Initial commit

2025-06-10 01:16:09 +08:00
commit 05bab03b8c
155 changed files with 19979 additions and 0 deletions
@@ -0,0 +1,137 @@
+from enum import Enum, auto
+from typing import Literal
+
+
+class DATA_SRC(Enum):
+    BAO_STOCK = auto()
+    CCXT = auto()
+    CSV = auto()
+
+
+class KL_TYPE(Enum):
+    K_1M = auto()
+    K_DAY = auto()
+    K_WEEK = auto()
+    K_MON = auto()
+    K_YEAR = auto()
+    K_5M = auto()
+    K_15M = auto()
+    K_30M = auto()
+    K_60M = auto()
+    K_4H = auto()
+    K_6H = auto()
+    K_8H = auto()
+    K_12H = auto()
+    K_3DAY = auto()
+    K_3M = auto()
+    K_QUARTER = auto()
+
+
+class KLINE_DIR(Enum):
+    UP = auto()
+    DOWN = auto()
+    COMBINE = auto()
+    INCLUDED = auto()
+
+
+class FX_TYPE(Enum):
+    BOTTOM = auto()
+    TOP = auto()
+    UNKNOWN = auto()
+
+
+class BI_DIR(Enum):
+    UP = auto()
+    DOWN = auto()
+
+class SEG_DIR(Enum):
+    UP = auto()
+    DOWN = auto()
+
+class BI_TYPE(Enum):
+    UNKNOWN = auto()
+    STRICT = auto()
+    SUB_VALUE = auto()  # 次高低点成笔
+    TIAOKONG_THRED = auto()
+    DAHENG = auto()
+    TUIBI = auto()
+    UNSTRICT = auto()
+    TIAOKONG_VALUE = auto()
+
+
+BSP_MAIN_TYPE = Literal['1', '2', '3']
+
+
+class BSP_TYPE(Enum):
+    T1 = '1'
+    T1P = '1p'
+    T2 = '2'
+    T2S = '2s'
+    T3A = '3a'  # 中枢在1类后面
+    T3B = '3b'  # 中枢在1类前面
+
+    def main_type(self) -> BSP_MAIN_TYPE:
+        return self.value[0]  # type: ignore
+
+
+class AUTYPE(Enum):
+    QFQ = auto()
+    HFQ = auto()
+    NONE = auto()
+
+
+class TREND_TYPE(Enum):
+    MEAN = "mean"
+    MAX = "max"
+    MIN = "min"
+
+
+class TREND_LINE_SIDE(Enum):
+    INSIDE = auto()
+    OUTSIDE = auto()
+
+
+class LEFT_SEG_METHOD(Enum):
+    ALL = auto()
+    PEAK = auto()
+
+
+class FX_CHECK_METHOD(Enum):
+    STRICT = auto()
+    LOSS = auto()
+    HALF = auto()
+    TOTALLY = auto()
+
+
+class SEG_TYPE(Enum):
+    BI = auto()
+    SEG = auto()
+
+
+class MACD_ALGO(Enum):
+    AREA = auto()
+    PEAK = auto()
+    FULL_AREA = auto()
+    DIFF = auto()
+    SLOPE = auto()
+    AMP = auto()
+    VOLUMN = auto()
+    AMOUNT = auto()
+    VOLUMN_AVG = auto()
+    AMOUNT_AVG = auto()
+    TURNRATE_AVG = auto()
+    RSI = auto()
+
+
+class DATA_FIELD:
+    FIELD_TIME = "time_key"
+    FIELD_OPEN = "open"
+    FIELD_HIGH = "high"
+    FIELD_LOW = "low"
+    FIELD_CLOSE = "close"
+    FIELD_VOLUME = "volume"  # 成交量
+    FIELD_TURNOVER = "turnover"  # 成交额
+    FIELD_TURNRATE = "turnover_rate"  # 换手率
+
+
+TRADE_INFO_LST = [DATA_FIELD.FIELD_VOLUME, DATA_FIELD.FIELD_TURNOVER, DATA_FIELD.FIELD_TURNRATE]
@@ -0,0 +1,44 @@
+from datetime import datetime
+
+
+class CTime:
+    def __init__(self, year, month, day, hour, minute, second=0, auto=True):
+        self.year = year
+        self.month = month
+        self.day = day
+        self.hour = hour
+        self.minute = minute
+        self.second = second
+        self.auto = auto  # 自适应对天的理解
+        self.set_timestamp()  # set self.ts
+
+    def __str__(self):
+        if self.hour == 0 and self.minute == 0:
+            return f"{self.year:04}/{self.month:02}/{self.day:02}"
+        else:
+            return f"{self.year:04}/{self.month:02}/{self.day:02} {self.hour:02}:{self.minute:02}"
+
+    def to_str(self):
+        if self.hour == 0 and self.minute == 0:
+            return f"{self.year:04}/{self.month:02}/{self.day:02}"
+        else:
+            return f"{self.year:04}/{self.month:02}/{self.day:02} {self.hour:02}:{self.minute:02}"
+
+    def toDateStr(self, splt=''):
+        return f"{self.year:04}{splt}{self.month:02}{splt}{self.day:02}"
+
+    def toDate(self):
+        return CTime(self.year, self.month, self.day, 0, 0, auto=False)
+
+    def set_timestamp(self):
+        if self.hour == 0 and self.minute == 0 and self.auto:
+            date = datetime(self.year, self.month, self.day, 23, 59, self.second)
+        else:
+            date = datetime(self.year, self.month, self.day, self.hour, self.minute, self.second)
+        self.ts = date.timestamp()
+
+    def __gt__(self, t2):
+        return self.ts > t2.ts
+
+    def __ge__(self, t2):
+        return self.ts >= t2.ts
@@ -0,0 +1,88 @@
+from enum import IntEnum
+
+
+class ErrCode(IntEnum):
+    # chan err
+    _CHAN_ERR_BEGIN = 0
+    COMMON_ERROR = 1
+    SRC_DATA_NOT_FOUND = 3
+    SRC_DATA_TYPE_ERR = 4
+    PARA_ERROR = 5
+    EXTRA_KLU_ERR = 6
+    SEG_END_VALUE_ERR = 7
+    SEG_EIGEN_ERR = 8
+    BI_ERR = 9
+    COMBINER_ERR = 10
+    PLOT_ERR = 11
+    MODEL_ERROR = 12
+    SEG_LEN_ERR = 13
+    ENV_CONF_ERR = 14
+    UNKNOWN_DB_TYPE = 15
+    FEATURE_ERROR = 16
+    CONFIG_ERROR = 17
+    SRC_DATA_FORMAT_ERROR = 18
+    _CHAN_ERR_END = 99
+
+    # Trade Error
+    _TRADE_ERR_BEGIN = 100
+    SIGNAL_EXISTED = 101
+    RECORD_NOT_EXIST = 102
+    RECORD_ALREADY_OPENED = 103
+    QUOTA_NOT_ENOUGH = 104
+    RECORD_NOT_OPENED = 105
+    TRADE_UNLOCK_FAIL = 106
+    PLACE_ORDER_FAIL = 107
+    LIST_ORDER_FAIL = 108
+    CANDEL_ORDER_FAIL = 109
+    GET_FUTU_PRICE_FAIL = 110
+    GET_FUTU_LOT_SIZE_FAIL = 111
+    OPEN_RECORD_NOT_WATCHING = 112
+    GET_HOLDING_QTY_FAIL = 113
+    RECORD_CLOSED = 114
+    REQUEST_TRADING_DAYS_FAIL = 115
+    COVER_ORDER_ID_NOT_UNIQUE = 116
+    SIGNAL_TRADED = 117
+    _TRADE_ERR_END = 199
+
+    # KL data Error
+    _KL_ERR_BEGIN = 200
+    PRICE_BELOW_ZERO = 201
+    KL_DATA_NOT_ALIGN = 202
+    KL_DATA_INVALID = 203
+    KL_TIME_INCONSISTENT = 204
+    TRADEINFO_TOO_MUCH_ZERO = 205
+    KL_NOT_MONOTONOUS = 206
+    SNAPSHOT_ERR = 207
+    SUSPENSION = 208  # 疑似停牌
+    STOCK_IPO_TOO_LATE = 209
+    NO_DATA = 210
+    STOCK_NOT_ACTIVE = 211
+    STOCK_PRICE_NOT_ACTIVE = 212
+    _KL_ERR_END = 299
+
+
+class CChanException(Exception):
+    def __init__(self, message, code=ErrCode.COMMON_ERROR):
+        self.errcode = code
+        self.msg = message
+        Exception.__init__(self, message)
+
+    def is_kldata_err(self):
+        return ErrCode._KL_ERR_BEGIN < self.errcode < ErrCode._KL_ERR_END
+
+    def is_chan_err(self):
+        return ErrCode._CHAN_ERR_BEGIN < self.errcode < ErrCode._CHAN_ERR_END
+
+
+if __name__ == "__main__":
+    def foo():
+        raise CChanException("XXX", ErrCode.CONFIG_ERROR)
+
+    try:
+        foo()
+    except CChanException as e:
+        print(str(e.errcode))
+        # python3.8 结果为： ErrCode.CONFIG_ERROR
+        # python3.11 结果为：17
+
+        print(e.errcode.name, type(e.errcode.name))
@@ -0,0 +1,34 @@
+import inspect
+import types
+
+
+class make_cache:
+    def __init__(self, func):
+        self.func = func
+
+        fargspec = inspect.getfullargspec(func)
+        if len(fargspec.args) != 1 or fargspec.args[0] != "self":
+            raise Exception("@memoize must be `(self)`")
+
+        # set key for this function
+        self.func_key = str(func)
+
+    def __get__(self, instance, cls):
+        if instance is None:
+            raise Exception("@memoize's must be bound")
+
+        if not hasattr(instance, "_memoize_cache"):
+            setattr(instance, "_memoize_cache", {})
+
+        return types.MethodType(self, instance)
+
+    def __call__(self, *args, **kwargs):
+        instance = args[0]
+        cache = instance._memoize_cache
+
+        if self.func_key in cache:
+            return cache[self.func_key]
+
+        result = self.func(*args, **kwargs)
+        cache[self.func_key] = result
+        return result
@@ -0,0 +1,59 @@
+from .CEnum import BI_DIR, KL_TYPE
+
+
+def kltype_lt_day(_type):
+    return _type in [KL_TYPE.K_1M, KL_TYPE.K_5M, KL_TYPE.K_15M, KL_TYPE.K_30M, KL_TYPE.K_60M]
+
+
+def kltype_lte_day(_type):
+    return _type in [KL_TYPE.K_1M, KL_TYPE.K_5M, KL_TYPE.K_15M, KL_TYPE.K_30M, KL_TYPE.K_60M, KL_TYPE.K_DAY]
+
+
+def check_kltype_order(type_list: list):
+    _dict = {
+        KL_TYPE.K_1M: 1,
+        KL_TYPE.K_3M: 2,
+        KL_TYPE.K_5M: 3,
+        KL_TYPE.K_15M: 4,
+        KL_TYPE.K_30M: 5,
+        KL_TYPE.K_60M: 6,
+        KL_TYPE.K_4H: 7,      # 4小时
+        KL_TYPE.K_6H: 8,      # 6小时
+        KL_TYPE.K_8H: 9,      # 8小时
+        KL_TYPE.K_12H: 10,    # 12小时
+        KL_TYPE.K_DAY: 11,
+        KL_TYPE.K_3DAY: 12,   # 3日线
+        KL_TYPE.K_WEEK: 13,
+        KL_TYPE.K_MON: 14,
+        KL_TYPE.K_QUARTER: 15,
+        KL_TYPE.K_YEAR: 16,
+    }
+    last_lv = float("inf")
+    for kl_type in type_list:
+        cur_lv = _dict[kl_type]
+        assert cur_lv < last_lv, "lv_list的顺序必须从大级别到小级别"
+        last_lv = cur_lv
+
+
+def revert_bi_dir(dir):
+    return BI_DIR.DOWN if dir == BI_DIR.UP else BI_DIR.UP
+
+
+def has_overlap(l1, h1, l2, h2, equal=False):
+    return h2 >= l1 and h1 >= l2 if equal else h2 > l1 and h1 > l2
+
+
+def str2float(s):
+    try:
+        return float(s)
+    except ValueError:
+        return 0.0
+
+
+def _parse_inf(v):
+    if type(v) == float:
+        if v == float("inf"):
+            v = 'float("inf")'
+        if v == float("-inf"):
+            v = 'float("-inf")'
+    return v