增加交易策略、交易指标、量化库代码等文件夹

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Win_home
2025-04-27 15:54:09 +08:00
parent ca3b209096
commit f57150dae8
589 changed files with 854346 additions and 1757 deletions

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import subprocess
import schedule
import time
from datetime import datetime
# jerome增加akshare库
import akshare as ak
# jerome:增加下列库用于爬虫获取主力连续代码
import pandas as pd
import requests
from bs4 import BeautifulSoup
import csv
import re
import os
# jerome:增加文件名修改工作
import shutil
# Jerome:需要设置的参数
new_directory = r"C:/simnow_trader" #设置运行目录为程序所在目录new_directory
# 定义要启动的文件
files_to_run = ['dingdanliu_nb.py']
# 定义生成的保证金、手续费csv文件
fees_filepath = r'./futures_fees_info.csv'
contracts_filepath = r'./main_contacts.csv'
contracts_yd_filepath = r'./main_contacts_yd.csv'
exchange_filepath = r'./exchange_for_months.csv'
# jerome:修改运行目录
# 获取当前工作目录
current_directory = os.getcwd()
print("当前工作目录:", current_directory)
# 设置新的工作目录
os.chdir(new_directory)
# 验证新的工作目录
updated_directory = os.getcwd()
print("已更改为新的工作目录:", updated_directory)
def run_scripts():
print("启动程序...")
for file in files_to_run:
time.sleep(1)
# 使用subprocess模块运行命令
subprocess.Popen(['start', 'cmd', '/k', 'python', file], shell=True)
print(file)
print(datetime.now(),'程序重新启动完成,等待明天关闭重启')
def close_scripts():
print("关闭程序...")
# 通过创建一个包含关闭指定窗口命令的批处理文件来关闭CMD窗口
def close_specific_cmd_window(cmd_window_title):
with open("close_cmd_window.bat", "w") as batch_file:
batch_file.write(f'@echo off\nfor /f "tokens=2 delims=," %%a in (\'tasklist /v /fo csv ^| findstr /i "{cmd_window_title}"\') do taskkill /pid %%~a')
# 运行批处理文件
subprocess.run("close_cmd_window.bat", shell=True)
# 循环关闭所有脚本对应的CMD窗口
for title in files_to_run:
close_specific_cmd_window(title)
print(datetime.now(),'已关闭程序,等待重新运行程序')
# jerome:增加使用akshare获取期货的手续费等数据并保存到对应目录下
def get_futures_fees_info():
futures_fees_info_df = ak.futures_fees_info()
futures_fees_info_df[['品种代码', '交割月份']] = futures_fees_info_df['合约代码'].apply(lambda x: pd.Series(split_alpha_numeric(x)))
futures_fees_info_df.to_csv(fees_filepath, index=False)
print("期货保证金、手续费csv文件已经保存!")
def get_main_contacts():
url = "https://www.9qihuo.com/hangqing"
# 发送GET请求禁用SSL验证
response = requests.get(url, verify=False)
response.encoding = 'utf-8' # 确保编码正确
# 解析网页内容
soup = BeautifulSoup(response.text, 'lxml')
# 找到目标表格
table = soup.find('table', {'id': 'tblhangqinglist'})
# 初始化CSV文件
with open(r'./tmp_main_contacts.csv', mode='w', newline='', encoding='utf-8') as file:
writer = csv.writer(file)
# 遍历表格的所有行
for row in table.find_all('tr'):
# 获取每一行的所有单元格
cols = row.find_all(['th', 'td'])
# 提取文本内容并写入CSV文件
writer.writerow([col.text.strip() for col in cols])
df = pd.read_csv(r'./tmp_main_contacts.csv',encoding='utf-8')
df['交易品种'] = df['合约'].str.split(r'[()]', n=1, expand=True)[0]
df['主连代码'] = df['合约'].str.split(r'[()]', n=2, expand=True)[1]
df[['品种代码', '交割月份']] = df['主连代码'].apply(lambda x: pd.Series(split_alpha_numeric(x)))
if os.path.exists(contracts_filepath):
os.remove(contracts_filepath)
print("原有今日期货主连csv文件已经删除!")
df.to_csv(r'./main_contacts.csv')
os.remove(r'./tmp_main_contacts.csv')
print("今日期货主连csv文件已经保存!")
# 拆分字母和数字的函数
def split_alpha_numeric(s):
match = re.match(r"([a-zA-Z]+)([0-9]+)", s)
if match:
return match.groups()
else:
return (s, None) # 如果没有匹配返回原始字符串和None
def rename_file():
# source_file = r'./main_contacts.csv'
# target_file = r'./main_contacts_yd.csv'
# 检查是否存在 main_contacts_yd.csv如果存在则删除
if os.path.exists(contracts_yd_filepath):
os.remove(contracts_yd_filepath)
print("原有昨日期货主连csv文件已经删除!")
shutil.copy(contracts_filepath, contracts_yd_filepath)
# print(f"{contracts_filepath} has been copied to {contracts_yd_filepath}")
print("今日期货主连csv文件已经修改为昨日主连csv文件!")
# # 重命名文件
# if os.path.exists(source_file):
# os.rename(source_file, target_file)
# print(f'Renamed {source_file} to {target_file}')
# else:
# print(f'{source_file} does not exist')
def exchange_for_months():
td_df = pd.read_csv(contracts_filepath, header = 0, usecols= [16, 17],names=['主连代码', '品种代码'])
if not os.path.exists(contracts_yd_filepath):
shutil.copy(contracts_filepath, contracts_yd_filepath)
print("昨日主连csv文件不存在,已经使用今日主连csv替代!")
yd_df = pd.read_csv(contracts_yd_filepath, header = 0, usecols= [16, 17],names=['主连代码', '品种代码'])
# 合并两个 DataFrame
merged_df = pd.merge(td_df, yd_df, on='品种代码', suffixes=('_今日', '_昨日'))
# 检查 '主连代码' 是否相等
merged_df['主连代码_相等'] = merged_df['主连代码_今日'] == merged_df['主连代码_昨日']
if os.path.exists(exchange_filepath):
os.remove(exchange_filepath)
print("原有换月对比csv文件已经删除!")
merged_df.to_csv(exchange_filepath)
print("换月对比csv文件已经生成!")
# 程序时间建议(以每晚9点交易为最开始时间1生成费率表和今日主连文件;2生成换月对比文件3、启动晚间交易程序并登录账户
# 4关闭晚间交易程序5启动白天交易程序并登录账户6生成昨日主连文件7关闭白天交易程序。
# 设置定时任务,关闭程序
schedule.every().day.at("15:10").do(close_scripts)
schedule.every().day.at("03:00").do(close_scripts)
# 设置定时任务,启动程序
schedule.every().day.at("08:55").do(run_scripts)
schedule.every().day.at("20:55").do(run_scripts)
# 设置定时任务,生成费率表文件和今日主连文件
schedule.every().day.at("20:53").do(get_futures_fees_info)
schedule.every().day.at("20:53").do(get_main_contacts)
# 设置定时任务,生成换月对比文件
schedule.every().day.at("20:55").do(exchange_for_months)
# 设置定时任务安排任务每天15:30执行, 生成昨日主连文件
schedule.every().day.at("15:05").do(rename_file)
# 保持脚本运行,等待定时任务触发
while True:
schedule.run_pending()
time.sleep(1)