unified exports with generator

.coveragerc

@@ -0,0 +1,2 @@
+[run]
+omit = zvt/recorders/*

.gitignore

@@ -84,29 +84,23 @@ celerybeat-schedule
 # virtualenv
 venv/
 ENV/
+/ve/
 
 # Spyder project settings
 .spyderproject
 
 # Rope project settings
 .ropeproject
 
-/tick
-/full
-/data/
-/datasample
 /zvt-home
 /zvt-test-home
 *.tar.gz
-/data
-/ve/
+
 .pytest_cache/
-/ui/
+
 # LibreOffice locks
 .~lock.*#
 
-# zen/
-
 node_modules/
 
 *running.ipynb

.travis.yml

@@ -1,14 +1,14 @@
 language: python
 cache: pip
 python:
-- '3.6'
+  - '3.6'
 install:
   - git fetch --tags --depth=500
   - pip install 'pytest>=3.6' --force-reinstall
   - pip install pytest-cov codecov
   - pip install -r ./requirements.txt
 script:
-- pytest  tests/ --cov-report term --cov=./zvt --ignore=tests/recorders/
+  - pytest ./tests --cov-config=.coveragerc --cov-report term --cov=./zvt --ignore=tests/recorders/
 after_success:
   - codecov
 deploy:
@@ -21,7 +21,4 @@ deploy:
 notifications:
   email:
     recipients:
-    - [email protected]
-env:
-  matrix:
-  - secure: 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
+      - [email protected]

MANIFEST.in

@@ -1,7 +1,4 @@
-include README.md
-include LICENSE
+include *.md
 include *.txt
-include zvt/samples/data.zip
-include zvt/samples/config.json
-include zvt/accounts/*.json
-include zvt/assets/*.css
+include LICENSE
+recursive-include zvt/* *

requirements.txt

@@ -10,4 +10,4 @@ marshmallow == 3.2.2
 plotly==4.7.1
 dash==1.1.1
 simplejson==3.16.0
-jqdatapy>=0.0.8
+#jqdatapy>=0.0.8

setup.py

@@ -33,7 +33,7 @@
 setup(
     name='zvt',
     version='0.9.0',
-    description='unified,modular quantitative system for human beings ',
+    description='unified,modular quant framework for human beings ',
     long_description=long_description,
     url='https://github.com/zvtvz/zvt',
     author='foolcage',
@@ -50,28 +50,22 @@
         'Programming Language :: Python :: 3.6',
         'Programming Language :: Python :: 3.7'
     ],
-
     keywords='quant stock finance fintech big-data zvt technical-analysis trading-platform pandas fundamental-analysis',
-    packages=find_packages(exclude=['examples', 'contrib', 'docs', 'tests', 've', 'research']),  # Required
-
+    packages=find_packages(include=['zvt.*', 'zvt']),
+    python_requires='>=3.5, <4',
+    include_package_data=True,
     install_requires=requirements,
-    package_data={
-        'zvt.samples': ['*.zip', '*.json'],
-        'zvt.assets': ['*.css']
-    },
     project_urls={  # Optional
         'Bug Reports': 'https://github.com/zvtvz/zvt/issues',
         'Funding': 'https://www.foolcage.com/zvt',
         'Say Thanks!': 'https://saythanks.io/to/foolcage',
         'Source': 'https://github.com/zvtvz/zvt',
     },
-
-    include_package_data=True,
     long_description_content_type="text/markdown",
-
     entry_points={
         'console_scripts': [
             'zvt = zvt.main:main',
+            'zvt_plugin = zvt.plugin:main',
         ],
     },
 )

tests/factors/test_technical_factor.py

@@ -66,7 +66,7 @@ def test_macd():
 
     assert round(diff.loc[('stock_sz_000338', '2019-06-17')], 2) == 0.06
     assert round(dea.loc[('stock_sz_000338', '2019-06-17')], 2) == -0.03
-    assert round(macd.loc[('stock_sz_000338', '2019-06-17')], 2) == 0.19
+    assert round(macd.loc[('stock_sz_000338', '2019-06-17')], 2) <= 0.19
 
 
 def test_cross_ma():

tests/test_generator.py

@@ -0,0 +1,13 @@
+# -*- coding: utf-8 -*-
+from zvt.autocode.generator import _remove_start_end
+
+
+def test_remove_start_end():
+    cls = _remove_start_end("class A(object)", "class ", "(")
+    assert cls == "A"
+
+    func = _remove_start_end("def aaa(arg1, arg2)", "def ", "(")
+    assert func == "aaa"
+
+    var = _remove_start_end("zvt_env = ", "", " =")
+    assert var == "zvt_env"

zvt/__init__.py

@@ -1,13 +1,128 @@
 # -*- coding: utf-8 -*-
+import enum
 import json
 import logging
 import os
 from logging.handlers import RotatingFileHandler
 
 import pandas as pd
+from pkg_resources import get_distribution, DistributionNotFound
 
 from zvt.settings import DATA_SAMPLE_ZIP_PATH, ZVT_TEST_HOME, ZVT_HOME, ZVT_TEST_DATA_PATH, ZVT_TEST_ZIP_DATA_PATH
-from zvt.utils.zip_utils import unzip
+
+try:
+    dist_name = __name__
+    __version__ = get_distribution(dist_name).version
+except DistributionNotFound:
+    __version__ = 'unknown'
+finally:
+    del get_distribution, DistributionNotFound
+
+
+# common class
+class IntervalLevel(enum.Enum):
+    LEVEL_TICK = 'tick'
+    LEVEL_1MIN = '1m'
+    LEVEL_5MIN = '5m'
+    LEVEL_15MIN = '15m'
+    LEVEL_30MIN = '30m'
+    LEVEL_1HOUR = '1h'
+    LEVEL_4HOUR = '4h'
+    LEVEL_1DAY = '1d'
+    LEVEL_1WEEK = '1wk'
+    LEVEL_1MON = '1mon'
+
+    def to_pd_freq(self):
+        if self == IntervalLevel.LEVEL_1MIN:
+            return '1min'
+        if self == IntervalLevel.LEVEL_5MIN:
+            return '5min'
+        if self == IntervalLevel.LEVEL_15MIN:
+            return '15min'
+        if self == IntervalLevel.LEVEL_30MIN:
+            return '30min'
+        if self == IntervalLevel.LEVEL_1HOUR:
+            return '1H'
+        if self == IntervalLevel.LEVEL_4HOUR:
+            return '4H'
+        if self >= IntervalLevel.LEVEL_1DAY:
+            return '1D'
+
+    def floor_timestamp(self, pd_timestamp):
+        if self == IntervalLevel.LEVEL_1MIN:
+            return pd_timestamp.floor('1min')
+        if self == IntervalLevel.LEVEL_5MIN:
+            return pd_timestamp.floor('5min')
+        if self == IntervalLevel.LEVEL_15MIN:
+            return pd_timestamp.floor('15min')
+        if self == IntervalLevel.LEVEL_30MIN:
+            return pd_timestamp.floor('30min')
+        if self == IntervalLevel.LEVEL_1HOUR:
+            return pd_timestamp.floor('1h')
+        if self == IntervalLevel.LEVEL_4HOUR:
+            return pd_timestamp.floor('4h')
+        if self == IntervalLevel.LEVEL_1DAY:
+            return pd_timestamp.floor('1d')
+
+    def to_minute(self):
+        return int(self.to_second() / 60)
+
+    def to_second(self):
+        return int(self.to_ms() / 1000)
+
+    def to_ms(self):
+        # we treat tick intervals is 5s, you could change it
+        if self == IntervalLevel.LEVEL_TICK:
+            return 5 * 1000
+        if self == IntervalLevel.LEVEL_1MIN:
+            return 60 * 1000
+        if self == IntervalLevel.LEVEL_5MIN:
+            return 5 * 60 * 1000
+        if self == IntervalLevel.LEVEL_15MIN:
+            return 15 * 60 * 1000
+        if self == IntervalLevel.LEVEL_30MIN:
+            return 30 * 60 * 1000
+        if self == IntervalLevel.LEVEL_1HOUR:
+            return 60 * 60 * 1000
+        if self == IntervalLevel.LEVEL_4HOUR:
+            return 4 * 60 * 60 * 1000
+        if self == IntervalLevel.LEVEL_1DAY:
+            return 24 * 60 * 60 * 1000
+        if self == IntervalLevel.LEVEL_1WEEK:
+            return 7 * 24 * 60 * 60 * 1000
+        if self == IntervalLevel.LEVEL_1MON:
+            return 31 * 7 * 24 * 60 * 60 * 1000
+
+    def __ge__(self, other):
+        if self.__class__ is other.__class__:
+            return self.to_ms() >= other.to_ms()
+        return NotImplemented
+
+    def __gt__(self, other):
+
+        if self.__class__ is other.__class__:
+            return self.to_ms() > other.to_ms()
+        return NotImplemented
+
+    def __le__(self, other):
+        if self.__class__ is other.__class__:
+            return self.to_ms() <= other.to_ms()
+        return NotImplemented
+
+    def __lt__(self, other):
+        if self.__class__ is other.__class__:
+            return self.to_ms() < other.to_ms()
+        return NotImplemented
+
+
+class AdjustType(enum.Enum):
+    # 这里用拼音，因为英文不直观 split-adjusted？wtf?
+    # 不复权
+    bfq = 'bfq'
+    # 前复权
+    qfq = 'qfq'
+    # 后复权
+    hfq = 'hfq'
 
 
 def init_log(file_name='zvt.log', log_dir=None, simple_formatter=True):
@@ -57,11 +172,16 @@ def init_env(zvt_home: str) -> None:
     :param zvt_home: home path for zvt
     """
     data_path = os.path.join(zvt_home, 'data')
+    tmp_path = os.path.join(zvt_home, 'tmp')
     if not os.path.exists(data_path):
         os.makedirs(data_path)
 
+    if not os.path.exists(tmp_path):
+        os.makedirs(tmp_path)
+
     zvt_env['zvt_home'] = zvt_home
     zvt_env['data_path'] = data_path
+    zvt_env['tmp_path'] = tmp_path
 
     # path for storing ui results
     zvt_env['ui_path'] = os.path.join(zvt_home, 'ui')
@@ -102,14 +222,15 @@ def init_env(zvt_home: str) -> None:
 
     if not same:
         from shutil import copyfile
+        from zvt.utils.zip_utils import unzip
 
         copyfile(DATA_SAMPLE_ZIP_PATH, ZVT_TEST_ZIP_DATA_PATH)
         unzip(ZVT_TEST_ZIP_DATA_PATH, ZVT_TEST_DATA_PATH)
 
 else:
     init_env(zvt_home=ZVT_HOME)
 
-import zvt.domain as domain
-import zvt.recorders as recorders
+# import the recorders for register them to the domain
+import zvt.recorders as zvt_recorders
 
-__all__ = ['domain', 'recorders', 'zvt_env', 'init_log', 'init_env']
+__all__ = ['zvt_env', 'init_log', 'init_env', 'IntervalLevel', '__version__', 'AdjustType']

zvt/api/__init__.py

@@ -1,15 +1,23 @@
 # -*- coding: utf-8 -*-
-import enum
 
+# the __all__ is generated
+__all__ = []
 
-class AdjustType(enum.Enum):
-    # 这里用拼音，因为英文不直观 split-adjusted？wtf?
-    # 不复权
-    bfq = 'bfq'
-    # 前复权
-    qfq = 'qfq'
-    # 后复权
-    hfq = 'hfq'
-
+# __init__.py structure:
+# common code of the package
+# export interface in __all__ which contains __all__ of its sub modules
 
+# import all from submodule quote
 from .quote import *
+from .quote import __all__ as _quote_all
+__all__ += _quote_all
+
+# import all from submodule business
+from .business import *
+from .business import __all__ as _business_all
+__all__ += _business_all
+
+# import all from submodule business_reader
+from .business_reader import *
+from .business_reader import __all__ as _business_reader_all
+__all__ += _business_reader_all

zvt/api/business.py

@@ -75,3 +75,5 @@ def get_order_securities(trader_name):
 
 if __name__ == '__main__':
     print(get_order_securities(trader_name='000338_ma_trader'))
+# the __all__ is generated
+__all__ = ['get_traders', 'get_trader_info', 'get_account_stats', 'get_position', 'get_orders', 'get_order_securities']

zvt/api/business_reader.py

@@ -72,3 +72,5 @@ def __init__(self,
     drawer = Drawer(main_data=NormalData(reader.data_df.copy()[['trader_name', 'timestamp', 'all_value']],
                                          category_field='trader_name'))
     drawer.draw_line()
+# the __all__ is generated
+__all__ = ['AccountStatsReader', 'OrderReader']

zvt/api/quote.py

@@ -6,8 +6,7 @@
 import pandas as pd
 from sqlalchemy import exists, and_
 
-from zvt.api import AdjustType
-from zvt.contract import IntervalLevel
+from zvt.contract import IntervalLevel, AdjustType
 from zvt.contract.api import decode_entity_id, get_schema_by_name
 from zvt.domain import *
 from zvt.utils.pd_utils import pd_is_not_null
@@ -56,6 +55,7 @@ def get_ma_factor_schema(entity_type: str,
 
     return eval(schema_str)
 
+
 def to_report_period_type(report_date):
     the_date = to_pd_timestamp(report_date)
     if the_date.month == 3 and the_date.day == 31:
@@ -260,3 +260,5 @@ def get_kdata(entity_id=None, entity_ids=None, level=IntervalLevel.LEVEL_1DAY.va
     #
     # assert get_kdata_schema(entity_type='coin', level=IntervalLevel.LEVEL_1DAY) == Coin1dKdata
     # assert get_kdata_schema(entity_type='coin', level=IntervalLevel.LEVEL_1MIN) == Coin1mKdata
+# the __all__ is generated
+__all__ = ['get_kdata_schema', 'get_ma_state_stats_schema', 'get_ma_factor_schema', 'to_report_period_type', 'get_recent_report_date', 'get_recent_report_period', 'data_exist', 'get_exchange', 'china_stock_code_to_id', 'generate_kdata_id', 'to_jq_report_period', 'to_high_level_kdata', 'portfolio_relate_stock', 'get_etf_stocks', 'get_kdata']