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GolemQ

A PowerToys based QUANTAXIS

这是一个基于 QUANTAXIS 二次开发的量化系统子项目

发起这个子项目的原因是我人称BugKing,也没有精力去仔细测试,有些随手PR的代码可能会干扰QUANTAXIS主版本稳定性(是的,1.9.30版本无法获取A股财报的Bug是我PR上去的>_<);某些开发了代码功能存在跟天神原始设计不相同的;或者规划路线图跟天神设计理念不同的;或者依赖或者模仿第三方量化平台接口的(我担心有法律之类的风险,所以也不适合PR到QUANTAXIS)。有的功能和代码因为我不是金融科班出身,也不知道现在的前沿趋势,贸然PR到QUANTAXIS,然后又自己发觉功能不妥或者不实用,然后又匆忙在QUANTAXIS中移除。再比如一部分功能代码我设计为cli命令行格式运行,而QA主要设计为Docker发布运行。

这导致了一部分代码因为现实需求被我写出来,正在使用,但是跟QA风格并不匹配,而没有办法在Docker的HTML前端中顺利使用,暂时我也没相处好办法和QUANTAXIS 进行 PR 合并。

但是又有很多朋友问这些常用的功能使用情况,为了发布我不得不打包代码,索性发布自己的第一个Git项目吧,也算是人生头一回原创 Git仓库了。

安装:

在 QUANTAXIS Docker 中打开 Dashboard

选择 qacommunity,打开 cli 控制台,输入 bash

输入 git clone https://github.com/Rgveda/GolemQ.git

cd GolemQ

python setup.py install

使用:

功能包括:

来源新浪财经的A股实盘行情 l1快照数据

在 repo 根目录下面,输入:

python -m GolemQ.cli --sub sina_l1

只保存部分股票数据,输入:

python -m GolemQ.cli --sub sina_l1 --codelist "600783、601069、002152、000582、002013、000960、000881 、000698、600742、600203、601186、601007、600328、600879"

读取实盘l1数据

这里完成的动作包括,读取l1数据,重采样为1min数据,重采样为日线/小时线数据,具体方法为打开 Jupyter,输入

from GolemQ.fetch.kline import (     get_kline_price,     get_kline_price_min, )

data_day, codename = get_kline_price("600519", verbose=True)

为避免出现很多打印信息,可以设置参数 verbose=False

data_day, codename = get_kline_price_min("6003444", verbose=False)

已知Bug:

上证指数 000001 实盘走势和平安银行混淆。 目前已经修正 ——2020.11.22

成交量:Volumne和Amount 计算方式不对。

未能正确处理 000001.XSHG 600519.SH 这类格式的代码,能返回K线数据,但是不含今日实盘数据

常见问题

无法运行命令

PS C:\Users\azai\source\repos\GolemQ> python -m GolemQ.cli --sub sina_l1

提示

C:\Users\azai\AppData\Local\Programs\Python\Python37\python.exe: Error while finding module specification for 'GolemQ.cli' (ModuleNotFoundError: No module named 'GolemQ')

解决方法输入 cd .. 切换到上一层目录

PS C:\Users\azai\source\repos\GolemQ> cd ..

PS C:\Users\azai\source\repos> python -m GolemQ.cli --sub sina_l1

Program Last Time 3.762s

Not Trading time 现在是**A股收盘时间 2020-10-15 16:28:05.310437

Not Trading time 现在是**A股收盘时间 2020-10-15 16:28:07.314858

Not Trading time 现在是**A股收盘时间 2020-10-15 16:28:09.323150

Not Trading time 现在是**A股收盘时间 2020-10-15 16:28:11.334017

例子

读取实盘行情数据K线

在 repo 根目录下面,输入

python -m GolemQ.test_cases.fetch_test.realtime

模仿优矿DataAPI数据接口

挖了坑,未完成,待续

计划

模仿聚宽API接口——To be continue...

Firstblood!

By 阿财

2020.10.14

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