1)realtime reader/factor/selector/trader preview 2)dash ui 3)domain u…

…i composer 4)core logic tests

* the docs and data would come soon


Former-commit-id: c8ed9a4

requirements.txt

@@ -12,4 +12,6 @@ demjson == 2.2.4
 marshmallow-sqlalchemy
 # matplotlib == 3.0.3
 pyecharts == 1.1.0
-ccxt == 1.17.191
+ccxt == 1.17.191
+dash==0.43.0
+dash-daq==0.1.0

tests/api/__init__.py

@@ -0,0 +1 @@
+# -*- coding: utf-8 -*-

tests/api/test_dividend_financing.py

@@ -0,0 +1,50 @@
+from ..context import init_context
+
+init_context()
+
+from zvt.api import fundamental
+from zvt.domain import get_db_session, StoreCategory, Provider, SPODetail, RightsIssueDetail, DividendFinancing
+from zvt.utils.time_utils import to_pd_timestamp
+
+session = get_db_session(provider='eastmoney',
+                         store_category=StoreCategory.dividend_financing)  # type: sqlalchemy.orm.Session
+
+
+# 增发详情
+def test_000778_spo_detial():
+    result = fundamental.get_spo_detail(session=session, provider=Provider.EASTMONEY, return_type='domain',
+                                        codes=['000778'], end_timestamp='2018-09-30',
+                                        order=SPODetail.timestamp.desc())
+    assert len(result) == 4
+    latest: SPODetail = result[0]
+    assert latest.timestamp == to_pd_timestamp('2017-04-01')
+    assert latest.spo_issues == 347600000
+    assert latest.spo_price == 5.15
+    assert latest.spo_raising_fund == 1766000000
+
+
+# 配股详情
+def test_000778_rights_issue_detail():
+    result = fundamental.get_rights_issue_detail(session=session, provider=Provider.EASTMONEY, return_type='domain',
+                                                 codes=['000778'], end_timestamp='2018-09-30',
+                                                 order=RightsIssueDetail.timestamp.desc())
+    assert len(result) == 2
+    latest: RightsIssueDetail = result[0]
+    assert latest.timestamp == to_pd_timestamp('2001-09-10')
+    assert latest.rights_issues == 43570000
+    assert latest.rights_raising_fund == 492300000
+    assert latest.rights_issue_price == 11.3
+
+
+# 分红融资
+def test_000778_dividend_financing():
+    result = fundamental.get_dividend_financing(session=session, provider=Provider.EASTMONEY, return_type='domain',
+                                                codes=['000778'], end_timestamp='2018-09-30',
+                                                order=DividendFinancing.timestamp.desc())
+    assert len(result) == 22
+    latest: DividendFinancing = result[1]
+    assert latest.timestamp == to_pd_timestamp('2017')
+    assert latest.dividend_money == 598632026.4
+    assert latest.spo_issues == 347572815.0
+    assert latest.rights_issues == 0
+    assert latest.ipo_issues == 0

tests/api/test_holder.py

@@ -0,0 +1,39 @@
+from ..context import init_context
+
+init_context()
+
+from typing import List
+
+from zvt.api import fundamental
+from zvt.domain import get_db_session, StoreCategory, Provider, TopTenHolder, TopTenTradableHolder
+
+session = get_db_session(provider='eastmoney', store_category=StoreCategory.holder)  # type: sqlalchemy.orm.Session
+
+
+# 十大股东
+def test_000778_top_ten_holder():
+    result: List[TopTenHolder] = fundamental.get_top_ten_holder(session=session, provider=Provider.EASTMONEY,
+                                                                return_type='domain',
+                                                                codes=['000778'], end_timestamp='2018-09-30',
+                                                                start_timestamp='2018-09-30',
+                                                                order=TopTenHolder.shareholding_ratio.desc())
+    assert len(result) == 10
+    assert result[0].holder_name == '新兴际华集团有限公司'
+    assert result[0].shareholding_numbers == 1595000000
+    assert result[0].shareholding_ratio == 0.3996
+    assert result[0].change == 32080000
+    assert result[0].change_ratio == 0.0205
+
+
+def test_000778_top_ten_tradable_holder():
+    result: List[TopTenHolder] = fundamental.get_top_ten_tradable_holder(session=session, provider=Provider.EASTMONEY,
+                                                                         return_type='domain',
+                                                                         codes=['000778'], end_timestamp='2018-09-30',
+                                                                         start_timestamp='2018-09-30',
+                                                                         order=TopTenTradableHolder.shareholding_ratio.desc())
+    assert len(result) == 10
+    assert result[0].holder_name == '新兴际华集团有限公司'
+    assert result[0].shareholding_numbers == 1525000000
+    assert result[0].shareholding_ratio == 0.389
+    assert result[0].change == 38560000
+    assert result[0].change_ratio == 0.0259

tests/api/test_joinquant_quotes.py

@@ -0,0 +1,21 @@
+from ..context import init_context
+
+init_context()
+
+from zvt.api import technical
+from zvt.domain import get_db_session, StoreCategory, TradingLevel
+
+day_k_session = get_db_session(provider='joinquant',
+                               store_category=StoreCategory.stock_1d_kdata)  # type: sqlalchemy.orm.Session
+
+day_1h_session = get_db_session(provider='joinquant',
+                                store_category=StoreCategory.stock_1h_kdata)  # type: sqlalchemy.orm.Session
+
+
+def test_jq_603220_kdata():
+    df = technical.get_kdata(security_id='stock_sh_603220', session=day_k_session, level=TradingLevel.LEVEL_1DAY,
+                             provider='joinquant')
+    print(df)
+    df = technical.get_kdata(security_id='stock_sh_603220', session=day_1h_session, level=TradingLevel.LEVEL_1HOUR,
+                             provider='joinquant')
+    print(df)

tests/api/test_rules.py

@@ -0,0 +1,148 @@
+# -*- coding: utf-8 -*-
+from ..context import init_context
+
+init_context()
+
+from zvt.api.rules import coin_finished_timestamp, iterate_timestamps, is_open_time, is_close_time, \
+    is_in_finished_timestamps
+from zvt.domain import TradingLevel, SecurityType
+from zvt.utils.time_utils import is_same_time
+
+
+def test_is_open_close_time():
+    timestamps = iterate_timestamps(security_type=SecurityType.coin, exchange='binance',
+                                    level=TradingLevel.LEVEL_1MIN, start_timestamp='2019-05-01',
+                                    end_timestamp='2019-05-01')
+    assert is_open_time(security_type=SecurityType.coin, exchange='binance', timestamp=timestamps[0])
+    assert is_close_time(security_type=SecurityType.coin, exchange='binance', timestamp=timestamps[-1])
+
+    timestamps = iterate_timestamps(security_type=SecurityType.coin, exchange='binance',
+                                    level=TradingLevel.LEVEL_5MIN, start_timestamp='2019-05-01',
+                                    end_timestamp='2019-05-01')
+    assert is_open_time(security_type=SecurityType.coin, exchange='binance', timestamp=timestamps[0])
+    assert is_close_time(security_type=SecurityType.coin, exchange='binance', timestamp=timestamps[-1])
+
+    timestamps = iterate_timestamps(security_type=SecurityType.coin, exchange='binance',
+                                    level=TradingLevel.LEVEL_5MIN, start_timestamp='2019-05-01',
+                                    end_timestamp='2019-05-02')
+    open = []
+    close = []
+    for timestamp in timestamps:
+        if is_open_time(security_type=SecurityType.coin, exchange='binance', timestamp=timestamp):
+            open.append(timestamp)
+        if is_close_time(security_type=SecurityType.coin, exchange='binance', timestamp=timestamp):
+            close.append(timestamp)
+    assert len(open) == 3
+    assert len(close) == 3
+
+
+def test_iterate_coin_timestamps():
+    timestamps = iterate_timestamps(security_type=SecurityType.coin, exchange='binance',
+                                    level=TradingLevel.LEVEL_1HOUR, start_timestamp='2019-05-01',
+                                    end_timestamp='2019-05-02')
+    assert is_same_time(timestamps[0], '2019-05-01 00:00:00')
+    assert is_same_time(timestamps[-1], '2019-05-03 00:00:00')
+
+    timestamps = iterate_timestamps(security_type=SecurityType.coin, exchange='binance',
+                                    level=TradingLevel.LEVEL_5MIN, start_timestamp='2019-05-01',
+                                    end_timestamp='2019-05-02')
+    assert is_same_time(timestamps[0], '2019-05-01 00:00:00')
+    assert is_same_time(timestamps[-1], '2019-05-03 00:00:00')
+
+
+def test_iterate_stock_timestamps():
+    timestamps = iterate_timestamps(security_type=SecurityType.stock, exchange='sh',
+                                    level=TradingLevel.LEVEL_1HOUR, start_timestamp='2019-05-01',
+                                    end_timestamp='2019-05-02')
+    assert is_same_time(timestamps[0], '2019-05-01 09:30:00')
+    assert is_same_time(timestamps[-1], '2019-05-02 15:00:00')
+
+    timestamps = iterate_timestamps(security_type=SecurityType.stock, exchange='sh',
+                                    level=TradingLevel.LEVEL_5MIN, start_timestamp='2019-05-01',
+                                    end_timestamp='2019-05-02')
+    assert is_same_time(timestamps[0], '2019-05-01 09:30:00')
+    assert is_same_time(timestamps[-1], '2019-05-02 15:00:00')
+
+    timestamps = iterate_timestamps(security_type=SecurityType.stock, exchange='sh',
+                                    level=TradingLevel.LEVEL_1HOUR, start_timestamp='2019-05-01',
+                                    end_timestamp='2019-05-02', contain_all_timestamp=False)
+    assert is_same_time(timestamps[0], '2019-05-01 10:30:00')
+    assert is_same_time(timestamps[-1], '2019-05-02 15:00:00')
+
+    timestamps = iterate_timestamps(security_type=SecurityType.stock, exchange='sh',
+                                    level=TradingLevel.LEVEL_5MIN, start_timestamp='2019-05-01',
+                                    end_timestamp='2019-05-02', contain_all_timestamp=False)
+    assert is_same_time(timestamps[0], '2019-05-01 09:35:00')
+    assert is_same_time(timestamps[-1], '2019-05-02 15:00:00')
+
+
+def test_coin_finished_timestamp():
+    assert coin_finished_timestamp('1999-01-01 00:00:00', level=TradingLevel.LEVEL_1MIN)
+    assert coin_finished_timestamp('1999-01-01 00:00:00', level=TradingLevel.LEVEL_5MIN)
+    assert coin_finished_timestamp('1999-01-01 00:00:00', level=TradingLevel.LEVEL_15MIN)
+    assert coin_finished_timestamp('1999-01-01 00:00:00', level=TradingLevel.LEVEL_30MIN)
+    assert coin_finished_timestamp('1999-01-01 00:00:00', level=TradingLevel.LEVEL_1HOUR)
+    assert coin_finished_timestamp('1999-01-01 00:00:00', level=TradingLevel.LEVEL_1DAY)
+
+    assert coin_finished_timestamp('1999-01-01 00:01:00', level=TradingLevel.LEVEL_1MIN)
+    assert not coin_finished_timestamp('1999-01-01 00:01:00', level=TradingLevel.LEVEL_5MIN)
+    assert not coin_finished_timestamp('1999-01-01 00:01:00', level=TradingLevel.LEVEL_15MIN)
+    assert not coin_finished_timestamp('1999-01-01 00:01:00', level=TradingLevel.LEVEL_30MIN)
+    assert not coin_finished_timestamp('1999-01-01 00:01:00', level=TradingLevel.LEVEL_1HOUR)
+    assert not coin_finished_timestamp('1999-01-01 00:01:00', level=TradingLevel.LEVEL_1DAY)
+
+    assert coin_finished_timestamp('1999-01-01 00:05:00', level=TradingLevel.LEVEL_1MIN)
+    assert coin_finished_timestamp('1999-01-01 00:05:00', level=TradingLevel.LEVEL_5MIN)
+    assert not coin_finished_timestamp('1999-01-01 00:05:00', level=TradingLevel.LEVEL_15MIN)
+    assert not coin_finished_timestamp('1999-01-01 00:05:00', level=TradingLevel.LEVEL_30MIN)
+    assert not coin_finished_timestamp('1999-01-01 00:05:00', level=TradingLevel.LEVEL_1HOUR)
+    assert not coin_finished_timestamp('1999-01-01 00:05:00', level=TradingLevel.LEVEL_1DAY)
+
+    assert coin_finished_timestamp('1999-01-01 00:15:00', level=TradingLevel.LEVEL_1MIN)
+    assert coin_finished_timestamp('1999-01-01 00:15:00', level=TradingLevel.LEVEL_5MIN)
+    assert coin_finished_timestamp('1999-01-01 00:15:00', level=TradingLevel.LEVEL_15MIN)
+    assert not coin_finished_timestamp('1999-01-01 00:15:00', level=TradingLevel.LEVEL_30MIN)
+    assert not coin_finished_timestamp('1999-01-01 00:15:00', level=TradingLevel.LEVEL_1HOUR)
+    assert not coin_finished_timestamp('1999-01-01 00:15:00', level=TradingLevel.LEVEL_1DAY)
+
+    assert coin_finished_timestamp('1999-01-01 00:30:00', level=TradingLevel.LEVEL_1MIN)
+    assert coin_finished_timestamp('1999-01-01 00:30:00', level=TradingLevel.LEVEL_5MIN)
+    assert coin_finished_timestamp('1999-01-01 00:30:00', level=TradingLevel.LEVEL_15MIN)
+    assert coin_finished_timestamp('1999-01-01 00:30:00', level=TradingLevel.LEVEL_30MIN)
+    assert not coin_finished_timestamp('1999-01-01 00:30:00', level=TradingLevel.LEVEL_1HOUR)
+    assert not coin_finished_timestamp('1999-01-01 00:30:00', level=TradingLevel.LEVEL_1DAY)
+
+    assert coin_finished_timestamp('1999-01-01 00:45:00', level=TradingLevel.LEVEL_1MIN)
+    assert coin_finished_timestamp('1999-01-01 00:45:00', level=TradingLevel.LEVEL_5MIN)
+    assert coin_finished_timestamp('1999-01-01 00:45:00', level=TradingLevel.LEVEL_15MIN)
+    assert not coin_finished_timestamp('1999-01-01 00:45:00', level=TradingLevel.LEVEL_30MIN)
+    assert not coin_finished_timestamp('1999-01-01 00:45:00', level=TradingLevel.LEVEL_1HOUR)
+    assert not coin_finished_timestamp('1999-01-01 00:45:00', level=TradingLevel.LEVEL_1DAY)
+
+
+def test_is_in_finished_timestamps():
+    assert is_in_finished_timestamps(security_type=SecurityType.stock, exchange='sh', timestamp='1999-01-01',
+                                     level=TradingLevel.LEVEL_1DAY)
+    assert is_in_finished_timestamps(security_type=SecurityType.stock, exchange='sh', timestamp='1999-01-01 15:00',
+                                     level=TradingLevel.LEVEL_1DAY)
+    assert not is_in_finished_timestamps(security_type=SecurityType.stock, exchange='sh', timestamp='1999-01-01 14:00',
+                                         level=TradingLevel.LEVEL_1DAY)
+
+    assert is_in_finished_timestamps(security_type=SecurityType.stock, exchange='sh', timestamp='1999-01-01 09:31',
+                                     level=TradingLevel.LEVEL_1MIN)
+    assert not is_in_finished_timestamps(security_type=SecurityType.stock, exchange='sh', timestamp='1999-01-01 09:30',
+                                         level=TradingLevel.LEVEL_1MIN)
+
+    assert not is_in_finished_timestamps(security_type=SecurityType.stock, exchange='sh', timestamp='1999-01-01 08:30',
+                                         level=TradingLevel.LEVEL_1MIN)
+
+    assert is_in_finished_timestamps(security_type=SecurityType.stock, exchange='sh', timestamp='1999-01-01 11:30',
+                                     level=TradingLevel.LEVEL_1MIN)
+    assert is_in_finished_timestamps(security_type=SecurityType.stock, exchange='sh', timestamp='1999-01-01 11:30',
+                                     level=TradingLevel.LEVEL_5MIN)
+    assert is_in_finished_timestamps(security_type=SecurityType.stock, exchange='sh', timestamp='1999-01-01 11:30',
+                                     level=TradingLevel.LEVEL_15MIN)
+    assert is_in_finished_timestamps(security_type=SecurityType.stock, exchange='sh', timestamp='1999-01-01 11:30',
+                                     level=TradingLevel.LEVEL_30MIN)
+    assert is_in_finished_timestamps(security_type=SecurityType.stock, exchange='sh', timestamp='1999-01-01 11:30',
+                                     level=TradingLevel.LEVEL_1HOUR)

tests/api/test_trading.py

@@ -0,0 +1,44 @@
+from ..context import init_context
+
+init_context()
+
+from typing import List
+
+from zvt.api import fundamental
+from zvt.domain import get_db_session, StoreCategory, Provider, HolderTrading, ManagerTrading
+
+session = get_db_session(provider='eastmoney', store_category=StoreCategory.trading)  # type: sqlalchemy.orm.Session
+
+
+# 股东交易
+def test_000778_holder_trading():
+    result: List[HolderTrading] = fundamental.get_holder_trading(session=session, provider=Provider.EASTMONEY,
+                                                                 return_type='domain',
+                                                                 codes=['000778'],
+                                                                 end_timestamp='2018-09-30',
+                                                                 start_timestamp='2018-09-30',
+                                                                 order=HolderTrading.holding_pct.desc())
+    assert len(result) == 6
+    assert result[0].holder_name == '新兴际华集团有限公司'
+    assert result[0].change_pct == 0.0205
+    assert result[0].volume == 32080000
+    assert result[0].holding_pct == 0.3996
+
+
+# 高管交易
+def test_000778_manager_trading():
+    result: List[ManagerTrading] = fundamental.get_manager_trading(session=session, provider=Provider.EASTMONEY,
+                                                                   return_type='domain',
+                                                                   codes=['000778'],
+                                                                   end_timestamp='2018-09-30',
+                                                                   start_timestamp='2017-09-30',
+                                                                   order=ManagerTrading.holding.desc())
+    assert len(result) == 1
+    assert result[0].trading_person == '巩国平'
+    assert result[0].volume == 8400
+    assert result[0].price == None
+    assert result[0].holding == 18700
+    assert result[0].trading_way == '增持'
+    assert result[0].manager_position == '职工监事'
+    assert result[0].manager == '巩国平'
+    assert result[0].relationship_with_manager == '本人'

tests/context.py

@@ -1,6 +1,10 @@
-# -*- coding: utf-8 -*-
+# -*- coding: utf-8 -*-\
+
 
 def init_context():
     import os
     import sys
+
     sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), '..')))
+    from zvt import settings
+    settings.DATA_PATH = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', 'datasample'))

tests/factors/__init__.py

@@ -0,0 +1 @@
+# -*- coding: utf-8 -*-