fix precached

CHANGELOG.md

@@ -1,5 +1,8 @@
 # Changelog
 ## Unreleased
+### fixed
+* 防止 precached 之前的日线数据无法抓取
+* 为 imul 增加 istatus 关键字参数作为冗余防止误输入
 
 ## v0.8.2 - 2020.04.02
 ### added

doc/source/advance.rst

@@ -169,6 +169,13 @@ xalpha 的数据来自天天基金，英为财情，雪球，彭博，标普，
 场内账单的例子请参考 tests/demo3.csv. 其列头分别是 date,code,value,share,fee。date 格式为20200202。code 对应场内代码，开头需包含 SH 或 SZ。value 是成交的净值单价。
 share 代表成交的份数。fee 代表手续费，也可以不计，则默认为0，建议记录以得到交易盈利的更好全景。
 
+场内账单的读入使用 ``ist=xa.irecord(path)``. 其既可以传入专门的场内投资组合类 ``xa.imul(status=ist)``，
+也可以和场内记账单一起传入投资组合类 ``xa.mul(status=st, istatus=ist)`` 进行场内外投资结果的汇总。
+
+.. Note::
+
+    场内账单处理逻辑为了保持和场外一致，也只处理到截止昨天的交易，因此可能出现和现时实盘不符的情形。
+
 
 
 QDII 净值预测

xalpha/cons.py

@@ -30,6 +30,14 @@
 # date obj of today
 today = lambda: dt.datetime.combine(dt.date.today(), dt.time.min)
 
+tz_bj = dt.timezone(dt.timedelta(hours=8))
+
+
+def today_obj():
+    now = dt.datetime.now(tz=tz_bj)
+    return now.replace(hour=0, minute=0, second=0, microsecond=0).replace(tzinfo=None)
+
+
 # string for yesterday, only used for indexinfo url
 yesterday = lambda: dt.datetime.strftime(
     (dt.datetime.now() - dt.timedelta(1)), "%Y%m%d"

xalpha/multiple.py

@@ -376,17 +376,20 @@ def unitvalue(self, date=yesterdayobj()):
 
 
 class imul(mul):
-    def __init__(self, *fundtradeobj, status=None):
+    def __init__(self, *fundtradeobj, status=None, istatus=None):
         """
         对场内投资组合进行分析的类
 
         :param fundtradeobj: itrade objects.
         :param status: 场内格式记账单，或 irecord 对象。
         """
-        if isinstance(status, irecord):
-            status = status.status
+
         if not fundtradeobj:
             fundtradeobj = []
+            if not status:
+                status = istatus
+            if isinstance(status, irecord):
+                status = status.status
             for code in status.code.unique():
                 fundtradeobj.append(itrade(code, status))
         self.fundtradeobj = tuple(fundtradeobj)

xalpha/toolbox.py

@@ -11,7 +11,7 @@
 from functools import wraps, lru_cache
 import logging
 
-from xalpha.cons import opendate, yesterday, next_onday, last_onday, scale_dict
+from xalpha.cons import opendate, yesterday, next_onday, last_onday, scale_dict, tz_bj
 from xalpha.universal import (
     get_rt,
     get_bar,
@@ -644,9 +644,7 @@ def __init__(self, code, t1dict=None, t0dict=None, positions=False):
         # t0 实时净值自然不 cache
         self.positions = positions
         self.position_zero = sum([v for _, v in self.t1dict.items()])
-        self.now = dt.datetime.now(tz=dt.timezone(dt.timedelta(hours=8))).replace(
-            tzinfo=None
-        )
+        self.now = dt.datetime.now(tz=tz_bj).replace(tzinfo=None)
         self.today = self.now.replace(hour=0, minute=0, second=0, microsecond=0)
         self.t1_type = "未计算"
         self.bar_cache = {}

xalpha/universal.py

@@ -36,7 +36,7 @@
         pass
 
 from xalpha.info import fundinfo, mfundinfo
-from xalpha.cons import rget, rpost, rget_json, rpost_json, yesterday, opendate
+from xalpha.cons import rget, rpost, rget_json, rpost_json, tz_bj, today_obj
 from xalpha.provider import data_source
 from xalpha.exceptions import DataPossiblyWrong, ParserFailure
 
@@ -46,11 +46,6 @@
 logger = logging.getLogger(__name__)
 
 
-def today_obj():
-    now = dt.datetime.today()
-    return now.replace(hour=0, minute=0, second=0, microsecond=0)
-
-
 def tomorrow_ts():
     dto = dt.datetime.now() + dt.timedelta(1)
     return dto.timestamp()
@@ -88,7 +83,6 @@ def get_history(
 
 
 def ts2pdts(ts):
-    tz_bj = dt.timezone(dt.timedelta(hours=8))
     dto = dt.datetime.fromtimestamp(ts / 1000, tz=tz_bj).replace(tzinfo=None)
     return dto.replace(
         hour=0, minute=0, second=0, microsecond=0
@@ -1089,6 +1083,9 @@ def wrapper(*args, **kws):
             prefix = ioconf.get("prefix", "")
             key = prefix + key
             # print("xdebug: %s" % ioconf.get("backend", "no"))
+            if precached:
+                precached = precached.replace("/", "").replace("-", "")
+                precached_obj = dt.datetime.strptime(precached, "%Y%m%d")
             if not prev:
                 prev = 365
             if not end:
@@ -1184,10 +1181,12 @@ def wrapper(*args, **kws):
 
                     except (FileNotFoundError, exc.ProgrammingError, KeyError):
                         if precached:
-                            kws["start"] = precached.replace("/", "").replace("-", "")
-                            kws["end"] = (today_obj() - dt.timedelta(days=1)).strftime(
-                                "%Y%m%d"
-                            )
+                            if start_obj > precached_obj:
+                                kws["start"] = precached
+                            if end_obj < today_obj():
+                                kws["end"] = (
+                                    today_obj() - dt.timedelta(days=1)
+                                ).strftime("%Y%m%d")
                         is_changed = True
                         df0 = f(*args, **kws)
 
@@ -1418,7 +1417,7 @@ def get_bar(code, prev=120, interval=3600):
         interval = 60
     if len(code.split("/")) == 2:
         code = get_investing_id(code)
-    r = rget_json(
+    r = rget(
         "https://cn.investing.com/common/modules/js_instrument_chart/api/data.php?pair_id={code}&pair_id_for_news={code}\
 &chart_type=area&pair_interval={interval}&candle_count={prev}&events=yes&volume_series=yes&period=".format(
             code=code, prev=str(prev), interval=str(interval)
@@ -1434,9 +1433,9 @@ def get_bar(code, prev=120, interval=3600):
             "X-Requested-With": "XMLHttpRequest",
         },
     )
-    if not r:
+    if not r.text:
         return  # None
-    tz_bj = dt.timezone(dt.timedelta(hours=8))
+    r = r.json()
     df = pd.DataFrame(r["candles"], columns=["date", "close", "0", "1"])
     df = df.drop(["0", "1"], axis=1)
     df["date"] = df["date"].apply(