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

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”