refactor,more abstract,a lot improvement

Former-commit-id: bce9c47

README-en.md

@@ -152,4 +152,4 @@ wechat Public number (some tutorials would be here):
 <img src="./docs/imgs/gongzhonghao.jpg" width="25%" alt="Wechat">
 
 ## Thanks
-<p><a href=https://www.jetbrains.com/?from=zvt><img src="https://raw.githubusercontent.com/zvtvz/zvt/master/docs/imgs/jetbrains.png" width="50%" alt="jetbrains"></a></p>
+<p><a href=https://www.jetbrains.com/?from=zvt><img src="https://raw.githubusercontent.com/zvtvz/zvt/master/docs/imgs/jetbrains.png" width="25%" alt="jetbrains"></a></p>

README.md

@@ -422,4 +422,4 @@ pycharm导入工程(推荐,你也可以使用其他ide)，然后pytest跑测试
 https://zhuanlan.zhihu.com/automoney
 
 ## Thanks
-<p><a href=https://www.jetbrains.com/?from=zvt><img src="https://raw.githubusercontent.com/zvtvz/zvt/master/docs/imgs/jetbrains.png" width="50%" alt="jetbrains"></a></p>
+<p><a href=https://www.jetbrains.com/?from=zvt><img src="https://raw.githubusercontent.com/zvtvz/zvt/master/docs/imgs/jetbrains.png" width="25%" alt="jetbrains"></a></p>

examples/__init__.py

@@ -1,3 +1 @@
 # -*- coding: utf-8 -*-
-from zvt.recorders.eastmoney.finance.china_stock_balance_sheet_recorder import *
-ChinaStockBalanceSheetRecorder

examples/factors/block_selector.py

@@ -1,5 +1,5 @@
 # -*- coding: utf-8 -*-
-from zvt.core import IntervalLevel
+from zvt.contract import IntervalLevel
 from zvt.domain import Block
 from zvt.factors.money_flow_factor import BlockMoneyFlowFactor
 from zvt.factors.target_selector import TargetSelector

examples/factors/composite_selector.py

@@ -1,6 +1,6 @@
 # -*- coding: utf-8 -*-
 from examples.factors.technical_selector import TechnicalSelector
-from zvt.core import IntervalLevel
+from zvt.contract import IntervalLevel
 from zvt.domain import Block
 from zvt.factors.money_flow_factor import BlockMoneyFlowFactor
 from zvt.factors.target_selector import TargetSelector

examples/factors/technical_selector.py

@@ -1,5 +1,5 @@
 # -*- coding: utf-8 -*-
-from zvt.core import IntervalLevel
+from zvt.contract import IntervalLevel
 from zvt.domain import Stock
 from zvt.factors.target_selector import TargetSelector
 from zvt.factors.technical_factor import BullFactor

examples/recorders/joinquant_data_runner.py

@@ -5,8 +5,8 @@
 from apscheduler.schedulers.background import BackgroundScheduler
 
 from zvt import init_log
-from zvt.domain import *
 from zvt.informer.informer import EmailInformer
+from zvt.domain import *
 
 logger = logging.getLogger(__name__)
 
@@ -22,19 +22,20 @@ def record_kdata():
             Stock.record_data(provider='joinquant', sleeping_time=1)
             StockTradeDay.record_data(provider='joinquant', sleeping_time=1)
             Stock1dKdata.record_data(provider='joinquant', sleeping_time=1)
+            Stock1dHfqKdata.record_data(provider='joinquant', sleeping_time=1)
             StockValuation.record_data(provider='joinquant', sleeping_time=1)
 
             email_action.send_message("[email protected]", 'joinquant record kdata finished', '')
             break
         except Exception as e:
-            msg = f'joinquant runner error:{e}'
+            msg = f'joinquant record kdata:{e}'
             logger.exception(msg)
 
-            email_action.send_message("[email protected]", 'joinquant runner error', msg)
+            email_action.send_message("[email protected]", 'joinquant record kdata error', msg)
             time.sleep(60)
 
 
-@sched.scheduled_job('cron', hour=18, minute=30)
+@sched.scheduled_job('cron', hour=19, minute=00)
 def record_others():
     while True:
         email_action = EmailInformer()
@@ -43,13 +44,13 @@ def record_others():
             Etf.record_data(provider='joinquant', sleeping_time=1)
             EtfStock.record_data(provider='joinquant', sleeping_time=1)
 
-            email_action.send_message("[email protected]", 'joinquant runner finished', '')
+            email_action.send_message("[email protected]", 'joinquant record etf finished', '')
             break
         except Exception as e:
-            msg = f'joinquant runner error:{e}'
+            msg = f'joinquant record etf error:{e}'
             logger.exception(msg)
 
-            email_action.send_message("[email protected]", 'joinquant runner error', msg)
+            email_action.send_message("[email protected]", 'joinquant record etf error', msg)
             time.sleep(60)
 
 

examples/reports/__init__.py

@@ -31,7 +31,7 @@ def risky_company(the_date=to_pd_timestamp(now_time_str()), income_yoy=-0.1, pro
 
     # 高应收，高存货，高商誉
     balance_filter = (BalanceSheet.accounts_receivable + BalanceSheet.inventories + BalanceSheet.goodwill) \
-                     > BalanceSheet.total_equity / 2
+                     > BalanceSheet.total_equity
     df = BalanceSheet.query_data(entity_ids=entity_ids, start_timestamp=start_timestamp, filters=[balance_filter],
                                  columns=['code'])
     if pd_is_not_null(df):

examples/reports/report_block.py

@@ -5,7 +5,7 @@
 
 from apscheduler.schedulers.background import BackgroundScheduler
 
-from zvt.core import IntervalLevel
+from zvt.contract import IntervalLevel
 from zvt import init_log
 from zvt.domain import Block, BlockMoneyFlow, BlockCategory
 from zvt.factors import TargetSelector

examples/reports/report_core_compay.py

@@ -7,7 +7,7 @@
 
 from examples.factors.fundamental_selector import FundamentalSelector
 from examples.reports import get_subscriber_emails
-from zvt.core.api import get_entities
+from zvt.contract.api import get_entities
 from zvt.utils.time_utils import now_pd_timestamp, to_time_str
 from zvt import init_log
 from zvt.domain import Stock

examples/reports/report_cross_ma.py

@@ -4,7 +4,7 @@
 
 from apscheduler.schedulers.background import BackgroundScheduler
 
-from zvt.core.api import get_entities
+from zvt.contract.api import get_entities
 from zvt.utils.time_utils import now_pd_timestamp
 from zvt import init_log
 from zvt.domain import Stock, StockTradeDay

examples/reports/report_real.py

@@ -8,7 +8,7 @@
 from apscheduler.schedulers.background import BackgroundScheduler
 
 from examples.factors.block_selector import BlockSelector
-from zvt.core.api import get_entities
+from zvt.contract.api import get_entities
 from zvt import init_log
 from zvt.domain import Stock1dKdata, BlockStock, Block, StockValuation, Stock
 from zvt.factors import TargetSelector

examples/reports/report_state.py

@@ -7,11 +7,11 @@
 from apscheduler.schedulers.background import BackgroundScheduler
 
 from examples.reports import risky_company
-from zvt.core.api import get_entities, get_entity_code
 from zvt import init_log
-from zvt.domain import Stock1dKdata, StockValuation, Stock
+from zvt.contract.api import get_entities, get_entity_code
+from zvt.domain import Stock1dKdata, Stock
 from zvt.factors import TargetSelector
-from zvt.factors.ma.ma_factor import VolumeUpMa250Factor
+from zvt.factors.ma.ma_factor import ImprovedMaFactor
 from zvt.factors.ma.ma_stats import MaStateStatsFactor
 from zvt.informer.informer import EmailInformer
 
@@ -35,58 +35,52 @@ def report_state():
             # 计算均线
             my_selector = TargetSelector(start_timestamp='2018-01-01', end_timestamp=target_date)
             # add the factors
-            factor1 = VolumeUpMa250Factor(start_timestamp='2018-01-01', end_timestamp=target_date)
+            factor1 = ImprovedMaFactor(start_timestamp='2018-01-01', end_timestamp=target_date)
 
             my_selector.add_filter_factor(factor1)
 
             my_selector.run()
 
             long_stocks = my_selector.get_open_long_targets(timestamp=target_date)
+            stock_map_slope = {}
 
-            msg = 'no targets'
-            # 过滤亏损股
-            # check StockValuation data
-            pe_date = target_date - datetime.timedelta(10)
-            if StockValuation.query_data(start_timestamp=pe_date, limit=1, return_type='domain'):
-                positive_df = StockValuation.query_data(provider='joinquant', entity_ids=long_stocks,
-                                                        start_timestamp=pe_date,
-                                                        filters=[StockValuation.pe > 0],
-                                                        columns=['entity_id'])
-                bad_stocks = set(long_stocks) - set(positive_df['entity_id'].tolist())
-                if bad_stocks:
-                    stocks = get_entities(provider='joinquant', entity_schema=Stock, entity_ids=bad_stocks,
-                                          return_type='domain')
-                    info = [f'{stock.name}({stock.code})' for stock in stocks]
-                    msg = '亏损股:' + ' '.join(info) + '\n'
+            logger.info(long_stocks)
 
-                long_stocks = set(positive_df['entity_id'].tolist())
+            msg = 'no targets'
 
             if long_stocks:
-                pre_date = target_date - datetime.timedelta(3 * 365)
+                pre_date = target_date - datetime.timedelta(2 * 365)
                 ma_state = MaStateStatsFactor(entity_ids=long_stocks, start_timestamp=pre_date,
-                                              end_timestamp=target_date, persist_factor=False)
-                bad_stocks = []
+                                              end_timestamp=target_date, need_persist=False)
+
+                ma_state.factor_df['slope'] = 100 * ma_state.factor_df['current_pct'] / ma_state.factor_df[
+                    'current_count']
+
+                high_stocks = []
                 for entity_id, df in ma_state.factor_df.groupby(level=0):
-                    if df['current_pct'].max() >= 0.35:
-                        bad_stocks.append(entity_id)
-                        long_stocks.remove(entity_id)
-                if bad_stocks:
-                    stocks = get_entities(provider='joinquant', entity_schema=Stock, entity_ids=bad_stocks,
+                    if df['current_pct'].max() >= 0.7:
+                        high_stocks.append(entity_id)
+
+                    stock_map_slope[entity_id] = round(df['slope'].iat[-1], 2)
+
+                if high_stocks:
+                    stocks = get_entities(provider='joinquant', entity_schema=Stock, entity_ids=high_stocks,
                                           return_type='domain')
-                    info = [f'{stock.name}({stock.code})' for stock in stocks]
-                    msg = msg + '3年内高潮过:' + ' '.join(info) + '\n'
+                    info = [f'{stock.name}({stock.code})[{stock_map_slope.get(stock.entity_id)}]' for stock in stocks]
+                    msg = msg + '2年内高潮过:' + ' '.join(info) + '\n'
 
             # 过滤风险股
             if long_stocks:
-                risky_codes = risky_company(the_date=target_date, entity_ids=long_stocks)
+                risky_codes = risky_company(the_date=target_date, entity_ids=long_stocks, income_yoy=-0.8,
+                                            profit_yoy=-0.8)
 
                 if risky_codes:
                     long_stocks = [entity_id for entity_id in long_stocks if
                                    get_entity_code(entity_id) not in risky_codes]
 
-                    stocks = get_entities(provider='joinquant', entity_schema=Stock, entity_ids=risky_codes,
+                    stocks = get_entities(provider='joinquant', entity_schema=Stock, codes=risky_codes,
                                           return_type='domain')
-                    info = [f'{stock.name}({stock.code})' for stock in stocks]
+                    info = [f'{stock.name}({stock.code})[{stock_map_slope.get(stock.entity_id)}]' for stock in stocks]
                     msg = msg + '风险股:' + ' '.join(info) + '\n'
             if long_stocks:
                 stocks = get_entities(provider='joinquant', entity_schema=Stock, entity_ids=long_stocks,
@@ -104,8 +98,8 @@ def report_state():
                     email_action.send_message("[email protected]", f'report state error',
                                               'report state error:{}'.format(e))
 
-                info = [f'{stock.name}({stock.code})' for stock in stocks]
-                msg = msg + '盈利股:' + ' '.join(info) + '\n'
+                info = [f'{stock.name}({stock.code})[{stock_map_slope.get(stock.entity_id)}]' for stock in stocks]
+                msg = msg + '选中:' + ' '.join(info) + '\n'
 
             logger.info(msg)
             email_action.send_message('[email protected]', f'{target_date} 放量突破年线state选股结果', msg)

examples/reports/report_vol_up250.py

@@ -7,7 +7,7 @@
 from apscheduler.schedulers.background import BackgroundScheduler
 
 from examples.reports import get_subscriber_emails
-from zvt.core.api import get_entities
+from zvt.contract.api import get_entities
 from zvt import init_log
 from zvt.domain import Stock, Stock1dKdata, StockValuation
 from zvt.factors.ma.ma_factor import VolumeUpMa250Factor

examples/trader/stock_traders.py

@@ -1,5 +1,5 @@
 # -*- coding: utf-8 -*-
-from zvt.core import IntervalLevel
+from zvt.contract import IntervalLevel
 from zvt.factors.ma.ma_factor import CrossMaFactor
 from zvt.factors.target_selector import TargetSelector
 from zvt.factors.technical_factor import BullFactor
@@ -16,7 +16,7 @@ def init_selectors(self, entity_ids, entity_schema, exchanges, codes, start_time
         myselector.add_filter_factor(
             CrossMaFactor(entity_ids=entity_ids, entity_schema=entity_schema, exchanges=exchanges,
                           codes=codes, start_timestamp=start_timestamp, end_timestamp=end_timestamp,
-                          windows=[5, 10], persist_factor=False))
+                          windows=[5, 10], need_persist=False))
 
         self.selectors.append(myselector)
 

init_env.sh

@@ -35,7 +35,7 @@ if ! which virtualenv > /dev/null; then
 fi
 
 if [ ! -d "$BASEDIR/ve" ]; then
-    virtualenv -p python3 $BASEDIR/ve
+    virtualenv -p python3 $BASEDIR/ve --no-download
     echo "Virtualenv created."
 fi
 

requirements.txt

@@ -1,16 +1,17 @@
 requests == 2.20.1
 SQLAlchemy == 1.2.14
-pandas == 0.24.2
+pandas == 0.25.3
 arrow == 0.11.0
 tzlocal == 1.5.1
 xlrd == 1.1.0
 apscheduler == 3.4.0
-# TA-Lib
-jqdatasdk == 1.7.8
+jqdatasdk == 1.8.1
 demjson == 2.2.4
-marshmallow-sqlalchemy == 0.19.0
+marshmallow-sqlalchemy == 0.23.1
 marshmallow == 3.2.2
-plotly==4.1.0
+plotly==4.7.1
+dash==1.1.1
 simplejson==3.16.0
 html5lib == 1.0.1
-schedule == 0.6.0
+schedule == 0.6.0
+pluggy

setup.py

@@ -7,6 +7,13 @@
 # Always prefer setuptools over distutils
 from setuptools import setup, find_packages
 
+try:
+    # for pip >= 10
+    from pip._internal.req import parse_requirements
+except ImportError:
+    # for pip <= 9.0.3
+    from pip.req import parse_requirements
+
 here = path.abspath(path.dirname(__file__))
 
 # Get the long description from the README file
@@ -16,6 +23,8 @@
 # Arguments marked as "Required" below must be included for upload to PyPI.
 # Fields marked as "Optional" may be commented out.
 
+requirements = [str(ir.req) for ir in parse_requirements("requirements.txt", session=False)]
+
 setup(
     # This is the name of your project. The first time you publish this
     # package, this name will be registered for you. It will determine how
@@ -119,11 +128,7 @@
     # For an analysis of "install_requires" vs pip's requirements files see:
     # https://packaging.python.org/en/latest/requirements.html
 
-    install_requires=['zvdata>=1.2.3', 'requests>=2.20.1', 'SQLAlchemy>=1.2.14', 'pandas>=0.24.2',
-                      'arrow>=0.11.0', 'marshmallow >= 3.2.2', 'tzlocal>=1.5.1', 'xlrd>=1.1.0', 'apscheduler>=3.4.0',
-                      'jqdatasdk', 'demjson>=2.2.4', 'marshmallow-sqlalchemy>=0.19.0', 'ccxt>=1.17.191',
-                      'plotly>=4.1.0', 'simplejson>=3.16.0',
-                      'html5lib>=1.0.1', 'schedule>=0.6.0'],  # Optional
+    install_requires=requirements,  # Optional
 
     # List additional groups of dependencies here (e.g. development
     # dependencies). Users will be able to install these using the "extras"

tests/api/test_common.py

@@ -1,7 +1,7 @@
 # -*- coding: utf-8 -*-
-from zvt.core import IntervalLevel
-from zvt.api import get_kdata
-from zvt.api.common import to_high_level_kdata, get_recent_report_date
+from zvt.contract import IntervalLevel
+from zvt.api.quote import get_kdata
+from zvt.api.quote import to_high_level_kdata, get_recent_report_date
 from ..context import init_test_context
 
 init_test_context()