163 lines
5.3 KiB
Python
163 lines
5.3 KiB
Python
# flake8: noqa
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# 示例代码
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# 从本地bar_data目录下，读取某股票日线数据，前复权后，推送到K线，识别出其中枢类型，标注在图上
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import os
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import sys
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import json
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from datetime import datetime
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vnpy_root = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..'))
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if vnpy_root not in sys.path:
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print(f'sys.path append({vnpy_root})')
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sys.path.append(vnpy_root)
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os.environ["VNPY_TESTING"] = "1"
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from vnpy.data.tdx.tdx_common import FakeStrategy
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from vnpy.component.cta_line_bar import CtaDayBar
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from vnpy.trader.ui.kline.ui_snapshot import UiSnapshot
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from vnpy.trader.utility import append_data
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from vnpy.trader.ui import create_qapp
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from vnpy.data.common import get_stock_bars
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# 本示例中，输出的dist文件,主要用于图形显示一些逻辑
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demo_05_dist = 'demo_05_dist.csv'
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class DemoStrategy(FakeStrategy):
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# 输出csv的head
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dist_fieldnames = ['datetime', 'vt_symbol', 'volume', 'price',
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'operation']
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def __init__(self, *args, **kwargs):
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super().__init__()
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# 最后一个找到的符合要求的分笔位置
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self.last_found_bi = None
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# 最后一个处理得中枢开始位置
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self.last_found_zs = None
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# 最后一个中枢得判断类型
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self.last_found_type = None
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# 如果之前存在，移除
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if os.path.exists(demo_05_dist):
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self.write_log(f'移除{demo_05_dist}')
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os.remove(demo_05_dist)
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self.vt_symbol = kwargs.get('vt_symbol')
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# 创建一个日线bar的 kline对象
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setting = {}
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setting['name'] = f'{self.vt_symbol}_D1'
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setting['bar_interval'] = 1
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setting['para_ma1_len'] = 55 # 双均线
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setting['para_ma2_len'] = 89
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setting['para_macd_fast_len'] = 12 # 激活macd
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setting['para_macd_slow_len'] = 26
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setting['para_macd_signal_len'] = 9
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setting['para_active_chanlun'] = True # 激活缠论
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setting['is_stock'] = True
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setting['price_tick'] = 1
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setting['underly_symbol'] = self.vt_symbol.split('.')[0]
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self.kline = CtaDayBar(strategy=self, cb_on_bar=self.on_bar, setting=setting)
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def on_bar(self, *args, **kwargs):
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"""
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重构on_bar函数，实现demo的判断逻辑
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:param args:
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:param kwargs:
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:return:
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"""
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if self.kline.cur_duan is None:
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return
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if self.kline.cur_bi_zs is None:
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return
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# 当前笔的start == 上一次判断过得
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if self.kline.cur_bi.start == self.last_found_bi:
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return
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# 当前笔中枢与上一个笔中枢得开始不同，可能是个新得笔中枢
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if self.kline.cur_bi_zs.start != self.last_found_zs:
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# 设置为最新判断中枢
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self.last_found_zs = self.kline.cur_bi_zs.start
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# 设置中枢得最后一笔开始时间，为最新判断时间
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self.last_found_bi = self.kline.cur_bi_zs.bi_list[-1].start
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# 设置中枢得类型为None
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self.last_found_type = None
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return
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# K线最后一笔得开始 = 中枢最后一笔得结束
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if self.kline.cur_bi.start == self.kline.cur_bi_zs.bi_list[-1].end:
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# 获得类型
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zs_type = self.kline.cur_bi_zs.get_type()
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# 记录下，这一笔已经执行过判断了
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self.last_found_bi = self.kline.cur_bi.start
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# 不一致时，才写入
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if zs_type != self.last_found_type:
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self.last_found_type = zs_type
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append_data(file_name=demo_05_dist,
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field_names=self.dist_fieldnames,
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dict_data={
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'datetime': self.kline.cur_datetime,
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'vt_symbol': self.vt_symbol,
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'volume': 0,
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'price': self.kline.cur_bi_zs.low,
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'operation': zs_type
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})
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if __name__ == '__main__':
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# 股票代码.交易所
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vt_symbol = '600000.SSE'
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t1 = DemoStrategy(vt_symbol=vt_symbol)
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# 获取股票得日线数据,返回数据类型是barData
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print('加载数据')
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bars, msg = get_stock_bars(vt_symbol=vt_symbol, freq='1d', start_date='2019-01-01')
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if len(msg) > 0:
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print(msg)
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sys.exit(0)
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display_month = None
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# 推送bar到kline中
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for bar in bars:
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if bar.datetime.month != display_month:
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t1.write_log(f'推送:{bar.datetime.year}年{bar.datetime.month}月数据')
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display_month = bar.datetime.month
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t1.kline.add_bar(bar, bar_is_completed=True)
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# 获取kline的切片数据
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data = t1.kline.get_data()
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snapshot = {
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'strategy': "demo",
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'datetime': datetime.now(),
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"kline_names": [t1.kline.name],
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"klines": {t1.kline.name: data}}
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# 创建一个GUI界面应用app
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qApp = create_qapp()
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# 创建切片回放工具窗口
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ui = UiSnapshot()
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# 显示切片内容
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ui.show(snapshot_file="",
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d=snapshot, # 切片数据
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dist_file=demo_05_dist, # 本地dist csv文件
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dist_include_list=['close','enlarge','balance','attact', 'defend']) # 指定输出的文字内容
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sys.exit(qApp.exec_())
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