如果对某一股票K线图了解比较深刻，可以通过相似度找到与该股票相似的K线图，那么对这些相似的K线图，可以借鉴已经深刻剖析过的股票的方法，已达到事半功倍的效果。
K线图相似度的计算方法使用的是该博文中的方法。
目录
效果
计算K线图相似度策略代码
前置说明：
1. 必须以“excute_strategy”为方法名
2. 三个参数，参数1为股票代码股票名键值对；参数2为股票日数据对应目录；参数3为指数（也可以是个股）日数据文件路径
3. 策略代码写完后，保存为.py文件，将该py文件保存在一个目录（自定义）下，运行工具后，选择这个文件夹，程序会加载该目录下的所有py文件
def excute_strategy(base_data,data_dir,index_data_dir):
'''
股票K线图相似度
计算 2021-06-01 到 2022-01-01 之间的日K线
:param base_data: 股票编码与股票名键值对
:param data_dir: 股票日数据文件夹目录
:param index_data_dir: 指数文件路径
:return:
'''
import pandas as pd
import numpy as np
import os
start_date_str = '2021-06-01'
end_date_str = '2022-01-01'
index_df = pd.read_csv(index_data_dir,encoding='utf-8')
index_df['o_date'] = index_df['tradeDate']
index_df['o_date'] = pd.to_datetime(index_df['o_date'])
index_df = index_df.loc[(index_df['o_date']>=start_date_str) & (index_df['o_date']<=end_date_str)].copy()
index_df = index_df.loc[:,['o_date','openIndex','closeIndex','highestIndex','lowestIndex']].copy()
dailydata_file_list = os.listdir(data_dir)
res_list = []
for item in dailydata_file_list:
item_arr = item.split('.')
ticker = item_arr[0]
secName = base_data[ticker]
file_path = data_dir + item
df = pd.read_csv(file_path,encoding='utf-8')
# 删除停牌的数据
df = df.loc[df['openPrice'] > 0].copy()
df['o_date'] = df['tradeDate']
df['o_date'] = pd.to_datetime(df['o_date'])
df = df.loc[(df['o_date'] >= start_date_str) & (df['o_date']<=end_date_str)].copy()
# 保存未复权收盘价数据
df['close'] = df['closePrice']
# 计算前复权数据
df['openPrice'] = df['openPrice'] * df['accumAdjFactor']
df['closePrice'] = df['closePrice'] * df['accumAdjFactor']
df['highestPrice'] = df['highestPrice'] * df['accumAdjFactor']
df['lowestPrice'] = df['lowestPrice'] * df['accumAdjFactor']
if len(df)<=0:
continue
df_merge = pd.merge(index_df,df,on='o_date',how='inner')
corropen = np.corrcoef(df_merge['openIndex'],df_merge['openPrice'])[0][1]
corrclose = np.corrcoef(df_merge['closeIndex'],df_merge['closePrice'])[0][1]
corrhigh = np.corrcoef(df_merge['highestIndex'],df_merge['highestPrice'])[0][1]
corrlow = np.corrcoef(df_merge['lowestIndex'],df_merge['lowestPrice'])[0][1]
similar_val = (corropen + corrclose + corrhigh + corrlow)/4
# similar_val = corrlow
res_list.append({
'ticker':ticker,
'secName':secName,
'similar_val':similar_val
})
pass
df00 = pd.DataFrame(res_list)
df_similar = df00['similar_val'].value_counts(bins=10,sort=False)
similar_index_list00 = df_similar.index.tolist()
similar_bar_y = df_similar.values.tolist()
similar_bar_xTick = []
similar_bar_x = []
for i,item in enumerate(similar_index_list00):
similar_bar_x.append(i)
similar_bar_xTick.append((i,str(item)))
pass
similar_bar_data = {
'title_str':'相似度分布',
'x':similar_bar_x,
'y':similar_bar_y,
'xTick':similar_bar_xTick
}
# 指数文件名
index_file_name = os.path.basename(index_data_dir)
results_data = {
'df':df00,
'start_date_str':start_date_str,
'end_date_str':end_date_str,
'index_file_name':index_file_name,
'bar_data':similar_bar_data
}
return results_data工具代码
导入需要的包
import sys,json,os,math,time,talib
from threading import Thread
import numpy as np
import pandas as pd
from datetime import datetime
from dateutil.relativedelta import relativedelta
from typing import Dict,Any,List
from PyQt5 import QtCore,QtGui,QtWidgets
from PyQt5.QtCore import Qt
import pyqtgraph as pg
import pyqtgraph.examples
pg.setConfigOption('background','k')
pg.setConfigOption('foreground','w')pyqtgraph横坐标日期倾斜显示控件
class RotateAxisItem(pg.AxisItem):
def drawPicture(self, p, axisSpec, tickSpecs, textSpecs):
p.setRenderHint(p.Antialiasing,False)
p.setRenderHint(p.TextAntialiasing,True)
## draw long line along axis
pen,p1,p2 = axisSpec
p.setPen(pen)
p.drawLine(p1,p2)
p.translate(0.5,0) ## resolves some damn pixel ambiguity
## draw ticks
for pen,p1,p2 in tickSpecs:
p.setPen(pen)
p.drawLine(p1,p2)
## draw all text
# if self.tickFont is not None:
# p.setFont(self.tickFont)
p.setPen(self.pen())
for rect,flags,text in textSpecs:
# this is the important part
p.save()
p.translate(rect.x(),rect.y())
p.rotate(-30)
p.drawText(-rect.width(),rect.height(),rect.width(),rect.height(),flags,text)
# restoring the painter is *required*!!!
p.restore()
K线图控件
class CandlestickItem(pg.GraphicsObject):
def __init__(self, data):
pg.GraphicsObject.__init__(self)
self.data = data ## data must have fields: time, open, close, min, max
self.generatePicture()
def generatePicture(self):
## pre-computing a QPicture object allows paint() to run much more quickly,
## rather than re-drawing the shapes every time.
self.picture = QtGui.QPicture()
p = QtGui.QPainter(self.picture)
p.setPen(pg.mkPen('d'))
w = (self.data[1][0] - self.data[0][0]) / 3.
for (t, open, close, min, max) in self.data:
p.drawLine(QtCore.QPointF(t, min), QtCore.QPointF(t, max))
if open < close:
p.setBrush(pg.mkBrush('r'))
else:
p.setBrush(pg.mkBrush('g'))
p.drawRect(QtCore.QRectF(t-w, open, w * 2, close - open))
p.end()
def paint(self, p, *args):
p.drawPicture(0, 0, self.picture)
def boundingRect(self):
## boundingRect _must_ indicate the entire area that will be drawn on
## or else we will get artifacts and possibly crashing.
## (in this case, QPicture does all the work of computing the bouning rect for us)
return QtCore.QRectF(self.picture.boundingRect())
条形图控件
class PyQtGraphHistWidget(QtWidgets.QWidget):
def __init__(self):
super().__init__()
self.init_data()
self.init_ui()
def init_data(self):
self.color_bar = ()
pass
def init_ui(self):
self.title_label = QtWidgets.QLabel('均线排列状态')
self.title_label.setAlignment(Qt.AlignCenter)
xax = RotateAxisItem(orientation='bottom')
xax.setHeight(h=50)
self.pw = pg.PlotWidget(axisItems={'bottom': xax})
self.pw.setMouseEnabled(x=True, y=False)
# self.pw.enableAutoRange(x=False,y=True)
self.pw.setAutoVisible(x=False, y=True)
layout = QtWidgets.QVBoxLayout()
layout.addWidget(self.title_label)
layout.addWidget(self.pw)
self.setLayout(layout)
pass
def set_data(self,data:Dict[str,Any]):
title_str = data['title_str']
x = data['x']
y = data['y']
xTick = [data['xTick']]
self.y_datas = y
self.x_data = xTick
self.x_Tick = data['xTick']
self.title_label.setText(title_str)
xax = self.pw.getAxis('bottom')
xax.setTicks(xTick)
barItem = pg.BarGraphItem(x=x,height=y,width=0.8,brush=(107,200,224))
self.pw.addItem(barItem)
self.vLine = pg.InfiniteLine(angle=90, movable=False)
self.hLine = pg.InfiniteLine(angle=0, movable=False)
self.label = pg.TextItem()
self.pw.addItem(self.vLine, ignoreBounds=True)
self.pw.addItem(self.hLine, ignoreBounds=True)
self.pw.addItem(self.label, ignoreBounds=True)
self.vb = self.pw.getViewBox()
self.proxy = pg.SignalProxy(self.pw.scene().sigMouseMoved, rateLimit=60, slot=self.mouseMoved)
# 显示整条折线图
self.pw.enableAutoRange()
pass
def mouseMoved(self,evt):
pos = evt[0]
if self.pw.sceneBoundingRect().contains(pos):
mousePoint = self.vb.mapSceneToView(pos)
index = int(mousePoint.x())
if index >= 0 and index < len(self.y_datas):
x_str = str(self.x_Tick[index][1])
y_str_html = ''
y_str = str(self.y_datas[index])
y_str_html += ' ' + y_str
html_str = '<p style="color:black;font-size:18px;font-weight:bold;"> ' + x_str +'<br/> '+y_str_html+ '</p>'
self.label.setHtml(html_str)
self.label.setPos(mousePoint.x(), mousePoint.y())
self.vLine.setPos(mousePoint.x())
self.hLine.setPos(mousePoint.y())
pass
pass
K线图控件
class PyQtGraphKWidget(QtWidgets.QWidget):
def __init__(self):
super().__init__()
self.init_data()
self.init_ui()
def init_data(self):
# https://www.sioe.cn/yingyong/yanse-rgb-16/
self.color_line = (30, 144, 255)
# 0 幽灵的白色; 1 纯黄; 2 紫红色; 3 纯绿; 4 道奇蓝
self.color_list = [(248, 248, 255), (255, 255, 0), (255, 0, 255), (0, 128, 0), (30, 144, 255)]
self.main_fixed_target_list = [] # 主体固定曲线，不能被删除
self.whole_df = None
self.whole_header = None
self.whole_pd_header = None
self.current_whole_data = None
self.current_whole_df = None
pass
def init_ui(self):
self.whole_duration_label = QtWidgets.QLabel('左边界~右边界')
self.title_label = QtWidgets.QLabel('执行过程查看')
self.title_label.setAlignment(Qt.AlignCenter)
self.title_label.setStyleSheet('QLabel{font-size:18px;font-weight:bold}')
xax = RotateAxisItem(orientation='bottom')
xax.setHeight(h=80)
self.pw = pg.PlotWidget(axisItems={'bottom': xax})
self.pw.setMouseEnabled(x=True, y=True)
# self.pw.enableAutoRange(x=False,y=True)
self.pw.setAutoVisible(x=False, y=True)
layout_right = QtWidgets.QVBoxLayout()
layout_right.addWidget(self.title_label)
layout_right.addWidget(self.whole_duration_label)
layout_right.addWidget(self.pw)
self.setLayout(layout_right)
pass
def set_data(self, data: Dict[str, Any]):
title_str = data['title_str']
whole_header = data['whole_header']
whole_df = data['whole_df']
whole_pd_header = data['whole_pd_header']
self.whole_header = whole_header
self.whole_df = whole_df
self.whole_pd_header = whole_pd_header
self.title_label.setText(title_str)
self.whole_duration_label.setText(f"{self.whole_df.iloc[0]['tradeDate']}~{self.whole_df.iloc[-1]['tradeDate']}")
self.current_whole_df = self.whole_df.copy()
self.caculate_and_show_data()
pass
def caculate_and_show_data(self):
df = self.current_whole_df.copy()
df.reset_index(inplace=True)
df['i_count'] = [i for i in range(len(df))]
tradeDate_list = df['tradeDate'].values.tolist()
x = range(len(df))
xTick_show = []
x_dur = math.ceil(len(df) / 20)
for i in range(0, len(df), x_dur):
xTick_show.append((i, tradeDate_list[i]))
if len(df) % 20 != 0:
xTick_show.append((len(df) - 1, tradeDate_list[-1]))
candle_data = []
for i, row in df.iterrows():
candle_data.append(
(row['i_count'], row['openPrice'], row['closePrice'], row['lowestPrice'], row['highestPrice']))
self.current_whole_data = df.loc[:, self.whole_pd_header].values.tolist()
# 开始配置显示的内容
self.pw.clear()
xax = self.pw.getAxis('bottom')
xax.setTicks([xTick_show])
candle_fixed_target = CandlestickItem(candle_data)
self.main_fixed_target_list.append(candle_fixed_target)
self.pw.addItem(candle_fixed_target)
self.vLine = pg.InfiniteLine(angle=90, movable=False)
self.hLine = pg.InfiniteLine(angle=0, movable=False)
self.label = pg.TextItem()
self.pw.addItem(self.vLine, ignoreBounds=True)
self.pw.addItem(self.hLine, ignoreBounds=True)
self.pw.addItem(self.label, ignoreBounds=True)
self.vb = self.pw.getViewBox()
self.proxy = pg.SignalProxy(self.pw.scene().sigMouseMoved, rateLimit=60, slot=self.mouseMoved)
self.pw.enableAutoRange()
pass
def mouseMoved(self, evt):
pos = evt[0]
if self.pw.sceneBoundingRect().contains(pos):
mousePoint = self.vb.mapSceneToView(pos)
index = int(mousePoint.x())
if index >= 0 and index < len(self.current_whole_data):
target_data = self.current_whole_data[index]
html_str = ''
for i, item in enumerate(self.whole_header):
html_str += f"<br/>{item}:{target_data[i]}"
self.label.setHtml(html_str)
self.label.setPos(mousePoint.x(), mousePoint.y())
self.vLine.setPos(mousePoint.x())
self.hLine.setPos(mousePoint.y())
pass
def mouseClicked(self, evt):
pass
def updateViews(self):
pass
pass
分页表格控件
class PageTableWidget(QtWidgets.QWidget):
output_signal = QtCore.pyqtSignal(object)
def __init__(self):
super().__init__()
self.init_data()
self.init_ui()
pass
def init_data(self):
# 表格全数据 二维数组
self.table_full_data: List[Any] = []
# 表格右键菜单 {菜单名：索引指向}
self.table_right_menus: Dict[str, str] = {}
self.total_page_count: int = 0
self.total_rows_count: int = 0
self.current_page: int = 1
self.single_page_rows: int = 50
pass
def init_ui(self):
pre_page_btn = QtWidgets.QPushButton('上一页')
pre_page_btn.clicked.connect(self.pre_page_btn_clicked)
next_page_btn = QtWidgets.QPushButton('下一页')
next_page_btn.clicked.connect(self.next_page_btn_clicked)
tip_label_0 = QtWidgets.QLabel('第')
self.witch_page_lineedit = QtWidgets.QLineEdit()
self.int_validator = QtGui.QIntValidator()
self.witch_page_lineedit.setValidator(self.int_validator)
self.witch_page_lineedit.setMaximumWidth(20)
tip_label_1 = QtWidgets.QLabel('页')
go_page_btn = QtWidgets.QPushButton('前往')
go_page_btn.clicked.connect(self.go_page_btn_clicked)
layout_witch_page = QtWidgets.QHBoxLayout()
layout_witch_page.addWidget(tip_label_0)
layout_witch_page.addWidget(self.witch_page_lineedit)
layout_witch_page.addWidget(tip_label_1)
layout_witch_page.addWidget(go_page_btn)
layout_witch_page.addStretch(1)
layout_pagechange = QtWidgets.QHBoxLayout()
layout_pagechange.addWidget(pre_page_btn)
layout_pagechange.addWidget(next_page_btn)
layout_pagechange.addLayout(layout_witch_page)
self.total_page_count_label = QtWidgets.QLabel(f"共0页")
self.total_rows_count_label = QtWidgets.QLabel(f"共0行")
self.current_page_label = QtWidgets.QLabel(f"当前第0页")
layout_pagestatus = QtWidgets.QHBoxLayout()
layout_pagestatus.addWidget(self.total_page_count_label)
layout_pagestatus.addWidget(self.total_rows_count_label)
layout_pagestatus.addWidget(self.current_page_label)
layout_pagestatus.addStretch(1)
layout_top = QtWidgets.QVBoxLayout()
layout_top.addLayout(layout_pagechange)
layout_top.addLayout(layout_pagestatus)
self.target_table = QtWidgets.QTableWidget()
self.target_table.setEditTriggers(QtWidgets.QAbstractItemView.NoEditTriggers)
self.target_table.setSelectionBehavior(QtWidgets.QAbstractItemView.SelectRows)
self.target_table.clicked.connect(self.target_table_clicked)
layout = QtWidgets.QVBoxLayout()
layout.addLayout(layout_top)
layout.addWidget(self.target_table)
self.setLayout(layout)
pass
def set_table_init_data(self, data: Dict[str, Any]):
'''设置表头、右键菜单等初始化内容'''
headers: List[str] = data['headers']
self.target_table.setColumnCount(len(headers))
self.target_table.setHorizontalHeaderLabels(headers)
pass
def set_table_full_data(self, data: List[Any]):
'''表格全数据'''
self.table_full_data = data
self.total_rows_count = len(data)
self.total_page_count = math.ceil(self.total_rows_count / self.single_page_rows)
self.current_page = 1
self.int_validator.setRange(1, self.total_page_count)
self.total_page_count_label.setText(f"共{self.total_page_count}页")
self.total_rows_count_label.setText(f"共{self.total_rows_count}行")
self.caculate_current_show_data()
pass
def setting_current_pagestatus_label(self):
self.current_page_label.setText(f"当前第{self.current_page}页")
pass
def caculate_current_show_data(self):
'''计算当前要显示的数据'''
start_dot = (self.current_page - 1) * self.single_page_rows
end_dot = start_dot + self.single_page_rows
current_data = self.table_full_data[start_dot:end_dot]
self.fill_table_content(current_data)
self.setting_current_pagestatus_label()
pass
def fill_table_content(self, data: List[Any]):
self.target_table.clearContents()
self.target_table.setRowCount(len(data))
for r_i, r_v in enumerate(data):
for c_i, c_v in enumerate(r_v):
cell = QtWidgets.QTableWidgetItem(str(c_v))
self.target_table.setItem(r_i, c_i, cell)
pass
pass
self.target_table.resizeColumnsToContents()
pass
def go_page_btn_clicked(self):
'''前往按钮点击'''
input_page = self.witch_page_lineedit.text()
input_page = input_page.strip()
if not input_page:
QtWidgets.QMessageBox.information(
self,
'提示',
'请输入要跳转的页码',
QtWidgets.QMessageBox.Yes
)
return
input_page = int(input_page)
if input_page < 0 or input_page > self.total_page_count:
QtWidgets.QMessageBox.information(
self,
'提示',
'输入的页码超出范围',
QtWidgets.QMessageBox.Yes
)
return
self.current_page = input_page
self.caculate_current_show_data()
pass
def pre_page_btn_clicked(self):
'''上一页按钮点击'''
if self.current_page <= 1:
QtWidgets.QMessageBox.information(
self,
'提示',
'已经是首页',
QtWidgets.QMessageBox.Yes
)
return
self.current_page -= 1
self.caculate_current_show_data()
pass
def next_page_btn_clicked(self):
'''下一页按钮点击'''
if self.current_page >= self.total_page_count:
QtWidgets.QMessageBox.information(
self,
'提示',
'已经是最后一页',
QtWidgets.QMessageBox.Yes
)
return
self.current_page += 1
self.caculate_current_show_data()
pass
def target_table_clicked(self):
selectedItems = self.target_table.selectedItems()
if len(selectedItems)<=0:
return
res_list = []
for item in selectedItems:
res_list.append(item.text())
self.output_signal.emit(res_list)
pass
pass
执行结果显示控件
class PyQtGraphRunningWidget(QtWidgets.QWidget):
def __init__(self):
super().__init__()
self.init_data()
self.init_ui()
pass
def init_data(self):
self.pre_output_dir = './'
self.results_output_dir = './results_output/'
self.json_file_name_list = []
self.dailydata_path: str = ''
self.indexdata_path: str = ''
self.table_header = ['股票编码','股票简称','相似度']
self.please_select_str = '---请选择---'
self.num_sort_map = {
'升序':True,
'降序':False
}
self.table_pd_header: List[str] = ['ticker','secName','similar_val']
self.table_df = None
self.current_table_df = None
pass
def init_ui(self):
tip_5 = QtWidgets.QLabel('指数日数据文件夹:')
self.indexdata_dir_lineedit = QtWidgets.QLineEdit()
self.indexdata_dir_lineedit.setReadOnly(True)
indexdata_choice_btn = QtWidgets.QPushButton('选择文件夹')
indexdata_choice_btn.clicked.connect(self.indexdata_choice_btn_clicked)
tip_0 = QtWidgets.QLabel('股票日数据文件夹:')
self.dailydata_dir_lineedit = QtWidgets.QLineEdit()
self.dailydata_dir_lineedit.setReadOnly(True)
dailydata_choice_btn = QtWidgets.QPushButton('选择文件夹')
dailydata_choice_btn.clicked.connect(self.dailydata_choice_btn_clicked)
tip_1 = QtWidgets.QLabel('Json结果文件选择:')
self.json_combox = QtWidgets.QComboBox()
self.json_combox.addItem(self.please_select_str)
self.json_combox.currentIndexChanged.connect(self.json_combox_currentIndexChanged)
refresh_json_btn = QtWidgets.QPushButton('刷新结果下拉表')
refresh_json_btn.clicked.connect(self.refresh_json_btn_clicked)
layout_top = QtWidgets.QGridLayout()
layout_top.addWidget(tip_5, 0, 0, 1, 1)
layout_top.addWidget(self.indexdata_dir_lineedit, 0, 1, 1, 3)
layout_top.addWidget(indexdata_choice_btn, 0, 4, 1, 1)
layout_top.addWidget(tip_0,1,0,1,1)
layout_top.addWidget(self.dailydata_dir_lineedit,1,1,1,3)
layout_top.addWidget(dailydata_choice_btn,1,4,1,1)
layout_top.addWidget(tip_1,2,0,1,1)
layout_top.addWidget(self.json_combox,2,1,1,3)
layout_top.addWidget(refresh_json_btn,2,4,1,1)
tip_3 = QtWidgets.QLabel('股票名模糊查询')
self.query_lineedit = QtWidgets.QLineEdit()
query_btn = QtWidgets.QPushButton('查询')
query_btn.clicked.connect(self.query_btn_clicked)
reset_btn = QtWidgets.QPushButton('重置')
reset_btn.clicked.connect(self.reset_btn_clicked)
tip_4 = QtWidgets.QLabel('持续时间排序:')
self.num_combox = QtWidgets.QComboBox()
self.num_combox.addItem(self.please_select_str)
self.num_combox.addItems(list(self.num_sort_map.keys()))
self.num_combox.currentIndexChanged.connect(self.num_combox_currentIndexChanged)
layout_query = QtWidgets.QGridLayout()
layout_query.addWidget(tip_3,0,0,1,1)
layout_query.addWidget(self.query_lineedit,0,1,1,3)
layout_query.addWidget(query_btn,0,4,1,1)
layout_query.addWidget(reset_btn,0,5,1,1)
layout_query.addWidget(tip_4,1,0,1,1)
layout_query.addWidget(self.num_combox,1,4,1,2)
self.table = PageTableWidget()
self.table.set_table_init_data({'headers': self.table_header})
self.table.output_signal.connect(self.table_output_signal_emit)
self.bar_widget = PyQtGraphHistWidget()
layout_left_up = QtWidgets.QVBoxLayout()
layout_left_up.addLayout(layout_query)
layout_left_up.addWidget(self.table)
layout_left = QtWidgets.QVBoxLayout()
layout_left.addLayout(layout_left_up,3)
layout_left.addWidget(self.bar_widget,1)
self.index_k_widget = PyQtGraphKWidget()
self.other_k_widget = PyQtGraphKWidget()
layout_right = QtWidgets.QVBoxLayout()
layout_right.addWidget(self.other_k_widget)
layout_right.addWidget(self.index_k_widget)
layout_down = QtWidgets.QHBoxLayout()
layout_down.addLayout(layout_left,1)
layout_down.addSpacing(30)
layout_down.addLayout(layout_right,2)
layout = QtWidgets.QVBoxLayout()
layout.addLayout(layout_top)
layout.addLayout(layout_down)
self.setLayout(layout)
pass
def set_json_data(self,data:Dict[str,Any]):
self.table_df = data['df']
self.start_date_str = data['start_date_str']
self.end_date_str = data['end_date_str']
self.current_table_df = self.table_df.copy()
self.fill_table_data()
bar_data = data['bar_data']
self.bar_widget.set_data(bar_data)
pass
def fill_table_data(self):
table_data = self.current_table_df.loc[:, self.table_pd_header].values.tolist()
self.table.set_table_full_data(table_data)
pass
def table_output_signal_emit(self,data:List):
# ticker secName status_name status_num
dailydata_dir = self.dailydata_dir_lineedit.text()
dailydata_dir = dailydata_dir.strip()
if len(dailydata_dir)<=0:
QtWidgets.QMessageBox.information(
self,
'提示',
'请选择股票日数据文件件',
QtWidgets.QMessageBox.Yes
)
return
daily_file_path = dailydata_dir + '/' + data[0] + '.csv'
df = pd.read_csv(daily_file_path,encoding='utf-8')
# 删除停牌的数据
df = df.loc[df['openPrice'] > 0].copy()
df['o_date'] = df['tradeDate']
df['o_date'] = pd.to_datetime(df['o_date'])
df = df.loc[(df['o_date'] >= self.start_date_str) & (df['o_date']<=self.end_date_str)].copy()
# 保存未复权收盘价数据
df['close'] = df['closePrice']
# 计算前复权数据
df['openPrice'] = df['openPrice'] * df['accumAdjFactor']
df['closePrice'] = df['closePrice'] * df['accumAdjFactor']
df['highestPrice'] = df['highestPrice'] * df['accumAdjFactor']
df['lowestPrice'] = df['lowestPrice'] * df['accumAdjFactor']
columns_list = ['日期','收盘价','开盘价','最高价','最低价']
columns_pd_list = ['tradeDate','closePrice','openPrice','highestPrice','lowestPrice']
line_data = {
'title_str':data[1],
'whole_header':columns_list,
'whole_df':df,
'whole_pd_header':columns_pd_list
}
self.other_k_widget.set_data(line_data)
pass
def indexdata_choice_btn_clicked(self):
path = QtWidgets.QFileDialog.getExistingDirectory(
self,
'打开指数日数据所在文件夹',
self.pre_output_dir
)
if not path:
return
self.indexdata_path = path
self.indexdata_dir_lineedit.setText(path)
pass
def dailydata_choice_btn_clicked(self):
path = QtWidgets.QFileDialog.getExistingDirectory(
self,
'打开股票日数据所在文件夹',
self.pre_output_dir
)
if not path:
return
self.dailydata_path = path
self.dailydata_dir_lineedit.setText(path)
pass
def json_combox_currentIndexChanged(self,cur_i:int):
cur_txt = self.json_combox.currentText()
if not cur_txt or cur_txt == self.please_select_str:
return
current_json_file_path = self.results_output_dir + cur_txt
with open(current_json_file_path,'r',encoding='utf-8') as fr:
obj_json = json.load(fr)
index_file_name = obj_json['index_file_name']
start_date_str = obj_json['start_date_str']
end_date_str = obj_json['end_date_str']
indexdata_dir = self.indexdata_dir_lineedit.text()
indexdata_dir = indexdata_dir.strip()
if len(indexdata_dir) <= 0:
QtWidgets.QMessageBox.information(
self,
'提示',
'请先选择指数日数据所在文件夹',
QtWidgets.QMessageBox.Yes
)
return
indexfile_path = indexdata_dir +'/'+ index_file_name
if not os.path.exists(indexfile_path):
QtWidgets.QMessageBox.information(
self,
'提示',
'不存在，'+index_file_name,
QtWidgets.QMessageBox.Yes
)
return
# 显示指数K线图
df_index = pd.read_csv(indexfile_path,encoding='utf-8')
df_index['o_date'] = df_index['tradeDate']
df_index['o_date'] = pd.to_datetime(df_index['o_date'])
df_index = df_index.loc[(df_index['o_date']>=start_date_str) & (df_index['o_date']<=end_date_str)].copy()
df_index['openPrice'] = df_index['openIndex']
df_index['closePrice'] = df_index['closeIndex']
df_index['highestPrice'] = df_index['highestIndex']
df_index['lowestPrice'] = df_index['lowestIndex']
title_str = index_file_name.split('.')[0]
whole_header = ['日期','收','开','高','低']
whole_df = df_index
whole_pd_header = ['tradeDate','closePrice','openPrice','highestPrice','lowestPrice']
index_line_data = {
'title_str':title_str,
'whole_header':whole_header,
'whole_df':whole_df,
'whole_pd_header':whole_pd_header
}
self.index_k_widget.set_data(index_line_data)
df = pd.DataFrame(obj_json['df_json'])
obj_json['df'] = df
self.set_json_data(obj_json)
pass
def query_btn_clicked(self):
query_str = self.query_lineedit.text()
query_str = query_str.strip()
if len(query_str)<=0:
QtWidgets.QMessageBox.information(
self,
'提示',
'请输入要查询的内容',
QtWidgets.QMessageBox.Yes
)
return
self.status_combox.setCurrentText(self.please_select_str)
df = self.table_df.copy()
self.current_table_df = df.loc[df['secName'].str.contains(query_str)].copy()
self.fill_table_data()
pass
def reset_btn_clicked(self):
self.query_lineedit.setText('')
self.status_combox.setCurrentText(self.please_select_str)
self.current_table_df = self.table_df.copy()
self.fill_table_data()
pass
def num_combox_currentIndexChanged(self,cur_i:int):
cur_txt = self.num_combox.currentText()
if cur_txt == self.please_select_str:
return
self.current_table_df.sort_values(by='similar_val',ascending=self.num_sort_map[cur_txt],inplace=True)
self.fill_table_data()
pass
def refresh_json_btn_clicked(self):
indexdata_dir = self.indexdata_dir_lineedit.text()
indexdata_dir = indexdata_dir.strip()
if len(indexdata_dir)<=0:
QtWidgets.QMessageBox.information(
self,
'提示',
'请先选择指数日数据所在文件夹',
QtWidgets.QMessageBox.Yes
)
return
file_list = os.listdir(self.results_output_dir)
json_file_list = []
for item in file_list:
if item.endswith('.json'):
json_file_list.append(item)
self.json_file_name_list.extend(json_file_list)
json_file_set = set(self.json_file_name_list)
self.json_file_name_list = list(json_file_set)
self.json_combox.clear()
self.json_combox.addItem(self.please_select_str)
self.json_combox.addItems(self.json_file_name_list)
pass
pass
策略操作运行控件
class StrategeMainWidget(QtWidgets.QWidget):
signal_runcode = QtCore.pyqtSignal(object)
signal_time = QtCore.pyqtSignal(object)
def __init__(self):
super().__init__()
self.thread_run: Thread = None
self.thread_time: Thread = None
self.running_graph_widget: QtWidgets.QWidget = None
self.init_data()
self.init_ui()
self.register_event()
pass
def init_data(self):
self.pre_output_dir = './'
self.results_output_dir = './results_output/'
self.secID_name_file_name = 'secID_name.csv'
self.please_select_str: str = '--请选择--'
self.stratege_name_list: List = []
self.tip_msg_0: str = '1.选择策略所在文件夹；2.选择策略；3.点击运行。'
self.stratege_path: str = ''
self.stratege_run_start_time = None
self.stratege_start = False
self.current_stratege_py_str: str = ''
self.dailydata_path:str = ''
pass
def init_ui(self):
self.setWindowTitle('股票K线图相似度工具')
tip_3 = QtWidgets.QLabel('指数日数据文件:')
self.indexfilepath_lineedit = QtWidgets.QLineEdit()
self.indexfilepath_lineedit.setReadOnly(True)
indexfilepath_choice_btn = QtWidgets.QPushButton('选择文件')
indexfilepath_choice_btn.clicked.connect(self.indexfilepath_choice_btn_clicked)
tip_2 = QtWidgets.QLabel('股票日数据文件夹:')
self.dailydata_dir_lineedit = QtWidgets.QLineEdit()
self.dailydata_dir_lineedit.setReadOnly(True)
dailydata_choice_btn = QtWidgets.QPushButton('选择文件夹')
dailydata_choice_btn.clicked.connect(self.dailydata_choice_btn_clicked)
tip_0 = QtWidgets.QLabel('选择策略所在文件夹:')
self.stratege_dir_lineedit = QtWidgets.QLineEdit()
self.stratege_dir_lineedit.setReadOnly(True)
stratege_choice_btn = QtWidgets.QPushButton('选择文件夹')
stratege_choice_btn.clicked.connect(self.stratege_choice_btn_clicked)
tip_1 = QtWidgets.QLabel('策略:')
self.stratege_combox = QtWidgets.QComboBox()
self.stratege_combox.addItem(self.please_select_str)
self.stratege_combox.currentIndexChanged.connect(self.stratege_combox_currentIndexChanged)
self.run_btn = QtWidgets.QPushButton('运行')
self.run_btn.clicked.connect(self.run_btn_clicked)
self.force_stop_btn = QtWidgets.QPushButton('强制停止')
self.force_stop_btn.clicked.connect(self.force_stop_btn_clicked)
layout_top_left = QtWidgets.QGridLayout()
layout_top_left.addWidget(tip_3, 0, 0, 1, 1)
layout_top_left.addWidget(self.indexfilepath_lineedit, 0, 1, 1, 3)
layout_top_left.addWidget(indexfilepath_choice_btn, 0, 4, 1, 1)
layout_top_left.addWidget(tip_2,1,0,1,1)
layout_top_left.addWidget(self.dailydata_dir_lineedit,1,1,1,3)
layout_top_left.addWidget(dailydata_choice_btn,1,4,1,1)
layout_top_left.addWidget(tip_0,2,0,1,1)
layout_top_left.addWidget(self.stratege_dir_lineedit,2,1,1,3)
layout_top_left.addWidget(stratege_choice_btn,2,4,1,1)
layout_top_left.addWidget(tip_1,3,0,1,1)
layout_top_left.addWidget(self.stratege_combox,3,1,1,2)
layout_top_left.addWidget(self.run_btn,3,3,1,1)
layout_top_left.addWidget(self.force_stop_btn,3,4,1,1)
self.tip_msg_label = QtWidgets.QLabel()
self.tip_msg_label.setWordWrap(True)
self.tip_msg_label.setText(self.tip_msg_0)
results_output_look_btn = QtWidgets.QPushButton('结果查看')
results_output_look_btn.clicked.connect(self.results_output_look_btn_clicked)
layout_top_right = QtWidgets.QHBoxLayout()
layout_top_right.addWidget(self.tip_msg_label)
layout_top_right.addWidget(results_output_look_btn)
layout_top = QtWidgets.QHBoxLayout()
layout_top.addLayout(layout_top_left,3)
layout_top.addSpacing(30)
layout_top.addLayout(layout_top_right,1)
self.code_textedit = QtWidgets.QTextEdit()
self.code_textedit.setReadOnly(True)
layout = QtWidgets.QVBoxLayout()
layout.addLayout(layout_top)
layout.addWidget(self.code_textedit)
self.setLayout(layout)
pass
def register_event(self):
self.signal_runcode.connect(self.thread_run_excuted)
self.signal_time.connect(self.thread_time_excuted)
pass
def results_output_look_btn_clicked(self):
'''策略运行结果查看'''
if not self.running_graph_widget:
self.running_graph_widget = PyQtGraphRunningWidget()
self.running_graph_widget.showMaximized()
pass
def indexfilepath_choice_btn_clicked(self):
path, _ = QtWidgets.QFileDialog.getOpenFileName(
self,
'打开指数日数据文件',
self.pre_output_dir
)
if not path:
return
self.indexfilepath_lineedit.setText(path)
pass
def dailydata_choice_btn_clicked(self):
path = QtWidgets.QFileDialog.getExistingDirectory(
self,
'打开股票日数据所在文件夹',
self.pre_output_dir
)
if not path:
return
self.dailydata_path = path+'/'
self.dailydata_dir_lineedit.setText(path)
pass
def stratege_choice_btn_clicked(self):
'''选择策略所在文件夹'''
path = QtWidgets.QFileDialog.getExistingDirectory(
self,
'打开策略所在文件夹',
self.pre_output_dir
)
if not path:
return
self.stratege_path = path
self.stratege_dir_lineedit.setText(path)
file_list = os.listdir(path)
temp_file_list = set(self.stratege_name_list)
for item in file_list:
if item.endswith('.py'):
temp_file_list.add(item)
self.stratege_name_list = list(temp_file_list)
self.stratege_combox.clear()
self.stratege_combox.addItem(self.please_select_str)
self.stratege_combox.addItems(self.stratege_name_list)
pass
def stratege_combox_currentIndexChanged(self,cur_i:int):
cur_txt = self.stratege_combox.currentText()
if not cur_txt or cur_txt == self.please_select_str:
self.code_textedit.clear()
return
file_path = self.stratege_path + os.path.sep + cur_txt
with open(file_path,'r',encoding='utf-8') as fr:
code_txt = fr.read()
self.code_textedit.setPlainText(code_txt)
pass
def run_btn_clicked(self):
'''运行按钮'''
# 检查指数日数据文件
indexfilepath = self.indexfilepath_lineedit.text()
indexfilepath = indexfilepath.strip()
if len(indexfilepath)<=0:
QtWidgets.QMessageBox.information(
self,
'提示',
'请选择指数日数据文件',
QtWidgets.QMessageBox.Yes
)
return
# 检查股票日数据文件夹
dailydata_dir = self.dailydata_dir_lineedit.text()
dailydata_dir = dailydata_dir.strip()
if len(dailydata_dir)<=0:
QtWidgets.QMessageBox.information(
self,
'提示',
'请选择股票日数据文件夹',
QtWidgets.QMessageBox.Yes
)
return
dailydata_file_list = os.listdir(dailydata_dir)
if len(dailydata_file_list)<=0:
QtWidgets.QMessageBox.information(
self,
'提示',
'股票日数据文件夹中没有文件',
QtWidgets.QMessageBox.Yes
)
return
secID_name_file = self.results_output_dir + self.secID_name_file_name
if not os.path.exists(secID_name_file):
QtWidgets.QMessageBox.information(
self,
'提示',
'股票码与股票名基础文件不存在',
QtWidgets.QMessageBox.Yes
)
return
py_str = self.code_textedit.toPlainText()
if len(py_str)<10:
QtWidgets.QMessageBox.information(
self,
'提示',
'请选择要执行的策略',
QtWidgets.QMessageBox.Yes
)
return
self.current_stratege_py_str = py_str
base_data = {}
base_df = pd.read_csv(secID_name_file,encoding='utf-8')
for i,row in base_df.iterrows():
secID = row['secID']
secID_arr = secID.split('.')
base_data[secID_arr[0]] = row['secShortName']
pass
self.run_btn.setDisabled(True)
self.stratege_combox.setDisabled(True)
self.stratege_run_start_time = datetime.now()
self.stratege_start = True
if self.thread_run:
QtWidgets.QMessageBox.information(
self,
'提示',
'有策略正在运行',
QtWidgets.QMessageBox.Yes
)
return
pre_data = {
'py_str':py_str,
'base_data':base_data,
'indexfilepath':indexfilepath
}
self.thread_run = Thread(
target=self.running_run_thread,
args=(pre_data,)
)
self.thread_run.start()
self.thread_time = Thread(
target=self.running_time_thread
)
self.thread_time.start()
pass
def force_stop_btn_clicked(self):
'''强制停止按钮'''
self.thread_run = None
self.thread_time = None
self.run_btn.setDisabled(False)
self.stratege_combox.setDisabled(False)
self.stratege_start = False
pass
def running_run_thread(self,data:Dict[str,Any]):
'''执行代码线程'''
py_str = data['py_str']
base_data = data['base_data']
indexfilepath = data['indexfilepath']
namespace = {}
fun_stragegy = compile(py_str,'<string>','exec')
exec(fun_stragegy,namespace)
ret = namespace['excute_strategy'](base_data,self.dailydata_path,indexfilepath)
self.signal_runcode.emit(ret)
pass
def running_time_thread(self):
'''计时线程'''
while self.stratege_start:
now = datetime.now()
interval_time = (now-self.stratege_run_start_time).seconds
res_map = {'res':interval_time}
self.signal_time.emit(res_map)
time.sleep(1)
pass
def thread_run_excuted(self,data:Dict):
'''策略代码执行返回结果'''
self.run_btn.setDisabled(False)
self.stratege_combox.setDisabled(False)
# 保存结果文件
now_datetime_str = datetime.now().strftime('%Y%m%d%H%M%S')
df = data['df']
df_json = df.to_dict(orient='records')
pre_save_data = {
'df_json':df_json,
'end_date_str':data['end_date_str'],
'start_date_str':data['start_date_str'],
'index_file_name':data['index_file_name'],
'bar_data':data['bar_data']
}
with open(self.results_output_dir + now_datetime_str + '.json','w',encoding='utf-8') as fw:
json.dump(pre_save_data,fw)
if not self.running_graph_widget:
self.running_graph_widget = PyQtGraphRunningWidget()
self.running_graph_widget.showMaximized()
self.thread_run = None
self.thread_time = None
self.stratege_start = False
QtWidgets.QMessageBox.information(
self,
'提示',
'当前策略运行完毕',
QtWidgets.QMessageBox.Yes
)
pass
def thread_time_excuted(self,data:Dict):
'''计时返回结果'''
res = data['res']
self.tip_msg_label.setText(f"{res}s")
pass
def closeEvent(self, a0: QtGui.QCloseEvent) -> None:
if self.thread_time:
self.thread_time.join()
if self.thread_run:
self.thread_run.join()
if self.running_graph_widget:
self.running_graph_widget.close()
self.close()
工具使用
if __name__ == '__main__':
QtCore.QCoreApplication.setAttribute(QtCore.Qt.HighDpiScaleFactorRoundingPolicy.PassThrough)
app = QtWidgets.QApplication(sys.argv)
t_win = StrategeMainWidget()
t_win.showMaximized()
app.exec()
pass1. 在入口代码对应的py文件的同一目录下创建 results_output 目录
2. 下载数据，将 secID_name.csv 文件放入 results_output 目录里
3. 程序运行策略后，会把执行结果放入 results_output 目录中，以json文件存储
数据
链接：https://pan.baidu.com/s/1acghH4GQyu_OaOUmEjPdHw
提取码：6toe
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