vnpy/vn.datayes/tests.py
2015-12-09 23:42:17 +08:00

153 lines
3.4 KiB
Python

# encoding: UTF-8
from api import *
import matplotlib.pyplot as plt
def test_config():
cfig = Config()
print cfig.body, cfig.head, cfig.token
cfig.view()
def test_mktbar_D1():
api = PyApi(Config())
data = api.get_equity_D1()
print data.body
def test_mktbar_M1():
api = PyApi(Config())
data = api.get_equity_M1()
print data.body.tail()
def test_bond_D1():
api = PyApi(Config())
data = api.get_bond_D1()
print data.body.tail()
def test_fut_D1():
api = PyApi(Config())
data = api.get_future_D1()
print data.body
def test_fund_D1():
api = PyApi(Config())
data = api.get_fund_D1()
print data.body
def test_index_D1():
api = PyApi(Config())
data = api.get_index_D1()
print data.body
def test_option_D1():
api = PyApi(Config())
data = api.get_option_D1()
print data.body
def test_factors_D1():
api = PyApi(Config())
data = api.get_stockFactor_D1()
print data.body
def test_bs():
api = PyApi(Config())
data = api.get_balanceSheet()
print data.body
def test_cf():
api = PyApi(Config())
data = api.get_cashFlow()
print data.body
def test_is():
api = PyApi(Config())
data = api.get_incomeStatement()
print data.body
def test_output():
api = PyApi(Config())
data = api.get_equity_D1(ticker='000001',output='list')
print data
def test_mongod_get_drudgery():
c = MongoClient()
db = c['test_dy']
api = PyApi(Config())
api.get_equity_D1_drudgery(id=1, db=db,
start='20130101', end='20150801',
tasks=['000001','000002'])
def test_mongod_get_all():
c = MongoClient()
db = c['test_dy']
api = PyApi(Config())
api.get_equity_D1_mongod(db=db, start='20130101', end='20150801')
def test_mktbar_M1_get_drudgery():
c = MongoClient()
db = c['test_dy_m1']
api = PyApi(Config())
api.get_equity_M1_drudgery(id=1, db=db,
start='20150701', end='20150801',
tasks=['000001.XSHE','000002.XSHE'])
def test_mktbar_M1_get_all():
c = MongoClient()
db = c['test_dy_m1']
api = PyApi(Config())
api.get_equity_M1_mongod(db=db)
def test_mktbar_M1_get_interM():
c = MongoClient()
db = c['test_dy_m1']
api = PyApi(Config())
api.get_equity_M1_interMonth(db=db, id=0, tasks=['000001.XSHE','000002.XSHE'])
def test_mktfutd():
api = PyApi(Config())
data = api.get_future_D1(ticker='au1512',start='20151010', end='20151029',field='tradeDate,ticker,openPrice,highestPrice,lowestPrice,closePrice,preClosePrice,CHG,CHG1,CHGPct').body.tail(10)
print data
#data['TR'] = abs(data['closePrice']-data['openPrice'])
#atr = 0.0
#atr = (data['TR'].sum())/10
#print atr
def test_MktEqudGet():
api = PyApi(Config())
# DataAPI.MktEqudGet返回pandas.DataFrame格式
MarketEqud = api.get_equity_D1(secID = "000002.XSHE",
field = ["shortNM", "closePrice", "turnoverValue", "capitalInflow"],
start = "20000106",
end = "20140110").body
# 绘制返回的数据
plt(MarketEqud, settings = {'x':'tradeDate','y':'closePrice', 'title':u'万科历史收盘价格'})
if __name__ == '__main__':
#test_config()
#test_mktbar_D1()
#test_bond_D1()
test_fut_D1()
#test_fund_D1()
#test_index_D1()
#test_option_D1()
#test_factors_D1()
#test_mktbar_M1()
#test_bs()
#test_cf()
#test_is()
#test_output()
#test_mongod_get_all()
#test_mktbar_M1_get_drudgery()
#test_mktbar_M1_get_all()
#test_mktbar_M1_get_interM()
#test_mktfutd()
#test_MktEqudGet()