From 3ed0131b44604ca7a3d203b284e45cf9b5b08e82 Mon Sep 17 00:00:00 2001 From: "vn.py" Date: Thu, 7 Nov 2019 15:33:48 +0800 Subject: [PATCH] [Mod] flake8 code quanlity improve --- examples/data_analysis/data_analysis.py | 90 ++++++++++++----------- vnpy/gateway/bitfinex/bitfinex_gateway.py | 10 +-- vnpy/gateway/bybit/bybit_gateway.py | 2 +- 3 files changed, 52 insertions(+), 50 deletions(-) diff --git a/examples/data_analysis/data_analysis.py b/examples/data_analysis/data_analysis.py index 086636fa..9881671c 100644 --- a/examples/data_analysis/data_analysis.py +++ b/examples/data_analysis/data_analysis.py @@ -32,7 +32,7 @@ class DataAnalysis: self.orignal = pd.DataFrame() self.index_1to1 = [] - self.index_2to2 = [] + self.index_2to2 = [] self.index_3to1 = [] self.index_2to1 = [] self.index_4to1 = [] @@ -42,10 +42,10 @@ class DataAnalysis: def load_history( self, - symbol: str, - exchange: Exchange, - interval: Interval, - start: datetime, + symbol: str, + exchange: Exchange, + interval: Interval, + start: datetime, end: datetime, rate: float = 0.0, index_1to1: list = None, @@ -57,9 +57,9 @@ class DataAnalysis: window_volatility: int = 20, ): - """""" + """""" output("开始加载历史数据") - + self.window_volatility = window_volatility self.window_index = window_index self.rate = rate @@ -69,23 +69,23 @@ class DataAnalysis: self.index_2to1 = index_2to1 self.index_4to1 = index_4to1 - # Load history data from database - bars = database_manager.load_bar_data( - symbol=symbol, - exchange=exchange, - interval=interval, - start=start, + # Load history data from database + bars = database_manager.load_bar_data( + symbol=symbol, + exchange=exchange, + interval=interval, + start=start, end=end, ) output(f"历史数据加载完成，数据量：{len(bars)}") - + # Generate history data in DataFrame t = [] o = [] h = [] - l = [] + l = [] # noqa c = [] v = [] @@ -96,12 +96,12 @@ class DataAnalysis: low_price = bar.low_price close_price = bar.close_price volume = bar.volume - + t.append(time) o.append(open_price) h.append(high_price) l.append(low_price) - c.append(close_price) + c.append(close_price) v.append(volume) self.orignal["open"] = o @@ -110,22 +110,22 @@ class DataAnalysis: self.orignal["close"] = c self.orignal["volume"] = v self.orignal.index = t - + def base_analysis(self, df: DataFrame = None): """""" if df is None: df = self.orignal - + if df is None: output("数据为空，请输入数据") close_price = df["close"] output("第一步:画出行情图，检查数据断点") - + close_price.plot(figsize=(20, 8), title="close_price") plt.show() - + random_test(close_price) stability_test(close_price) autocorrelation_test(close_price) @@ -158,7 +158,7 @@ class DataAnalysis: df["relative_vol"].hist(bins=200, figsize=(20, 6), grid=False) plt.show() - statitstic_info(df["relative_vol"]) + statitstic_info(df["relative_vol"]) def growth_analysis(self, df: DataFrame = None): """ @@ -173,8 +173,8 @@ class DataAnalysis: df["g%"].hist(bins=200, figsize=(20, 6), grid=False) plt.show() - - statitstic_info(df["g%"]) + + statitstic_info(df["g%"]) def calculate_index(self, df: DataFrame = None): """""" @@ -184,20 +184,20 @@ class DataAnalysis: for i in self.index_1to1: func = getattr(talib, i) df[i] = func( - np.array(df["close"]), + np.array(df["close"]), self.window_index ) if self.index_3to1: for i in self.index_3to1: func = getattr(talib, i) - df[i] = func( + df[i] = func( np.array(df["high"]), np.array(df["low"]), np.array(df["close"]), self.window_index ) - + if self.index_2to2: for i in self.index_2to2: func = getattr(talib, i) @@ -210,7 +210,7 @@ class DataAnalysis: down = i + "_DOWN" df[up] = result_up df[down] = result_down - + if self.index_2to1: for i in self.index_2to1: func = getattr(talib, i) @@ -223,13 +223,13 @@ class DataAnalysis: if self.index_4to1: for i in self.index_4to1: func = getattr(talib, i) - df[i] = func( - np.array(df["open"]), + df[i] = func( + np.array(df["open"]), np.array(df["high"]), np.array(df["low"]), np.array(df["close"]), ) - + return df def multi_time_frame_analysis(self, intervals: list = None, df: DataFrame = None): @@ -245,10 +245,10 @@ class DataAnalysis: output("请先加载数据") return - for interval in intervals: - output("------------------------------------------------") + for interval in intervals: + output("------------------------------------------------") output(f"合成{interval}周期K先并开始数据分析") - + data = pd.DataFrame() data["open"] = df["open"].resample(interval, how="first") data["high"] = df["high"].resample(interval, how="max") @@ -260,25 +260,27 @@ class DataAnalysis: self.results[interval] = result def show_chart(self, data, boll_wide): - """""" + """""" data["boll_up"] = data["SMA"] + data["STDDEV"] * boll_wide data["boll_down"] = data["SMA"] - data["STDDEV"] * boll_wide up_signal = [] down_signal = [] - len_data = len(data["close"]) + len_data = len(data["close"]) for i in range(1, len_data): - if data.iloc[i]["close"] > data.iloc[i]["boll_up"]and data.iloc[i-1]["close"] < data.iloc[i - 1]["boll_up"]: + if data.iloc[i]["close"] > data.iloc[i]["boll_up"]and data.iloc[i - 1]["close"] < data.iloc[i - 1]["boll_up"]: up_signal.append(i) - elif data.iloc[i]["close"] < data.iloc[i]["boll_down"] and data.iloc[i-1]["close"] > data.iloc[i - 1]["boll_down"]: + elif data.iloc[i]["close"] < data.iloc[i]["boll_down"] and data.iloc[i - 1]["close"] > data.iloc[i - 1]["boll_down"]: down_signal.append(i) - fig = plt.figure(figsize=(20, 8)) + plt.figure(figsize=(20, 8)) close = data["close"] plt.plot(close, lw=1) - plt.plot(close, '^', markersize=5, color='r', label='UP signal', markevery=up_signal) - plt.plot(close, 'v', markersize=5, color='g', label='DOWN signal', markevery=down_signal) + plt.plot(close, '^', markersize=5, color='r', + label='UP signal', markevery=up_signal) + plt.plot(close, 'v', markersize=5, color='g', + label='DOWN signal', markevery=down_signal) plt.plot(data["boll_up"], lw=0.5, color="r") plt.plot(data["boll_down"], lw=0.5, color="g") plt.legend() @@ -327,7 +329,7 @@ def autocorrelation_test(close_price): def statitstic_info(df): """""" mean = round(df.mean(), 4) - median = round(df.median(), 4) + median = round(df.median(), 4) output(f"样本平均数：{mean}, 中位数: {median}") skew = round(df.skew(), 4) @@ -339,14 +341,14 @@ def statitstic_info(df): skew_attribute = "分布偏左" else: skew_attribute = "分布偏右" - + if kurt == 0: kurt_attribute = "正态分布" elif kurt > 0: kurt_attribute = "分布陡峭" else: kurt_attribute = "分布平缓" - + output(f"偏度为：{skew}，属于{skew_attribute}；峰度为：{kurt}，属于{kurt_attribute}\n") diff --git a/vnpy/gateway/bitfinex/bitfinex_gateway.py b/vnpy/gateway/bitfinex/bitfinex_gateway.py index c61bd83d..edf0b629 100644 --- a/vnpy/gateway/bitfinex/bitfinex_gateway.py +++ b/vnpy/gateway/bitfinex/bitfinex_gateway.py @@ -396,12 +396,12 @@ class BitfinexWebsocketApi(WebsocketClient): self.subscribed = {} def connect( - self, - key: str, - secret: str, - proxy_host: str, + self, + key: str, + secret: str, + proxy_host: str, proxy_port: int, - margin: bool + margin: bool ): """""" self.key = key diff --git a/vnpy/gateway/bybit/bybit_gateway.py b/vnpy/gateway/bybit/bybit_gateway.py index 00f49e26..d405d2e3 100644 --- a/vnpy/gateway/bybit/bybit_gateway.py +++ b/vnpy/gateway/bybit/bybit_gateway.py @@ -251,7 +251,7 @@ class BybitRestApi(RestClient): } order = req.create_order_data(order_id, self.gateway_name) - + # Only add price for limit order. data["order_type"] = ORDER_TYPE_VT2BYBIT[req.type] data["price"] = req.price