My Script（win10）

发表于 2021-04-09

jupyter lab –ip 0.0.0.0 –no-browser –allow-root

conda activate qtrader
conda activate qlib_py38
conda activate quant_py38
conda activate ml4t
conda activate backtest
pip install -r requirements.txt

conda env create -f ml4t.yml

download from eastmoney.com

python collector.py download_data –source_dir D:/00AAA/CSV_data/fund_data/source/cn_1d –region CN –start 2000-11-01 –end 2021-04-10 –delay 0.1 –interval 1d

normalize

python collector.py normalize_data –source_dir ~/.qlib/fund_data/source/cn_1d –normalize_dir ~/.qlib/fund_data/source/cn_1d_nor –region CN –interval 1d –date_field_name FSRQ

个人博客

npm install hexo-deployer-rsync –save
hexo clean && hexo deploy

hexo clean
hexo g # 生成页面
hexo d # 部署发布

hikyuu QUANT

Quandl
LRgAofrkXx9FLitMQDw_
505161730@qq.com
yanglu0713

docker run -it -v D:/0AAA/machine-learning-for-trading:/home/packt/ml4t -p 8888:8888 -e QUANDL_API_KEY= –name ml4t appliedai/packt:latest bash

conda env create -f ml4t.yml

jupyter lab –ip 0.0.0.0 –no-browser –allow-root
jupyter notebook –ip 0.0.0.0 –no-browser –allow-root
conda activate ml4t
conda activate backtest
zipline ingest -b quandl

docker pull mariadb
docker run -p 127.0.0.1:3306:3306 –name mariadb -e MYSQL_ROOT_PASSWORD=123456 -d mariadb
docker pull appliedai/packt:latest
docker run –name ml4t -d appliedai/packt:latest
docker start 43e3fef2266c

git clone https://github.com/microsoft/qlib

docker stats –all
docker images
docker rmi f50b79f77282
docker pull mongo
docker run –name mymongo -v /mymongo/data:/data/db -p 27017:27017 -d mongo

hikyuutdx
Quant_stock
git clone https://github.com/ltnguyen14/Quant_stock

fund 20210321

download from eastmoney.com

python collector.py download_data –source_dir ~/.qlib/fund_data/source/cn_1d –region CN –start 2008-11-01 –end 2021-03-21 –delay 0.1 –interval 1d

normalize

python collector.py normalize_data –source_dir ~/.qlib/fund_data/source/cn_1d –normalize_dir ~/.qlib/fund_data/source/cn_1d_nor –region CN –interval 1d –date_field_name FSRQ

dump data

cd qlib/scripts
python dump_bin.py dump_all –csv_path ~/.qlib/fund_data/source/cn_1d_nor –qlib_dir ~/.qlib/qlib_data/cn_fund_data –freq day –date_field_name FSRQ –include_fields DWJZ,LJJZ

python scripts/dump_bin.py dump_all COMMAND | VALUE | –csv_path=CSV_PATH –qlib_dir=QLIB_DIR

python scripts/get_data.py qlib_data –target_dir ~/.qlib/qlib_data/cn_data –region cn

download from yahoo finance

python collector.py download_data –source_dir D:/00AAA/CSV_data/sh_data –region CN –start 1990-01-01 –end 2021-03-16 –delay 0.1 –interval 1d

normalize

python collector.py normalize_data –source_dir D:/00AAA/CSV_data/sh_data -normalize_dir D:/00AAA/CSV_data/sh_data_nor –region CN –interval 1d –symbol_field_name symbol

dump data

python scripts/dump_bin.py dump_all –csv_path D:/00AAA/CSV_data/sh_data_nor –qlib_dir ~/.qlib/qlib_data/sh_data –freq day –exclude_fields date,adjclose,dividends,splits,symbol

normalize

python collector.py normalize_data –source_dir ~/.qlib/stock_data/source/cn_1d –normalize_dir ~/.qlib/stock_data/source/cn_1d_nor –region CN –interval 1d –symbol_field_name symbol

dump data

python scripts/dump_bin.py dump_all –csv_path ~/.qlib/stock_data/source/cn_1d_nor –qlib_dir ~/.qlib/qlib_data/qlib_cn_1d –freq 1min –exclude_fields date,adjclose,dividends,splits,symbol

python scripts/dump_bin.py dump_all –csv_path ~/.qlib/stock_data/source/cn_1d_nor –qlib_dir ~/.qlib/qlib_data/qlib_cn_1d –freq day –exclude_fields date,adjclose,dividends,splits,symbol
cd qlib/scripts
python scripts/dump_bin.py dump_all –csv_path ~/.qlib/stock_data/source/cn_1d_nor –qlib_dir ~/.qlib/qlib_data/qlib_cn_1d –freq 1min –exclude_fields date,adjclose,dividends,splits,symbol

python scripts/dump_bin.py dump_update –csv_path ~/.qlib/stock_data/source/cn_1d_nor –qlib_dir ~/.qlib/qlib_data/cn_data –freq 1min –exclude_fields date,adjclose,dividends,splits,symbol

处理来自baostock数据

(1)# normalize
python collector.py normalize_data –source_dir D:/00AAA/CSV_data/sh_data1 –normalize_dir ~/.qlib/stock_data/source/cn_1d_nor2 –region CN –interval 1d –symbol_field_name code
python collector.py normalize_data –source_dir D:/00AAA/CSV_data/sh_data_bao –normalize_dir D:/00AAA/CSV_data/sh_data_bao_nor –region CN –interval 1d –symbol_field_name code

##python scripts/dump_bin.py dump_all –csv_path D:/00AAA/CSV_data/sh_data1 –qlib_dir ~/.qlib/qlib_data/sh_data –symbol_field_name code –date_field_name date –include_fields open,high,low,close,volume,amount,turn,change,factor

(2)# dump data
python scripts/dump_bin.py dump_all –csv_path D:/00AAA/CSV_data/sh_data_bao_nor –qlib_dir ~/.qlib/qlib_data/sh_data_bao –freq day –symbol_field_name code –date_field_name date –include_fields open,high,low,close,volume,amount,turn,change,factor

python scripts/dump_bin.py dump_all –csv_path ~/.qlib/stock_data/source/cn_1d_nor2 –qlib_dir ~/.qlib/qlib_data/qlib_cn_1d2 –symbol_field_name code –date_field_name date –include_fields open,high,low,close,volume,amount,turn,change,factor

处理来自商用软件导出来数据

(1)# normalize
python collector.py normalize_data –source_dir D:/00AAA/CSV_data/sh_data1 –normalize_dir ~/.qlib/stock_data/source/cn_1d_nor2 –region CN –interval 1d –symbol_field_name code

python collector.py normalize_data –source_dir D:/00AAA/CSV_data/sh_data_bao –normalize_dir D:/00AAA/CSV_data/sh_data_bao_nor –region CN –interval 1d –symbol_field_name code

##python scripts/dump_bin.py dump_all –csv_path D:/00AAA/CSV_data/sh_data1 –qlib_dir ~/.qlib/qlib_data/sh_data –symbol_field_name code –date_field_name date –include_fields open,high,low,close,volume,amount,turn,change,factor

(2)# dump data
python scripts/dump_bin.py dump_all –csv_path D:/00AAA/CSV_data/sh_data_bao_nor –qlib_dir ~/.qlib/qlib_data/sh_data_bao –freq day –symbol_field_name code –date_field_name date –include_fields open,high,low,close,volume,amount,turn,change,factor

python scripts/dump_bin.py dump_all –csv_path ~/.qlib/stock_data/source/cn_1d_nor2 –qlib_dir ~/.qlib/qlib_data/qlib_cn_1d2 –symbol_field_name code –date_field_name date –include_fields open,high,low,close,volume,amount,turn,change,factor

zipline run -f dual_moving_average.py –start 2014-1-1 –end 2020-1-22 -o dma.pickle –no-benchmark
zipline run -f dual_ema_talib.py –start 2014-1-1 –end 2020-1-22 -o dma.pickle –no-benchmark
zipline run -f buy_and_hold.py –start 2014-1-1 –end 2020-1-22 -o dma.pickle –no-benchmark

conda env list
conda create -n py36 python=3.6
conda activate py36
conda install libpython m2w64-toolchain -c msys2
conda install pystan
#conda install fbprophet
conda install -c conda-forge fbprophet -y
pip install –upgrade plotly

conda create -n qtrader python=3.7
conda activate qtrader
conda activate qlib_py38
conda activate quant_py38
conda activate ml4t

conda install pystan
conda install fbprophet

conda env create -f ml4t.yml
pip install matplotlib==3.2.2 –user

conda create -n env_zipline python=3.6
conda activate env_zipline
conda install -c conda-forge zipline
zipline ingest -b quantopian-quandl

conda remove -n env_zipline –all

pip install mlfinlab -ignore installed
quantaxis
http://180.76.39.246:5000
ws://180.76.39.246:5000/ws/

stock_ip 180.153.39.51 future_ip 106.14.95.149

这是你的QAPRO_ID: oL-C4w7bCKOcmjvkwytEE647yt0k
pip install requests
requests.post(“http://101.132.37.31/signal?user_id=oL-C4w7bCKOcmjvkwytEE647yt0k&template=xiadan_report& strategy_id=test1&realaccount=133496&code=rb1910&order_direction=BUY& order_offset=OPEN&price=3600&volume=1&order_time=20190909”

python -m GolemQ.cli –sub sina_l1

python -m GolemQ.cli –sub sina_l1 –codelist “600783、601069、002152、000582、002013、000960、000881 、000698、600742、600203、601186、601007、600328、600879”

Stock Docker

发表于 2021-04-08 更新于 2021-04-11

docker pull appliedai/packt:latest

https://github.com/pythonstock/stock

mkdir -p /data/mariadb/data
docker pull pythonstock/pythonstock:latest
docker pull mariadb:latest

docker run –name mariadb -v /data/mariadb/data:/var/lib/mysql -e MYSQL_ROOT_PASSWORD=mariadb -p 3306:3306 -d mariadb:latest

docker run -itd –link=mariadb –name stock -v /data/notebooks:/data/notebooks -p 8888:8888 -p 9999:9999 pythonstock/pythonstock:latest

进入镜像：

docker exec -it stock bash
sh /data/stock/jobs/cron.daily/run_daily

本地访问端口

http://localhost:9999 股票系统

http://localhost:8888 jupyter

Hello World

发表于 2021-04-07 更新于 2021-04-08

Welcome to Hexo! This is your very first post. Check documentation for more info. If you get any problems when using Hexo, you can find the answer in troubleshooting or you can ask me on GitHub.

Quick Start

Create a new post

1	$ hexo new "My New Post"

More info: Writing

Run server

1	$ hexo server

More info: Server

Generate static files

1	$ hexo generate

More info: Generating

Deploy to remote sites

1	$ hexo deploy

More info: Deployment

Welcome to Hexo! This is your very first post. Check documentation for more info. If you get any problems when using Hexo, you can find the answer in troubleshooting or you can ask me on GitHub.