1)fix wrong marshmallow version issue 2)add simple guides

Former-commit-id: 25ebe65

README.md

@@ -9,7 +9,7 @@
 
 ZVT是在[fooltrader](https://github.com/foolcage/fooltrader)的基础上重新思考后编写的量化项目，其包含可扩展的数据recorder，api，因子计算，选股，回测，交易,以及统一的可视化，定位为**中低频** **多级别** **多因子** **多标的** 全市场分析和交易框架。
 
-##  📝5分钟用起来
+##  🔖5分钟用起来
 
 >"一个系统，如果5分钟用不起来，那肯定是设计软件的人本身就没想清楚，并且其压根就没打算自己用。" ------ foolcage
 
@@ -24,6 +24,61 @@ pip3 install zvt ipython -i http://pypi.douban.com/simple --trusted-host pypi.do
 ```
 
 进入ipython,体验一把
+```
+In [1]: import os
+
+In [2]: os.environ["TESTING_ZVT"] = "1"
+
+In [3]: from zvt import *
+start unzip /Users/xuanqi/workspace/github/zvtvz/zvt/zvt/sample_data/data.zip to /Users/xuanqi/zvt-test-home/data
+finish unzip /Users/xuanqi/workspace/github/zvtvz/zvt/zvt/sample_data/data.zip to /Users/xuanqi/zvt-test-home/data
+zvt env:{'data_path': '/Users/xuanqi/zvt-test-home/data', 'domain_module': 'zvt.domain', 'ui_path': '/Users/xuanqi/zvt-test-home/ui', 'log_path': '/Users/xuanqi/zvt-test-home/logs', 'jq_username': None, 'jq_password': None}
+
+In [5]: from zvt.api import *
+
+In [6]: df = get_kdata(entity_id='stock_sz_000338',provider='joinquant')
+
+n [8]: df.tail()
+Out[8]:
+                                    id        entity_id  timestamp   provider    code  name level   open  close   high    low       volume      turnover change_pct turnover_rate
+timestamp
+2019-10-29  stock_sz_000338_2019-10-29  stock_sz_000338 2019-10-29  joinquant  000338  潍柴动力    1d  12.00  11.78  12.02  11.76   28533132.0  3.381845e+08       None          None
+2019-10-30  stock_sz_000338_2019-10-30  stock_sz_000338 2019-10-30  joinquant  000338  潍柴动力    1d  11.74  12.05  12.08  11.61   42652561.0  5.066013e+08       None          None
+2019-10-31  stock_sz_000338_2019-10-31  stock_sz_000338 2019-10-31  joinquant  000338  潍柴动力    1d  12.05  11.56  12.08  11.50   77329380.0  9.010439e+08       None          None
+2019-11-01  stock_sz_000338_2019-11-01  stock_sz_000338 2019-11-01  joinquant  000338  潍柴动力    1d  11.55  12.69  12.70  11.52  160732771.0  1.974125e+09       None          None
+2019-11-04  stock_sz_000338_2019-11-04  stock_sz_000338 2019-11-04  joinquant  000338  潍柴动力    1d  12.77  13.00  13.11  12.77  126673139.0  1.643788e+09       None          None
+```
+
+财务数据
+```
+In [12]: from zvt.domain import *
+In [13]: df = get_finance_factor(entity_id='stock_sz_000338',columns=FinanceFactor.important_cols())
+
+In [14]: df.tail()
+Out[14]:
+            basic_eps  total_op_income    net_profit  op_income_growth_yoy  net_profit_growth_yoy     roe    rota  gross_profit_margin  net_margin  timestamp
+timestamp
+2018-10-31       0.73     1.182000e+11  6.001000e+09                0.0595                 0.3037  0.1647  0.0414               0.2164      0.0681 2018-10-31
+2019-03-26       1.08     1.593000e+11  8.658000e+09                0.0507                 0.2716  0.2273  0.0589               0.2233      0.0730 2019-03-26
+2019-04-29       0.33     4.521000e+10  2.591000e+09                0.1530                 0.3499  0.0637  0.0160               0.2166      0.0746 2019-04-29
+2019-08-30       0.67     9.086000e+10  5.287000e+09                0.1045                 0.2037  0.1249  0.0315               0.2175      0.0759 2019-08-30
+2019-10-31       0.89     1.267000e+11  7.058000e+09                0.0721                 0.1761  0.1720  0.0435               0.2206      0.0736 2019-10-31
+
+```
+
+跑个策略
+```
+In [15]: from zvt.samples import *
+In [16]: t = MyMaTrader(codes=['000338'], level=IntervalLevel.LEVEL_1DAY, start_timestamp='2018-01-01',
+   ...:                end_timestamp='2019-06-30', trader_name='000338_ma_trader')
+In [17]: t.run()
+
+```
+<p align="center"><img src='./docs/imgs/output-value.jpg'/></p>
+
+## 📝配置正式环境
+
+>待完善
 
 **注意**：
 >可视化方面，master分支只保留行情指标功能，其他复杂功能在[draft分支](https://github.com/zvtvz/zvt/tree/draft)里面存档

requirements.txt

@@ -11,6 +11,7 @@ apscheduler == 3.4.0
 jqdatasdk
 demjson == 2.2.4
 marshmallow-sqlalchemy == 0.19.0
+marshmallow == 3.2.2
 ccxt == 1.17.191
 plotly==4.1.0
 simplejson==3.16.0

setup.py

@@ -36,7 +36,7 @@
     # For a discussion on single-sourcing the version across setup.py and the
     # project code, see
     # https://packaging.python.org/en/latest/single_source_version.html
-    version='0.3.4',  # Required
+    version='0.4.0',  # Required
 
     # This is a one-line description or tagline of what your project does. This
     # corresponds to the "Summary" metadata field:
@@ -120,7 +120,7 @@
     # https://packaging.python.org/en/latest/requirements.html
 
     install_requires=['zvdata>=1.0.5', 'Scrapy>=1.5.1', 'requests>=2.20.1', 'SQLAlchemy>=1.2.14', 'pandas>=0.24.2',
-                      'arrow>=0.11.0',
+                      'arrow>=0.11.0', 'marshmallow >= 3.2.2',
                       'tzlocal>=1.5.1', 'xlrd>=1.1.0', 'apscheduler>=3.4.0', 'jqdatasdk', 'demjson>=2.2.4',
                       'marshmallow-sqlalchemy>=0.19.0', 'ccxt>=1.17.191', 'plotly>=4.1.0', 'simplejson>=3.16.0'
                                                                                            'html5lib>=1.0.1',

zvt/__init__.py

@@ -83,7 +83,6 @@ def init_env(zvt_home: str,
 
     init_schema()
 
-
 if os.getenv('TESTING_ZVT'):
     init_env(zvt_home=ZVT_TEST_HOME)
     unzip(DATA_SAMPLE_ZIP_PATH, ZVT_TEST_DATA_PATH)

zvt/samples/__init__.py

@@ -0,0 +1,2 @@
+# -*- coding: utf-8 -*-
+from .stock_traders import *

zvt/samples/stock_traders.py

@@ -0,0 +1,52 @@
+# -*- coding: utf-8 -*-
+from zvdata import IntervalLevel
+from zvt.factors.ma.ma_factor import CrossMaFactor
+from zvt.factors.target_selector import TargetSelector
+from zvt.factors.technical_factor import BullFactor
+
+from zvt.trader.trader import StockTrader
+
+
+class MyMaTrader(StockTrader):
+    def init_selectors(self, entity_ids, entity_type, exchanges, codes, start_timestamp, end_timestamp):
+        myselector = TargetSelector(entity_ids=entity_ids, entity_type=entity_type, exchanges=exchanges,
+                                    codes=codes, start_timestamp=start_timestamp, end_timestamp=end_timestamp,
+                                    provider='joinquant')
+
+        myselector.add_filter_factor(
+            CrossMaFactor(entity_ids=entity_ids, entity_type=entity_type, exchanges=exchanges,
+                          codes=codes, start_timestamp=start_timestamp, end_timestamp=end_timestamp,
+                          windows=[5, 10], persist_factor=False))
+
+        self.selectors.append(myselector)
+
+
+class MyBullTrader(StockTrader):
+    def init_selectors(self, entity_ids, entity_type, exchanges, codes, start_timestamp, end_timestamp):
+        myselector = TargetSelector(entity_ids=entity_ids, entity_type=entity_type, exchanges=exchanges,
+                                    codes=codes, start_timestamp=start_timestamp, end_timestamp=end_timestamp,
+                                    provider='joinquant')
+
+        myselector.add_filter_factor(
+            BullFactor(entity_ids=entity_ids, entity_type=entity_type, exchanges=exchanges,
+                       codes=codes, start_timestamp=start_timestamp, end_timestamp=end_timestamp))
+
+        self.selectors.append(myselector)
+
+
+if __name__ == '__main__':
+    # single stock with cross ma factor
+    MyMaTrader(codes=['000338'], level=IntervalLevel.LEVEL_1DAY, start_timestamp='2018-01-01',
+               end_timestamp='2019-06-30', trader_name='000338_ma_trader').run()
+
+    # single stock with bull factor
+    # MyBullTrader(codes=['000338'], level=IntervalLevel.LEVEL_1DAY, start_timestamp='2018-01-01',
+    #              end_timestamp='2019-06-30', trader_name='000338_bull_trader').run()
+
+    #  multiple stocks with cross ma factor
+    # MyMaTrader(codes=SAMPLE_STOCK_CODES, level=IntervalLevel.LEVEL_1DAY, start_timestamp='2018-01-01',
+    #            end_timestamp='2019-06-30', trader_name='sample_stocks_ma_trader').run()
+
+    # multiple stocks with bull factor
+    # MyBullTrader(codes=SAMPLE_STOCK_CODES, level=IntervalLevel.LEVEL_1DAY, start_timestamp='2018-01-01',
+    #              end_timestamp='2019-06-30', trader_name='sample_stocks_bull_trader').run()

zvt/settings.py

@@ -5,7 +5,7 @@
 ZVT_TEST_HOME = os.path.abspath(os.path.join(Path.home(), 'zvt-test-home'))
 ZVT_TEST_DATA_PATH = os.path.join(ZVT_TEST_HOME, 'data')
 
-DATA_SAMPLE_ZIP_PATH = os.path.abspath(os.path.join(os.path.dirname(__file__), 'sample_data', 'data.zip'))
+DATA_SAMPLE_ZIP_PATH = os.path.abspath(os.path.join(os.path.dirname(__file__), 'samples', 'data.zip'))
 
 # please change the path to your real store path
 ZVT_HOME = os.path.abspath(os.path.join(Path.home(), 'zvt-home'))

zvt/trader/trader.py

@@ -7,12 +7,15 @@
 
 from zvdata import IntervalLevel
 from zvdata.contract import get_db_session
+from zvdata.normal_data import NormalData
 from zvdata.utils.time_utils import to_pd_timestamp, now_pd_timestamp
 from zvt.api.business import get_trader
 from zvt.api.common import get_one_day_trading_minutes, decode_entity_id
 from zvt.api.rules import iterate_timestamps, is_open_time, is_in_finished_timestamps, is_close_time, is_trading_date
 from zvt.domain import business
+from zvt.drawer.drawer import Drawer
 from zvt.factors.target_selector import TargetSelector
+from zvt.reader.business_reader import AccountReader
 from zvt.trader import TradingSignal, TradingSignalType
 from zvt.trader.account import SimAccountService
 
@@ -306,7 +309,12 @@ def send_trading_signals(self, timestamp, long_selected, short_selected):
 
     def on_finish(self):
         # show the result
-        pass
+        import plotly.io as pio
+        pio.renderers.default = "browser"
+        reader = AccountReader(trader_names=[self.trader_name])
+        drawer = Drawer(main_data=NormalData(reader.data_df.copy()[['trader_name', 'timestamp', 'all_value']],
+                                             category_field='trader_name'))
+        drawer.draw_line()
 
     def run(self):
         # iterate timestamp of the min level,e.g,9:30,9:35,9.40...for 5min level