release-0.5.0 (#1)

* init commit * change the version number * rich the docs&fix cache docs * update index readme * Modify cache class name * Modify sharpe to information_ratio * Modify Group- to Group * add the description of graphical results & fix the backtest docs * fix docs in details * update docs * Update introduction.rst * Update README.md * Update introduction.rst * Update introduction.rst * Update introduction.rst * Update installation.rst * Update installation.rst * Update initialization.rst * Update getdata.rst * Update integration.rst * Update initialization.rst * Update getdata.rst * Update estimator.rst Modify some typos. * Update README.md Modify the typos. * Update initialization.rst * Update data.rst * Update report.rst * Update estimator.rst * Update cumulative_return.py * Update model.rst * Update rank_label.py * Update cumulative_return.py * Update strategy.rst * Update getdata.rst * Update backtest.rst * Update integration.rst * Update getdata.rst * Update introduction.rst * Update introduction.rst * Update README.md * Update report.rst * Update integration.rst Fix typos * Update installation.rst Fix typos * Update getdata.rst * Update initialization.rst Fix typos. * add quick start docs&fix detials * fix estimator docs & fix strategy docs * fix the cahce in data.rst * update documents * Fix Corr && Rsquare * fix data retrival example to csi300 & fix a data bug * fix filter bug * Fix data collector * Modift model args * add the log & fix README.md\quick.rst * add enviroment depend & add intoduction of qlib-server online mode * fix image center fomat & set log_only of docs is True * fix README.md format * update data preparation & readme logo image * get_data support version * Modify analysis names * Modify analysis graph * update report.rst & data.rst * commmit estimator for merge * minimal requirements * Update README.md * Update README.md * Update README.md * Update README.md * Update README.md * Update README.md * Update README.md * Update READEME.md * Update READEME.md * update estimator * Fix doc urls * fix get_data.py docstring * update test_get_data.py * Upate docs * Upate docs * Upate docs Co-authored-by: bxdd <bxddream@gmail.com> Co-authored-by: zhupr <zhu.pengrong@foxmail.com> Co-authored-by: Wendi Li <wendili.academic@qq.com> Co-authored-by: Dingsu Wang <dingsu.wang@gmail.com> Co-authored-by: bxdd <45119470+bxdd@users.noreply.github.com> Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com>
2026-07-05 20:11:08 +08:00 · 2020-09-23 23:01:39 -05:00
parent 99ebd87cba
commit de9e13b171
82 changed files with 1580 additions and 1145 deletions
--- a/scripts/data_collector/utils.py
+++ b/scripts/data_collector/utils.py
@@ -0,0 +1,103 @@
+import re
+import requests
+
+import pandas as pd
+from lxml import etree
+
+SYMBOLS_URL = "http://app.finance.ifeng.com/hq/list.php?type=stock_a&class={s_type}"
+CSI300_BENCH_URL = "http://push2his.eastmoney.com/api/qt/stock/kline/get?secid=1.000300&fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf56%2Cf57%2Cf58&klt=101&fqt=0&beg=19900101&end=20220101"
+SH600000_BENCH_URL = "http://push2his.eastmoney.com/api/qt/stock/kline/get?secid=1.600000&fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf56%2Cf57%2Cf58&klt=101&fqt=0&beg=19900101&end=20220101"
+
+_BENCH_CALENDAR_LIST = None
+_ALL_CALENDAR_LIST = None
+_HS_SYMBOLS = None
+
+
+def get_hs_calendar_list(bench=False) -> list:
+    """get SH/SZ history calendar list
+
+    Parameters
+    ----------
+    bench: bool
+        whether to get the bench calendar list, by default False
+
+    Returns
+    -------
+        history calendar list
+    """
+    global _ALL_CALENDAR_LIST
+    global _BENCH_CALENDAR_LIST
+
+    def _get_calendar(url):
+        _value_list = requests.get(url).json()["data"]["klines"]
+        return sorted(map(lambda x: pd.Timestamp(x.split(",")[0]), _value_list))
+
+    # TODO: get calendar from MSN
+    if bench:
+        if _BENCH_CALENDAR_LIST is None:
+            _BENCH_CALENDAR_LIST = _get_calendar(CSI300_BENCH_URL)
+        return _BENCH_CALENDAR_LIST
+
+    if _ALL_CALENDAR_LIST is None:
+        _ALL_CALENDAR_LIST = _get_calendar(SH600000_BENCH_URL)
+    return _ALL_CALENDAR_LIST
+
+
+def get_hs_stock_symbols() -> list:
+    """get SH/SZ stock symbols
+
+    Returns
+    -------
+        stock symbols
+    """
+    global _HS_SYMBOLS
+    if _HS_SYMBOLS is None:
+        _res = set()
+        for _k, _v in (("ha", "ss"), ("sa", "sz"), ("gem", "sz")):
+            resp = requests.get(SYMBOLS_URL.format(s_type=_k))
+            _res |= set(
+                map(
+                    lambda x: "{}.{}".format(re.findall(r"\d+", x)[0], _v),
+                    etree.HTML(resp.text).xpath("//div[@class='result']/ul//li/a/text()"),
+                )
+            )
+        _HS_SYMBOLS = sorted(list(_res))
+    return _HS_SYMBOLS
+
+
+def symbol_suffix_to_prefix(symbol: str, capital: bool = True) -> str:
+    """symbol suffix to prefix
+
+    Parameters
+    ----------
+    symbol: str
+        symbol
+    capital : bool
+        by default True
+    Returns
+    -------
+
+    """
+    code, exchange = symbol.split(".")
+    if exchange.lower() in ["sh", "ss"]:
+        res = f"sh{code}"
+    else:
+        res = f"{exchange}{code}"
+    return res.upper() if capital else res.lower()
+
+
+def symbol_prefix_to_sufix(symbol: str, capital: bool = True) -> str:
+    """symbol prefix to sufix
+
+    Parameters
+    ----------
+    symbol: str
+        symbol
+    capital : bool
+        by default True
+    Returns
+    -------
+
+    """
+    res = f"{symbol[:-2]}.{symbol[-2:]}"
+    return res.upper() if capital else res.lower()