forked from waditu/czsc
-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathrt_monitor.py
147 lines (118 loc) · 7.81 KB
/
rt_monitor.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
# coding: utf-8
"""
基于聚宽数据的实时日线因子监控
"""
# 首次使用需要设置聚宽账户
# from czsc.data.jq import set_token
# set_token("phone number", 'password') # 第一个参数是JQData的手机号，第二个参数是登录密码
import traceback
import time
import shutil
import os
from datetime import datetime
from czsc.data.jq import JqCzscTrader as CzscTrader
from czsc.objects import Signal, Factor, Event, Operate
from czsc.utils.qywx import push_text, push_file
from czsc.utils.io import read_pkl, save_pkl
# =======================================================================================================
# 基础参数配置
ct_path = os.path.join(".", "czsc_traders")
os.makedirs(ct_path, exist_ok=True)
# 关于企业微信群聊机器人的使用文档，参考：https://work.weixin.qq.com/api/doc/90000/90136/91770
# 企业微信群聊机器人的key
qywx_key = "4ad2e226-2519-4893-8670-*****"
# 定义需要监控的股票列表
symbols = ["300033.XSHE", "300803.XSHE", "002739.XSHE"]
def monitor(use_cache=True):
push_text("自选股CZSC笔因子监控启动 @ {}".format(datetime.now().strftime("%Y-%m-%d %H:%M")), qywx_key)
moni_path = os.path.join(ct_path, "monitor")
# 首先清空历史快照
if os.path.exists(moni_path):
shutil.rmtree(moni_path)
os.makedirs(moni_path, exist_ok=True)
events_monitor = [
# 开多
Event(name="一买", operate=Operate.LO, factors=[
Factor(name="5分钟类一买", signals_all=[Signal("5分钟_倒1笔_类买卖点_类一买_任意_任意_0")]),
Factor(name="5分钟形一买", signals_all=[Signal("5分钟_倒1笔_基础形态_类一买_任意_任意_0")]),
Factor(name="15分钟类一买", signals_all=[Signal("15分钟_倒1笔_类买卖点_类一买_任意_任意_0")]),
Factor(name="15分钟形一买", signals_all=[Signal("15分钟_倒1笔_基础形态_类一买_任意_任意_0")]),
Factor(name="30分钟类一买", signals_all=[Signal("30分钟_倒1笔_类买卖点_类一买_任意_任意_0")]),
Factor(name="30分钟形一买", signals_all=[Signal("30分钟_倒1笔_基础形态_类一买_任意_任意_0")]),
]),
Event(name="二买", operate=Operate.LO, factors=[
Factor(name="5分钟类二买", signals_all=[Signal("5分钟_倒1笔_类买卖点_类二买_任意_任意_0")]),
Factor(name="5分钟形二买", signals_all=[Signal("5分钟_倒1笔_基础形态_类二买_任意_任意_0")]),
Factor(name="15分钟类二买", signals_all=[Signal("15分钟_倒1笔_类买卖点_类二买_任意_任意_0")]),
Factor(name="15分钟形二买", signals_all=[Signal("15分钟_倒1笔_基础形态_类二买_任意_任意_0")]),
Factor(name="30分钟类二买", signals_all=[Signal("30分钟_倒1笔_类买卖点_类二买_任意_任意_0")]),
Factor(name="30分钟形二买", signals_all=[Signal("30分钟_倒1笔_基础形态_类二买_任意_任意_0")]),
]),
Event(name="三买", operate=Operate.LO, factors=[
Factor(name="5分钟类三买", signals_all=[Signal("5分钟_倒1笔_类买卖点_类三买_任意_任意_0")]),
Factor(name="5分钟形三买", signals_all=[Signal("5分钟_倒1笔_基础形态_类三买_任意_任意_0")]),
Factor(name="15分钟类三买", signals_all=[Signal("15分钟_倒1笔_类买卖点_类三买_任意_任意_0")]),
Factor(name="15分钟形三买", signals_all=[Signal("15分钟_倒1笔_基础形态_类三买_任意_任意_0")]),
Factor(name="30分钟类三买", signals_all=[Signal("30分钟_倒1笔_类买卖点_类三买_任意_任意_0")]),
Factor(name="30分钟形三买", signals_all=[Signal("30分钟_倒1笔_基础形态_类三买_任意_任意_0")]),
]),
# 平多
Event(name="一卖", operate=Operate.LE, factors=[
Factor(name="5分钟类一卖", signals_all=[Signal("5分钟_倒1笔_类买卖点_类一卖_任意_任意_0")]),
Factor(name="5分钟形一卖", signals_all=[Signal("5分钟_倒1笔_基础形态_类一卖_任意_任意_0")]),
Factor(name="15分钟类一卖", signals_all=[Signal("15分钟_倒1笔_类买卖点_类一卖_任意_任意_0")]),
Factor(name="15分钟形一卖", signals_all=[Signal("15分钟_倒1笔_基础形态_类一卖_任意_任意_0")]),
Factor(name="30分钟类一卖", signals_all=[Signal("30分钟_倒1笔_类买卖点_类一卖_任意_任意_0")]),
Factor(name="30分钟形一卖", signals_all=[Signal("30分钟_倒1笔_基础形态_类一卖_任意_任意_0")]),
]),
Event(name="二卖", operate=Operate.LE, factors=[
Factor(name="5分钟类二卖", signals_all=[Signal("5分钟_倒1笔_类买卖点_类二卖_任意_任意_0")]),
Factor(name="5分钟形二卖", signals_all=[Signal("5分钟_倒1笔_基础形态_类二卖_任意_任意_0")]),
Factor(name="15分钟类二卖", signals_all=[Signal("15分钟_倒1笔_类买卖点_类二卖_任意_任意_0")]),
Factor(name="15分钟形二卖", signals_all=[Signal("15分钟_倒1笔_基础形态_类二卖_任意_任意_0")]),
Factor(name="30分钟类二卖", signals_all=[Signal("30分钟_倒1笔_类买卖点_类二卖_任意_任意_0")]),
Factor(name="30分钟形二卖", signals_all=[Signal("30分钟_倒1笔_基础形态_类二卖_任意_任意_0")]),
]),
Event(name="三卖", operate=Operate.LE, factors=[
Factor(name="5分钟类三卖", signals_all=[Signal("5分钟_倒1笔_类买卖点_类三卖_任意_任意_0")]),
Factor(name="5分钟形三卖", signals_all=[Signal("5分钟_倒1笔_基础形态_类三卖_任意_任意_0")]),
Factor(name="15分钟类三卖", signals_all=[Signal("15分钟_倒1笔_类买卖点_类三卖_任意_任意_0")]),
Factor(name="15分钟形三卖", signals_all=[Signal("15分钟_倒1笔_基础形态_类三卖_任意_任意_0")]),
Factor(name="30分钟类三卖", signals_all=[Signal("30分钟_倒1笔_类买卖点_类三卖_任意_任意_0")]),
Factor(name="30分钟形三卖", signals_all=[Signal("30分钟_倒1笔_基础形态_类三卖_任意_任意_0")]),
]),
]
for s in symbols:
print(s)
try:
file_ct = os.path.join(ct_path, "{}.ct".format(s))
if os.path.exists(file_ct) and use_cache:
ct: CzscTrader = read_pkl(file_ct)
ct.update_factors()
else:
ct = CzscTrader(s, max_count=1000)
save_pkl(ct, file_ct)
# 每次执行，会在moni_path下面保存一份快照
file_html = os.path.join(moni_path, f"{ct.symbol}_{ct.end_dt.strftime('%Y%m%d%H%M')}.html")
ct.take_snapshot(file_html, width="1400px", height="580px")
msg = f"标的代码：{s}\n同花顺F10：http://basic.10jqka.com.cn/{s.split('.')[0]}\n"
for event in events_monitor:
m, f = event.is_match(ct.s)
if m:
msg += "监控提醒：{}@{}\n".format(event.name, f)
if "监控提醒" in msg:
push_text(msg.strip("\n"), key=qywx_key)
except Exception as e:
traceback.print_exc()
print("{} 执行失败 - {}".format(s, e))
push_text("自选股CZSC笔因子监控结束 @ {}".format(datetime.now().strftime("%Y-%m-%d %H:%M")), qywx_key)
def run_monitor():
mdt = ["09:30", "10:00", "10:30", "11:00", "11:20", "13:00", "13:30", "14:00", "14:30", "14:50"]
monitor()
while 1:
print(datetime.now().strftime("%H:%M"))
if datetime.now().strftime("%H:%M") in mdt:
monitor()
time.sleep(3)
if __name__ == '__main__':
run_monitor()