Query
¶
["code", "alias(display_name)", "name", "ipo", "end", "type"]
Source code in omicron/models/security.py
class Query:
"""
["code", "alias(display_name)", "name", "ipo", "end", "type"]
"""
def __init__(self, target_date: datetime.date = None):
if target_date is None:
# 聚宽不一定会及时更新数据，因此db中不存放当天的数据，如果传空，查cache
self.target_date = None
else:
# 如果是交易日，取当天，否则取前一天
self.target_date = tf.day_shift(target_date, 0)
# 名字，显示名，类型过滤器
self._name_pattern = None # 字母名字
self._alias_pattern = None # 显示名
self._type_pattern = None # 不指定则默认为全部，如果传入空值则只选择股票和指数
# 开关选项
self._exclude_kcb = False # 科创板
self._exclude_cyb = False # 创业板
self._exclude_st = False # ST
self._include_exit = False # 是否包含已退市证券(默认不包括当天退市的)
# 下列开关优先级高于上面的
self._only_kcb = False
self._only_cyb = False
self._only_st = False
def only_cyb(self) -> "Query":
"""返回结果中只包含创业板股票"""
self._only_cyb = True # 高优先级
self._exclude_cyb = False
self._only_kcb = False
self._only_st = False
return self
def only_st(self) -> "Query":
"""返回结果中只包含ST类型的证券"""
self._only_st = True # 高优先级
self._exclude_st = False
self._only_kcb = False
self._only_cyb = False
return self
def only_kcb(self) -> "Query":
"""返回结果中只包含科创板股票"""
self._only_kcb = True # 高优先级
self._exclude_kcb = False
self._only_cyb = False
self._only_st = False
return self
def exclude_st(self) -> "Query":
"""从返回结果中排除ST类型的股票"""
self._exclude_st = True
self._only_st = False
return self
def exclude_cyb(self) -> "Query":
"""从返回结果中排除创业板类型的股票"""
self._exclude_cyb = True
self._only_cyb = False
return self
def exclude_kcb(self) -> "Query":
"""从返回结果中排除科创板类型的股票"""
self._exclude_kcb = True
self._only_kcb = False
return self
def include_exit(self) -> "Query":
"""从返回结果中包含已退市的证券"""
self._include_exit = True
return self
def types(self, types: List[str]) -> "Query":
"""选择类型在`types`中的证券品种
Args:
types: 有效的类型包括: 对股票指数而言是（'index', 'stock'），对基金而言则是（'etf', 'fjb', 'mmf', 'reits', 'fja', 'fjm', 'lof'）
"""
if types is None or isinstance(types, List) is False:
return self
if len(types) == 0:
self._type_pattern = ["index", "stock"]
else:
tmp = set(types)
self._type_pattern = list(tmp)
return self
def name_like(self, name: str) -> "Query":
"""查找股票/证券名称中出现`name`的品种
注意这里的证券名称并不是其显示名。比如对中国平安000001.XSHE来说，它的名称是ZGPA，而不是“中国平安”。
Args:
name: 待查找的名字，比如"ZGPA"
"""
if name is None or len(name) == 0:
self._name_pattern = None
else:
self._name_pattern = name
return self
def alias_like(self, display_name: str) -> "Query":
"""查找股票/证券显示名中出现`display_name的品种
Args:
display_name: 显示名，比如“中国平安"
"""
if display_name is None or len(display_name) == 0:
self._alias_pattern = None
else:
self._alias_pattern = display_name
return self
async def eval(self) -> List[str]:
"""对查询结果进行求值，返回code列表
Returns:
代码列表
"""
logger.debug("eval, date: %s", self.target_date)
logger.debug(
"eval, names and types: %s, %s, %s",
self._name_pattern,
self._alias_pattern,
self._type_pattern,
)
logger.debug(
"eval, exclude and include: %s, %s, %s, %s",
self._exclude_cyb,
self._exclude_st,
self._exclude_kcb,
self._include_exit,
)
logger.debug(
"eval, only: %s, %s, %s ", self._only_cyb, self._only_st, self._only_kcb
)
date_in_cache = await cache.security.get("security:latest_date")
if date_in_cache: # 无此数据说明omega有某些问题，不处理
_date = arrow.get(date_in_cache).date()
else:
now = datetime.datetime.now()
_date = tf.day_shift(now, 0)
# 确定数据源，cache为当天8点之后获取的数据，数据库存放前一日和更早的数据
if not self.target_date or self.target_date >= _date:
self.target_date = _date
records = None
if self.target_date == _date: # 从内存中查找，如果缓存中的数据已更新，重新加载到内存
secs = await cache.security.lrange("security:all", 0, -1)
if len(secs) != 0:
# using np.datetime64[s]
records = np.array(
[tuple(x.split(",")) for x in secs], dtype=security_info_dtype
)
else:
records = await Security.load_securities_from_db(self.target_date)
if records is None:
return None
results = []
for record in records:
if self._type_pattern is not None:
if record["type"] not in self._type_pattern:
continue
if self._name_pattern is not None:
if record["name"].find(self._name_pattern) == -1:
continue
if self._alias_pattern is not None:
if record["alias"].find(self._alias_pattern) == -1:
continue
# 创业板，科创板，ST暂时限定为股票类型
if self._only_cyb:
if record["type"] != "stock" or not (
record["code"][:3] in ("300", "301")
):
continue
if self._only_kcb:
if (
record["type"] != "stock"
or record["code"].startswith("688") is False
):
continue
if self._only_st:
if record["type"] != "stock" or record["alias"].find("ST") == -1:
continue
if self._exclude_cyb:
if record["type"] == "stock" and record["code"][:3] in ("300", "301"):
continue
if self._exclude_st:
if record["type"] == "stock" and record["alias"].find("ST") != -1:
continue
if self._exclude_kcb:
if record["type"] == "stock" and record["code"].startswith("688"):
continue
# 退市暂不限定是否为股票
if self._include_exit is False:
d1 = convert_nptime_to_datetime(record["end"]).date()
if d1 < self.target_date:
continue
results.append(record["code"])
# 返回所有查询到的结果
return results
alias_like(self, display_name)
¶
查找股票/证券显示名中出现`display_name的品种
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
display_name |
str |
显示名，比如“中国平安" |
required |
Source code in omicron/models/security.py
def alias_like(self, display_name: str) -> "Query":
"""查找股票/证券显示名中出现`display_name的品种
Args:
display_name: 显示名，比如“中国平安"
"""
if display_name is None or len(display_name) == 0:
self._alias_pattern = None
else:
self._alias_pattern = display_name
return self
eval(self)
async
¶
对查询结果进行求值，返回code列表
Returns:
| Type | Description |
|---|---|
List[str] |
代码列表 |
Source code in omicron/models/security.py
async def eval(self) -> List[str]:
"""对查询结果进行求值，返回code列表
Returns:
代码列表
"""
logger.debug("eval, date: %s", self.target_date)
logger.debug(
"eval, names and types: %s, %s, %s",
self._name_pattern,
self._alias_pattern,
self._type_pattern,
)
logger.debug(
"eval, exclude and include: %s, %s, %s, %s",
self._exclude_cyb,
self._exclude_st,
self._exclude_kcb,
self._include_exit,
)
logger.debug(
"eval, only: %s, %s, %s ", self._only_cyb, self._only_st, self._only_kcb
)
date_in_cache = await cache.security.get("security:latest_date")
if date_in_cache: # 无此数据说明omega有某些问题，不处理
_date = arrow.get(date_in_cache).date()
else:
now = datetime.datetime.now()
_date = tf.day_shift(now, 0)
# 确定数据源，cache为当天8点之后获取的数据，数据库存放前一日和更早的数据
if not self.target_date or self.target_date >= _date:
self.target_date = _date
records = None
if self.target_date == _date: # 从内存中查找，如果缓存中的数据已更新，重新加载到内存
secs = await cache.security.lrange("security:all", 0, -1)
if len(secs) != 0:
# using np.datetime64[s]
records = np.array(
[tuple(x.split(",")) for x in secs], dtype=security_info_dtype
)
else:
records = await Security.load_securities_from_db(self.target_date)
if records is None:
return None
results = []
for record in records:
if self._type_pattern is not None:
if record["type"] not in self._type_pattern:
continue
if self._name_pattern is not None:
if record["name"].find(self._name_pattern) == -1:
continue
if self._alias_pattern is not None:
if record["alias"].find(self._alias_pattern) == -1:
continue
# 创业板，科创板，ST暂时限定为股票类型
if self._only_cyb:
if record["type"] != "stock" or not (
record["code"][:3] in ("300", "301")
):
continue
if self._only_kcb:
if (
record["type"] != "stock"
or record["code"].startswith("688") is False
):
continue
if self._only_st:
if record["type"] != "stock" or record["alias"].find("ST") == -1:
continue
if self._exclude_cyb:
if record["type"] == "stock" and record["code"][:3] in ("300", "301"):
continue
if self._exclude_st:
if record["type"] == "stock" and record["alias"].find("ST") != -1:
continue
if self._exclude_kcb:
if record["type"] == "stock" and record["code"].startswith("688"):
continue
# 退市暂不限定是否为股票
if self._include_exit is False:
d1 = convert_nptime_to_datetime(record["end"]).date()
if d1 < self.target_date:
continue
results.append(record["code"])
# 返回所有查询到的结果
return results
exclude_cyb(self)
¶
从返回结果中排除创业板类型的股票
Source code in omicron/models/security.py
def exclude_cyb(self) -> "Query":
"""从返回结果中排除创业板类型的股票"""
self._exclude_cyb = True
self._only_cyb = False
return self
exclude_kcb(self)
¶
从返回结果中排除科创板类型的股票
Source code in omicron/models/security.py
def exclude_kcb(self) -> "Query":
"""从返回结果中排除科创板类型的股票"""
self._exclude_kcb = True
self._only_kcb = False
return self
exclude_st(self)
¶
从返回结果中排除ST类型的股票
Source code in omicron/models/security.py
def exclude_st(self) -> "Query":
"""从返回结果中排除ST类型的股票"""
self._exclude_st = True
self._only_st = False
return self
include_exit(self)
¶
从返回结果中包含已退市的证券
Source code in omicron/models/security.py
def include_exit(self) -> "Query":
"""从返回结果中包含已退市的证券"""
self._include_exit = True
return self
name_like(self, name)
¶
查找股票/证券名称中出现name的品种
注意这里的证券名称并不是其显示名。比如对中国平安000001.XSHE来说，它的名称是ZGPA，而不是“中国平安”。
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
name |
str |
待查找的名字，比如"ZGPA" |
required |
Source code in omicron/models/security.py
def name_like(self, name: str) -> "Query":
"""查找股票/证券名称中出现`name`的品种
注意这里的证券名称并不是其显示名。比如对中国平安000001.XSHE来说，它的名称是ZGPA，而不是“中国平安”。
Args:
name: 待查找的名字，比如"ZGPA"
"""
if name is None or len(name) == 0:
self._name_pattern = None
else:
self._name_pattern = name
return self
only_cyb(self)
¶
返回结果中只包含创业板股票
Source code in omicron/models/security.py
def only_cyb(self) -> "Query":
"""返回结果中只包含创业板股票"""
self._only_cyb = True # 高优先级
self._exclude_cyb = False
self._only_kcb = False
self._only_st = False
return self
only_kcb(self)
¶
返回结果中只包含科创板股票
Source code in omicron/models/security.py
def only_kcb(self) -> "Query":
"""返回结果中只包含科创板股票"""
self._only_kcb = True # 高优先级
self._exclude_kcb = False
self._only_cyb = False
self._only_st = False
return self
only_st(self)
¶
返回结果中只包含ST类型的证券
Source code in omicron/models/security.py
def only_st(self) -> "Query":
"""返回结果中只包含ST类型的证券"""
self._only_st = True # 高优先级
self._exclude_st = False
self._only_kcb = False
self._only_cyb = False
return self
types(self, types)
¶
选择类型在types中的证券品种
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
types |
List[str] |
有效的类型包括: 对股票指数而言是（'index', 'stock'），对基金而言则是（'etf', 'fjb', 'mmf', 'reits', 'fja', 'fjm', 'lof'） |
required |
Source code in omicron/models/security.py
def types(self, types: List[str]) -> "Query":
"""选择类型在`types`中的证券品种
Args:
types: 有效的类型包括: 对股票指数而言是（'index', 'stock'），对基金而言则是（'etf', 'fjb', 'mmf', 'reits', 'fja', 'fjm', 'lof'）
"""
if types is None or isinstance(types, List) is False:
return self
if len(types) == 0:
self._type_pattern = ["index", "stock"]
else:
tmp = set(types)
self._type_pattern = list(tmp)
return self
Security
¶
Source code in omicron/models/security.py
class Security:
_securities = []
_securities_date = None
_security_types = set()
_stocks = []
@classmethod
async def init(cls):
"""初始化Security.
一般而言，omicron的使用者无须调用此方法，它会在omicron初始化（通过`omicron.init`）时，被自动调用。
Raises:
DataNotReadyError: 如果omicron未初始化，或者cache中未加载最新证券列表，则抛出此异常。
"""
# read all securities from redis, 7111 records now
# {'index', 'stock'}
# {'fjb', 'mmf', 'reits', 'fja', 'fjm'}
# {'etf', 'lof'}
if len(cls._securities) > 100:
return True
secs = await cls.load_securities()
if secs is None or len(secs) == 0: # pragma: no cover
raise DataNotReadyError(
"No securities in cache, make sure you have called omicron.init() first."
)
print("init securities done")
return True
@classmethod
async def load_securities(cls):
"""加载所有证券的信息，并缓存到内存中
一般而言，omicron的使用者无须调用此方法，它会在omicron初始化（通过`omicron.init`）时，被自动调用。
"""
secs = await cache.security.lrange("security:all", 0, -1)
if len(secs) != 0:
# using np.datetime64[s]
_securities = np.array(
[tuple(x.split(",")) for x in secs], dtype=security_info_dtype
)
# 更新证券类型列表
cls._securities = _securities
cls._security_types = set(_securities["type"])
cls._stocks = _securities[
(_securities["type"] == "stock") | (_securities["type"] == "index")
]
logger.info(
"%d securities loaded, types: %s", len(_securities), cls._security_types
)
date_in_cache = await cache.security.get("security:latest_date")
if date_in_cache is not None:
cls._securities_date = arrow.get(date_in_cache).date()
else:
cls._securities_date = datetime.date.today()
return _securities
else: # pragma: no cover
return None
@classmethod
async def get_security_types(cls):
if cls._security_types:
return list(cls._security_types)
else:
return None
@classmethod
def get_stock(cls, code) -> NDArray[security_info_dtype]:
"""根据`code`来查找对应的股票（含指数）对象信息。
如果您只有股票代码，想知道该代码对应的股票名称、别名（显示名）、上市日期等信息，就可以使用此方法来获取相关信息。
返回类型为`security_info_dtype`的numpy数组，但仅包含一个元素。您可以象字典一样存取它，比如
```python
item = Security.get_stock("000001.XSHE")
print(item["alias"])
```
显示为"平安银行"
Args:
code: 待查询的股票/指数代码
Returns:
类型为`security_info_dtype`的numpy数组，但仅包含一个元素
"""
if len(cls._securities) == 0:
return None
tmp = cls._securities[cls._securities["code"] == code]
if len(tmp) > 0:
if tmp["type"] in ["stock", "index"]:
return tmp[0]
return None
@classmethod
def fuzzy_match_ex(cls, query: str) -> Dict[str, Tuple]:
# fixme: 此方法与Stock.fuzzy_match重复，并且进行了类型限制，使得其不适合放在Security里，以及作为一个通用方法
query = query.upper()
if re.match(r"\d+", query):
return {
sec["code"]: sec.tolist()
for sec in cls._securities
if sec["code"].find(query) != -1 and sec["type"] == "stock"
}
elif re.match(r"[A-Z]+", query):
return {
sec["code"]: sec.tolist()
for sec in cls._securities
if sec["name"].startswith(query) and sec["type"] == "stock"
}
else:
return {
sec["code"]: sec.tolist()
for sec in cls._securities
if sec["alias"].find(query) != -1 and sec["type"] == "stock"
}
@classmethod
async def info(cls, code, date=None):
_obj = await cls.query_security_via_date(code, date)
if _obj is None:
return None
# "_time", "code", "type", "alias", "end", "ipo", "name"
d1 = convert_nptime_to_datetime(_obj["ipo"]).date()
d2 = convert_nptime_to_datetime(_obj["end"]).date()
return {
"type": _obj["type"],
"display_name": _obj["alias"],
"alias": _obj["alias"],
"end": d2,
"start": d1,
"name": _obj["name"],
}
@classmethod
async def name(cls, code, date=None):
_security = await cls.query_security_via_date(code, date)
if _security is None:
return None
return _security["name"]
@classmethod
async def alias(cls, code, date=None):
return await cls.display_name(code, date)
@classmethod
async def display_name(cls, code, date=None):
_security = await cls.query_security_via_date(code, date)
if _security is None:
return None
return _security["alias"]
@classmethod
async def start_date(cls, code, date=None):
_security = await cls.query_security_via_date(code, date)
if _security is None:
return None
return convert_nptime_to_datetime(_security["ipo"]).date()
@classmethod
async def end_date(cls, code, date=None):
_security = await cls.query_security_via_date(code, date)
if _security is None:
return None
return convert_nptime_to_datetime(_security["end"]).date()
@classmethod
async def security_type(cls, code, date=None) -> SecurityType:
_security = await cls.query_security_via_date(code, date)
if _security is None:
return None
return _security["type"]
@classmethod
async def query_security_via_date(cls, code: str, date: datetime.date = None):
if date is None: # 从内存中查找，如果缓存中的数据已更新，重新加载到内存
date_in_cache = await cache.security.get("security:latest_date")
if date_in_cache is not None:
date = arrow.get(date_in_cache).date()
if date > cls._securities_date:
await cls.load_securities()
results = cls._securities[cls._securities["code"] == code]
else: # 从influxdb查找
date = tf.day_shift(date, 0)
results = await cls.load_securities_from_db(date, code)
if results is not None and len(results) > 0:
return results[0]
else:
return None
@classmethod
def select(cls, date: datetime.date = None) -> Query:
if date is None:
return Query(target_date=None)
else:
return Query(target_date=date)
@classmethod
async def update_secs_cache(cls, dt: datetime.date, securities: List[Tuple]):
"""更新证券列表到缓存数据库中
Args:
dt: 证券列表归属的日期
securities: 证券列表, 元素为元组，分别为代码、别名、名称、IPO日期、退市日和证券类型
"""
# stock: {'index', 'stock'}
# funds: {'fjb', 'mmf', 'reits', 'fja', 'fjm'}
# {'etf', 'lof'}
key = "security:all"
pipeline = cache.security.pipeline()
pipeline.delete(key)
for code, alias, name, start, end, _type in securities:
pipeline.rpush(key, f"{code},{alias},{name},{start}," f"{end},{_type}")
await pipeline.execute()
logger.info("all securities saved to cache %s, %d secs", key, len(securities))
# update latest date info
await cache.security.set("security:latest_date", dt.strftime("%Y-%m-%d"))
@classmethod
async def save_securities(cls, securities: List[str], dt: datetime.date):
"""保存指定的证券信息到缓存中，并且存入influxdb，定时job调用本接口
Args:
securities: 证券代码列表。
"""
# stock: {'index', 'stock'}
# funds: {'fjb', 'mmf', 'reits', 'fja', 'fjm'}
# {'etf', 'lof'}
if dt is None or len(securities) == 0:
return
measurement = "security_list"
client = get_influx_client()
# code, alias, name, start, end, type
security_list = np.array(
[
(dt, x[0], f"{x[0]},{x[1]},{x[2]},{x[3]},{x[4]},{x[5]}")
for x in securities
],
dtype=security_db_dtype,
)
await client.save(
security_list, measurement, time_key="frame", tag_keys=["code"]
)
@classmethod
async def load_securities_from_db(
cls, target_date: datetime.date, code: str = None
):
if target_date is None:
return None
client = get_influx_client()
measurement = "security_list"
flux = (
Flux()
.measurement(measurement)
.range(target_date, target_date)
.bucket(client._bucket)
.fields(["info"])
)
if code is not None and len(code) > 0:
flux.tags({"code": code})
data = await client.query(flux)
if len(data) == 2: # \r\n
return None
ds = DataframeDeserializer(
sort_values="_time",
usecols=["_time", "code", "info"],
time_col="_time",
engine="c",
)
actual = ds(data)
secs = actual.to_records(index=False)
if len(secs) != 0:
# "_time", "code", "code, alias, name, start, end, type"
_securities = np.array(
[tuple(x["info"].split(",")) for x in secs], dtype=security_info_dtype
)
return _securities
else:
return None
@classmethod
async def get_datescope_from_db(cls):
# fixme: 函数名无法反映用途，需要增加文档注释，说明该函数的作用,或者不应该出现在此类中？
client = get_influx_client()
measurement = "security_list"
date1 = arrow.get("2005-01-01").date()
date2 = arrow.now().naive.date()
flux = (
Flux()
.measurement(measurement)
.range(date1, date2)
.bucket(client._bucket)
.tags({"code": "000001.XSHE"})
)
data = await client.query(flux)
if len(data) == 2: # \r\n
return None, None
ds = DataframeDeserializer(
sort_values="_time", usecols=["_time"], time_col="_time", engine="c"
)
actual = ds(data)
secs = actual.to_records(index=False)
if len(secs) != 0:
d1 = convert_nptime_to_datetime(secs[0]["_time"])
d2 = convert_nptime_to_datetime(secs[len(secs) - 1]["_time"])
return d1.date(), d2.date()
else:
return None, None
@classmethod
async def _notify_special_bonusnote(cls, code, note, cancel_date):
# fixme: 这个函数应该出现在omega中？
default_cancel_date = datetime.date(2099, 1, 1) # 默认无取消公告
# report this special event to notify user
if cancel_date != default_cancel_date:
ding("security %s, bonus_cancel_pub_date %s" % (code, cancel_date))
if note.find("流通") != -1: # 检查是否有“流通股”文字
ding("security %s, special xrxd note: %s" % (code, note))
@classmethod
async def save_xrxd_reports(cls, reports: List[str], dt: datetime.date):
# fixme: 此函数应该属于omega?
"""保存1年内的分红送股信息，并且存入influxdb，定时job调用本接口
Args:
reports: 分红送股公告
"""
# code(0), a_xr_date, board_plan_bonusnote, bonus_ratio_rmb(3), dividend_ratio, transfer_ratio(5),
# at_bonus_ratio_rmb(6), report_date, plan_progress, implementation_bonusnote, bonus_cancel_pub_date(10)
if len(reports) == 0 or dt is None:
return
# read reports from db and convert to dict map
reports_in_db = {}
dt_start = dt - datetime.timedelta(days=366) # 往前回溯366天
dt_end = dt + datetime.timedelta(days=366) # 往后延长366天
existing_records = await cls._load_xrxd_from_db(None, dt_start, dt_end)
for record in existing_records:
code = record[0]
if code not in reports_in_db:
reports_in_db[code] = [record]
else:
reports_in_db[code].append(record)
records = [] # 准备写入db
for x in reports:
code = x[0]
note = x[2]
cancel_date = x[10]
existing_items = reports_in_db.get(code, None)
if existing_items is None: # 新记录
record = (
x[1],
x[0],
f"{x[0]}|{x[1]}|{x[2]}|{x[3]}|{x[4]}|{x[5]}|{x[6]}|{x[7]}|{x[8]}|{x[9]}|{x[10]}",
)
records.append(record)
await cls._notify_special_bonusnote(code, note, cancel_date)
else:
new_record = True
for item in existing_items:
existing_date = convert_nptime_to_datetime(item[1]).date()
if existing_date == x[1]: # 如果xr_date相同，不更新
new_record = False
continue
if new_record:
record = (
x[1],
x[0],
f"{x[0]}|{x[1]}|{x[2]}|{x[3]}|{x[4]}|{x[5]}|{x[6]}|{x[7]}|{x[8]}|{x[9]}|{x[10]}",
)
records.append(record)
await cls._notify_special_bonusnote(code, note, cancel_date)
logger.info("save_xrxd_reports, %d records to be saved", len(records))
if len(records) == 0:
return
measurement = "security_xrxd_reports"
client = get_influx_client()
# a_xr_date(_time), code(tag), info
report_list = np.array(records, dtype=security_db_dtype)
await client.save(report_list, measurement, time_key="frame", tag_keys=["code"])
@classmethod
async def _load_xrxd_from_db(
cls, code, dt_start: datetime.date, dt_end: datetime.date
):
if dt_start is None or dt_end is None:
return []
client = get_influx_client()
measurement = "security_xrxd_reports"
flux = (
Flux()
.measurement(measurement)
.range(dt_start, dt_end)
.bucket(client._bucket)
.fields(["info"])
)
if code is not None and len(code) > 0:
flux.tags({"code": code})
data = await client.query(flux)
if len(data) == 2: # \r\n
return []
ds = DataframeDeserializer(
sort_values="_time",
usecols=["_time", "code", "info"],
time_col="_time",
engine="c",
)
actual = ds(data)
secs = actual.to_records(index=False)
if len(secs) != 0:
_reports = np.array(
[tuple(x["info"].split("|")) for x in secs], dtype=xrxd_info_dtype
)
return _reports
else:
return []
@classmethod
async def get_xrxd_info(cls, dt: datetime.date, code: str = None):
if dt is None:
return None
# code(0), a_xr_date, board_plan_bonusnote, bonus_ratio_rmb(3), dividend_ratio, transfer_ratio(5),
# at_bonus_ratio_rmb(6), report_date, plan_progress, implementation_bonusnote, bonus_cancel_pub_date(10)
reports = await cls._load_xrxd_from_db(code, dt, dt)
if len(reports) == 0:
return None
readable_reports = []
for report in reports:
xr_date = convert_nptime_to_datetime(report[1]).date()
readable_reports.append(
{
"code": report[0],
"xr_date": xr_date,
"bonus": report[3],
"dividend": report[4],
"transfer": report[5],
"bonusnote": report[2],
}
)
return readable_reports
get_stock(code)
classmethod
¶
根据code来查找对应的股票（含指数）对象信息。
如果您只有股票代码，想知道该代码对应的股票名称、别名（显示名）、上市日期等信息，就可以使用此方法来获取相关信息。
返回类型为security_info_dtype的numpy数组，但仅包含一个元素。您可以象字典一样存取它，比如
1 2 | |
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
code |
待查询的股票/指数代码 |
required |
Returns:
| Type | Description |
|---|---|
numpy.ndarray[Any, numpy.dtype[[('code', 'O'), ('alias', 'O'), ('name', 'O'), ('ipo', 'datetime64[s]'), ('end', 'datetime64[s]'), ('type', 'O')]]] |
类型为 |
Source code in omicron/models/security.py
@classmethod
def get_stock(cls, code) -> NDArray[security_info_dtype]:
"""根据`code`来查找对应的股票（含指数）对象信息。
如果您只有股票代码，想知道该代码对应的股票名称、别名（显示名）、上市日期等信息，就可以使用此方法来获取相关信息。
返回类型为`security_info_dtype`的numpy数组，但仅包含一个元素。您可以象字典一样存取它，比如
```python
item = Security.get_stock("000001.XSHE")
print(item["alias"])
```
显示为"平安银行"
Args:
code: 待查询的股票/指数代码
Returns:
类型为`security_info_dtype`的numpy数组，但仅包含一个元素
"""
if len(cls._securities) == 0:
return None
tmp = cls._securities[cls._securities["code"] == code]
if len(tmp) > 0:
if tmp["type"] in ["stock", "index"]:
return tmp[0]
return None
init()
async
classmethod
¶
初始化Security.
一般而言，omicron的使用者无须调用此方法，它会在omicron初始化（通过omicron.init）时，被自动调用。
Exceptions:
| Type | Description |
|---|---|
DataNotReadyError |
如果omicron未初始化，或者cache中未加载最新证券列表，则抛出此异常。 |
Source code in omicron/models/security.py
@classmethod
async def init(cls):
"""初始化Security.
一般而言，omicron的使用者无须调用此方法，它会在omicron初始化（通过`omicron.init`）时，被自动调用。
Raises:
DataNotReadyError: 如果omicron未初始化，或者cache中未加载最新证券列表，则抛出此异常。
"""
# read all securities from redis, 7111 records now
# {'index', 'stock'}
# {'fjb', 'mmf', 'reits', 'fja', 'fjm'}
# {'etf', 'lof'}
if len(cls._securities) > 100:
return True
secs = await cls.load_securities()
if secs is None or len(secs) == 0: # pragma: no cover
raise DataNotReadyError(
"No securities in cache, make sure you have called omicron.init() first."
)
print("init securities done")
return True
load_securities()
async
classmethod
¶
加载所有证券的信息，并缓存到内存中
一般而言，omicron的使用者无须调用此方法，它会在omicron初始化（通过omicron.init）时，被自动调用。
Source code in omicron/models/security.py
@classmethod
async def load_securities(cls):
"""加载所有证券的信息，并缓存到内存中
一般而言，omicron的使用者无须调用此方法，它会在omicron初始化（通过`omicron.init`）时，被自动调用。
"""
secs = await cache.security.lrange("security:all", 0, -1)
if len(secs) != 0:
# using np.datetime64[s]
_securities = np.array(
[tuple(x.split(",")) for x in secs], dtype=security_info_dtype
)
# 更新证券类型列表
cls._securities = _securities
cls._security_types = set(_securities["type"])
cls._stocks = _securities[
(_securities["type"] == "stock") | (_securities["type"] == "index")
]
logger.info(
"%d securities loaded, types: %s", len(_securities), cls._security_types
)
date_in_cache = await cache.security.get("security:latest_date")
if date_in_cache is not None:
cls._securities_date = arrow.get(date_in_cache).date()
else:
cls._securities_date = datetime.date.today()
return _securities
else: # pragma: no cover
return None
save_securities(securities, dt)
async
classmethod
¶
保存指定的证券信息到缓存中，并且存入influxdb，定时job调用本接口
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
securities |
List[str] |
证券代码列表。 |
required |
Source code in omicron/models/security.py
@classmethod
async def save_securities(cls, securities: List[str], dt: datetime.date):
"""保存指定的证券信息到缓存中，并且存入influxdb，定时job调用本接口
Args:
securities: 证券代码列表。
"""
# stock: {'index', 'stock'}
# funds: {'fjb', 'mmf', 'reits', 'fja', 'fjm'}
# {'etf', 'lof'}
if dt is None or len(securities) == 0:
return
measurement = "security_list"
client = get_influx_client()
# code, alias, name, start, end, type
security_list = np.array(
[
(dt, x[0], f"{x[0]},{x[1]},{x[2]},{x[3]},{x[4]},{x[5]}")
for x in securities
],
dtype=security_db_dtype,
)
await client.save(
security_list, measurement, time_key="frame", tag_keys=["code"]
)
save_xrxd_reports(reports, dt)
async
classmethod
¶
保存1年内的分红送股信息，并且存入influxdb，定时job调用本接口
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
reports |
List[str] |
分红送股公告 |
required |
Source code in omicron/models/security.py
@classmethod
async def save_xrxd_reports(cls, reports: List[str], dt: datetime.date):
# fixme: 此函数应该属于omega?
"""保存1年内的分红送股信息，并且存入influxdb，定时job调用本接口
Args:
reports: 分红送股公告
"""
# code(0), a_xr_date, board_plan_bonusnote, bonus_ratio_rmb(3), dividend_ratio, transfer_ratio(5),
# at_bonus_ratio_rmb(6), report_date, plan_progress, implementation_bonusnote, bonus_cancel_pub_date(10)
if len(reports) == 0 or dt is None:
return
# read reports from db and convert to dict map
reports_in_db = {}
dt_start = dt - datetime.timedelta(days=366) # 往前回溯366天
dt_end = dt + datetime.timedelta(days=366) # 往后延长366天
existing_records = await cls._load_xrxd_from_db(None, dt_start, dt_end)
for record in existing_records:
code = record[0]
if code not in reports_in_db:
reports_in_db[code] = [record]
else:
reports_in_db[code].append(record)
records = [] # 准备写入db
for x in reports:
code = x[0]
note = x[2]
cancel_date = x[10]
existing_items = reports_in_db.get(code, None)
if existing_items is None: # 新记录
record = (
x[1],
x[0],
f"{x[0]}|{x[1]}|{x[2]}|{x[3]}|{x[4]}|{x[5]}|{x[6]}|{x[7]}|{x[8]}|{x[9]}|{x[10]}",
)
records.append(record)
await cls._notify_special_bonusnote(code, note, cancel_date)
else:
new_record = True
for item in existing_items:
existing_date = convert_nptime_to_datetime(item[1]).date()
if existing_date == x[1]: # 如果xr_date相同，不更新
new_record = False
continue
if new_record:
record = (
x[1],
x[0],
f"{x[0]}|{x[1]}|{x[2]}|{x[3]}|{x[4]}|{x[5]}|{x[6]}|{x[7]}|{x[8]}|{x[9]}|{x[10]}",
)
records.append(record)
await cls._notify_special_bonusnote(code, note, cancel_date)
logger.info("save_xrxd_reports, %d records to be saved", len(records))
if len(records) == 0:
return
measurement = "security_xrxd_reports"
client = get_influx_client()
# a_xr_date(_time), code(tag), info
report_list = np.array(records, dtype=security_db_dtype)
await client.save(report_list, measurement, time_key="frame", tag_keys=["code"])
update_secs_cache(dt, securities)
async
classmethod
¶
更新证券列表到缓存数据库中
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
dt |
date |
证券列表归属的日期 |
required |
securities |
List[Tuple] |
证券列表, 元素为元组，分别为代码、别名、名称、IPO日期、退市日和证券类型 |
required |
Source code in omicron/models/security.py
@classmethod
async def update_secs_cache(cls, dt: datetime.date, securities: List[Tuple]):
"""更新证券列表到缓存数据库中
Args:
dt: 证券列表归属的日期
securities: 证券列表, 元素为元组，分别为代码、别名、名称、IPO日期、退市日和证券类型
"""
# stock: {'index', 'stock'}
# funds: {'fjb', 'mmf', 'reits', 'fja', 'fjm'}
# {'etf', 'lof'}
key = "security:all"
pipeline = cache.security.pipeline()
pipeline.delete(key)
for code, alias, name, start, end, _type in securities:
pipeline.rpush(key, f"{code},{alias},{name},{start}," f"{end},{_type}")
await pipeline.execute()
logger.info("all securities saved to cache %s, %d secs", key, len(securities))
# update latest date info
await cache.security.set("security:latest_date", dt.strftime("%Y-%m-%d"))