add tradingview sectors

AlchemyHub · Mar 12, 2021 · f788fa6 · f788fa6
1 parent 26cc347
commit f788fa6
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diff --git a/a1chemy/data_source/__init__.py b/a1chemy/data_source/__init__.py
@@ -3,4 +3,5 @@
 from .xueqiu import *
 from .database import *
 from .sina_finance import *
-from .jisilu import *
+from .jisilu import *
+from .tradingview import *
diff --git a/a1chemy/data_source/database/__init__.py b/a1chemy/data_source/database/__init__.py
@@ -1,3 +1,4 @@
 from .mongo_ticks import MongoTicks
 from .mongo_tags import MongoTags
-from .mongo_fund import MongoFund
+from .mongo_fund import MongoFund
+from .mongo_client_factory import ticks_client, tags_client, fund_client
diff --git a/a1chemy/data_source/database/mongo_client_factory.py b/a1chemy/data_source/database/mongo_client_factory.py
@@ -0,0 +1,19 @@
+import pymongo
+from .mongo_ticks import MongoTicks
+from .mongo_tags import MongoTags
+from .mongo_fund import MongoFund
+default_mongo_client = pymongo.MongoClient(
+            "mongodb://localhost:27017/", username='a1chemy', password='1B2C9046-E3CC-447F-9961-E125759BA44F')
+
+
+def mongo_client_factory():
+    return default_mongo_client
+
+def tags_client():
+    return MongoTags(mongo_client=mongo_client_factory())
+
+def fund_client():
+    return MongoFund(mongo_client=mongo_client_factory())
+
+def ticks_client():
+    return MongoTicks(mongo_client=mongo_client_factory())
diff --git a/a1chemy/data_source/tradingview.py b/a1chemy/data_source/tradingview.py
@@ -0,0 +1,36 @@
+import a1chemy.data_source as data_source
+from a1chemy.common import Tag
+
+import pandas as pd
+
+
+class TradingViewClient(object):
+
+    def __init__(self) -> None:
+        super().__init__()
+        self.mongo_ticks_client = data_source.ticks_client()
+        self.mongo_tag_client = data_source.tags_client()
+
+    def update_sectors(self, path):
+        sector_data_frame = pd.read_csv(path)
+        sectors_root_tag = Tag(id='tradingview_sectors',
+                               parent=None, values={})
+        self.mongo_tag_client.delete_by_parent(parent=sectors_root_tag.id)
+        trading_view_tree = self.mongo_tag_client.tree(id=sectors_root_tag.id)
+        for sectors, stocks in trading_view_tree.root.children.items():
+            for key, value in stocks.children.items():
+                self.mongo_tag_client.delete_by_parent(key)
+        self.mongo_tag_client.insert(tag=sectors_root_tag)
+        for index, row in sector_data_frame.iterrows():
+            exchange = 'SZ' if row['Exchange'] == 'SZSE' else 'SH'
+            symbol = exchange + '{:06d}'.format(row['Ticker'])
+            sector = row['Sector']
+
+            sector_tag = Tag(id=sector, parent=sectors_root_tag.id, values={})
+            self.mongo_tag_client.insert(tag=sector_tag)
+
+            id = exchange + '_' + symbol
+            parent = sector_tag.id
+            values = {'exchange': exchange, 'symbol': symbol}
+            stock_tag = Tag(id=id, parent=parent, values=values)
+            self.mongo_tag_client.insert(tag=stock_tag)
diff --git a/notebook/china_stock_market_data.ipynb b/notebook/china_stock_market_data.ipynb
@@ -87,7 +87,26 @@
     "parse_sci_to_mongo(url = 'http://www.csindex.com.cn/zh-CN/indices/index-detail/000906',\n",
     "                   xls_path='/Users/line/workspace/freedom/doc/000906cons.xls',\n",
     "                   json_file_path = '/Users/line/workspace/freedom/A1chemy/data/csi_800.json',\n",
-    "                   index_tag_id = 'csi800')"
+    "                   index_tag_id = 'csi800')\n",
+    "\n",
+    "#http://www.csindex.com.cn/zh-CN/indices/index-detail/000016\n",
+    "parse_sci_to_mongo(url = 'http://www.csindex.com.cn/zh-CN/indices/index-detail/000016',\n",
+    "                   xls_path='/Users/line/workspace/freedom/doc/000016cons.xls',\n",
+    "                   json_file_path = '/Users/line/workspace/freedom/A1chemy/data/sse_50.json',\n",
+    "                   index_tag_id = 'sse50')"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "### tradingview上的行业分类\n",
+    "import a1chemy.data_source as data_source\n",
+    "\n",
+    "tradingViewClient = data_source.TradingViewClient()\n",
+    "tradingViewClient.update_sectors(path='/Users/line/Downloads/china_2021-03-12.csv')"
    ]
   }
  ],

diff --git a/notebook/hunter.ipynb b/notebook/hunter.ipynb
@@ -9,9 +9,163 @@
   },
   {
    "cell_type": "code",
-   "execution_count": null,
+   "execution_count": 1,
    "metadata": {},
-   "outputs": [],
+   "outputs": [
+    {
+     "data": {
+      "application/vnd.jupyter.widget-view+json": {
+       "model_id": "e7f0c0e29e7d4a54a343ef5ab68ca90c",
+       "version_major": 2,
+       "version_minor": 0
+      },
+      "text/plain": [
+       "HBox(children=(FloatProgress(value=0.0, max=16.0), HTML(value='')))"
+      ]
+     },
+     "metadata": {},
+     "output_type": "display_data"
+    },
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "\n"
+     ]
+    },
+    {
+     "data": {
+      "application/vnd.jupyter.widget-view+json": {
+       "model_id": "2f4601d6faf44b448e15f1b49559482e",
+       "version_major": 2,
+       "version_minor": 0
+      },
+      "text/plain": [
+       "HBox(children=(FloatProgress(value=0.0, max=38.0), HTML(value='')))"
+      ]
+     },
+     "metadata": {},
+     "output_type": "display_data"
+    },
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "\n"
+     ]
+    },
+    {
+     "data": {
+      "application/vnd.jupyter.widget-view+json": {
+       "model_id": "eddff3e2a7474cd29da563d029004374",
+       "version_major": 2,
+       "version_minor": 0
+      },
+      "text/plain": [
+       "HBox(children=(FloatProgress(value=0.0, max=42.0), HTML(value='')))"
+      ]
+     },
+     "metadata": {},
+     "output_type": "display_data"
+    },
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "\n",
+      "get SH517000 shares failed\n",
+      "get SZ160222 shares failed\n",
+      "get SZ163402 shares failed\n",
+      "get SZ163406 shares failed\n",
+      "get SZ161005 shares failed\n",
+      "get SZ162703 shares failed\n",
+      "get SZ161725 shares failed\n",
+      "get SZ163415 shares failed\n",
+      "get SZ162605 shares failed\n",
+      "get SZ163417 shares failed\n",
+      "get SH513550 shares failed\n",
+      "get SH513050 shares failed\n",
+      "get SH501050 shares failed\n"
+     ]
+    },
+    {
+     "data": {
+      "application/vnd.jupyter.widget-view+json": {
+       "model_id": "c7b0d329e14441acba263b54655e5e58",
+       "version_major": 2,
+       "version_minor": 0
+      },
+      "text/plain": [
+       "HBox(children=(FloatProgress(value=0.0, max=46.0), HTML(value='')))"
+      ]
+     },
+     "metadata": {},
+     "output_type": "display_data"
+    },
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "\n"
+     ]
+    },
+    {
+     "data": {
+      "application/vnd.jupyter.widget-view+json": {
+       "model_id": "294f92109a464ac491dfde28e878bd8f",
+       "version_major": 2,
+       "version_minor": 0
+      },
+      "text/plain": [
+       "HBox(children=(FloatProgress(value=0.0, max=300.0), HTML(value='')))"
+      ]
+     },
+     "metadata": {},
+     "output_type": "display_data"
+    },
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "\n"
+     ]
+    },
+    {
+     "data": {
+      "application/vnd.jupyter.widget-view+json": {
+       "model_id": "0987bdc25092413aafb9e2fd378f106a",
+       "version_major": 2,
+       "version_minor": 0
+      },
+      "text/plain": [
+       "HBox(children=(FloatProgress(value=0.0, max=50.0), HTML(value='')))"
+      ]
+     },
+     "metadata": {},
+     "output_type": "display_data"
+    },
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "\n"
+     ]
+    },
+    {
+     "data": {
+      "application/vnd.jupyter.widget-view+json": {
+       "model_id": "f95ea2be177a4e06a3dfa9ac1ec5b401",
+       "version_major": 2,
+       "version_minor": 0
+      },
+      "text/plain": [
+       "Tab(children=(Output(), Output(), Output(), Output(), Output(), Output()), _titles={'0': 'CashCow', '1': 'TOP'…"
+      ]
+     },
+     "metadata": {},
+     "output_type": "display_data"
+    }
+   ],
    "source": [
     "import a1chemy.data_source as data_source\n",
     "import a1chemy.indicators as indicators\n",
@@ -21,7 +175,7 @@
     "import pandas as pd\n",
     "from tqdm.notebook import tqdm\n",
     "import base64\n",
-    "\n",
+    "import ipywidgets as widgets\n",
     "# data \n",
     "def return_rate(t, day1, day2):\n",
     "    length = t.raw_data.shape[0]\n",
@@ -97,40 +251,22 @@
     "\n",
     "    # df.style\n",
     "    percent_list = list(df)[3:-2]\n",
-    "    return df.style.format(\"{:.2f}\", subset=percent_list).applymap(percent_color, subset=percent_list)"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {
-    "scrolled": false
-   },
-   "outputs": [],
-   "source": [
-    "show('CASH_COW')\n",
-    "show('TOP')\n",
-    "show('ZH_ETF', extend={'shares': shares_image_html})\n",
-    "show('ZH_STOCK')\n",
-    "show('csi300')"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "import ipywidgets as widgets\n",
+    "    return df.style.format(\"{:.2f}\", subset=percent_list).applymap(percent_color, subset=percent_list)\n",
+    "\n",
+    "# show('CASH_COW')\n",
+    "# show('TOP')\n",
+    "# show('ZH_ETF', extend={'shares': shares_image_html})\n",
+    "# show('ZH_STOCK')\n",
+    "# show('csi300')\n",
     "\n",
     "def setup_ui(df):\n",
     "    out = widgets.Output()\n",
     "    with out:\n",
     "        display(df)\n",
     "    return out\n",
     "\n",
-    "titles = ['CashCow', 'TOP', 'ZH_ETF', 'ZH_STOCK', '沪深300']\n",
-    "dataframes = [show('CASH_COW'), show('TOP'), show('ZH_ETF', extend={'shares': shares_image_html}), show('ZH_STOCK'), show('csi300')]\n",
+    "titles = ['CashCow', 'TOP', 'ZH_ETF', 'ZH_STOCK', '沪深300', '上证50']\n",
+    "dataframes = [show('CASH_COW'), show('TOP'), show('ZH_ETF', extend={'shares': shares_image_html}), show('ZH_STOCK'), show('csi300'), show('sse50')]\n",
     "outputs = [setup_ui(df) for df in dataframes]\n",
     "tab = widgets.Tab()\n",
     "tab.children = outputs\n",

diff --git a/notebook/market_breath.ipynb b/notebook/market_breath.ipynb
@@ -20,14 +20,24 @@
     "import pymongo\n",
     "from IPython.core.display import display, HTML\n",
     "display(HTML(\"<style>.container { width:100% !important; }</style>\"))\n",
+    "def magnify():\n",
+    "    width = '80px'\n",
+    "    return [dict(selector=\"th\",\n",
+    "                 props=[('max-width', width), ('width', width), ('word-wrap', 'break-word'), ('text-align', 'center')]),\n",
+    "            dict(selector=\"td\",\n",
+    "                 props=[('max-width', width), ('width', width), ('text-align', 'center')]),\n",
+    "            dict(selector=\"tr\",\n",
+    "                 props=[('max-width', width), ('width', width), ('text-align', 'center')])\n",
+    "]\n",
     "\n",
     "mongo_client = pymongo.MongoClient(\"mongodb://localhost:27017/\", username='a1chemy', password='1B2C9046-E3CC-447F-9961-E125759BA44F')\n",
     "mongo_ticks_client = data_source.MongoTicks(mongo_client)\n",
     "mongo_tags_client = data_source.MongoTags(mongo_client=mongo_client)\n",
     "\n",
     "# sectors data\n",
     "sectors_list = a1.read_json_from_file('/Users/line/workspace/freedom/A1chemy/data/sw_sector.json')\n",
-    "swsindex_tag_tree = mongo_tags_client.tree(id='swsindex')\n",
+    "swsindex_tag_tree = mongo_tags_client.tree(id='tradingview_sectors')\n",
+    "print('swsindex_tag_tree.len({})'.format(len(swsindex_tag_tree.index_map)))\n",
     "stock_sector_map = {}\n",
     "sectors = set()\n",
     "\n",
@@ -36,7 +46,7 @@
     "    sectors.add(key)\n",
     "    for id, stock in value.children.items():\n",
     "        stock_sector_map[stock.values['symbol']] = key\n",
-    "\n",
+    "print('stock_sector_map len({})'.format(len(stock_sector_map)))\n",
     "\n",
     "stocks_tree = mongo_tags_client.tree(id='csi300')\n",
     "sci_300_sector_map = {}\n",
@@ -136,7 +146,8 @@
     "market_breath_column_name_list.append(\"ALL\")\n",
     "market_breath_data_frame=pd.DataFrame(market_breath_show_data, columns=market_breath_column_name_list)\n",
     "\n",
-    "market_breath_data_frame.style.applymap(market_breath_color, subset=market_breath_column_name_list[1:])\n",
+    "\n",
+    "market_breath_data_frame.style.applymap(market_breath_color, subset=market_breath_column_name_list[1:]).set_table_styles(magnify())\n",
     "    "
    ]
   }