V0.9.16 更新一批代码 (#140)

* 0.9.16 update * 0.9.16 update * 0.9.16 update * 0.9.16 update * 0.9.16 fix codes * 0.9.16 fix codes * 0.9.16 fix codes * 0.9.16 清理多余逻辑 * 0.9.16 update * 0.9.16 简化代码 * 0.9.16 fix codes * 0.9.16 fix codes * 0.9.16 新增策略编写案例 * 0.9.16 update * 0.9.16 加入仓位策略名称校验 * 0.9.16 加入仓位策略名称校验 * 0.9.16 update * 0.9.16 update * 0.9.16 优化信号函数，使其符合最新的编写规范 * 0.9.16 优化信号函数，使其符合最新编写规范
waditu · Apr 10, 2023 · 02b2ea1 · 02b2ea1
1 parent 1f59136
commit 02b2ea1
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Showing 26 changed files with 917 additions and 1,019 deletions.
diff --git a/.github/workflows/pythonpackage.yml b/.github/workflows/pythonpackage.yml
@@ -5,7 +5,7 @@ name: Python package
 
 on:
   push:
-    branches: [ master, V0.9.15 ]
+    branches: [ master, V0.9.16 ]
   pull_request:
     branches: [ master ]
 

diff --git a/czsc/__init__.py b/czsc/__init__.py
@@ -24,10 +24,10 @@
 from czsc.sensors import holds_concepts_effect, StocksDaySensor, ThsConceptsSensor, SignalsPerformance
 
 
-__version__ = "0.9.15"
+__version__ = "0.9.16"
 __author__ = "zengbin93"
 __email__ = "[email protected]"
-__date__ = "20230331"
+__date__ = "20230404"
 
 
 def welcome():

diff --git a/czsc/analyze.py b/czsc/analyze.py
@@ -43,12 +43,7 @@ def remove_include(k1: NewBar, k2: NewBar, k3: RawBar):
         else:
             raise ValueError
 
-        if k3.open > k3.close:
-            open_ = high
-            close = low
-        else:
-            open_ = low
-            close = high
+        open_, close = (high, low) if k3.open > k3.close else (low, high)
         vol = k2.vol + k3.vol
         # 这里有一个隐藏Bug，len(k2.elements) 在一些及其特殊的场景下会有超大的数量，具体问题还没找到；
         # 临时解决方案是直接限定len(k2.elements)<=100
@@ -258,14 +253,9 @@ def update(self, bar: RawBar):
         else:
             # 当前 bar 是上一根 bar 的时间延伸
             self.bars_raw[-1] = bar
-            if len(self.bars_ubi) >= 3:
-                edt = self.bars_ubi[-2].dt
-                self.bars_ubi = [x for x in self.bars_ubi if x.dt <= edt]
-                last_bars = [x for x in self.bars_raw[-50:] if x.dt > edt]
-            else:
-                last_bars = self.bars_ubi[-1].elements
-                last_bars[-1] = bar
-                self.bars_ubi.pop(-1)
+            last_bars = self.bars_ubi.pop(-1).raw_bars
+            assert bar.dt == last_bars[-1].dt
+            last_bars[-1] = bar
 
         # 去除包含关系
         bars_ubi = self.bars_ubi

diff --git a/czsc/connectors/research.py b/czsc/connectors/research.py
@@ -48,7 +48,7 @@ def get_raw_bars(symbol, freq, sdt, edt, fq='前复权', **kwargs):
     kline = pd.read_parquet(file)
     if 'dt' not in kline.columns:
         kline['dt'] = pd.to_datetime(kline['datetime'])
-    kline = kline[(kline['dt'] >= sdt) & (kline['dt'] <= edt)]
+    kline = kline[(kline['dt'] >= pd.to_datetime(sdt)) & (kline['dt'] <= pd.to_datetime(edt))]
     _bars = czsc.resample_bars(kline, freq, raw_bars=True)
     return _bars
 

diff --git a/czsc/objects.py b/czsc/objects.py
@@ -496,8 +496,8 @@ def load(cls, raw: dict):
         """
         fa = Factor(name=raw['name'],
                     signals_all=[Signal(x) for x in raw['signals_all']],
-                    signals_any=[Signal(x) for x in raw['signals_any']] if raw.get('signals_any') else None,
-                    signals_not=[Signal(x) for x in raw['signals_not']] if raw.get('signals_not') else None
+                    signals_any=[Signal(x) for x in raw['signals_any']] if raw.get('signals_any') else [],
+                    signals_not=[Signal(x) for x in raw['signals_not']] if raw.get('signals_not') else []
                     )
         return fa
 
@@ -601,11 +601,12 @@ def load(cls, raw: dict):
         assert raw['operate'] in Operate.__dict__["_value2member_map_"], f"operate {raw['operate']} not in Operate"
         assert raw['factors'], "factors can not be empty"
 
-        e = Event(name=raw['name'], operate=Operate.__dict__["_value2member_map_"][raw['operate']],
+        e = Event(name=raw['name'] if raw.get('name') else raw['operate'],
+                  operate=Operate.__dict__["_value2member_map_"][raw['operate']],
                   factors=[Factor.load(x) for x in raw['factors']],
-                  signals_all=[Signal(x) for x in raw['signals_all']] if raw.get('signals_all') else None,
-                  signals_any=[Signal(x) for x in raw['signals_any']] if raw.get('signals_any') else None,
-                  signals_not=[Signal(x) for x in raw['signals_not']] if raw.get('signals_not') else None
+                  signals_all=[Signal(x) for x in raw['signals_all']] if raw.get('signals_all') else [],
+                  signals_any=[Signal(x) for x in raw['signals_any']] if raw.get('signals_any') else [],
+                  signals_not=[Signal(x) for x in raw['signals_not']] if raw.get('signals_not') else []
                   )
         return e
 

diff --git a/czsc/signals/__init__.py b/czsc/signals/__init__.py
@@ -78,11 +78,6 @@
     bar_time_V230327,
     bar_weekday_V230328,
     bar_r_breaker_V230326,
-
-    # 以下是旧版本的信号函数，不再维护，仅供参考，不要使用
-    bar_zdt_V221110,
-    bar_zdt_V221111,
-    bar_zdt_V230313,
 )
 
 from czsc.signals.jcc import (
@@ -143,15 +138,14 @@
     tas_kdj_base_V221101,
     tas_kdj_evc_V221201,
 
-    tas_double_rsi_V221203,
+    # tas_double_rsi_V221203,
     tas_rsi_base_V230227,
 
     tas_first_bs_V230217,
     tas_second_bs_V230228,
     tas_second_bs_V230303,
 
     tas_hlma_V230301,
-    tas_hlma_V230304,
 )