154 lines
7.5 KiB
Python
154 lines
7.5 KiB
Python
# -*- encoding:utf-8 -*-
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"""数据下载图形可视化"""
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from __future__ import print_function
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from __future__ import absolute_import
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from __future__ import division
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from ..WidgetBu.ABuWGBRunBase import WidgetTimeModeMixin
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import logging
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from collections import OrderedDict
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import ipywidgets as widgets
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from ..CoreBu.ABu import run_kl_update
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from ..CoreBu import ABuEnv
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from ..UtilBu import ABuProgress
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from ..WidgetBu.ABuWGBase import WidgetBase
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from ..MarketBu.ABuDataCheck import browser_down_csv_zip
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from ..CoreBu.ABuEnv import EMarketTargetType, EMarketSourceType
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__author__ = '阿布'
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__weixin__ = 'abu_quant'
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class WidgetUpdate(WidgetBase, WidgetTimeModeMixin):
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"""数据下载图形可视化类"""
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def __init__(self):
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tm_box = self.init_time_mode_ui()
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# 修改为默认使用开始结束日期
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self.time_mode.value = 1
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# 修改开始结束日期时间字符串
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self.start.value = '2011-08-08'
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self.end.value = '2017-08-08'
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self.market = widgets.Dropdown(
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options=OrderedDict({u'美股': EMarketTargetType.E_MARKET_TARGET_US.value,
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u'A股': EMarketTargetType.E_MARKET_TARGET_CN.value,
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u'港股': EMarketTargetType.E_MARKET_TARGET_HK.value,
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u'国内期货': EMarketTargetType.E_MARKET_TARGET_FUTURES_CN.value,
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u'国际期货': EMarketTargetType.E_MARKET_TARGET_FUTURES_GLOBAL.value,
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u'数字货币': EMarketTargetType.E_MARKET_TARGET_TC.value}),
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value=ABuEnv.g_market_target.value,
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description=u'下载更新市场:',
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)
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self.market.observe(self.on_market_change, names='value')
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"""数据源进行切换"""
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self.data_source_accordion = widgets.Accordion()
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date_source_dict_us = OrderedDict({
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u'腾讯数据源(美股，A股，港股)': EMarketSourceType.E_MARKET_SOURCE_tx.value,
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u'百度数据源(美股，A股，港股)': EMarketSourceType.E_MARKET_SOURCE_bd.value,
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u'新浪美股(美股)': EMarketSourceType.E_MARKET_SOURCE_sn_us.value,
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u'网易数据源(美股，A股，港股)': EMarketSourceType.E_MARKET_SOURCE_nt.value,
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})
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date_source_dict_cn = OrderedDict({
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u'百度数据源(美股，A股，港股)': EMarketSourceType.E_MARKET_SOURCE_bd.value,
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u'腾讯数据源(美股，A股，港股)': EMarketSourceType.E_MARKET_SOURCE_tx.value,
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u'网易数据源(美股，A股，港股)': EMarketSourceType.E_MARKET_SOURCE_nt.value
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})
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date_source_dict_hk = OrderedDict({
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u'网易数据源(美股，A股，港股)': EMarketSourceType.E_MARKET_SOURCE_nt.value,
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u'腾讯数据源(美股，A股，港股)': EMarketSourceType.E_MARKET_SOURCE_tx.value,
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u'百度数据源(美股，A股，港股)': EMarketSourceType.E_MARKET_SOURCE_bd.value
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})
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date_source_dict_futures_cn = {u'新浪国内期货(国内期货)': EMarketSourceType.E_MARKET_SOURCE_sn_futures.value}
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date_source_dict_futures_gb = {u'新浪国际期货(国际期货)': EMarketSourceType.E_MARKET_SOURCE_sn_futures_gb.value}
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date_source_dict_futures_tc = {u'火币网：比特币，莱特币': EMarketSourceType.E_MARKET_SOURCE_hb_tc.value}
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self.date_source_market_map = {
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EMarketTargetType.E_MARKET_TARGET_US.value: date_source_dict_us,
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EMarketTargetType.E_MARKET_TARGET_CN.value: date_source_dict_cn,
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EMarketTargetType.E_MARKET_TARGET_HK.value: date_source_dict_hk,
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EMarketTargetType.E_MARKET_TARGET_FUTURES_CN.value: date_source_dict_futures_cn,
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EMarketTargetType.E_MARKET_TARGET_FUTURES_GLOBAL.value: date_source_dict_futures_gb,
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EMarketTargetType.E_MARKET_TARGET_TC.value: date_source_dict_futures_tc}
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self.current_date_source_dict = self.date_source_market_map[self.market.value]
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self.date_source = widgets.RadioButtons(
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options=list(self.current_date_source_dict.keys()),
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value=list(self.current_date_source_dict.keys())[0],
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description=u'数据源:',
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disabled=False
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)
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self.date_source.observe(self.on_date_source_change, names='value')
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self.yun_down_bt = widgets.Button(description=u'美股|A股|港股|币类|期货6年日k', layout=widgets.Layout(width='50%'),
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button_style='info')
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self.yun_down_bt.on_click(self.run_yun_down)
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self.run_kl_update_bt = widgets.Button(description=u'从数据源下载更新', layout=widgets.Layout(width='50%'),
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button_style='danger')
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self.run_kl_update_bt.on_click(self.run_kl_update)
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description = widgets.Textarea(
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value=u'非沙盒数据，特别是回测交易多的情况下，比如全市场测试，回测前需要先将数据进行更新。\n'
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u'建议直接从云盘下载入库完毕的数据库，不需要从各个数据源再一个一个的下载数据进行入库。\n'
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u'abupy内置数据源都只是为用户学习使用，并不能保证数据一直通畅，而且如果用户很在乎数据质量，'
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u'比如有些数据源会有前复权数据错误问题，有些数据源成交量不准确等问题，那么就需要接入用户自己的数据源。\n'
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u'接入用户的数据源请阅读教程第19节中相关内容',
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disabled=False,
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layout=widgets.Layout(height='200px')
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)
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self.widget = widgets.VBox(
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[description, self.market, tm_box, self.date_source, self.yun_down_bt, self.run_kl_update_bt])
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# noinspection PyUnusedLocal
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def run_yun_down(self, bt):
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"""打开浏览器csv zip地址准备开始下载"""
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browser_down_csv_zip(open_browser=True)
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# noinspection PyUnusedLocal
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def run_kl_update(self, bt):
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"""数据下载更新主接口"""
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n_folds = 2
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start = None
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end = None
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if not self.run_years.disabled:
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# 如果使用年回测模式
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n_folds = self.run_years.value
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if not self.start.disabled:
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# 使用开始回测日期
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start = self.start.value
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if not self.end.disabled:
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# 使用结束回测日期
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end = self.end.value
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market = ABuEnv.g_market_target
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logging.info(u'开始下载更新{}市场{}-{}:{}年, 数据源{}'.format(
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market.value, '' if start is None else start, '' if end is None else end, n_folds,
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ABuEnv.g_market_source.value))
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run_kl_update(start=start, end=end, n_folds=n_folds, market=market, n_jobs=10)
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logging.info(u'下载更新完成')
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def time_mode_str(self):
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"""实现混入WidgetTimeModeMixin，声明时间模块代表下载更新"""
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return u'下载更新'
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def on_date_source_change(self, change):
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"""数据源界面操作进行改变"""
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# 改变设置值
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ABuEnv.g_market_source = EMarketSourceType(self.current_date_source_dict[change['new']])
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def on_market_change(self, change):
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"""切换大盘市场"""
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ABuEnv.g_market_target = EMarketTargetType(change['new'])
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self.current_date_source_dict = self.date_source_market_map[ABuEnv.g_market_target.value]
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options = list(self.current_date_source_dict.keys())
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self.date_source.options = options
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self.date_source.value = options[0]
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