188 lines
6.3 KiB
Python
188 lines
6.3 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，识别出顶、底分型，并识别出其强弱，在UI界面上展示出来
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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_03_dist = 'demo_03_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型index
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self.last_found_fx = None
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# 如果之前存在，移除
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if os.path.exists(demo_03_dist):
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self.write_log(f'移除{demo_03_dist}')
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os.remove(demo_03_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的分型强弱判断
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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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# 至少要有分型
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if len(self.kline.fenxing_list) == 0:
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return
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cur_fx = self.kline.fenxing_list[-1]
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# 如果的分型已经处理过了，就不再计算
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if cur_fx.index == self.last_found_fx:
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return
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# 分型是非实时的，已经走完的
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if cur_fx.is_rt:
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return
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# 分型前x根bar
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pre_bars = [bar for bar in self.kline.line_bar[-10:] if
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bar.datetime.strftime('%Y-%m-%d %H:%M:%S') < cur_fx.index]
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if len(pre_bars) == 0:
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return
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pre_bar = pre_bars[-1]
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# 分型后x根bar
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extra_bars = \
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[bar for bar in self.kline.line_bar[-10:] if bar.datetime.strftime('%Y-%m-%d %H:%M:%S') > cur_fx.index]
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# 分型后，有三根bar
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if len(extra_bars) < 3:
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return
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# 处理顶分型
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if cur_fx.direction == 1:
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# 顶分型后第一根bar的低点，没有超过前bar的低点
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if extra_bars[0].low_price >= pre_bar.low_price:
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return
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# 找到正确形态，第二、第三根bar，都站在顶分型之下
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if pre_bar.low_price >= extra_bars[1].high_price > extra_bars[2].high_price:
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self.last_found_fx = cur_fx.index
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append_data(file_name=demo_03_dist,
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field_names=self.dist_fieldnames,
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dict_data={
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'datetime': extra_bars[-1].datetime,
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'vt_symbol': self.vt_symbol,
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'volume': 0,
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'price': extra_bars[-1].high_price,
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'operation': '强顶分'
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})
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# 处理底分型
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if cur_fx.direction == -1:
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# 底分型后第一根bar的高点，没有超过前bar的高点
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if extra_bars[0].high_price <= pre_bar.high_price:
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return
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# 找到正确形态，第二、第三根bar，都站在底分型之上
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if pre_bar.high_price <= extra_bars[1].low_price < extra_bars[2].low_price:
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self.last_found_fx = cur_fx.index
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append_data(file_name=demo_03_dist,
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field_names=self.dist_fieldnames,
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dict_data={
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'datetime': extra_bars[-1].datetime,
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'vt_symbol': self.vt_symbol,
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'volume': 0,
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'price': extra_bars[-1].low_price,
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'operation': '强底分'
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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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# 暂时不显示段、中枢等
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data.pop('duan_list', None)
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data.pop('bi_zs_list', None)
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data.pop('duan_zs_list', None)
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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_03_dist, # 本地dist csv文件
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dist_include_list=['强底分','强顶分']) # 指定输出的文字内容
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sys.exit(qApp.exec_())
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