Merge pull request shidenggui#38 from weichaoguo/master

fix is_trade_date & its usage.

easyquant/easydealutils/time.py

@@ -20,8 +20,12 @@ def is_holiday(now_time):
     return _is_holiday(today)
 
 
+def is_weekend(now_time):
+    return now_time.weekday() >= 5
+
+
 def is_trade_date(now_time):
-    return not is_holiday(now_time)
+    return not (is_holiday(now_time) or is_weekend(now_time))
 
 
 def get_next_trade_date(now_time):

easyquant/push_engine/clock_engine.py

@@ -88,7 +88,7 @@ def update_next_time(self):
             )
 
     def is_active(self):
-        if self.is_trading_date and etime.is_holiday(self.clock_engine.now_dt):
+        if self.is_trading_date and not etime.is_trade_date(self.clock_engine.now_dt):
             # 仅在交易日触发时的判断
             return False
         return self.next_time <= self.clock_engine.now_dt
@@ -116,11 +116,12 @@ def __init__(self, event_engine, now=None, tzinfo=None):
         self.is_active = True
         self.clock_engine_thread = Thread(target=self.clocktick)
         self.sleep_time = 1
-        self.trading_state = True if etime.is_tradetime(datetime.datetime.now()) else False
+        self.trading_state = True if (etime.is_tradetime(datetime.datetime.now()) and etime.is_trade_date(datetime.datetime.now())) else False
         self.clock_moment_handlers = deque()
         self.clock_interval_handlers = set()
 
-        self._init_clock_handler()
+        if self.trading_state:
+            self._init_clock_handler()
 
     def _init_clock_handler(self):
         """
@@ -192,7 +193,7 @@ def clocktick(self):
             time.sleep(self.sleep_time)
 
     def tock(self):
-        if etime.is_holiday(self.now_dt):
+        if not etime.is_trade_date(self.now_dt):
             pass  # 假日暂停时钟引擎
         else:
             self._tock()

strategies/xq.py

@@ -0,0 +1,53 @@
+from easyquant import StrategyTemplate
+
+
+class Strategy(StrategyTemplate):
+    name = 'xq'
+
+    def strategy(self, event):
+        self.log.info('\n\nxq strategy')
+        #self.log.info('检查持仓')
+        #self.log.info(self.user.balance)
+        #self.log.info('\n')
+        if self.clock_engine.trading_state:
+            self.log.info('trading')
+        else:
+            self.log.info('not trading')
+
+    def __tracing(self):
+        xqzh = {"ZH010389": 0.2, "ZH572114": 0.4, "ZH062130": 0.4}
+        stocks = {}
+        for pos in self.user.get_position():
+            stocks[pos['stock_code']] = pos['market_value']
+
+        for zh in xqzh:
+            for pos in self.user.get_position(zh):
+                stocks[pos['stock_code']] = stocks.get(pos['stock_code'], 0) - xqzh[zh] * pos['market_value']
+        for code in stocks:
+            if stocks[code] > 10000:
+                try:
+                    self.user.sell(code, 0, 0, stocks[code])
+                except:
+                    self.log.info('sell error')
+        for code in stocks:
+            if stocks[code] < -10000:
+                try:
+                    self.user.buy(code, 0, 0, -stocks[code])
+                except:
+                    self.log.info('buy error')
+
+    def clock(self, event):
+        """在交易时间会定时推送 clock 事件
+        :param event: event.data.clock_event 为 [0.5, 1, 3, 5, 15, 30, 60] 单位为分钟,  ['open', 'close'] 为开市、收市
+            event.data.trading_state  bool 是否处于交易时间
+        """
+        if event.data.clock_event == 'open':
+            # 开市了
+            self.log.info('open')
+        elif event.data.clock_event == 'close':
+            # 收市了
+            self.log.info('close')
+        elif event.data.clock_event == 5:
+            # 5 分钟的 clock
+            self.log.info("5分钟")
+            self.__tracing()

xqzh.py

@@ -0,0 +1,17 @@
+import sys
+from datetime import timedelta, timezone
+
+import easyquotation
+from easyquant.push_engine.clock_engine import ClockEngine
+
+import easyquant
+from easyquant import DefaultQuotationEngine, DefaultLogHandler, PushBaseEngine
+
+
+quotation_engine = DefaultQuotationEngine
+
+quotation_engine.PushInterval = 30
+
+m = easyquant.MainEngine(broker='xq', need_data=sys.argv[1], quotation_engines=[quotation_engine], tzinfo=timezone(timedelta(hours=8)))
+m.load_strategy()
+m.start()