random_min=50, wait_random_max=100)
def QA_fetch_get_bond_realtime(code=['010107'], ip=None, port=None):
ip, port = get_mainmarket_ip(ip, port)
# reversed_bytes9 --> 涨速
# active1,active2 --> 活跃度
# reversed_bytes1 --> -价格*100
# vol 总量 cur_vol 现量
# amount 总金额
# s_vol 内盘 b_vol 外盘
# reversed_bytes2 市场
# # reversed_bytes0 时间

api = TdxHq_API()
__data = pd.DataFrame()
with api.connect(ip, port):
code = [code] if isinstance(code, str) else code
for id_ in range(int(len(code) / 80) + 1):
__data = __data.append(api.to_df(api.get_security_quotes(
[(_select_bond_market_code(x), x) for x in
code[80 * id_:80 * (id_ + 1)]])))
__data = __data.assign(datetime=datetime.datetime.now(
), servertime=__data['reversed_bytes0'].apply(QA_util_tdxtimestamp))
# __data['rev']
data = __data[
['datetime', 'servertime', 'active1', 'active2', 'last_close', 'code', 'open',
'high', 'low', 'price', 'cur_vol',
's_vol', 'b_vol', 'vol', 'ask1', 'ask_vol1', 'bid1', 'bid_vol1',
'ask2', 'ask_vol2',
'bid2', 'bid_vol2', 'ask3', 'ask_vol3', 'bid3', 'bid_vol3',
'ask4',
'ask_vol4', 'bid4', 'bid_vol4', 'ask5', 'ask_vol5', 'bid5',
'bid_vol5']]
data = data.assign(last_close=data.last_close/10, open=data.open/10, high=data.high/10, low=data.low/10,
price= data.price/10,
ask1=data.ask1/10, ask2=data.ask2/10, ask3=data.ask3/10, ask4=data.ask4/10, ask5=data.ask5/10,
bid1=data.bid1/10, bid2=data.bid2/10, bid3=data.bid3/10, bid4=data.bid4/10, bid5=data.bid5/10)

return data.set_index(['datetime', 'code'])
@retry(stop_max_attempt_number=3, wait_random_min=50, wait_random_max=100)
def QA_fetch_depth_market_data(code=['000001', '000002'], ip=None, port=None):
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
Expand Down
9 changes: 9 additions & 0 deletions QUANTAXIS/QAFetch/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -145,6 +145,12 @@ def QA_fetch_get_index_min(package, code, start, end, level='1min'):
else:
return 'Unsupport packages'


def QA_fetch_get_index_realtime(package, code):
Engine = use(package)
return Engine.QA_fetch_get_index_realtime(code)


def QA_fetch_get_bond_day(package, code, start, end, level='day'):
Engine = use(package)
if package in ['tdx', 'pytdx']:
Expand All @@ -160,6 +166,9 @@ def QA_fetch_get_bond_min(package, code, start, end, level='1min'):
else:
return 'Unsupport packages'

def QA_fetch_get_bond_realtime(package, code):
Engine = use(package)
return Engine.QA_fetch_get_bond_realtime(code)

def QA_fetch_get_stock_block(package):
Engine = use(package)
Expand Down
246 changes: 245 additions & 1 deletion QUANTAXIS/QAUtil/QADate_trade.py
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Original file line number Diff line number Diff line change
Expand Up @@ -7129,7 +7129,251 @@
'2019-12-26',
'2019-12-27',
'2019-12-30',
'2019-12-31'
'2019-12-31',
'2020-01-02',
'2020-01-03',
'2020-01-06',
'2020-01-07',
'2020-01-08',
'2020-01-09',
'2020-01-10',
'2020-01-13',
'2020-01-14',
'2020-01-15',
'2020-01-16',
'2020-01-17',
'2020-01-20',
'2020-01-21',
'2020-01-22',
'2020-01-23',
'2020-01-31',
'2020-02-03',
'2020-02-04',
'2020-02-05',
'2020-02-06',
'2020-02-07',
'2020-02-10',
'2020-02-11',
'2020-02-12',
'2020-02-13',
'2020-02-14',
'2020-02-17',
'2020-02-18',
'2020-02-19',
'2020-02-20',
'2020-02-21',
'2020-02-24',
'2020-02-25',
'2020-02-26',
'2020-02-27',
'2020-02-28',
'2020-03-02',
'2020-03-03',
'2020-03-04',
'2020-03-05',
'2020-03-06',
'2020-03-09',
'2020-03-10',
'2020-03-11',
'2020-03-12',
'2020-03-13',
'2020-03-16',
'2020-03-17',
'2020-03-18',
'2020-03-19',
'2020-03-20',
'2020-03-23',
'2020-03-24',
'2020-03-25',
'2020-03-26',
'2020-03-27',
'2020-03-30',
'2020-03-31',
'2020-04-01',
'2020-04-02',
'2020-04-03',
'2020-04-07',
'2020-04-08',
'2020-04-09',
'2020-04-10',
'2020-04-13',
'2020-04-14',
'2020-04-15',
'2020-04-16',
'2020-04-17',
'2020-04-20',
'2020-04-21',
'2020-04-22',
'2020-04-23',
'2020-04-24',
'2020-04-27',
'2020-04-28',
'2020-04-29',
'2020-04-30',
'2020-05-06',
'2020-05-07',
'2020-05-08',
'2020-05-11',
'2020-05-12',
'2020-05-13',
'2020-05-14',
'2020-05-15',
'2020-05-18',
'2020-05-19',
'2020-05-20',
'2020-05-21',
'2020-05-22',
'2020-05-25',
'2020-05-26',
'2020-05-27',
'2020-05-28',
'2020-05-29',
'2020-06-01',
'2020-06-02',
'2020-06-03',
'2020-06-04',
'2020-06-05',
'2020-06-08',
'2020-06-09',
'2020-06-10',
'2020-06-11',
'2020-06-12',
'2020-06-15',
'2020-06-16',
'2020-06-17',
'2020-06-18',
'2020-06-19',
'2020-06-22',
'2020-06-23',
'2020-06-24',
'2020-06-29',
'2020-06-30',
'2020-07-01',
'2020-07-02',
'2020-07-03',
'2020-07-06',
'2020-07-07',
'2020-07-08',
'2020-07-09',
'2020-07-10',
'2020-07-13',
'2020-07-14',
'2020-07-15',
'2020-07-16',
'2020-07-17',
'2020-07-20',
'2020-07-21',
'2020-07-22',
'2020-07-23',
'2020-07-24',
'2020-07-27',
'2020-07-28',
'2020-07-29',
'2020-07-30',
'2020-07-31',
'2020-08-03',
'2020-08-04',
'2020-08-05',
'2020-08-06',
'2020-08-07',
'2020-08-10',
'2020-08-11',
'2020-08-12',
'2020-08-13',
'2020-08-14',
'2020-08-17',
'2020-08-18',
'2020-08-19',
'2020-08-20',
'2020-08-21',
'2020-08-24',
'2020-08-25',
'2020-08-26',
'2020-08-27',
'2020-08-28',
'2020-08-31',
'2020-09-01',
'2020-09-02',
'2020-09-03',
'2020-09-04',
'2020-09-07',
'2020-09-08',
'2020-09-09',
'2020-09-10',
'2020-09-11',
'2020-09-14',
'2020-09-15',
'2020-09-16',
'2020-09-17',
'2020-09-18',
'2020-09-21',
'2020-09-22',
'2020-09-23',
'2020-09-24',
'2020-09-25',
'2020-09-28',
'2020-09-29',
'2020-09-30',
'2020-10-09',
'2020-10-12',
'2020-10-13',
'2020-10-14',
'2020-10-15',
'2020-10-16',
'2020-10-19',
'2020-10-20',
'2020-10-21',
'2020-10-22',
'2020-10-23',
'2020-10-26',
'2020-10-27',
'2020-10-28',
'2020-10-29',
'2020-10-30',
'2020-11-02',
'2020-11-03',
'2020-11-04',
'2020-11-05',
'2020-11-06',
'2020-11-09',
'2020-11-10',
'2020-11-11',
'2020-11-12',
'2020-11-13',
'2020-11-16',
'2020-11-17',
'2020-11-18',
'2020-11-19',
'2020-11-20',
'2020-11-23',
'2020-11-24',
'2020-11-25',
'2020-11-26',
'2020-11-27',
'2020-11-30',
'2020-12-01',
'2020-12-02',
'2020-12-03',
'2020-12-04',
'2020-12-07',
'2020-12-08',
'2020-12-09',
'2020-12-10',
'2020-12-11',
'2020-12-14',
'2020-12-15',
'2020-12-16',
'2020-12-17',
'2020-12-18',
'2020-12-21',
'2020-12-22',
'2020-12-23',
'2020-12-24',
'2020-12-25',
'2020-12-28',
'2020-12-29',
'2020-12-30',
'2020-12-31'
]

def QA_util_format_date2str(cursor_date):
Expand Down
4 changes: 3 additions & 1 deletion QUANTAXIS/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -31,7 +31,7 @@
2017/4/8
"""

__version__ = '1.6.14'
__version__ = '1.7.0'
__author__ = 'yutiansut'

import argparse
Expand Down Expand Up @@ -110,6 +110,7 @@
QA_fetch_get_bond_day,
QA_fetch_get_bond_min,
QA_fetch_get_bond_list,
QA_fetch_get_bond_realtime,
QA_fetch_get_future_realtime,
QA_fetch_get_future_transaction,
QA_fetch_get_future_transaction_realtime,
Expand All @@ -131,6 +132,7 @@
QA_fetch_get_index_day,
QA_fetch_get_index_list,
QA_fetch_get_index_min,
QA_fetch_get_index_realtime,
QA_fetch_get_macroindex_day,
QA_fetch_get_macroindex_list,
QA_fetch_get_macroindex_min,
Expand Down

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