[Add]新增OptionMaster交易日统计工具
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vn.py
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vnpy/trader/app/optionMaster/TradingCalendar.csv
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vnpy/trader/app/optionMaster/TradingCalendar.csv
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date,description
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2017-11-09,
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2017-11-10,
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2017-11-11,weekend
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2017-11-12,weekend
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2017-11-13,
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2017-11-14,
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2017-11-15,
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2017-11-16,
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2017-11-17,
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2017-11-18,weekend
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2017-11-19,weekend
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2017-11-20,
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2017-11-21,
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2017-11-22,
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2017-11-23,
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2017-11-24,
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2017-11-25,weekend
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2017-11-26,weekend
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2017-11-27,
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2017-11-28,
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2017-11-29,
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2017-11-30,
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2017-12-01,
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2017-12-02,weekend
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2017-12-03,weekend
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2017-12-04,
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2017-12-05,
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2017-12-06,
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2017-12-07,
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2017-12-08,
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2017-12-09,weekend
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2017-12-10,weekend
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2017-12-11,
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2017-12-12,
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2017-12-13,
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2017-12-14,
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2017-12-15,
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2017-12-16,weekend
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2017-12-17,weekend
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2017-12-18,
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2017-12-19,
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2017-12-20,
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2017-12-21,
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2017-12-22,
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2017-12-23,weekend
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2017-12-24,weekend
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2017-12-25,
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2017-12-26,
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2017-12-27,
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2017-12-28,
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2017-12-29,
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2017-12-30,weekend
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2017-12-31,weekend
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2018-01-01,holiday
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2018-01-02,
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2018-01-03,
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2018-01-04,
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2018-01-05,
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2018-01-06,weekend
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2018-01-07,weekend
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2018-01-08,
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2018-01-09,
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2018-01-10,
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2018-01-11,
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2018-01-12,
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2018-01-13,weekend
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2018-01-14,weekend
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2018-01-15,
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2018-01-16,
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2018-01-17,
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2018-01-18,
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2018-01-19,
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2018-01-20,weekend
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2018-01-21,weekend
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2018-01-22,
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2018-01-23,
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2018-01-24,
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2018-01-25,
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2018-01-26,
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2018-01-27,weekend
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2018-01-28,weekend
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2018-01-29,
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2018-01-30,
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2018-01-31,
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2018-02-01,
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2018-02-02,
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2018-02-03,weekend
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2018-02-04,weekend
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2018-02-05,
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2018-02-06,
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2018-02-07,
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2018-02-08,
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2018-02-09,
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2018-02-10,weekend
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2018-02-11,weekend
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2018-02-12,
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2018-02-13,
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2018-02-14,
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2018-02-15,
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2018-02-16,
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2018-02-17,weekend
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2018-02-18,weekend
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2018-02-19,
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2018-02-20,
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2018-02-21,
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2018-02-22,
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2018-02-23,
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2018-02-24,weekend
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2018-02-25,weekend
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2018-02-26,
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2018-02-27,
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2018-02-28,
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2018-03-01,
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2018-03-02,
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2018-03-03,weekend
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2018-03-04,weekend
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2018-03-05,
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2018-03-06,
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2018-03-07,
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2018-03-08,
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2018-03-09,
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2018-03-10,weekend
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2018-03-11,weekend
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2018-03-12,
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2018-03-13,
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2018-03-14,
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2018-03-15,
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2018-03-16,
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2018-03-17,weekend
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2018-03-18,weekend
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2018-03-19,
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2018-03-20,
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2018-03-21,
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2018-03-22,
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2018-03-23,
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2018-03-24,weekend
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2018-03-25,weekend
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2018-03-26,
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2018-03-27,
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2018-03-28,
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2018-03-29,
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2018-03-30,
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2018-03-31,weekend
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2018-04-01,weekend
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2018-04-02,
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2018-04-03,
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2018-04-04,
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2018-04-05,
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2018-04-06,
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2018-04-07,weekend
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2018-04-08,weekend
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2018-04-09,
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2018-04-10,
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2018-04-11,
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2018-04-12,
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2018-04-13,
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2018-04-14,weekend
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2018-04-15,weekend
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2018-04-16,
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2018-04-17,
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2018-04-18,
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2018-04-19,
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2018-04-20,
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2018-04-21,weekend
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2018-04-22,weekend
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2018-04-23,
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2018-04-24,
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2018-04-25,
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2018-04-26,
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2018-04-27,
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2018-04-28,weekend
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2018-04-29,weekend
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2018-04-30,
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2018-05-01,
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2018-05-02,
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2018-05-03,
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2018-05-04,
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2018-05-05,weekend
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2018-05-06,weekend
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2018-05-07,
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2018-05-08,
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2018-05-09,
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2018-05-10,
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2018-05-11,
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2018-05-12,weekend
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2018-05-13,weekend
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2018-05-14,
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2018-05-15,
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2018-05-16,
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2018-05-17,
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2018-05-18,
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2018-05-19,weekend
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2018-05-20,weekend
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2018-05-21,
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2018-05-22,
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2018-05-23,
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2018-05-24,
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2018-05-25,
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2018-05-26,weekend
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2018-05-27,weekend
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2018-05-28,
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2018-05-29,
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2018-05-30,
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2018-05-31,
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2018-06-01,
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2018-06-02,weekend
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2018-06-03,weekend
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2018-06-04,
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2018-06-05,
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2018-06-06,
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2018-06-07,
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2018-06-08,
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2018-06-09,weekend
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2018-06-10,weekend
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2018-06-11,
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2018-06-12,
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2018-06-13,
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2018-06-14,
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2018-06-15,
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2018-06-16,weekend
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2018-06-17,weekend
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2018-06-18,
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2018-06-19,
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2018-06-20,
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2018-06-21,
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2018-06-22,
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2018-06-23,weekend
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2018-06-24,weekend
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2018-06-25,
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2018-06-26,
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2018-06-27,
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2018-06-28,
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2018-06-29,
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2018-06-30,weekend
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2018-07-01,weekend
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2018-07-02,
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2018-07-03,
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2018-07-04,
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2018-07-05,
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2018-07-06,
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2018-07-07,weekend
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2018-07-08,weekend
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2018-07-09,
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2018-07-10,
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2018-07-11,
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2018-07-12,
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2018-07-13,
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2018-07-14,weekend
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2018-07-15,weekend
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2018-07-16,
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2018-07-17,
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2018-07-18,
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2018-07-19,
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2018-07-20,
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2018-07-21,weekend
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2018-07-22,weekend
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2018-07-23,
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2018-07-24,
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2018-07-25,
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2018-07-26,
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2018-07-27,
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2018-07-28,weekend
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2018-07-29,weekend
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2018-07-30,
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2018-07-31,
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2018-08-01,
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2018-08-02,
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2018-08-03,
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2018-08-04,weekend
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2018-08-05,weekend
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2018-08-06,
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2018-08-07,
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2018-08-08,
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2018-08-09,
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2018-08-10,
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2018-08-11,weekend
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2018-08-12,weekend
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2018-08-13,
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2018-08-14,
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2018-08-15,
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2018-08-16,
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2018-08-17,
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2018-08-18,weekend
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2018-08-19,weekend
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2018-08-20,
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2018-08-21,
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2018-08-22,
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2018-08-23,
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2018-08-24,
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2018-08-25,weekend
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2018-08-26,weekend
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2018-08-27,
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2018-08-28,
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2018-08-29,
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2018-08-30,
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2018-08-31,
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2018-09-01,weekend
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2018-09-02,weekend
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2018-09-03,
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2018-09-04,
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2018-09-05,
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2018-09-06,
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2018-09-07,
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2018-09-08,weekend
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2018-09-09,weekend
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2018-09-10,
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2018-09-11,
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2018-09-12,
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2018-09-13,
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2018-09-14,
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2018-09-15,weekend
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2018-09-16,weekend
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2018-09-17,
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2018-09-18,
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2018-09-19,
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2018-09-20,
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2018-09-21,
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2018-09-22,weekend
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2018-09-23,weekend
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2018-09-24,
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2018-09-25,
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2018-09-26,
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2018-09-27,
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2018-09-28,
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2018-09-29,weekend
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2018-09-30,weekend
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2018-10-01,
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2018-10-02,
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2018-10-03,
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2018-10-04,
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2018-10-05,
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2018-10-06,weekend
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2018-10-07,weekend
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2018-10-08,
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2018-10-09,
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2018-10-10,
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2018-10-11,
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2018-10-12,
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2018-10-13,weekend
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2018-10-14,weekend
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2018-10-15,
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2018-10-16,
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2018-10-17,
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2018-10-18,
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2018-10-19,
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2018-10-20,weekend
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2018-10-21,weekend
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2018-10-22,
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2018-10-23,
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2018-10-24,
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2018-10-25,
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2018-10-26,
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2018-10-27,weekend
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2018-10-28,weekend
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2018-10-29,
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2018-10-30,
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2018-10-31,
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2018-11-01,
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2018-11-02,
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2018-11-03,weekend
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2018-11-04,weekend
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2018-11-05,
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2018-11-06,
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2018-11-07,
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2018-11-08,
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2018-11-09,
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2018-11-10,weekend
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2018-11-11,weekend
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2018-11-12,
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2018-11-13,
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2018-11-14,
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2018-11-15,
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2018-11-16,
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2018-11-17,weekend
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2018-11-18,weekend
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2018-11-19,
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2018-11-20,
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2018-11-21,
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2018-11-22,
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2018-11-23,
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2018-11-24,weekend
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2018-11-25,weekend
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2018-11-26,
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2018-11-27,
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2018-11-28,
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2018-11-29,
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2018-11-30,
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2018-12-01,weekend
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2018-12-02,weekend
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2018-12-03,
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2018-12-04,
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2018-12-05,
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2018-12-06,
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2018-12-07,
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2018-12-08,weekend
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2018-12-09,weekend
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2018-12-10,
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2018-12-11,
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2018-12-12,
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2018-12-13,
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2018-12-14,
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2018-12-15,weekend
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2018-12-16,weekend
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2018-12-17,
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2018-12-18,
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2018-12-19,
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2018-12-20,
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2018-12-21,
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2018-12-22,weekend
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2018-12-23,weekend
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2018-12-24,
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2018-12-25,
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2018-12-26,
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2018-12-27,
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2018-12-28,
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2018-12-29,weekend
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2018-12-30,weekend
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2018-12-31,
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2019-01-01,
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2019-01-02,
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2019-01-03,
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2019-01-04,
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2019-01-05,weekend
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2019-01-06,weekend
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2019-01-07,
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2019-01-08,
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2019-01-09,
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2019-01-10,
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2019-01-11,
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2019-01-12,weekend
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2019-01-13,weekend
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2019-01-14,
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2019-01-15,
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2019-01-16,
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2019-01-17,
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2019-01-18,
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2019-01-19,weekend
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2019-01-20,weekend
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2019-01-21,
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2019-01-22,
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2019-01-23,
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2019-01-24,
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2019-01-25,
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2019-01-26,weekend
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2019-01-27,weekend
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2019-01-28,
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2019-01-29,
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2019-01-30,
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2019-01-31,
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2019-02-01,
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2019-02-02,weekend
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2019-02-03,weekend
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2019-02-04,
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2019-02-05,
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2019-02-06,
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2019-02-07,
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2019-02-08,
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2019-02-09,weekend
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2019-02-10,weekend
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2019-02-11,
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2019-02-12,
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2019-02-13,
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2019-02-14,
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2019-02-15,
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2019-02-16,weekend
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2019-02-17,weekend
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2019-02-18,
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2019-02-19,
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2019-02-20,
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2019-02-21,
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2019-02-22,
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2019-02-23,weekend
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2019-02-24,weekend
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2019-02-25,
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2019-02-26,
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2019-02-27,
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2019-02-28,
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2019-03-01,
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2019-03-02,weekend
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2019-03-03,weekend
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2019-03-04,
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2019-03-05,
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2019-03-06,
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2019-03-07,
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2019-03-08,
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2019-03-09,weekend
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2019-03-10,weekend
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2019-03-11,
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2019-03-12,
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2019-03-13,
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2019-03-14,
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2019-03-15,
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2019-03-16,weekend
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2019-03-17,weekend
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2019-03-18,
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2019-03-19,
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2019-03-20,
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2019-03-21,
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2019-03-22,
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2019-03-23,weekend
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2019-03-24,weekend
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2019-03-25,
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2019-03-26,
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2019-03-27,
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2019-03-28,
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2019-03-29,
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2019-03-30,weekend
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2019-03-31,weekend
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2019-04-01,
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2019-04-02,
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2019-04-03,
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2019-04-04,
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2019-04-05,
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2019-04-06,weekend
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2019-04-07,weekend
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2019-04-08,
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2019-04-09,
|
||||
2019-04-10,
|
||||
2019-04-11,
|
||||
2019-04-12,
|
||||
2019-04-13,weekend
|
||||
2019-04-14,weekend
|
||||
2019-04-15,
|
||||
2019-04-16,
|
||||
2019-04-17,
|
||||
2019-04-18,
|
||||
2019-04-19,
|
||||
2019-04-20,weekend
|
||||
2019-04-21,weekend
|
||||
2019-04-22,
|
||||
2019-04-23,
|
||||
2019-04-24,
|
||||
2019-04-25,
|
||||
2019-04-26,
|
||||
2019-04-27,weekend
|
||||
2019-04-28,weekend
|
||||
2019-04-29,
|
||||
2019-04-30,
|
||||
2019-05-01,
|
||||
2019-05-02,
|
||||
2019-05-03,
|
||||
2019-05-04,weekend
|
||||
2019-05-05,weekend
|
||||
2019-05-06,
|
||||
2019-05-07,
|
||||
2019-05-08,
|
||||
2019-05-09,
|
||||
2019-05-10,
|
||||
2019-05-11,weekend
|
||||
2019-05-12,weekend
|
||||
2019-05-13,
|
||||
2019-05-14,
|
||||
2019-05-15,
|
||||
2019-05-16,
|
||||
2019-05-17,
|
||||
2019-05-18,weekend
|
||||
2019-05-19,weekend
|
||||
2019-05-20,
|
||||
2019-05-21,
|
||||
2019-05-22,
|
||||
2019-05-23,
|
||||
2019-05-24,
|
||||
2019-05-25,weekend
|
||||
2019-05-26,weekend
|
||||
2019-05-27,
|
||||
2019-05-28,
|
||||
2019-05-29,
|
||||
2019-05-30,
|
||||
2019-05-31,
|
||||
2019-06-01,weekend
|
||||
2019-06-02,weekend
|
||||
2019-06-03,
|
||||
2019-06-04,
|
||||
2019-06-05,
|
||||
2019-06-06,
|
||||
2019-06-07,
|
||||
2019-06-08,weekend
|
||||
2019-06-09,weekend
|
||||
2019-06-10,
|
||||
2019-06-11,
|
||||
2019-06-12,
|
||||
2019-06-13,
|
||||
2019-06-14,
|
||||
2019-06-15,weekend
|
||||
2019-06-16,weekend
|
||||
2019-06-17,
|
||||
2019-06-18,
|
||||
2019-06-19,
|
||||
2019-06-20,
|
||||
2019-06-21,
|
||||
2019-06-22,weekend
|
||||
2019-06-23,weekend
|
||||
2019-06-24,
|
||||
2019-06-25,
|
||||
2019-06-26,
|
||||
2019-06-27,
|
||||
2019-06-28,
|
||||
2019-06-29,weekend
|
||||
2019-06-30,weekend
|
||||
2019-07-01,
|
||||
2019-07-02,
|
||||
2019-07-03,
|
||||
2019-07-04,
|
||||
2019-07-05,
|
||||
2019-07-06,weekend
|
||||
2019-07-07,weekend
|
||||
2019-07-08,
|
||||
2019-07-09,
|
||||
2019-07-10,
|
||||
2019-07-11,
|
||||
2019-07-12,
|
||||
2019-07-13,weekend
|
||||
2019-07-14,weekend
|
||||
2019-07-15,
|
||||
2019-07-16,
|
||||
2019-07-17,
|
||||
2019-07-18,
|
||||
2019-07-19,
|
||||
2019-07-20,weekend
|
||||
2019-07-21,weekend
|
||||
2019-07-22,
|
||||
2019-07-23,
|
||||
2019-07-24,
|
||||
2019-07-25,
|
||||
2019-07-26,
|
||||
2019-07-27,weekend
|
||||
2019-07-28,weekend
|
||||
2019-07-29,
|
||||
2019-07-30,
|
||||
2019-07-31,
|
||||
2019-08-01,
|
||||
2019-08-02,
|
||||
2019-08-03,weekend
|
||||
2019-08-04,weekend
|
||||
2019-08-05,
|
||||
2019-08-06,
|
||||
2019-08-07,
|
||||
2019-08-08,
|
||||
2019-08-09,
|
||||
2019-08-10,weekend
|
||||
2019-08-11,weekend
|
||||
2019-08-12,
|
||||
2019-08-13,
|
||||
2019-08-14,
|
||||
2019-08-15,
|
||||
2019-08-16,
|
||||
2019-08-17,weekend
|
||||
2019-08-18,weekend
|
||||
2019-08-19,
|
||||
2019-08-20,
|
||||
2019-08-21,
|
||||
2019-08-22,
|
||||
2019-08-23,
|
||||
2019-08-24,weekend
|
||||
2019-08-25,weekend
|
||||
2019-08-26,
|
||||
2019-08-27,
|
||||
2019-08-28,
|
||||
2019-08-29,
|
||||
2019-08-30,
|
||||
2019-08-31,weekend
|
||||
2019-09-01,weekend
|
||||
2019-09-02,
|
||||
2019-09-03,
|
||||
2019-09-04,
|
||||
2019-09-05,
|
||||
2019-09-06,
|
||||
2019-09-07,weekend
|
||||
2019-09-08,weekend
|
||||
2019-09-09,
|
||||
2019-09-10,
|
||||
2019-09-11,
|
||||
2019-09-12,
|
||||
2019-09-13,
|
||||
2019-09-14,weekend
|
||||
2019-09-15,weekend
|
||||
2019-09-16,
|
||||
2019-09-17,
|
||||
2019-09-18,
|
||||
2019-09-19,
|
||||
2019-09-20,
|
||||
2019-09-21,weekend
|
||||
2019-09-22,weekend
|
||||
2019-09-23,
|
||||
2019-09-24,
|
||||
2019-09-25,
|
||||
2019-09-26,
|
||||
2019-09-27,
|
||||
2019-09-28,weekend
|
||||
2019-09-29,weekend
|
||||
2019-09-30,
|
||||
2019-10-01,
|
||||
2019-10-02,
|
||||
2019-10-03,
|
||||
2019-10-04,
|
||||
2019-10-05,weekend
|
||||
2019-10-06,weekend
|
||||
2019-10-07,
|
||||
2019-10-08,
|
||||
2019-10-09,
|
||||
2019-10-10,
|
||||
2019-10-11,
|
||||
2019-10-12,weekend
|
||||
2019-10-13,weekend
|
||||
2019-10-14,
|
||||
2019-10-15,
|
||||
2019-10-16,
|
||||
2019-10-17,
|
||||
2019-10-18,
|
||||
2019-10-19,weekend
|
||||
2019-10-20,weekend
|
||||
2019-10-21,
|
||||
2019-10-22,
|
||||
2019-10-23,
|
||||
2019-10-24,
|
||||
2019-10-25,
|
||||
2019-10-26,weekend
|
||||
2019-10-27,weekend
|
||||
2019-10-28,
|
||||
2019-10-29,
|
||||
2019-10-30,
|
||||
2019-10-31,
|
||||
2019-11-01,
|
||||
2019-11-02,weekend
|
||||
2019-11-03,weekend
|
||||
2019-11-04,
|
||||
2019-11-05,
|
||||
2019-11-06,
|
||||
2019-11-07,
|
||||
2019-11-08,
|
||||
|
@ -6,7 +6,7 @@ from collections import OrderedDict
|
||||
from vnpy.trader.vtConstant import *
|
||||
from vnpy.trader.vtObject import VtTickData
|
||||
|
||||
from .omFunction import getTimeToMaturity
|
||||
from .omDate import getTimeToMaturity
|
||||
|
||||
|
||||
# 常量定义
|
||||
|
||||
252
vnpy/trader/app/optionMaster/omDate.py
Normal file
252
vnpy/trader/app/optionMaster/omDate.py
Normal file
@ -0,0 +1,252 @@
|
||||
# encoding: UTF-8
|
||||
|
||||
"""用于处理周末和节假日，以计算交易日的组件"""
|
||||
|
||||
from __future__ import division
|
||||
|
||||
import csv
|
||||
import datetime
|
||||
import sys
|
||||
import os
|
||||
from collections import OrderedDict
|
||||
|
||||
from vnpy.trader.uiQt import QtCore, QtWidgets, QtGui
|
||||
|
||||
|
||||
# 常量定义
|
||||
ANNUAL_TRADINGDAYS = 240
|
||||
|
||||
CALENDAR_FILENAME = 'TradingCalendar.csv'
|
||||
PATH = os.path.abspath(os.path.dirname(__file__))
|
||||
CALENDAR_FILEPATH = os.path.join(PATH, CALENDAR_FILENAME)
|
||||
|
||||
# 加载日历数据
|
||||
try:
|
||||
with open(CALENDAR_FILEPATH, 'r') as f:
|
||||
reader = csv.DictReader(f)
|
||||
CALENDAR = [d for d in reader]
|
||||
except IOError:
|
||||
CALENDAR = []
|
||||
|
||||
# TimeToMaturity缓存字典
|
||||
TTM_DICT = {} # key:date, value:float time(year)
|
||||
|
||||
|
||||
########################################################################
|
||||
class CalendarEditor(QtWidgets.QTableWidget):
|
||||
"""日历编辑器"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""Constructor"""
|
||||
super(CalendarEditor, self).__init__()
|
||||
self.initUi()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def initUi(self):
|
||||
"""初始化界面"""
|
||||
self.setColumnCount(2)
|
||||
self.horizontalHeader().setVisible(True) # 关闭左边的垂直表头
|
||||
self.verticalHeader().setVisible(False) # 关闭左边的垂直表头
|
||||
self.setHorizontalHeaderLabels([u'日期', u'描述'])
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def clearTable(self):
|
||||
"""清空表格"""
|
||||
self.clear()
|
||||
self.initUi()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def loadCalendar(self):
|
||||
"""读取日历"""
|
||||
self.clearContents()
|
||||
|
||||
row = 0
|
||||
totalRow = self.rowCount()
|
||||
|
||||
# 如果有则打开
|
||||
try:
|
||||
with open(CALENDAR_FILEPATH, 'r') as f:
|
||||
reader = csv.DictReader(f)
|
||||
for d in reader:
|
||||
cellDate = QtWidgets.QTableWidgetItem(d['date'])
|
||||
cellDescription = QtWidgets.QTableWidgetItem(d['description'])
|
||||
|
||||
if row >= totalRow:
|
||||
self.insertRow(row)
|
||||
|
||||
self.setItem(row, 0, cellDate)
|
||||
self.setItem(row, 1, cellDescription)
|
||||
|
||||
row = row + 1
|
||||
|
||||
# 如果没有该文件则创建
|
||||
except IOError:
|
||||
f = open(CALENDAR_FILEPATH, 'w')
|
||||
f.close()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def saveCalendar(self):
|
||||
"""保存日历"""
|
||||
totalRow = self.rowCount()
|
||||
|
||||
with open(CALENDAR_FILEPATH, 'w') as f:
|
||||
writer = csv.DictWriter(f, lineterminator='\n', fieldnames=['date', 'description'])
|
||||
writer.writeheader()
|
||||
|
||||
for row in range(totalRow):
|
||||
cellDate = self.item(row, 0)
|
||||
cellDescription = self.item(row, 1)
|
||||
|
||||
if cellDescription:
|
||||
description = cellDescription.text()
|
||||
else:
|
||||
description = ''
|
||||
|
||||
d = {
|
||||
'date': cellDate.text(),
|
||||
'description': description
|
||||
}
|
||||
writer.writerow(d)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def initCalendar(self):
|
||||
"""初始化日历"""
|
||||
initCalendarCsv()
|
||||
|
||||
|
||||
########################################################################
|
||||
class CalendarManager(QtWidgets.QWidget):
|
||||
"""日历管理组件"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""Constructor"""
|
||||
super(CalendarManager, self).__init__()
|
||||
self.initUI()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def initUI(self):
|
||||
""""""
|
||||
self.setWindowTitle(u'日历管理')
|
||||
|
||||
self.editor = CalendarEditor()
|
||||
|
||||
buttonLoad = QtWidgets.QPushButton(u'读取日历')
|
||||
buttonSave = QtWidgets.QPushButton(u'保存日历')
|
||||
buttonInit = QtWidgets.QPushButton(u'初始化日历')
|
||||
buttonClear = QtWidgets.QPushButton(u'清空')
|
||||
|
||||
buttonLoad.clicked.connect(self.editor.loadCalendar)
|
||||
buttonSave.clicked.connect(self.editor.saveCalendar)
|
||||
buttonInit.clicked.connect(self.editor.initCalendar)
|
||||
buttonClear.clicked.connect(self.editor.clearTable)
|
||||
|
||||
hbox = QtWidgets.QHBoxLayout()
|
||||
hbox.addWidget(buttonLoad)
|
||||
hbox.addWidget(buttonSave)
|
||||
hbox.addWidget(buttonInit)
|
||||
hbox.addWidget(buttonClear)
|
||||
hbox.addStretch()
|
||||
|
||||
vbox = QtWidgets.QVBoxLayout()
|
||||
vbox.addLayout(hbox)
|
||||
vbox.addWidget(self.editor)
|
||||
|
||||
self.setLayout(vbox)
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def runCalendarEditor():
|
||||
"""运行日历编辑器"""
|
||||
reload(sys)
|
||||
sys.setdefaultencoding('utf8')
|
||||
|
||||
app = QtWidgets.QApplication(sys.argv)
|
||||
app.setFont(QtGui.QFont(u'微软雅黑', 12))
|
||||
|
||||
try:
|
||||
import qdarkstyle
|
||||
app.setStyleSheet(qdarkstyle.load_stylesheet(pyside=False))
|
||||
except:
|
||||
pass
|
||||
|
||||
manager = CalendarManager()
|
||||
manager.showMaximized()
|
||||
|
||||
sys.exit(app.exec_())
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def initCalendarCsv():
|
||||
"""初始化日期文件"""
|
||||
# 读取csv中的数据并生成列表和字典
|
||||
calendarDict = OrderedDict()
|
||||
|
||||
try:
|
||||
with open(CALENDAR_FILEPATH, 'r') as f:
|
||||
reader = csv.DictReader(f)
|
||||
for d in reader:
|
||||
calendarDict[d['date']] = d
|
||||
except IOError:
|
||||
pass
|
||||
|
||||
# 生成未来的数据
|
||||
today = datetime.date.today()
|
||||
oneday = datetime.timedelta(days=1)
|
||||
|
||||
t = today
|
||||
for i in range(365*2):
|
||||
# 如果日历里没有该日期的状态，则初始化（仅判断是否周末）
|
||||
tstr = t.strftime('%Y-%m-%d')
|
||||
if tstr not in calendarDict:
|
||||
if t.weekday() == 5 or t.weekday() == 6:
|
||||
description = 'weekend'
|
||||
else:
|
||||
description = ''
|
||||
d = {
|
||||
'date': tstr,
|
||||
'description': description
|
||||
}
|
||||
calendarDict[d['date']] = d
|
||||
|
||||
# 往下一天
|
||||
t = t + oneday
|
||||
|
||||
# 保存到csv中
|
||||
with open(CALENDAR_FILEPATH, 'w') as f:
|
||||
writer = csv.DictWriter(f, lineterminator='\n', fieldnames=d.keys())
|
||||
writer.writeheader()
|
||||
for d in calendarDict.values():
|
||||
writer.writerow(d)
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def getTimeToMaturity(expiryDate):
|
||||
"""计算剩余的年化到期时间（交易日）"""
|
||||
# 如果有缓存则直接返回
|
||||
if expiryDate in TTM_DICT:
|
||||
return TTM_DICT[expiryDate]
|
||||
|
||||
# 获取日期对象
|
||||
expiryDt = datetime.datetime.strptime(expiryDate, '%Y%m%d').date()
|
||||
todayDt = datetime.date.today()
|
||||
|
||||
tradingDays = 0
|
||||
for d in CALENDAR:
|
||||
dt = datetime.datetime.strptime(d['date'], '%Y-%m-%d').date()
|
||||
# 判断是否为交易日的条件：
|
||||
# 1. 日期大于等于今日
|
||||
# 2. 日期小于等于到期日
|
||||
# 3. 日期没有描述（假期）
|
||||
if dt>=todayDt and dt<=expiryDt and not d['description']:
|
||||
tradingDays += 1
|
||||
|
||||
# 缓存并返回年化剩余时间
|
||||
ttm = tradingDays/ANNUAL_TRADINGDAYS
|
||||
TTM_DICT[expiryDate] = ttm
|
||||
return ttm
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
runCalendarEditor()
|
||||
@ -1,9 +0,0 @@
|
||||
# encoding: UTF-8
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def getTimeToMaturity(expiryDate):
|
||||
"""计算期权剩余到期时间"""
|
||||
t = 0
|
||||
return t
|
||||
|
||||
Loading…
Reference in New Issue
Block a user