Initial commit

2025-06-10 01:16:09 +08:00
commit 05bab03b8c
155 changed files with 19979 additions and 0 deletions
@@ -0,0 +1,114 @@
+import baostock as bs
+
+from Common.CEnum import AUTYPE, DATA_FIELD, KL_TYPE
+from Common.CTime import CTime
+from Common.func_util import kltype_lt_day, str2float
+from KLine.KLine_Unit import CKLine_Unit
+
+from .CommonStockAPI import CCommonStockApi
+
+
+def create_item_dict(data, column_name):
+    for i in range(len(data)):
+        data[i] = parse_time_column(data[i]) if i == 0 else str2float(data[i])
+    return dict(zip(column_name, data))
+
+
+def parse_time_column(inp):
+    # 20210902113000000
+    # 2021-09-13
+    if len(inp) == 10:
+        year = int(inp[:4])
+        month = int(inp[5:7])
+        day = int(inp[8:10])
+        hour = minute = 0
+    elif len(inp) == 17:
+        year = int(inp[:4])
+        month = int(inp[4:6])
+        day = int(inp[6:8])
+        hour = int(inp[8:10])
+        minute = int(inp[10:12])
+    elif len(inp) == 19:
+        year = int(inp[:4])
+        month = int(inp[5:7])
+        day = int(inp[8:10])
+        hour = int(inp[11:13])
+        minute = int(inp[14:16])
+    else:
+        raise Exception(f"unknown time column from baostock:{inp}")
+    return CTime(year, month, day, hour, minute)
+
+
+def GetColumnNameFromFieldList(fileds: str):
+    _dict = {
+        "time": DATA_FIELD.FIELD_TIME,
+        "date": DATA_FIELD.FIELD_TIME,
+        "open": DATA_FIELD.FIELD_OPEN,
+        "high": DATA_FIELD.FIELD_HIGH,
+        "low": DATA_FIELD.FIELD_LOW,
+        "close": DATA_FIELD.FIELD_CLOSE,
+        "volume": DATA_FIELD.FIELD_VOLUME,
+        "amount": DATA_FIELD.FIELD_TURNOVER,
+        "turn": DATA_FIELD.FIELD_TURNRATE,
+    }
+    return [_dict[x] for x in fileds.split(",")]
+
+
+class CBaoStock(CCommonStockApi):
+    is_connect = None
+
+    def __init__(self, code, k_type=KL_TYPE.K_DAY, begin_date=None, end_date=None, autype=AUTYPE.QFQ):
+        super(CBaoStock, self).__init__(code, k_type, begin_date, end_date, autype)
+
+    def get_kl_data(self):
+        # 天级别以上才有详细交易信息
+        if kltype_lt_day(self.k_type):
+            if not self.is_stock:
+                raise Exception("没有获取到数据，注意指数是没有分钟级别数据的！")
+            fields = "time,open,high,low,close"
+        else:
+            fields = "date,open,high,low,close,volume,amount,turn"
+        autype_dict = {AUTYPE.QFQ: "2", AUTYPE.HFQ: "1", AUTYPE.NONE: "3"}
+        rs = bs.query_history_k_data_plus(
+            code=self.code,
+            fields=fields,
+            start_date=self.begin_date,
+            end_date=self.end_date,
+            frequency=self.__convert_type(),
+            adjustflag=autype_dict[self.autype],
+        )
+        if rs.error_code != '0':
+            raise Exception(rs.error_msg)
+        while rs.error_code == '0' and rs.next():
+            yield CKLine_Unit(create_item_dict(rs.get_row_data(), GetColumnNameFromFieldList(fields)))
+
+    def SetBasciInfo(self):
+        rs = bs.query_stock_basic(code=self.code)
+        if rs.error_code != '0':
+            raise Exception(rs.error_msg)
+        code, code_name, ipoDate, outDate, stock_type, status = rs.get_row_data()
+        self.name = code_name
+        self.is_stock = (stock_type == '1')
+
+    @classmethod
+    def do_init(cls):
+        if not cls.is_connect:
+            cls.is_connect = bs.login()
+
+    @classmethod
+    def do_close(cls):
+        if cls.is_connect:
+            bs.logout()
+            cls.is_connect = None
+
+    def __convert_type(self):
+        _dict = {
+            KL_TYPE.K_DAY: 'd',
+            KL_TYPE.K_WEEK: 'w',
+            KL_TYPE.K_MON: 'm',
+            KL_TYPE.K_5M: '5',
+            KL_TYPE.K_15M: '15',
+            KL_TYPE.K_30M: '30',
+            KL_TYPE.K_60M: '60',
+        }
+        return _dict[self.k_type]
@@ -0,0 +1,34 @@
+import abc
+from typing import Iterable
+
+from KLine.KLine_Unit import CKLine_Unit
+
+
+class CCommonStockApi:
+    def __init__(self, code, k_type, begin_date, end_date, autype):
+        self.code = code
+        self.name = None
+        self.is_stock = None
+        self.k_type = k_type
+        self.begin_date = begin_date
+        self.end_date = end_date
+        self.autype = autype
+        self.SetBasciInfo()
+
+    @abc.abstractmethod
+    def get_kl_data(self) -> Iterable[CKLine_Unit]:
+        pass
+
+    @abc.abstractmethod
+    def SetBasciInfo(self):
+        pass
+
+    @classmethod
+    @abc.abstractmethod
+    def do_init(cls):
+        pass
+
+    @classmethod
+    @abc.abstractmethod
+    def do_close(cls):
+        pass
@@ -0,0 +1,100 @@
+from datetime import datetime
+import pandas as pd
+from Common.CEnum import AUTYPE, DATA_FIELD, KL_TYPE
+from Common.CTime import CTime
+from Common.func_util import kltype_lt_day, str2float
+from KLine.KLine_Unit import CKLine_Unit
+from .CommonStockAPI import CCommonStockApi
+
+
+class WebDataAPI(CCommonStockApi):
+    """Web应用的数据API适配器，用于将web应用的数据转换为chan.py格式"""
+    
+    # 类变量用于存储数据
+    _data_cache = {}
+    
+    def __init__(self, code, k_type=KL_TYPE.K_DAY, begin_date=None, end_date=None, autype=AUTYPE.QFQ):
+        super().__init__(code, k_type, begin_date, end_date, autype)
+    
+    @classmethod
+    def set_data(cls, code, df_data):
+        """设置指定代码的数据"""
+        cls._data_cache[code] = df_data
+    
+    def get_kl_data(self):
+        """将DataFrame数据转换为CKLine_Unit迭代器"""
+        df_data = self._data_cache.get(self.code)
+        if df_data is None or len(df_data) == 0:
+            return
+        
+        # 确保数据按时间排序并重置索引
+        df_data = df_data.sort_values('date').reset_index(drop=True)
+        print(f"WebDataAPI: 处理 {len(df_data)} 条K线数据，K线级别: {self.k_type}")
+        
+        # 检查并处理重复时间
+        if 'timestamp' in df_data.columns:
+            df_data = df_data.drop_duplicates(subset=['timestamp'], keep='last')
+            df_data = df_data.sort_values('timestamp').reset_index(drop=True)
+        
+        prev_timestamp = None
+        for idx, row in df_data.iterrows():
+            # 转换时间格式
+            if isinstance(row['date'], str):
+                time_obj = datetime.fromisoformat(row['date'].replace('Z', '+00:00'))
+            else:
+                time_obj = row['date']
+            
+            # 检查时间戳确保单调递增
+            if 'timestamp' in row:
+                current_timestamp = row['timestamp']
+                if prev_timestamp is not None and current_timestamp <= prev_timestamp:
+                    print(f"跳过重复或倒序时间戳: {current_timestamp}, 上个时间戳: {prev_timestamp}")
+                    continue
+                prev_timestamp = current_timestamp
+            
+            # 创建CTime对象 - 根据K线级别智能决定auto参数
+            # 对于日线及以上级别，且时分秒为0的情况，使用auto=True
+            # 对于分钟级别或有具体时分的数据，使用auto=False确保精确时间
+            use_auto = False  # 默认不使用auto，确保时间精确
+            
+            # 只有在日线级别且时分秒都为0时才考虑使用auto
+            if self.k_type in [KL_TYPE.K_DAY, KL_TYPE.K_WEEK, KL_TYPE.K_MON]:
+                if time_obj.hour == 0 and time_obj.minute == 0 and time_obj.second == 0:
+                    use_auto = True
+            
+            ctime = CTime(
+                time_obj.year, 
+                time_obj.month, 
+                time_obj.day, 
+                time_obj.hour, 
+                time_obj.minute,
+                time_obj.second,
+                auto=use_auto
+            )
+            
+            # 输出详细调试信息（只输出前几条）
+            if idx < 3:
+                print(f"第{idx+1}条数据: 原始时间={time_obj}, CTime={ctime}, auto={use_auto}, timestamp={ctime.ts}")
+            
+            # 创建数据字典
+            data_dict = {
+                DATA_FIELD.FIELD_TIME: ctime,
+                DATA_FIELD.FIELD_OPEN: float(row['open']),
+                DATA_FIELD.FIELD_HIGH: float(row['high']),
+                DATA_FIELD.FIELD_LOW: float(row['low']),
+                DATA_FIELD.FIELD_CLOSE: float(row['close']),
+                DATA_FIELD.FIELD_VOLUME: float(row['volume']) if 'volume' in row and pd.notna(row['volume']) else 0.0
+            }
+            
+            yield CKLine_Unit(data_dict, autofix=True)
+    
+    def SetBasciInfo(self):
+        pass
+    
+    @classmethod
+    def do_init(cls):
+        pass
+    
+    @classmethod
+    def do_close(cls):
+        pass 
@@ -0,0 +1,102 @@
+from datetime import datetime
+
+import ccxt
+import json
+from Common.CEnum import AUTYPE, DATA_FIELD, KL_TYPE
+from Common.CTime import CTime
+from Common.func_util import kltype_lt_day, str2float
+from KLine.KLine_Unit import CKLine_Unit
+
+from .CommonStockAPI import CCommonStockApi
+
+
+def GetColumnNameFromFieldList(fileds: str):
+    _dict = {
+        "time": DATA_FIELD.FIELD_TIME,
+        "open": DATA_FIELD.FIELD_OPEN,
+        "high": DATA_FIELD.FIELD_HIGH,
+        "low": DATA_FIELD.FIELD_LOW,
+        "close": DATA_FIELD.FIELD_CLOSE,
+    }
+    return [_dict[x] for x in fileds.split(",")]
+
+
+class CCXT(CCommonStockApi):
+    is_connect = None
+
+    def __init__(self, code, k_type=KL_TYPE.K_DAY, begin_date=None, end_date=None, autype=AUTYPE.QFQ):
+        super(CCXT, self).__init__(code, k_type, begin_date, end_date, autype)
+
+    def get_kl_data(self):
+        fields = "time,open,high,low,close"
+        exchange = ccxt.binance()
+        timeframe = self.__convert_type()
+        since_date = exchange.parse8601(f'{self.begin_date}T08:00:00')
+        
+        #file_path = "BTC_USDT-5m-futures.json"
+        #with open(file_path, 'r') as file:
+        #    data = json.load(file)
+        data = exchange.fetch_ohlcv(self.code, timeframe, since=since_date)
+        for item in data:
+            time_obj = datetime.fromtimestamp(item[0] / 1000)
+            time_str = time_obj.strftime('%Y-%m-%d %H:%M:%S')
+            item_data = [
+                time_str,
+                item[1],
+                item[2],
+                item[3],
+                item[4],
+                item[5]
+            ]
+            yield CKLine_Unit(self.create_item_dict(item_data, GetColumnNameFromFieldList(fields)), autofix=True)
+
+    def SetBasciInfo(self):
+        pass
+
+    @classmethod
+    def do_init(cls):
+        pass
+
+    @classmethod
+    def do_close(cls):
+        pass
+
+    def __convert_type(self):
+        _dict = {
+            KL_TYPE.K_DAY: '1d',
+            KL_TYPE.K_WEEK: '1w',
+            KL_TYPE.K_MON: '1M',
+            KL_TYPE.K_5M: '5m',
+            KL_TYPE.K_15M: '15m',
+            KL_TYPE.K_30M: '30m',
+            KL_TYPE.K_60M: '1h',
+            KL_TYPE.K_1M: '1m', # need to add this 1m
+        }
+        return _dict[self.k_type]
+
+    def parse_time_column(self, inp):
+        if len(inp) == 10:
+            year = int(inp[:4])
+            month = int(inp[5:7])
+            day = int(inp[8:10])
+            hour = minute = 0
+        elif len(inp) == 17:
+            year = int(inp[:4])
+            month = int(inp[4:6])
+            day = int(inp[6:8])
+            hour = int(inp[8:10])
+            minute = int(inp[10:12])
+        elif len(inp) == 19:
+            year = int(inp[:4])
+            month = int(inp[5:7])
+            day = int(inp[8:10])
+            hour = int(inp[11:13])
+            minute = int(inp[14:16])
+        else:
+            raise Exception(f"unknown time column from TradingView:{inp}")
+        return CTime(year, month, day, hour, minute, auto=not kltype_lt_day(self.k_type))
+
+    def create_item_dict(self, data, column_name):
+        for i in range(len(data)):
+            data[i] = self.parse_time_column(data[i]) if i == 0 else str2float(data[i])
+        return dict(zip(column_name, data))
@@ -0,0 +1,86 @@
+import os
+
+from Common.CEnum import DATA_FIELD, KL_TYPE
+from Common.ChanException import CChanException, ErrCode
+from Common.CTime import CTime
+from Common.func_util import str2float
+from KLine.KLine_Unit import CKLine_Unit
+
+from .CommonStockAPI import CCommonStockApi
+
+
+def create_item_dict(data, column_name):
+    for i in range(len(data)):
+        data[i] = parse_time_column(data[i]) if column_name[i] == DATA_FIELD.FIELD_TIME else str2float(data[i])
+    return dict(zip(column_name, data))
+
+
+def parse_time_column(inp):
+    # 20210902113000000
+    # 2021-09-13
+    if len(inp) == 10:
+        year = int(inp[:4])
+        month = int(inp[5:7])
+        day = int(inp[8:10])
+        hour = minute = 0
+    elif len(inp) == 17:
+        year = int(inp[:4])
+        month = int(inp[4:6])
+        day = int(inp[6:8])
+        hour = int(inp[8:10])
+        minute = int(inp[10:12])
+    elif len(inp) == 19:
+        year = int(inp[:4])
+        month = int(inp[5:7])
+        day = int(inp[8:10])
+        hour = int(inp[11:13])
+        minute = int(inp[14:16])
+    else:
+        raise Exception(f"unknown time column from csv:{inp}")
+    return CTime(year, month, day, hour, minute)
+
+
+class CSV_API(CCommonStockApi):
+    def __init__(self, code, k_type=KL_TYPE.K_DAY, begin_date=None, end_date=None, autype=None):
+        self.headers_exist = True  # 第一行是否是标题，如果是数据，设置为False
+        self.columns = [
+            DATA_FIELD.FIELD_TIME,
+            DATA_FIELD.FIELD_OPEN,
+            DATA_FIELD.FIELD_HIGH,
+            DATA_FIELD.FIELD_LOW,
+            DATA_FIELD.FIELD_CLOSE,
+            # DATA_FIELD.FIELD_VOLUME,
+            # DATA_FIELD.FIELD_TURNOVER,
+            # DATA_FIELD.FIELD_TURNRATE,
+        ]  # 每一列字段
+        self.time_column_idx = self.columns.index(DATA_FIELD.FIELD_TIME)
+        super(CSV_API, self).__init__(code, k_type, begin_date, end_date, autype)
+
+    def get_kl_data(self):
+        cur_path = os.path.dirname(os.path.realpath(__file__))
+        file_path = f"{cur_path}/../{self.code}.csv"
+        if not os.path.exists(file_path):
+            raise CChanException(f"file not exist: {file_path}", ErrCode.SRC_DATA_NOT_FOUND)
+
+        for line_number, line in enumerate(open(file_path, 'r')):
+            if self.headers_exist and line_number == 0:
+                continue
+            data = line.strip("\n").split(",")
+            if len(data) != len(self.columns):
+                raise CChanException(f"file format error: {file_path}", ErrCode.SRC_DATA_FORMAT_ERROR)
+            if self.begin_date is not None and data[self.time_column_idx] < self.begin_date:
+                continue
+            if self.end_date is not None and data[self.time_column_idx] > self.end_date:
+                continue
+            yield CKLine_Unit(create_item_dict(data, self.columns))
+
+    def SetBasciInfo(self):
+        pass
+
+    @classmethod
+    def do_init(cls):
+        pass
+
+    @classmethod
+    def do_close(cls):
+        pass