最近在小果套利系统里面添加了一下可以套利模块,同时实现了盘中自动更新,30分钟更新一次。给大家提交交易参考,可以套利模块的选择
df=df[df['申购状态'] !='暂停申购']df=df[df['申购限额'] !='无限额']df['溢价率']=df['溢价率'].astype(float)df['成交量']=df['成交量'].astype(float)df=df[df['溢价率']>=1.2]df=df[df['成交量']>=1000000]
成交量大于100万,溢价率对于1.2,申购状态不是暂停申购,申购限额不是无限额
网页http://120.78.132.143:8023/

点击lof套利模块 网页http://120.78.132.143:8023/lof_fund_data_analysis_app
点击运行,在点击不运行在点运行

可以点击排序溢价率

可以点击下载数据下载数据

下载的数据

全部的lof数据

套利分析

可以套利模块

历史溢价率

可以选择状态的标的

历史数据

交易状态查询可以选择标的

源代码全部上传了知识星球可以下载

可以加我备注加群,进入我的量化研究群

数据api
import pandas as pdimport jsonimport requestsimport osclass xg_financial_database:'''小果金融数据库'''def __init__(self,url='http://120.78.132.143',port=8023,password='123456'):'''小果金融数据库url服务器网页port端口password授权码'''self.url=urlself.port=portself.password=passwordself.path=os.path.dirname(os.path.abspath(__file__))def get_user_info(self):'''获取用户信息'''url='{}:{}/_dash-update-component'.format(self.url,self.port)headers={'Content-Type':'application/json'}data={"output":"finace_data_table_1.data@c28c1f466316fd80f79b58b2e7baab2f","outputs":{"id":"finace_data_table_1","property":"data@c28c1f466316fd80f79b58b2e7baab2f"},"inputs":[{"id":"finace_data_password","property":"value","value":"{}".format(self.password)},{"id":"finace_data_data_type","property":"value","value":"代码"},{"id":"finace_data_text","property":"value","value":"from trader_tool.stock_data import stock_data\nstock_data=stock_data()\ndf=stock_data.get_stock_hist_data_em(stock='600031',start_date='20210101',end_date='20600101',data_type='D',count=8000)\ndf.to_csv(r'{}\\数据\\{}数据.csv')\n \n "},{"id":"finace_data_run","property":"value","value":"运行"},{"id":"finace_data_down_data","property":"value","value":"不下载数据"}],"changedPropIds":["finace_data_run.value"]}res=requests.post(url=url,data=json.dumps(data),headers=headers)text=res.json()df=pd.DataFrame(text['response']['finace_data_table_1']['data'])return dfdef get_user_def_data(self,func=''):'''自定义数据获取调用数据库'''text=self.params_func(text=func)func=textinfo=self.get_user_info()print(info)url='{}:{}/_dash-update-component'.format(self.url,self.port)headers={'Content-Type':'application/json'}data={"output":"finace_data_table.data@c28c1f466316fd80f79b58b2e7baab2f","outputs":{"id":"finace_data_table","property":"data@c28c1f466316fd80f79b58b2e7baab2f"},"inputs":[{"id":"finace_data_password","property":"value","value":"{}".format(self.password)},{"id":"finace_data_data_type","property":"value","value":"代码"},{"id":"finace_data_text","property":"value","value":"{}".format(func)},{"id":"finace_data_run","property":"value","value":"运行"},{"id":"finace_data_down_data","property":"value","value":"不下载数据"}],"changedPropIds":["finace_data_run.value"]}res=requests.post(url=url,data=json.dumps(data),headers=headers)text=res.json()df=pd.DataFrame(text['response']['finace_data_table']['data'])return info, dfdef params_func(self,text=''):'''解析函数'''data_list=[]f=text.split('\n')for i in f:text=i.strip().lstrip()data_list.append(text)func='\n'.join(data_list)return funcdef get_all_etf_data(self):'''获取全部的etf数据'''func="""from trader_tool.dfcf_etf_data import dfcf_etf_datadata=dfcf_etf_data()df=data.get_all_etf_data()df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_bond_etf_data(self):'''获取债券的etf数据'''func="""from trader_tool.dfcf_etf_data import dfcf_etf_datadata=dfcf_etf_data()df=data.get_bond_etf_data()df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_sz_sh_etf(self):'''获取A股ETF数据'''func="""from trader_tool.dfcf_etf_data import dfcf_etf_datadata=dfcf_etf_data()df=data.get_sz_sh_etf()df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_wp_etf_data(self):'''获取外盘ETF数据'''func="""from trader_tool.dfcf_etf_data import dfcf_etf_datadata=dfcf_etf_data()df=data.get_wp_etf_data()df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_sp_etf_data(self):'''获取商品ETF数据'''func="""from trader_tool.dfcf_etf_data import dfcf_etf_datadata=dfcf_etf_data()df=data.get_sp_etf_data()df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_hot_spot_investment(self):'''获取ETF热点投资数据'''func="""from trader_tool.dfcf_etf_data import dfcf_etf_datadata=dfcf_etf_data()df=data.get_hot_spot_investment()df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_hot_spot_investment(self):'''获取ETF热点投资数据'''func="""from trader_tool.dfcf_etf_data import dfcf_etf_datadata=dfcf_etf_data()df=data.get_hot_spot_investment()df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_limit_up_pool(self,date='20240126'):'''获取涨停板数据'''func="""from trader_tool.ths_limitup_data import ths_limitup_datadata=ths_limitup_data()df=data.read_func_data(func="self.get_limit_up_pool(date={})")print(df)""".format(date)+"""df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_limit_up(self,date=''):'''冲刺涨停'''func="""from trader_tool.ths_limitup_data import ths_limitup_datadata=ths_limitup_data()df=data.read_func_data(func="self.get_limit_up(date={})")print(df)""".format(date)+"""df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_continuous_limit_pool(self,date='20230925'):'''连扳'''func="""from trader_tool.ths_limitup_data import ths_limitup_datadata=ths_limitup_data()df=data.read_func_data(func="self.get_continuous_limit_pool(date={})")print(df)""".format(date)+"""df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_open_limit_pool(self,date='20230925'):'''炸板池'''func="""from trader_tool.ths_limitup_data import ths_limitup_datadata=ths_limitup_data()df=data.read_func_data(func="self.get_open_limit_pool(date={})")print(df)""".format(date)+"""df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_lower_limit_pool(self,date='20230101'):'''跌停'''func="""from trader_tool.ths_limitup_data import ths_limitup_datadata=ths_limitup_data()df=data.read_func_data(func="self.get_lower_limit_pool(date={})")print(df)""".format(date)+"""df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_block_top_pool(self,date='20230101'):'''最强风口'''func="""from trader_tool.ths_limitup_data import ths_limitup_datadata=ths_limitup_data()df=data.read_func_data(func="self.get_block_top_pool(date={})")print(df)""".format(date)+"""df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_analysis_block_top_pool(self,date='20240101'):'''解析最强风口'''func="""from trader_tool.ths_limitup_data import ths_limitup_datadata=ths_limitup_data()df=data.read_func_data(func="self.get_analysis_block_top_pool(date={})")print(df)""".format(date)+"""df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_stock_continuous_limit_up(self,date='20240101'):'''连扳天梯'''func="""from trader_tool.ths_limitup_data import ths_limitup_datadata=ths_limitup_data()df=data.read_func_data(func="self.get_stock_continuous_limit_up(date={})")print(df)""".format(date)+"""df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_hot_stock_rank(self):func="""from trader_tool.ths_rq import ths_rqmodels=ths_rq()df=models.get_hot_stock_rank()print(df)df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_stock_concept_rot_rank(self):func="""from trader_tool.ths_rq import ths_rqmodels=ths_rq()df=models.get_stock_concept_rot_rank()print(df)df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_stock_industry_rot_rank(self):func="""from trader_tool.ths_rq import ths_rqmodels=ths_rq()df=models.get_stock_industry_rot_rank()print(df)df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_etf_hot_rank(self):func="""from trader_tool.ths_rq import ths_rqmodels=ths_rq()df=models.get_etf_hot_rank()print(df)df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_cov_bond_rot_rank(self):func="""from trader_tool.ths_rq import ths_rqmodels=ths_rq()df=models.get_cov_bond_rot_rank()print(df)df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_HK_stock_rot_rank(self):func="""from trader_tool.ths_rq import ths_rqmodels=ths_rq()df=models.get_HK_stock_rot_rank()print(df)df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_US_stock_rot_rank(self):func="""from trader_tool.ths_rq import ths_rqmodels=ths_rq()df=models.get_US_stock_rot_rank()print(df)df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_futurn_hot_rank(self):func="""from trader_tool.ths_rq import ths_rqmodels=ths_rq()df=models.get_futurn_hot_rank()print(df)df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef fund_lof_spot_em(self):'''LOF 实时行情'''func="""from trader_tool.lof_fund_data import lof_fund_datamodels=lof_fund_data()df=models.fund_lof_spot_em()print(df)df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef fund_lof_hist_em(self,symbol: str = "166009",period: str = "daily",start_date: str = "19700101",end_date: str = "20500101",adjust: str = "",):'''获取lof历史数据'''func="""from trader_tool.lof_fund_data import lof_fund_datamodels=lof_fund_data()df=models.fund_lof_hist_em(symbol='{}',period='{}',start_date='{}',end_date='{}',adjust='{}')print(df)""".format(symbol,period,start_date,end_date,adjust)+"""df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef fund_lof_hist_min_em(self,symbol: str = "166009",start_date: str = "1979-09-01 09:32:00",end_date: str = "2222-01-01 09:32:00",period: str = "5",adjust: str = ""):'''lof分时行情'''func="""from trader_tool.lof_fund_data import lof_fund_datamodels=lof_fund_data()df=models.fund_lof_hist_min_em(symbol='{}',period='{}',start_date='{}',end_date='{}',adjust='{}')print(df)""".format(symbol,period,start_date,end_date,adjust)+"""df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_lof_fund_info_data(self,stock='501225'):'''获取ETF基本信息'''func="""from trader_tool.lof_fund_data import lof_fund_datamodels=lof_fund_data()df=models.get_lof_fund_info_data(stock='{}')""".format(stock)+"""df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfdef get_all_lof_fund_info_data(self):'''获取全部lof基金数据'''func="""from trader_tool.lof_fund_data import lof_fund_datamodels=lof_fund_data()df=models.get_all_lof_fund_info_data()print(df)df.to_csv(r'{}\数据\{}数据.csv')"""info,df=self.get_user_def_data(func=func)return info,dfif __name__=='__main__':data=xg_financial_database(password='123456')df=data.get_lof_fund_info_data(stock='501025')print(df)