diff --git a/.github/scripts/run_all.sh b/.github/scripts/run_all.sh index 4bcfe59..4630b53 100755 --- a/.github/scripts/run_all.sh +++ b/.github/scripts/run_all.sh @@ -1,5 +1,20 @@ #!/bin/bash +### +# @Author: Charmve yidazhang1@gmail.com +# @Date: 2023-01-20 23:48:48 +# @LastEditors: Charmve yidazhang1@gmail.com +# @LastEditTime: 2023-03-12 18:23:29 +# @FilePath: /Qbot/.github/scripts/run_all.sh +# @Version: 1.0.1 +# @Blogs: charmve.blog.csdn.net +# @GitHub: https://github.com/Charmve +# @Description: +# +# Copyright (c) 2023 by Charmve, All Rights Reserved. +# Licensed under the MIT License. +### + set -euo pipefail TOP_DIR="$(cd "$(dirname "${BASH_SOURCE[0]}")/../../" && pwd -P)" @@ -22,8 +37,8 @@ function parse_cmdline_args() { -u | --update) ;; -t | --test) - python "${TOP_DIR}"/qbot/bt_boll.py - python "${TOP_DIR}"/qbot/bt_bigger_than_EMA.py + python "${TOP_DIR}"/qbot/strategies/bigger_than_ema_bt.py + python "${TOP_DIR}"/qbot/strategies/boll_strategy_bt.py ;; -h | --help) usage diff --git a/auto_monitor.py b/auto_monitor.py index ab0fbdb..be97c5c 100644 --- a/auto_monitor.py +++ b/auto_monitor.py @@ -62,6 +62,7 @@ def show_notification_2(title, text): stocks_pool = [ {"code": "sz000063", "name": "中兴通讯", "min_threshold": "26", "max_threshold": "38"}, {"code": "sh000016", "name": "上证50"}, + {"coce": "601318", "name": "中国平安"}, ] @@ -148,5 +149,5 @@ def check(code, low, high): # if MacOs os.system(f"afplay {sounds_file}") - exit() - time.sleep(1) + # exit() + time.sleep(2) diff --git a/qbot/main.py b/qbot/main.py deleted file mode 100644 index 6b53c36..0000000 --- a/qbot/main.py +++ /dev/null @@ -1,9 +0,0 @@ -import wx - -from gui.mainframe import MainFrame - -if __name__ == "__main__": - app = wx.App() - frame = MainFrame(None, title="AI智能量化投研平台") - frame.Show() - app.MainLoop() diff --git a/qbot/qbot.py b/qbot/qbot.py new file mode 100644 index 0000000..1f70640 --- /dev/null +++ b/qbot/qbot.py @@ -0,0 +1,82 @@ +''' +Author: Charmve yidazhang1@gmail.com +Date: 2023-03-23 15:07:38 +LastEditors: Charmve yidazhang1@gmail.com +LastEditTime: 2023-03-24 02:42:20 +FilePath: /Qbot/qbot/qbot.py +Version: 1.0.1 +Blogs: charmve.blog.csdn.net +GitHub: https://github.com/Charmve +Description: + +Copyright (c) 2023 by Charmve, All Rights Reserved. +Licensed under the MIT License. +''' + +import tushare as ts +import talib +import pandas as pd +import numpy as np +import time + +# 设置股票代码和起止日期 +# code = '600000.SH' +code = '601318' +start_date = '20230320' +end_date = time.strftime('%Y%m%d',time.localtime(time.time())) + +def get_data(code, start="2023-02-01", end="2023-03-21"): + df = ts.get_k_data(code, autype="qfq", start=start, end=end) + df.index = pd.to_datetime(df.date) + df["openinterest"] = 0 + df = df[["open", "high", "low", "close", "volume", "openinterest"]] + return df + +# 从tushare获取股票数据 +# data = ts.get_k_data(code, start=start_date, end=end_date) +# print(data) + +data = get_data("600018") + +# 计算均线、BIAS和BOLL指标 +data['ma5'] = talib.MA(data['close'], timeperiod=5) +data['ma10'] = talib.MA(data['close'], timeperiod=10) +data['ma20'] = talib.MA(data['close'], timeperiod=20) +data['bias1'] = (data['close'] - data['ma5']) / data['ma5'] * 100 +data['bias2'] = (data['close'] - data['ma10']) / data['ma10'] * 100 +data['bias3'] = (data['close'] - data['ma20']) / data['ma20'] * 100 +data['upper'], data['middle'], data['lower'] = talib.BBANDS(data['close'], timeperiod=20, nbdevup=2, nbdevdn=2, matype=0) +data['k'], data['d'] = talib.STOCH(data['high'], data['low'], data['close'], fastk_period=9, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0) +data['rsi'] = talib.RSI(data['close'], timeperiod=14) + +# 初始化买卖信号 +signals = np.zeros(len(data)) + +# 第一个策略：均线和BIAS指标信号 +condition1 = (data['ma5'] > data['ma10']) & (data['ma5'] > data['ma20']) & (data['bias1'] > data['bias2']) & (data['bias1'] > data['bias3']) +signals += 0.2 * condition1.astype(int) + +# 第二个策略：股价低于BOLL线底 +condition2 = (data['close'] < data['lower']) +signals += 0.3 * condition2.astype(int) + +# 第三个策略：K线上穿D线 +condition3 = (data['k'] > data['d']) & (data['k'].shift() < data['d'].shift()) +signals += 0.2 * condition3.astype(int) + +# 第四个策略：RSI指标信号 +condition4 = (data['rsi'] > 80) | (data['rsi'] < 20) +signals += 0.3 * condition4.astype(int) + +# print("signals: ", signals) + +# 根据信号生成交易指令，并计算收益率 +orders = np.zeros_like(signals) +orders[signals > 0] = 1 # 买入信号 +orders[signals < 0] = -1 # 卖出信号 +returns = np.diff(data['close']) * orders[:-1] + +# 输出结果 +print('Total returns:', returns.sum()) +print('Positive trades:', len(returns[returns > 0])) +print('Negative trades:', len(returns[returns < 0])) diff --git a/qbot_main.py b/qbot_main.py new file mode 100644 index 0000000..864583b --- /dev/null +++ b/qbot_main.py @@ -0,0 +1,270 @@ +''' +Author: Charmve yidazhang1@gmail.com +Date: 2023-03-23 18:19:46 +LastEditors: Charmve yidazhang1@gmail.com +LastEditTime: 2023-03-24 02:30:17 +FilePath: /Qbot/qbot_main.py +Version: 1.0.1 +Blogs: charmve.blog.csdn.net +GitHub: https://github.com/Charmve +Description: + +Copyright (c) 2023 by Charmve, All Rights Reserved. +Licensed under the MIT License. +''' + +from email.policy import default +import os +import sys +import logging +import tushare as ts +import talib +import pandas as pd +import matplotlib.pyplot as plt +import matplotlib.font_manager as fm + +# 指定默认字体 +plt.rcParams['font.sans-serif']=['Arial Unicode MS'] +# mpl.rcParams['font.sans-serif'] = ['KaiTi'] +# 解决保存图像是负号'-'显示为方块的问题 +plt.rcParams['axes.unicode_minus'] = False + +# font = fm.FontProperties(fname='./pytrader/doc/15.rl_learning/font/wqy-microhei.ttc') +font = fm.FontProperties(fname='./font/wqy-microhei.ttc') + +# from tensorflow.keras.models import load_model +# from strategies.lstm_strategy_bt import LSTMPredict + +from utils.larkbot import LarkBot +import pync + +top_path = os.path.dirname(os.path.abspath(sys.argv[0])) +sounds_file = os.path.join(top_path, "./qbot/sounds/bell.wav") + +def send_signal_sounds(type="buy"): + if type == "buy": + # if linux + # os.system('play ./qbot/sounds/alert-bells.wav') + # if MacOs + os.system(f"afplay {sounds_file}") + elif type == "sell": + os.system(f"afplay {sounds_file}") + +def send_signal_message_screen(symbol, price, type=default): + pync.notify( + f'{symbol}当前价格为{price}', + title=f'Qbot - {symbol}{type}', + open="https://ufund-me.github.io/", + appIcon="./gui/imgs/logo.ico", + ) + +# 设置股票代码和均线周期 +# symbol = '600000.SH' + +# 设置股票代码 +# stocks_pool = update_stocks() +stocks_pool = [ + {"code": "sz000063", "name": "中兴通讯", "min_threshold": "26", "max_threshold": "38"}, + {"code": "sh000016", "name": "上证50"}, + {"coce": "601318", "name": "中国平安"}, +] +symbol = '600519' +ma_short = 5 +ma_mid = 10 +ma_long = 20 +boll_period = 20 +default_weights = [{"KDJ": 0.3, "RSI": 0.15, "BOLL": 0.3, "MA": 0.25, "LSTM": 0.1}] + +# # 本金10000，每次交易100股 +# broker.setcash(10000) +# broker.addsizer(stake=100) +# # 万五佣金 +# broker.setcommission(commission=0.0005) + +broker_config = [{"setcash": 100000, "ballance": 100000, "stake": 100, "commission": 0.0005}] + +WEBHOOK_SECRET = "wNMVU3ewSm2F0G2TwTX4Fd" +bot = LarkBot(secret=WEBHOOK_SECRET) + +# 获取历史行情数据 +data = ts.get_hist_data(symbol) +data = data.rename(columns={"pre_close" : "close"}) + +# 计算LSTM预测价格 +# lstm_model = load_model('lstm_model.h5') +# predic_price = lstm_model.predict(np.array([self.data.iloc[i-30:i]['close'].values])) + +# 初始化图表 +plt.ion() + +# 标记买入卖出信号 +buy_signal = [{"index": "", "values": ""}] +sell_signal = [{"index": "", "values": ""}] + +# 获取回测开始时的总资金 +print("期初资金: %.2f" % broker_config["setcash"]) + +while True: + # try: + if broker_config["ballance"] < broker_config["ballance"] * 0.16: + print("⚠️ 亏损大于 16%，停止交易程序。") + exit() + # 获取当前时刻的实时行情数据 + # for ind, stock in enumerate(stocks_pool): + stock_data = ts.get_realtime_quotes(symbol) + latest_price = float(stock_data['price'].iloc[0]) + stock_data = stock_data.rename(columns={"pre_close" : "close"}) + stock_data["datetime"] = ''.join(stock_data["date"] + ' ' + stock_data["time"]) + print( + "===> date_time: ", stock_data['datetime'].iloc[-1], + ", code: ", stock_data['code'].iloc[-1], + ", latest_price: ", stock_data['price'].iloc[-1]) + + # 将字符串类型的数据转换为float类型 + for col in ['open', 'high', 'low', 'price', 'close']: + stock_data[col] = stock_data[col].astype(float) + + # 将实时行情数据添加到历史行情数据中 + data = pd.concat([data, stock_data]) + # data = data.append(stock_data, ignore_index=True) + + # 计算不同的技术指标 + close_prices = data['close'] + stack_name = data["name"][0] + + ma_short_data = talib.SMA(close_prices, timeperiod=ma_short) + ma_mid_data = talib.SMA(close_prices, timeperiod=ma_mid) + ma_long_data = talib.SMA(close_prices, timeperiod=ma_long) + print("5日、10日和20日均线: " , ma_short_data.iloc[-1], ma_mid_data.iloc[-1], ma_long_data.iloc[-1], close_prices.iloc[0]) + + # 背离率 + # bias1 = (close_prices.iloc[-1] - ma_short_data) / ma_short_data * 100 + # bias2 = (close_prices.iloc[-1] - ma_mid_data) / ma_mid_data * 100 + # bias3 = (close_prices.iloc[-1] - ma_long_data) / ma_long_data * 100 + bias1 = (close_prices - ma_short_data) / ma_short_data * 100 + bias2 = (close_prices - ma_mid_data) / ma_mid_data * 100 + bias3 = (close_prices - ma_long_data) / ma_long_data * 100 + print("BIAS指标: ", bias1.iloc[-1], bias2.iloc[-1], bias3.iloc[-1]) + + upper, middle, lower = talib.BBANDS(close_prices, timeperiod=boll_period) + print("BOLL BANDS: ", upper.iloc[-1], middle.iloc[-1], lower.iloc[-1]) + rsi = talib.RSI(close_prices, timeperiod=14) + print("RSI指标: ", rsi.iloc[-1]) + kdj_k, kdj_d = talib.STOCH( + data['high'], + data['low'], + data['close'], + fastk_period=9, + slowk_period=3, + slowd_period=3 + ) + kdj_j = 3 * kdj_k - 2 * kdj_d + print("KDJ指标: " , kdj_k.iloc[-1], kdj_d.iloc[-1], kdj_j.iloc[-1]) + + # 计算MADC指标 + madc = talib.MACD(data['close']) + print("MADC指标: ", madc[0][:1]) + + # 判断交易信号 + signal = '' + # if(bias1 > bias2 and bias1 < bias2[-2]) \ + # and (bias1 > bias3[-1] and bias1[-2] < bias3[-2]): + if (bias1.iloc[-1] > bias2.iloc[-1] and bias1.iloc[-1] > bias3.iloc[-1]) or (bias1.iloc[-1] == bias2.iloc[-1] and bias1.iloc[-1] == bias3.iloc[-1]): + signal = 'Buy Signal' + print(f"💡[{stack_name}] 股票bias1线上穿bias2和bias3：{latest_price}，买入信号") + bot.send(content=f"💡 买入信号: {data['price'].iloc[-1]} 股票bias1线上穿bias2和bias3：. 当前价格 {latest_price}.") + send_signal_sounds(type="buy") + buy_signal = [{"index": data['datetime'].iloc[-1], "values": {latest_price}}] + elif (bias1.iloc[-1] < bias2.iloc[-1] and bias1.iloc[-1] < bias3.iloc[-1]): + # elif close_prices < lower: + signal = 'Sell Signal' + bot.send(content=f"💡 ，卖出信号: {data['price'].iloc[-1]} 股票bias1线下穿bias2和bias3：. 当前价格 {latest_price}.") + print(f"💡[{stack_name}]股票bias1线下穿bias2和bias3：{latest_price}，卖出信号") + buy_signal = [{"index": data['datetime'].iloc[-1], "values": {latest_price}}] + + # 判断均线交叉情况并发出交易信号 + if ma_short_data.iloc[-1] > ma_mid_data.iloc[-1] and ma_short_data.iloc[-1] > ma_long_data.iloc[-1]: + print(f"💡[{stack_name}]股票价格上穿5日、10日和20日均线：{latest_price}，买入信号") + send_signal_sounds(type="buy") + # 发出交易信号，例如发送邮件或短信等 + elif ma_short_data.iloc[-1] < ma_mid_data.iloc[-1] and ma_short_data.iloc[-1] < ma_long_data.iloc[-1]: + print(f"💡[{stack_name}]股票价格下穿5日、10日和20日均线：{latest_price}，卖出信号") + send_signal_sounds(type="sell") + send_signal_message_screen(stack_name, latest_price, type='') + # 发出交易信号，例如发送邮件或短信等 + + # 第三个策略：K线上穿D线 + if kdj_k.iloc[-1] > kdj_d.iloc[-1] and kdj_k.iloc[-1] < kdj_d.iloc[-1] and kdj_k.iloc[-1] < 80: + # signal += 0.2 + print(f"💡[{stack_name}]股票K线上穿D线：{latest_price}，买入信号") + buy_signal = [{"index": data['datetime'].iloc[-1], "values": {latest_price}}] + send_signal_sounds(type="buy") + # 发出交易信号，例如发送邮件或短信等 + elif kdj_k.iloc[-1] < kdj_d.iloc[-1] and kdj_k.iloc[-1] < kdj_d.iloc[-1]: + sell_signal = [{"index": data['datetime'].iloc[-1], "values": {latest_price}}] + print(f"💡[{stack_name}]股票K线下穿D线：{latest_price}，卖出信号") + + if rsi.iloc[-1] > 80: + buy_signal = [{"index": data['datetime'].iloc[-1], "values": {latest_price}}] + send_signal_sounds(type="buy") + print(f"💡[{stack_name}]股票趋势指标RSI大于 80：{latest_price}，买入信号") + elif rsi.iloc[-1] < 20: + sell_signal = [{"index": data['datetime'].iloc[-1], "values": {latest_price}}] + print(f"💡[{stack_name}]股票趋势指标RSI小于 20：{latest_price}，卖出信号") + + # 判断价格是否低于BOLL底 + if latest_price < lower.iloc[-1]: + print(f"💡[{stack_name}]股票价格低于BOLL底：{latest_price} < {lower.iloc[-1]}") + send_signal_sounds(type="buy") + buy_signal = [{"index": data['datetime'].iloc[-1], "values": {latest_price}}] + # 发出交易信号，例如发送邮件或短信等 + + # 判断价格是否低于LSTM预测价格 + predic_price = 10 + if latest_price < predic_price: + print(f"💡[{stack_name}]股票价格低于预测价格：{latest_price} < {predic_price}") + send_signal_sounds(type="buy") + buy_signal = [{"index": data['datetime'].iloc[-1], "values": {latest_price}}] + # 发出交易信号，例如发送邮件或短信等 + + # 绘制实时数据图 + plt.clf() + plt.plot(data['close'].iloc[-1], label='Close') + + # 画出5日均线、10日均线和20日均线图 + plt.plot(ma_short_data.iloc[-1], label='MA5') + plt.plot(ma_mid_data.iloc[-1], label='MA10') + plt.plot(ma_long_data.iloc[-1], label='MA20') + + # 标记买入卖出信号 + # buy_signal = [{"index": "2020-09-22", "values": "23213"}] + # sell_signal = [{"index": "2020-08-22", "values": "1233"}] + plt.plot(buy_signal[0]["index"], str(buy_signal[0]["values"]), '^', markersize=8, color='green', label='Buy Signal') + plt.plot(sell_signal[0]["index"], str(sell_signal[0]["values"]), 'v', markersize=8, color='red', label='Sell Signal') + + plt.plot(bias1.iloc[-1], label='Bias1') + plt.plot(bias2.iloc[-1], label='Bias2') + plt.plot(bias3.iloc[-1], label='Bias3') + plt.plot(upper.iloc[-1], label='Upper') + plt.plot(middle.iloc[-1], label='Middle') + plt.plot(lower.iloc[-1], label='Lower') + plt.plot(rsi.iloc[-1], label='RSI') + plt.plot(kdj_k.iloc[-1], label='KDJ_K') + plt.plot(kdj_d.iloc[-1], label='KDJ_D') + + # 添加图例和标题 + # plt.title('2020东京奥运会金牌数分布') + # plt.title(f'Real-time Stock Price Monitoring [{data["name"][0]} ({symbol})]', fontproperties='YaHei') + # plt.legend(loc='upper left') + plt.title('Real-time Stock Price Monitoring') + plt.legend(loc='best') + + plt.draw() + plt.pause(10) + + # 计算每日收益 + # broker_config["ballance"] = broker_config["ballance"] + benefits - broker_config["stake"] * trade_times * broker_config["commission"] + # print('Sharpe Ratio:', thestrat.analyzers.mysharpe.get_analysis()['sharperatio']) + + # except Exception as e: + # print('Error:', e) \ No newline at end of file diff --git a/web/404.html b/web/404.html index 5f446eb..3fd035e 100644 --- a/web/404.html +++ b/web/404.html @@ -1,6 +1,17 @@ ---- -permalink: /404.html ---- +