V0.9.11 更新QMT实盘对接代码 (#129)

* 0.9.11 start coding

* 0.9.11 新增QMT实盘脚本样例

* 0.9.11 新增 get_unique_signals

* 0.9.11 update

* 0.9.11 fix bug

* 0.9.11 fix bug

* 0.9.11 action update

* 0.9.11 update

* 0.9.11 update

* 0.9.11 update

* 0.9.11 update

* 0.9.11 update

* 0.9.11 update

* 0.9.11 新增飞书API便捷接口

* 0.9.11 优化实盘接口

* 0.9.11 优化实盘接口

* 0.9.11 优化实盘接口

* 0.9.11 fix docs

.github/workflows/pythonpackage.yml

@@ -5,7 +5,7 @@ name: Python package
 
 on:
   push:
-    branches: [ master, V0.9.10 ]
+    branches: [ master, V0.9.11 ]
   pull_request:
     branches: [ master ]
 

czsc/__init__.py

@@ -6,23 +6,25 @@
 """
 from czsc import envs
 from czsc import ai
+from czsc import fsa
 from czsc import utils
 from czsc import traders
 from czsc import sensors
 from czsc import aphorism
 from czsc.analyze import CZSC
 from czsc.objects import Freq, Operate, Direction, Signal, Factor, Event, RawBar, NewBar, Position
 from czsc.utils.cache import home_path, get_dir_size, empty_cache_path
-from czsc.traders import CzscTrader, CzscSignals, generate_czsc_signals, check_signals_acc
+from czsc.traders import CzscTrader, CzscSignals, generate_czsc_signals, check_signals_acc, get_unique_signals
 from czsc.traders import PairsPerformance, combine_holds_and_pairs, combine_dates_and_pairs, stock_holds_performance
 from czsc.strategies import CzscStrategyBase
 from czsc.utils import KlineChart, BarGenerator, resample_bars, dill_dump, dill_load, read_json, save_json
+from czsc.utils import get_sub_elements, get_py_namespace, freqs_sorted, x_round, import_by_name, create_grid_params
 
 
-__version__ = "0.9.10"
+__version__ = "0.9.11"
 __author__ = "zengbin93"
 __email__ = "[email protected]"
-__date__ = "20230228"
+__date__ = "20230312"
 
 
 if envs.get_welcome():

czsc/analyze.py

@@ -323,6 +323,29 @@ def to_echarts(self, width: str = "1400px", height: str = '580px', bs=None):
                           title="{}-{}".format(self.symbol, self.freq.value))
         return chart
 
+    def to_plotly(self):
+        """使用 plotly 绘制K线分析图"""
+        import pandas as pd
+        from czsc.utils.plotly_plot import KlineChart
+
+        bi_list = self.bi_list
+        df = pd.DataFrame(self.bars_raw)
+        kline = KlineChart(n_rows=3, title="{}-{}".format(self.symbol, self.freq.value))
+        kline.add_kline(df, name="")
+        kline.add_sma(df, ma_seq=(5, 10, 21), row=1, visible=True, line_width=1.2)
+        kline.add_sma(df, ma_seq=(34, 55, 89, 144), row=1, visible=False, line_width=1.2)
+        kline.add_vol(df, row=2)
+        kline.add_macd(df, row=3)
+
+        if len(bi_list) > 0:
+            bi = pd.DataFrame([{'dt': x.fx_a.dt, "bi": x.fx_a.fx, "text": x.fx_a.mark.value} for x in bi_list] +
+                              [{'dt': bi_list[-1].fx_b.dt, "bi": bi_list[-1].fx_b.fx,
+                                "text": bi_list[-1].fx_b.mark.value[0]}])
+            fx = pd.DataFrame([{'dt': x.dt, "fx": x.fx} for x in self.fx_list])
+            kline.add_scatter_indicator(fx['dt'], fx['fx'], name="分型", row=1, line_width=2)
+            kline.add_scatter_indicator(bi['dt'], bi['bi'], name="笔", text=bi['text'], row=1, line_width=2)
+        return kline.fig
+
     def open_in_browser(self, width: str = "1400px", height: str = '580px'):
         """直接在浏览器中打开分析结果
 

czsc/connectors/gm_connector.py

@@ -28,8 +28,6 @@
 dt_fmt = "%Y-%m-%d %H:%M:%S"
 date_fmt = "%Y-%m-%d"
 
-assert czsc.__version__ >= "0.9.8"
-
 
 def set_gm_token(token):
     __file_token = os.path.join(os.path.expanduser("~"), "gm_token.txt")
@@ -383,8 +381,6 @@ def gm_take_snapshot(gm_symbol, end_dt=None, file_html=None,
     if file_html:
         ct.take_snapshot(file_html)
         print(f'saved into {file_html}')
-    else:
-        ct.open_in_browser()
     return ct
 
 

czsc/connectors/qmt_connector.py

@@ -166,15 +166,21 @@ def get_symbols(step):
     return stocks_map[step]
 
 
-def is_trade_time():
-    """判断当前是否是A股交易时间"""
-    now = datetime.now().strftime("%H:%M")
-    if now < "09:15" or now > "15:00":
+def is_trade_time(dt: datetime = datetime.now()):
+    """判断指定时间是否是交易时间"""
+    hm = dt.strftime("%H:%M")
+    if hm < "09:15" or hm > "15:00":
         return False
     else:
         return True
 
 
+def is_trade_day(dt: datetime = datetime.now()):
+    """判断指定日期是否是交易日"""
+    date = dt.strftime('%Y%m%d')
+    return True if xtdata.get_trading_dates('SH', date, date) else False
+
+
 class TraderCallback(XtQuantTraderCallback):
     """基础回调类，主要是一些日志和IM通知功能"""
 
@@ -474,7 +480,7 @@ def cancel_timeout_orders(self, minutes=30):
         """
         orders = self.query_stock_orders(cancelable_only=True)
         for o in orders:
-            if o.order_time < datetime.now() - timedelta(minutes=minutes):
+            if datetime.fromtimestamp(o.order_time) < datetime.now() - timedelta(minutes=minutes):
                 self.xtt.cancel_order_stock(self.acc, o.order_id)
 
     def is_order_exist(self, symbol, order_type, volume=None):
@@ -610,17 +616,17 @@ def update_traders(self):
                     for bar in news:
                         trader.on_bar(bar)
 
-                    # 根据策略的交易信号，下单【股票只有多头】，只有当信号变化时才下单
-                    if trader.get_ensemble_pos(method='vote') == 1 and trader.pos_changed \
-                            and self.is_allow_open(symbol, price=news[-1].close):
-                        assets = self.get_assets()
-                        order_volume = min(self.symbol_max_pos * assets.total_asset, assets.cash) // news[-1].close
-                        self.send_stock_order(stock_code=symbol, order_type=23, order_volume=order_volume)
+                        # 根据策略的交易信号，下单【股票只有多头】，只有当信号变化时才下单
+                        if trader.get_ensemble_pos(method='vote') == 1 and trader.pos_changed \
+                                and self.is_allow_open(symbol, price=news[-1].close):
+                            assets = self.get_assets()
+                            order_volume = min(self.symbol_max_pos * assets.total_asset, assets.cash) // news[-1].close
+                            self.send_stock_order(stock_code=symbol, order_type=23, order_volume=order_volume)
 
-                    # 平多头
-                    if trader.get_ensemble_pos(method='vote') == 0 and self.is_allow_exit(symbol):
-                        order_volume = holds[symbol].can_use_volume
-                        self.send_stock_order(stock_code=symbol, order_type=24, order_volume=order_volume)
+                        # 平多头
+                        if trader.get_ensemble_pos(method='vote') == 0 and self.is_allow_exit(symbol):
+                            order_volume = holds[symbol].can_use_volume
+                            self.send_stock_order(stock_code=symbol, order_type=24, order_volume=order_volume)
 
                 else:
                     logger.info(f"{symbol} 没有需要更新的K线，最新的K线时间是 {trader.end_dt}")
@@ -634,6 +640,7 @@ def update_traders(self):
                 self.traders[symbol] = trader
 
             except Exception as e:
+                self.callback.push_message(f"{symbol} 更新交易策略失败，原因是 {e}")
                 logger.error(f"{symbol} 更新交易策略失败，原因是 {e}")
 
     def update_offline_traders(self):
@@ -658,14 +665,15 @@ def update_offline_traders(self):
                     logger.info(f"{symbol} 需要更新的K线数量：{len(news)} | 最新的K线时间是 {news[-1].dt}")
                     for bar in news:
                         trader.on_bar(bar)
-                    czsc.dill_dump(trader, file_trader)
 
-                # 根据策略的交易信号，下单【股票只有多头】，只有当信号变化时才下单
-                if trader.get_ensemble_pos(method='vote') == 1 and trader.pos_changed \
-                        and self.is_allow_open(symbol, price=news[-1].close):
-                    assets = self.get_assets()
-                    order_volume = min(self.symbol_max_pos * assets.total_asset, assets.cash) // news[-1].close
-                    self.send_stock_order(stock_code=symbol, order_type=23, order_volume=order_volume)
+                        # 根据策略的交易信号，下单【股票只有多头】，只有当信号变化时才下单
+                        if trader.get_ensemble_pos(method='vote') == 1 and trader.pos_changed \
+                                and self.is_allow_open(symbol, price=news[-1].close):
+                            assets = self.get_assets()
+                            order_volume = min(self.symbol_max_pos * assets.total_asset, assets.cash) // news[-1].close
+                            self.send_stock_order(stock_code=symbol, order_type=23, order_volume=order_volume)
+
+                    czsc.dill_dump(trader, file_trader)
 
                 mean_pos = trader.get_ensemble_pos('mean')
                 if mean_pos == 0:
@@ -720,8 +728,11 @@ def report(self):
         _res = []
         for symbol, trader in self.traders.items():
             if trader.get_ensemble_pos('mean') > 0:
+                _pos_str = "\n\n".join([f"{x.name}：{x.pos}" for x in trader.positions if x.pos != 0])
+                _ops = [x.operates[-1] for x in trader.positions if x.pos != 0]
+                _ops_str = "\n\n".join([f"时间：{x['dt']}_价格：{x['price']}_描述：{x['op_desc']}" for x in _ops])
                 _res.append({'symbol': symbol, 'pos': round(trader.get_ensemble_pos('mean'), 3),
-                             'positions': "\n\n".join([x.name for x in trader.positions if x.pos != 0])})
+                             'positions': _pos_str, 'operates': _ops_str})
         if _res:
             writer.add_df_table(pd.DataFrame(_res).sort_values(by='pos', ascending=False))
         else:
@@ -732,7 +743,7 @@ def report(self):
         self.callback.push_message(file_docx, msg_type='file')
         os.remove(file_docx)
 
-    def run(self, mode='30m', order_timeout=30):
+    def run(self, mode='30m', order_timeout=120):
         """运行策略"""
         self.report()
 
@@ -750,7 +761,7 @@ def run(self, mode='30m', order_timeout=30):
             now_dt = datetime.now().strftime("%H:%M")
             self.cancel_timeout_orders(minutes=order_timeout)
 
-            if now_dt in _times:
+            if is_trade_day() and now_dt in _times:
                 self.update_traders()
                 self.report()
                 time.sleep(60)

czsc/fsa/__init__.py

@@ -6,6 +6,7 @@
 describe: 
 """
 import requests
+from loguru import logger
 from czsc.fsa.base import request, FeishuApiBase
 from czsc.fsa.spreed_sheets import SpreadSheets
 from czsc.fsa.im import IM
@@ -25,6 +26,76 @@ def push_text(text: str, key: str) -> None:
     try:
         response = requests.post(api_send, json=data)
         assert response.json()['StatusMessage'] == 'success'
-    except:
-        print(f"{data} - 文本消息推送失败")
+    except Exception as e:
+        logger.error(f"推送消息失败: {e}")
+
+
+def read_feishu_sheet(spread_sheet_token: str, sheet_id: str = None, **kwargs):
+    """读取飞书电子表格
+
+    id和token的获取，参考：https://open.feishu.cn/document/ukTMukTMukTM/uATMzUjLwEzM14CMxMTN/overview
+
+    :param spread_sheet_token: 电子表格token
+    :param sheet_id: 电子表格中指定 sheet 的 id
+    :param kwargs:
+            feishu_app_id: 飞书APP的app_id
+            feishu_app_secret: 飞书APP的app_secret
+    :return:
+    """
+    ss = SpreadSheets(app_id=kwargs['feishu_app_id'], app_secret=kwargs['feishu_app_secret'])
+    if not sheet_id:
+        res = ss.get_sheets(spread_sheet_token)
+        sheet_id = res['data']['sheets'][0]['sheet_id']
+    df = ss.read_table(spread_sheet_token, sheet_id)
+    return df
+
+
+def get_feishu_members_by_mobiles(mobiles: list, **kwargs):
+    """根据手机号获取飞书用户id
+
+    飞书接口文档：https://open.feishu.cn/document/uAjLw4CM/ukTMukTMukTM/reference/contact-v3/user/batch_get_id
+
+    :param mobiles: 手机号列表
+    :param kwargs:
+            feishu_app_id: 飞书APP的app_id
+            feishu_app_secret: 飞书APP的app_secret
+    :return:
+    """
+    fim = IM(app_id=kwargs['feishu_app_id'], app_secret=kwargs['feishu_app_secret'])
+    res = fim.get_user_id({"mobiles": mobiles})['data']['user_list']
+    return [x['user_id'] for x in res]
+
+
+def push_message(msg: str, msg_type: str = 'text', **kwargs) -> None:
+    """使用飞书APP批量推送消息
+
+    API介绍：https://open.feishu.cn/document/uAjLw4CM/ukTMukTMukTM/reference/im-v1/message/create
+    请求体构建: https://open.feishu.cn/document/uAjLw4CM/ukTMukTMukTM/im-v1/message/create_json
+
+    :param msg: 消息内容
+    :param msg_type: 消息类型，支持：text, image, file
+    :param kwargs:
+        feishu_app_id: 飞书APP的app_id
+        feishu_app_secret: 飞书APP的app_secret
+        feishu_members: 需要通知的飞书APP的成员列表，支持单个成员或多个成员，成员格式为：'user_id'或 'open_id'
+    :return:
+    """
+    fim = IM(app_id=kwargs['feishu_app_id'], app_secret=kwargs['feishu_app_secret'])
+    members = kwargs['feishu_members']
+    if isinstance(members, str):
+        members = [members]
+
+    if fim and members:
+        for member in members:
+            try:
+                if msg_type == 'text':
+                    fim.send_text(msg, member)
+                elif msg_type == 'image':
+                    fim.send_image(msg, member)
+                elif msg_type == 'file':
+                    fim.send_file(msg, member)
+                else:
+                    logger.error(f"不支持的消息类型：{msg_type}")
+            except Exception as e:
+                logger.error(f"推送消息失败：{e}")
 

czsc/signals/__init__.py

@@ -11,7 +11,7 @@
 # ======================================================================================================================
 # 以下是 0.9.1 开始的新标准下实现的信号函数，规范定义：
 # 1. 前缀3个字符区分信号类别
-# 2. 后缀 V221107 之类的标识同一个信号函数的版本
+# 2. 后缀 V221107 之类的标识同一个信号函数的不同版本
 # ======================================================================================================================
 
 from czsc.signals.cxt import (
@@ -24,6 +24,7 @@
     cxt_bi_end_V230222,
     cxt_bi_end_V230224,
     cxt_bi_base_V230228,
+    cxt_third_buy_V230228,
 )