save adjust_type for trader_info

zhouyuxing · Dec 26, 2020 · 7a76cb1 · 7a76cb1
1 parent 45529cb
commit 7a76cb1
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Showing 6 changed files with 29 additions and 23 deletions.
diff --git a/zvt/domain/trader_info.py b/zvt/domain/trader_info.py
@@ -25,6 +25,7 @@ class TraderInfo(TraderBase, Mixin):
     level = Column(String(length=32))
     real_time = Column(Boolean)
     kdata_use_begin_time = Column(Boolean)
+    kdata_adjust_type = Column(String(length=32))
 
 
 # account stats of every day

diff --git a/zvt/factors/algorithm.py b/zvt/factors/algorithm.py
@@ -235,11 +235,11 @@ def __init__(self, slow=26, fast=12, n=9, normal=False) -> None:
         self.indicators.append('dea')
         self.indicators.append('macd')
 
-    # def transform(self, input_df) -> pd.DataFrame:
-    #     macd_df = input_df.groupby(level=0)['close'].apply(
-    #         lambda x: macd(x, slow=self.slow, fast=self.fast, n=self.n, return_type='df', normal=self.normal))
-    #     input_df = pd.concat([input_df, macd_df], axis=1, sort=False)
-    #     return input_df
+    def transform(self, input_df) -> pd.DataFrame:
+        macd_df = input_df.groupby(level=0)['close'].apply(
+            lambda x: macd(x, slow=self.slow, fast=self.fast, n=self.n, return_type='df', normal=self.normal))
+        input_df = pd.concat([input_df, macd_df], axis=1, sort=False)
+        return input_df
 
     def transform_one(self, entity_id, df: pd.DataFrame) -> pd.DataFrame:
         print(f'transform_one {entity_id} {df}')
@@ -301,4 +301,5 @@ def calculate_score(df, factor_name, quantile):
 
 
 # the __all__ is generated
-__all__ = ['ma', 'ema', 'macd', 'point_in_range', 'intersect_ranges', 'intersect', 'RankScorer', 'consecutive_count', 'MaTransformer', 'IntersectTransformer', 'MaAndVolumeTransformer', 'MacdTransformer', 'QuantileScorer']
+__all__ = ['ma', 'ema', 'macd', 'point_in_range', 'intersect_ranges', 'intersect', 'RankScorer', 'consecutive_count',
+           'MaTransformer', 'IntersectTransformer', 'MaAndVolumeTransformer', 'MacdTransformer', 'QuantileScorer']
diff --git a/zvt/trader/account.py b/zvt/trader/account.py
@@ -182,7 +182,7 @@ def on_trading_open(self, timestamp):
         if is_same_date(timestamp, self.start_timestamp):
             return
         self.account = self.load_account()
-        self.logger.info('on_trading_open:{},current_account:{}'.format(timestamp, self.account))
+        self.logger.info('on_trading_open:{},current_account:{}'.format(timestamp, self.account.__dict__))
 
     def on_trading_error(self, timestamp, error):
         pass
@@ -464,11 +464,9 @@ def order(self, entity_id, current_price, current_timestamp, order_amount=0, ord
                     # 买的数量
                     order_amount = order_money // cost
 
-                    if order_amount < 100:
-                        if self.rich_mode:
-                            self.input_money()
-                        else:
-                            raise NotEnoughMoneyError()
+                    if order_amount < 1:
+                        self.logger.error(f'invalid order_money:{order_money}, cost:{cost}, order_amount:{order_amount}')
+                        return
 
                     self.update_position(current_position, order_amount, current_price, order_type,
                                          current_timestamp)
@@ -487,11 +485,9 @@ def order(self, entity_id, current_price, current_timestamp, order_amount=0, ord
 
                     order_amount = order_money // cost
 
-                    if order_amount < 100:
-                        if self.rich_mode:
-                            self.input_money()
-                        else:
-                            raise NotEnoughMoneyError()
+                    if order_amount < 1:
+                        self.logger.error(f'invalid order_money:{order_money}, cost:{cost}, order_amount:{order_amount}')
+                        return
                     self.update_position(current_position, order_amount, current_price, order_type,
                                          current_timestamp)
                 else:
@@ -538,9 +534,10 @@ def order(self, entity_id, current_price, current_timestamp, order_amount=0, ord
                     # 买的数量
                     order_amount = want_pay // cost
 
-                    if order_amount < 100:
+                    if order_amount < 1:
                         if self.rich_mode:
                             self.input_money()
+                            order_amount = (self.account.cash * order_pct) // cost
                         else:
                             raise NotEnoughMoneyError()
                     self.update_position(current_position, order_amount, current_price, order_type,
@@ -555,9 +552,10 @@ def order(self, entity_id, current_price, current_timestamp, order_amount=0, ord
 
                     order_amount = want_pay // cost
 
-                    if order_amount < 100:
+                    if order_amount < 1:
                         if self.rich_mode:
                             self.input_money()
+                            order_amount = (self.account.cash * order_pct) // cost
                         else:
                             raise NotEnoughMoneyError()
 

diff --git a/zvt/trader/trader.py b/zvt/trader/trader.py
@@ -76,6 +76,9 @@ def __init__(self,
         self.kdata_use_begin_time = kdata_use_begin_time
         self.draw_result = draw_result
         self.rich_mode = rich_mode
+
+        if type(adjust_type) is str:
+            adjust_type = AdjustType(adjust_type)
         self.adjust_type = adjust_type
 
         self.account_service = SimAccountService(entity_schema=self.entity_schema,
@@ -145,7 +148,8 @@ def on_start(self):
                                  provider=self.provider,
                                  level=self.level.value,
                                  real_time=self.real_time,
-                                 kdata_use_begin_time=self.kdata_use_begin_time)
+                                 kdata_use_begin_time=self.kdata_use_begin_time,
+                                 kdata_adjust_type=self.adjust_type.value)
         self.session.add(sim_account)
         self.session.commit()
 

diff --git a/zvt/ui/apps/trader_app.py b/zvt/ui/apps/trader_app.py
@@ -141,5 +141,6 @@ def update_target_signals(entity_id, start_date, end_date, trader_index):
         return dcc.Graph(
             id=f'{entity_id}-signals',
             figure=get_trading_signals_figure(order_reader=order_readers[trader_index], entity_id=entity_id,
-                                              start_timestamp=start_date, end_timestamp=end_date))
+                                              start_timestamp=start_date, end_timestamp=end_date,
+                                              adjust_type=traders[trader_index].kdata_adjust_type))
     raise dash.PreventUpdate()
diff --git a/zvt/ui/components/dcc_components.py b/zvt/ui/components/dcc_components.py
@@ -27,10 +27,11 @@ def order_type_flag(order_type):
 def get_trading_signals_figure(order_reader: OrderReader,
                                entity_id: str,
                                start_timestamp=None,
-                               end_timestamp=None):
+                               end_timestamp=None,
+                               adjust_type=None):
     entity_type, _, _ = decode_entity_id(entity_id)
 
-    data_schema = get_kdata_schema(entity_type=entity_type, level=order_reader.level)
+    data_schema = get_kdata_schema(entity_type=entity_type, level=order_reader.level, adjust_type=adjust_type)
     if not start_timestamp:
         start_timestamp = order_reader.start_timestamp
     if not end_timestamp: