Initial commit

2025-06-10 01:16:09 +08:00
commit 05bab03b8c
155 changed files with 19979 additions and 0 deletions
@@ -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))