From ce5856ae89f62fddd916853270cb23def3e01885 Mon Sep 17 00:00:00 2001 From: xlmessage <3240982126@qq.com> Date: Mon, 17 Feb 2025 10:20:38 +0800 Subject: [PATCH] =?UTF-8?q?=E6=96=B0=E5=A2=9E=E4=BA=86new=5Fuser=5Fstategy?= =?UTF-8?q?=E7=9A=84model,=E9=87=8D=E6=9E=84=E4=BA=86=E6=95=B0=E6=8D=AE?= =?UTF-8?q?=E5=BA=93=E6=93=8D=E4=BD=9C=E4=BB=A3=E7=A0=81=EF=BC=8C=E8=BD=AC?= =?UTF-8?q?=E5=8C=96=E4=B8=BAtortoise=20ORM?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- src/__pycache__/__init__.cpython-311.pyc | Bin 258 -> 265 bytes src/__pycache__/constants.cpython-311.pyc | Bin 2267 -> 2274 bytes src/__pycache__/exceptions.cpython-311.pyc | Bin 6682 -> 6689 bytes src/__pycache__/main.cpython-311.pyc | Bin 5532 -> 5539 bytes src/__pycache__/responses.cpython-311.pyc | Bin 3015 -> 3022 bytes src/__pycache__/tortoises.cpython-311.pyc | Bin 3697 -> 3734 bytes .../tortoises_orm_config.cpython-311.pyc | Bin 1663 -> 1670 bytes src/akshare_data/router.py | 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src/utils/__pycache__/models.cpython-311.pyc | Bin 2534 -> 2541 bytes .../__pycache__/paginations.cpython-311.pyc | Bin 3508 -> 3515 bytes src/utils/__pycache__/redis.cpython-311.pyc | Bin 2480 -> 2487 bytes .../__pycache__/__init__.cpython-311.pyc | Bin 178 -> 185 bytes src/xtdata/__pycache__/router.cpython-311.pyc | Bin 8991 -> 8998 bytes .../__pycache__/service.cpython-311.pyc | Bin 12906 -> 12913 bytes 60 files changed, 185 insertions(+), 600 deletions(-) delete mode 100644 src/klinedata/__init__.py create mode 100644 src/models/new_user_strategy.py diff --git a/src/__pycache__/__init__.cpython-311.pyc b/src/__pycache__/__init__.cpython-311.pyc index c71b727cf9310bcb39257b883c7ebeace0bdee10..105cb5fdc7f09bd7c9515a569ab5af96b5b599d3 100644 GIT binary patch delta 43 xcmZo->SW?w&dbZi00ffr)}=>GC)UfdndliB>6uPknE(KgIS9u9 diff --git a/src/__pycache__/constants.cpython-311.pyc b/src/__pycache__/constants.cpython-311.pyc index 74eb49e5bb5d3840170868ac77a7f9273773a608..81d18c6206167d7dde4eb300b45ba21648cf6ada 100644 GIT binary patch delta 45 zcmcaD_(+g^K?SX^X0wIrnNuWy)CA!I5|HhHO9!m X$W+fr&(I{Mpt2+*KX3ChRud5bGwK-V delta 62 zcmZ2zGRuT}IWI340}z~w3EIfLomIsa$ab-cc{-ux`SRXp)7qcx-WF3ueomZwIWI340}x2gTep#0nVHdfvOcpcuc@Aqo}o!hL1jrse%|IF=28v-06Gi5 delta 38 scmX>neq5Y;IWI340}wQF2X5q6W@faRtj{dVW};_kq-VN0lDU)v0Hz%XG5`Po diff --git a/src/__pycache__/tortoises.cpython-311.pyc b/src/__pycache__/tortoises.cpython-311.pyc index 2bc094d9a33a5dcafe71bed2ba01c20e95853e12..9a28fb6077200c2ad123800708ff060cd99d6688 100644 GIT binary patch delta 106 zcmew;GfkFnIWI340}xawtWReX*~k~j!st9Xfkl?rRL@Ay&?KgyvLquvZ*w!tDn>@7 z&3bH8m<42ti<0$n^HWlDiuLkR%i}k1;S6SEEZEG!y_`uE1B_^3``|bE0PjWs D3CJFS delta 82 zcmbOx`%#8(IWI340}wQF2c|z1-pCio!e}!&fkl?hM9= 0: + if price_list[i] >= 0: flag = True else: flag = False @@ -530,9 +274,9 @@ async def ganggudata(): 'code': codes_list[i], 'name': names_list[i], 'market': '港股', - 'newprice': cleaned_price_list[i], + 'newprice': price_list[i], 'amplitudetype': flag, - 'amplitude': cleaned_amplitudes_list[i], + 'amplitude': amplitudes_list[i], 'type': 'ganggu' }) @@ -549,64 +293,24 @@ async def ganggudataK( try: stock_hk_hist_df = ak.stock_hk_hist(symbol=symbol, period="daily", start_date=start_date, end_date=end_date, adjust="") - - # 获取所有的code - all_dates = stock_hk_hist_df['日期'] - # 如果你想要一个列表而不是Pandas Series - dates_list = all_dates.tolist() - - all_opens = stock_hk_hist_df['开盘'] - opens_list = all_opens.tolist() - cleaned_opens_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in opens_list - ] - - all_closes = stock_hk_hist_df['收盘'] - close_list = all_closes.tolist() - cleaned_close_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in close_list - ] - - all_highs = stock_hk_hist_df['最高'] - high_list = all_highs.tolist() - cleaned_high_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in high_list - ] - - all_lows = stock_hk_hist_df['最低'] - low_list = all_lows.tolist() - cleaned_low_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in low_list - ] - - all_volumes = stock_hk_hist_df['成交量'] - volume_list = all_volumes.tolist() - cleaned_volume_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in volume_list - ] - - all_amounts = stock_hk_hist_df['成交额'] - amount_list = all_amounts.tolist() - cleaned_amount_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in amount_list - ] + dates_list = stock_hk_hist_df['日期'].tolist() + opens_list = clean_data(stock_hk_hist_df['开盘'].tolist()) + close_list = clean_data(stock_hk_hist_df['收盘'].tolist()) + high_list = clean_data(stock_hk_hist_df['最高'].tolist()) + low_list = clean_data(stock_hk_hist_df['最低'].tolist()) + volume_list = clean_data(stock_hk_hist_df['成交量'].tolist()) + amount_list = clean_data(stock_hk_hist_df['成交额'].tolist()) global stock_data stock_data = { - "amount": cleaned_amount_list, - "close": cleaned_close_list, + "amount": amount_list, + "close": close_list, "date": dates_list, - "high": cleaned_high_list, - "low": cleaned_low_list, - "open": cleaned_opens_list, + "high": high_list, + "low": low_list, + "open": opens_list, "outstanding_share": [], "turnover": [], - "volume": cleaned_volume_list + "volume": volume_list } except Exception as e: print(e) @@ -624,55 +328,38 @@ async def ganggudataK( finally: return {"message": stock_data} - - # --------------------------------------------------------------------- # 美股代码数据 @router.get("/meigudata") async def meigudata(): stock_us_spot_em_df = ak.stock_us_spot_em() - # print(stock_us_spot_em_df) - all_codes = stock_us_spot_em_df['代码'] - # 如果你想要一个列表而不是Pandas Series - codes_list = all_codes.tolist() + codes_list = stock_us_spot_em_df['代码'].tolist() + names_list = stock_us_spot_em_df['名称'].tolist() + price_list = clean_data(stock_us_spot_em_df['最新价'].tolist()) + amplitudes_list = clean_data(stock_us_spot_em_df['涨跌幅'].tolist()) - all_names = stock_us_spot_em_df['名称'] - names_list = all_names.tolist() - - all_prices = stock_us_spot_em_df['最新价'] - price_list = all_prices.tolist() - # 清理非法浮点数值（NaN, Infinity, -Infinity） - cleaned_price_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in price_list - ] - - all_amplitudes = stock_us_spot_em_df['涨跌幅'] - amplitudes_list = all_amplitudes.tolist() - # 清理非法浮点数值（NaN, Infinity, -Infinity） - cleaned_amplitudes_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in amplitudes_list - ] # 返回的数据 mgstocking = [] for i in range(9): - if cleaned_price_list[i] >= 0: + if price_list[i] >= 0: flag = True else: flag = False mgstocking.append({ 'code': codes_list[i], 'name': names_list[i], - 'market': '港股', - 'newprice': cleaned_price_list[i], + 'market': '美股', + 'newprice': price_list[i], 'amplitudetype': flag, - 'amplitude': cleaned_amplitudes_list[i], + 'amplitude': amplitudes_list[i], 'type': 'meigu' }) # 返回清理后的列表 return mgstocking + + + # 美股K线图历史数据 @router.get("/meigudataK") async def meigudataK( @@ -683,64 +370,25 @@ async def meigudataK( try: stock_us_hist_df = ak.stock_us_hist(symbol=symbol, period="daily", start_date=start_date, end_date=end_date, adjust="qfq") + dates_list = stock_us_hist_df['日期'].tolist() + opens_list = stock_us_hist_df['开盘'].tolist() + close_list = clean_data(stock_us_hist_df['收盘'].tolist()) + high_list = clean_data(stock_us_hist_df['最高'].tolist()) + low_list = clean_data(stock_us_hist_df['最低'].tolist()) + volume_list = clean_data(stock_us_hist_df['成交量'].tolist()) + amount_list = clean_data(stock_us_hist_df['成交额'].tolist()) - # 获取所有的code - all_dates = stock_us_hist_df['日期'] - # 如果你想要一个列表而不是Pandas Series - dates_list = all_dates.tolist() - - all_opens = stock_us_hist_df['开盘'] - opens_list = all_opens.tolist() - cleaned_opens_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in opens_list - ] - - all_closes = stock_us_hist_df['收盘'] - close_list = all_closes.tolist() - cleaned_close_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in close_list - ] - - all_highs = stock_us_hist_df['最高'] - high_list = all_highs.tolist() - cleaned_high_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in high_list - ] - - all_lows = stock_us_hist_df['最低'] - low_list = all_lows.tolist() - cleaned_low_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in low_list - ] - - all_volumes = stock_us_hist_df['成交量'] - volume_list = all_volumes.tolist() - cleaned_volume_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in volume_list - ] - - all_amounts = stock_us_hist_df['成交额'] - amount_list = all_amounts.tolist() - cleaned_amount_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in amount_list - ] global stock_data stock_data = { - "amount": cleaned_amount_list, - "close": cleaned_close_list, + "amount": amount_list, + "close": close_list, "date": dates_list, - "high": cleaned_high_list, - "low": cleaned_low_list, - "open": cleaned_opens_list, + "high": high_list, + "low": low_list, + "open": opens_list, "outstanding_share": [], "turnover": [], - "volume": cleaned_volume_list + "volume": volume_list } except Exception as e: print(e) @@ -766,59 +414,26 @@ async def hushendata(): stock_zh_a_spot_df = ak.stock_kc_a_spot_em() except Exception as e: print(e) - # print(stock_zh_a_spot_df) - all_codes = stock_zh_a_spot_df['代码'] - # 如果你想要一个列表而不是Pandas Series - codes_list = all_codes.tolist() + codes_list = stock_zh_a_spot_df['代码'].tolist() + names_list = stock_zh_a_spot_df['名称'].tolist() + price_list = clean_data(stock_zh_a_spot_df['最新价'].tolist()) + amplitudes_list = clean_data(stock_zh_a_spot_df['涨跌幅'].tolist()) - all_names = stock_zh_a_spot_df['名称'] - names_list = all_names.tolist() - - all_prices = stock_zh_a_spot_df['最新价'] - price_list = all_prices.tolist() - # 清理非法浮点数值（NaN, Infinity, -Infinity） - cleaned_price_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in price_list - ] - - all_amplitudes = stock_zh_a_spot_df['涨跌幅'] - amplitudes_list = all_amplitudes.tolist() - # 清理非法浮点数值（NaN, Infinity, -Infinity） - cleaned_amplitudes_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in amplitudes_list - ] # 返回的数据 hsstocking = [] - # for i in range(len(codes_list)): - # if cleaned_price_list[i] >= 0: - # flag = True - # else: - # flag = False - # hsstocking.append({ - # 'code': codes_list[i], - # 'name': names_list[i], - # 'market': '港股', - # 'newprice': cleaned_price_list[i], - # 'amplitudetype': flag, - # 'amplitude': cleaned_amplitudes_list[i], - # }) - - for i in range(9): - if cleaned_price_list[i] >= 0: + if price_list[i] >= 0: flag = True else: flag = False hsstocking.append({ 'code': codes_list[i], 'name': names_list[i], - 'market': '港股', - 'newprice': cleaned_price_list[i], + 'market': '沪深', + 'newprice': price_list[i], 'amplitudetype': flag, - 'amplitude': cleaned_amplitudes_list[i], + 'amplitude': amplitudes_list[i], 'type': 'hushen' }) @@ -834,63 +449,26 @@ async def hushendataK( stock_zh_a_daily_qfq_df = ak.stock_zh_a_daily(symbol='sh' + symbol, start_date=start_date, end_date=end_date, adjust="qfq") - # 获取所有的code - all_dates = stock_zh_a_daily_qfq_df['date'] # 如果你想要一个列表而不是Pandas Series - dates_list = all_dates.tolist() + dates_list = stock_zh_a_daily_qfq_df['date'].tolist() + opens_list = clean_data(stock_zh_a_daily_qfq_df['open'].tolist()) + close_list = clean_data(stock_zh_a_daily_qfq_df['close'].tolist()) + high_list = clean_data(stock_zh_a_daily_qfq_df['high'].tolist()) + low_list = clean_data(stock_zh_a_daily_qfq_df['low'].tolist()) + volume_list = clean_data(stock_zh_a_daily_qfq_df['volume'].tolist()) + amount_list = clean_data(stock_zh_a_daily_qfq_df['amount'].tolist()) - all_opens = stock_zh_a_daily_qfq_df['open'] - opens_list = all_opens.tolist() - cleaned_opens_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in opens_list - ] - - all_closes = stock_zh_a_daily_qfq_df['close'] - close_list = all_closes.tolist() - cleaned_close_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in close_list - ] - - all_highs = stock_zh_a_daily_qfq_df['high'] - high_list = all_highs.tolist() - cleaned_high_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in high_list - ] - - all_lows = stock_zh_a_daily_qfq_df['low'] - low_list = all_lows.tolist() - cleaned_low_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in low_list - ] - - all_volumes = stock_zh_a_daily_qfq_df['volume'] - volume_list = all_volumes.tolist() - cleaned_volume_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in volume_list - ] - - all_amounts = stock_zh_a_daily_qfq_df['amount'] - amount_lists = all_amounts.tolist() - cleaned_amount_list = [ - value if not (math.isnan(value) or math.isinf(value)) else 0.00 - for value in amount_lists - ] global stock_data stock_data = { - "amount": cleaned_amount_list, - "close": cleaned_close_list, + "amount": amount_list, + "close": close_list, "date": dates_list, - "high": cleaned_high_list, - "low": cleaned_low_list, - "open": cleaned_opens_list, + "high": high_list, + "low": low_list, + "open": opens_list, "outstanding_share": [], "turnover": [], - "volume": cleaned_volume_list + "volume": volume_list } except Exception as e: print(e) @@ -908,8 +486,3 @@ async def hushendataK( finally: return {"message": stock_data} - - - - - diff --git a/src/akshare_data/service.py b/src/akshare_data/service.py index a1e8c38..87b9bd2 100644 --- a/src/akshare_data/service.py +++ b/src/akshare_data/service.py @@ -1,6 +1,5 @@ -from fastapi import FastAPI,Query -from starlette.middleware.cors import CORSMiddleware -import akshare as ak -async def get_day_k_data(): - pass +from typing import Dict, List +import math +def clean_data(data: List[float]) -> List[float]: + return [value if not (math.isnan(value) or math.isinf(value)) else 0.00 for value in data] diff --git a/src/backtest/__pycache__/bollinger_bands.cpython-311.pyc b/src/backtest/__pycache__/bollinger_bands.cpython-311.pyc index c79f5d18f51e58edf42198d0207c4e49554f034f..51523c9a95995edf8d46f49b9ba67ae69af4ae49 100644 GIT binary patch delta 48 zcmaDH_bQHWIWI340}x2gTbI5_e5SIWI340}x2gTbCZDw~^16g)wY$42vwUsh*LZp-D_ZWl2VU-sXCi$C?0G CY7UtI delta 41 vcmaDE^C*UIIWI340}wQF2d2mAZ{+i3Vf3FI!y?OOqGxENXS%tK<*_CJ?!gNc diff --git a/src/backtest/__pycache__/reverse_dual_ma_strategy.cpython-311.pyc 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