0.7.7 first commit(waditu#62)

czsc/__init__.py

@@ -4,10 +4,10 @@
 from .utils.ta import SMA, EMA, MACD, KDJ
 from .data.jq import JqCzscTrader
 
-__version__ = "0.7.6"
+__version__ = "0.7.7"
 __author__ = "zengbin93"
 __email__ = "[email protected]"
-__date__ = "20210902"
+__date__ = "20210923"
 
 print(f"欢迎使用CZSC！当前版本标识为 {__version__}@{__date__}")
 

czsc/data/ts.py

@@ -4,14 +4,15 @@
 email: [email protected]
 create_dt: 2021/6/25 18:52
 """
-
+import os
 import pandas as pd
 import tushare as ts
 from datetime import datetime, timedelta
 from typing import List
 from ..analyze import CzscTrader, RawBar, KlineGenerator
 from ..signals import get_default_signals
 from ..enum import Freq
+from ..utils.cache import home_path
 
 
 # 数据频度 ：支持分钟(min)/日(D)/周(W)/月(M)K线，其中1min表示1分钟（类推1/5/15/30/60分钟）。
@@ -20,13 +21,28 @@
             Freq.F60: "60min", Freq.D: 'D', Freq.W: "W", Freq.M: "M"}
 freq_cn_map = {"1分钟": Freq.F1, "5分钟": Freq.F5, "15分钟": Freq.F15, "30分钟": Freq.F30,
                "60分钟": Freq.F60, "日线": Freq.D}
-
+exchanges = {
+    "SSE": "上交所",
+    "SZSE": "深交所",
+    "CFFEX": "中金所",
+    "SHFE": "上期所",
+    "CZCE": "郑商所",
+    "DCE": "大商所",
+    "INE": "能源",
+    "IB": "银行间",
+    "XHKG": "港交所"
+}
 
 dt_fmt = "%Y-%m-%d %H:%M:%S"
 date_fmt = "%Y%m%d"
 
 pro = ts.pro_api()
 
+def get_trade_cal():
+    file_cal = os.path.join(home_path, "trade_cal.csv")
+    for k, v in exchanges.items():
+        df = pro.trade_cal(exchange=k, start_date='19700101', end_date='20211231')
+
 
 def format_kline(kline: pd.DataFrame, freq: Freq) -> List[RawBar]:
     """Tushare K线数据转换

czsc/objects.py

@@ -25,6 +25,7 @@ class RawBar:
     high: [float, int]
     low: [float, int]
     vol: [float, int]
+    amount: [float, int] = None
 
 
 @dataclass
@@ -39,7 +40,8 @@ class NewBar:
     high: [float, int]
     low: [float, int]
     vol: [float, int]
-    elements: List[RawBar]  # 存入具有包含关系的原始K线
+    amount: [float, int] = None
+    elements: List = None  # 存入具有包含关系的原始K线
 
 
 @dataclass
@@ -50,8 +52,8 @@ class FX:
     high: [float, int]
     low: [float, int]
     fx: [float, int]
-    power: str
-    elements: List[NewBar]
+    power: str = None
+    elements: List = None
 
 
 @dataclass
@@ -71,16 +73,16 @@ class BI:
     symbol: str
     fx_a: FX = None  # 笔开始的分型
     fx_b: FX = None  # 笔结束的分型
-    fxs: List[FX] = None  # 笔内部的分型列表
+    fxs: List = None  # 笔内部的分型列表
     direction: Direction = None
     high: float = None
     low: float = None
     power: float = None
-    bars: List[NewBar] = None
+    bars: List = None
     rsq: float = None
     change: float = None
     length: float = None
-    fake_bis: List[FakeBI] = None
+    fake_bis: List = None
 
     def __post_init__(self):
         self.sdt = self.fx_a.dt

setup.py

@@ -7,19 +7,20 @@
     version=czsc.__version__,
     author=czsc.__author__,
     author_email=czsc.__email__,
-    keywords=["缠论", "技术分析", "A股", "期货", "缠中说禅", "单因子分析"],
+    keywords=["缠论", "技术分析", "A股", "期货", "缠中说禅"],
     description="缠中说禅技术分析工具",
     long_description="缠中说禅技术分析工具，源自 http://blog.sina.com.cn/chzhshch",
-    license="MIT",
+    license="Apache Software License",
 
     url="https://github.com/zengbin93/czsc",
     packages=find_packages(exclude=['test', 'images', 'docs', 'examples']),
     include_package_data=True,
     install_requires=["pandas", "pyecharts", "tushare", "requests", "seaborn"],
-
+    package_data={'': ['data/*.csv']},
     classifiers=[
             'License :: OSI Approved :: Apache Software License',
             'Programming Language :: Python :: 3.7',
             'Programming Language :: Python :: 3.8',
+            'Programming Language :: Python :: 3.9',
         ]
 )

test/test_analyze.py

@@ -123,12 +123,12 @@ def test_czsc_trader():
         ]),
     ]
     ct = CzscTrader(op_freq=Freq.F5, kg=kg, get_signals=get_default_signals, events=events)
-    assert len(ct.s) == 214
+    assert len(ct.s) == 215
     for row in bars[-10000:]:
         op = ct.check_operate(row)
         print(" : op    : ", op)
         print(" : cache : ", dict(ct.cache), "\n")
-    assert len(ct.s) == 214
+    assert len(ct.s) == 215
 
 
 def test_get_signals():