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feat: 完善 QMT 交易模块

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liaozhaorun
2026-02-24 13:06:14 +08:00
parent 29706da299
commit 5628fbb34c
13 changed files with 1249 additions and 5368 deletions
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139
main/data/update/update_stk_limit.ipynb
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@@ -34,23 +34,23 @@
"output_type": "stream",
"text": [
" ts_code trade_date\n",
"4971 600208.SH 20260130\n",
"4972 600210.SH 20260130\n",
"4973 600211.SH 20260130\n",
"4961 600195.SH 20260130\n",
"7441 920964.BJ 20260130\n",
"4979 600202.SH 20260206\n",
"4980 600203.SH 20260206\n",
"4981 600206.SH 20260206\n",
"4969 600189.SH 20260206\n",
"7454 920964.BJ 20260206\n",
"<class 'pandas.core.frame.DataFrame'>\n",
"Index: 11775527 entries, 0 to 37233\n",
"Index: 11812821 entries, 0 to 37293\n",
"Data columns (total 2 columns):\n",
" # Column Dtype \n",
"--- ------ ----- \n",
" 0 ts_code object\n",
" 1 trade_date object\n",
"dtypes: object(2)\n",
"memory usage: 269.5+ MB\n",
"memory usage: 270.4+ MB\n",
"None\n",
"20260130\n",
"20260202\n"
"20260206\n",
"20260209\n"
]
}
],
@@ -95,8 +95,8 @@
"任务 20260309 完成\n",
"任务 20260306 完成\n",
"任务 20260305 完成\n",
"任务 20260303 完成\n",
"任务 20260304 完成\n",
"任务 20260303 完成\n",
"任务 20260302 完成\n",
"任务 20260227 完成\n",
"任务 20260226 完成\n",
@@ -106,12 +106,7 @@
"任务 20260212 完成\n",
"任务 20260211 完成\n",
"任务 20260210 完成\n",
"任务 20260209 完成\n",
"任务 20260206 完成\n",
"任务 20260205 完成\n",
"任务 20260204 完成\n",
"任务 20260203 完成\n",
"任务 20260202 完成\n"
"任务 20260209 完成\n"
]
}
],
@@ -163,71 +158,71 @@
"output_type": "stream",
"text": [
"[ trade_date ts_code up_limit down_limit\n",
"0 20260206 000001.SZ 12.20 9.98\n",
"1 20260206 000002.SZ 5.37 4.39\n",
"2 20260206 000004.SZ 10.79 9.77\n",
"3 20260206 000006.SZ 9.90 8.10\n",
"4 20260206 000007.SZ 12.31 10.07\n",
"0 20260213 000001.SZ 12.06 9.86\n",
"1 20260213 000002.SZ 5.41 4.43\n",
"2 20260213 000004.SZ 8.36 7.56\n",
"3 20260213 000006.SZ 10.12 8.28\n",
"4 20260213 000007.SZ 13.44 11.00\n",
"... ... ... ... ...\n",
"7459 20260206 920978.BJ 41.60 22.40\n",
"7460 20260206 920981.BJ 41.63 22.43\n",
"7461 20260206 920982.BJ 298.63 160.81\n",
"7462 20260206 920985.BJ 11.37 6.13\n",
"7463 20260206 920992.BJ 22.32 12.02\n",
"7476 20260213 920978.BJ 39.09 21.05\n",
"7477 20260213 920981.BJ 41.61 22.41\n",
"7478 20260213 920982.BJ 284.06 152.96\n",
"7479 20260213 920985.BJ 11.34 6.12\n",
"7480 20260213 920992.BJ 21.77 11.73\n",
"\n",
"[7464 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260205 000001.SZ 12.07 9.87\n",
"1 20260205 000002.SZ 5.39 4.41\n",
"2 20260205 000004.SZ 11.36 10.28\n",
"3 20260205 000006.SZ 9.97 8.15\n",
"4 20260205 000007.SZ 12.32 10.08\n",
"[7481 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260212 000001.SZ 12.18 9.96\n",
"1 20260212 000002.SZ 5.38 4.40\n",
"2 20260212 000004.SZ 8.80 7.96\n",
"3 20260212 000006.SZ 10.29 8.42\n",
"4 20260212 000007.SZ 13.31 10.89\n",
"... ... ... ... ...\n",
"7454 20260205 920978.BJ 41.48 22.34\n",
"7455 20260205 920981.BJ 42.00 22.62\n",
"7456 20260205 920982.BJ 289.43 155.85\n",
"7457 20260205 920985.BJ 12.16 6.56\n",
"7458 20260205 920992.BJ 22.32 12.02\n",
"7476 20260212 920978.BJ 39.93 21.51\n",
"7477 20260212 920981.BJ 41.60 22.40\n",
"7478 20260212 920982.BJ 284.29 153.09\n",
"7479 20260212 920985.BJ 11.01 5.93\n",
"7480 20260212 920992.BJ 21.86 11.78\n",
"\n",
"[7459 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260204 000001.SZ 11.92 9.76\n",
"1 20260204 000002.SZ 5.17 4.23\n",
"2 20260204 000004.SZ 11.96 10.82\n",
"3 20260204 000006.SZ 9.77 7.99\n",
"4 20260204 000007.SZ 12.32 10.08\n",
"[7481 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260211 000001.SZ 12.17 9.95\n",
"1 20260211 000002.SZ 5.37 4.39\n",
"2 20260211 000004.SZ 9.26 8.38\n",
"3 20260211 000006.SZ 10.18 8.33\n",
"4 20260211 000007.SZ 13.37 10.94\n",
"... ... ... ... ...\n",
"7453 20260204 920978.BJ 38.15 20.55\n",
"7454 20260204 920981.BJ 43.01 23.17\n",
"7455 20260204 920982.BJ 279.50 150.50\n",
"7456 20260204 920985.BJ 10.66 5.74\n",
"7457 20260204 920992.BJ 22.28 12.00\n",
"7469 20260211 920978.BJ 41.02 22.10\n",
"7470 20260211 920981.BJ 41.91 22.57\n",
"7471 20260211 920982.BJ 286.35 154.19\n",
"7472 20260211 920985.BJ 11.34 6.12\n",
"7473 20260211 920992.BJ 22.04 11.88\n",
"\n",
"[7458 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260203 000001.SZ 11.95 9.77\n",
"1 20260203 000002.SZ 5.15 4.21\n",
"2 20260203 000004.SZ 12.59 11.39\n",
"3 20260203 000006.SZ 9.58 7.84\n",
"4 20260203 000007.SZ 12.09 9.89\n",
"[7474 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260210 000001.SZ 12.18 9.96\n",
"1 20260210 000002.SZ 5.46 4.46\n",
"2 20260210 000004.SZ 9.74 8.82\n",
"3 20260210 000006.SZ 10.32 8.44\n",
"4 20260210 000007.SZ 13.53 11.07\n",
"... ... ... ... ...\n",
"7453 20260203 920978.BJ 37.93 20.43\n",
"7454 20260203 920981.BJ 42.52 22.90\n",
"7455 20260203 920982.BJ 279.35 150.43\n",
"7456 20260203 920985.BJ 10.15 5.47\n",
"7457 20260203 920992.BJ 21.95 11.83\n",
"7466 20260210 920978.BJ 41.71 22.47\n",
"7467 20260210 920981.BJ 42.05 22.65\n",
"7468 20260210 920982.BJ 289.90 156.10\n",
"7469 20260210 920985.BJ 11.83 6.37\n",
"7470 20260210 920992.BJ 22.33 12.03\n",
"\n",
"[7458 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260202 000001.SZ 11.91 9.75\n",
"1 20260202 000002.SZ 5.37 4.39\n",
"2 20260202 000004.SZ 13.25 11.99\n",
"3 20260202 000006.SZ 9.86 8.06\n",
"4 20260202 000007.SZ 11.97 9.79\n",
"[7471 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260209 000001.SZ 12.16 9.95\n",
"1 20260209 000002.SZ 5.29 4.33\n",
"2 20260209 000004.SZ 10.26 9.28\n",
"3 20260209 000006.SZ 9.88 8.08\n",
"4 20260209 000007.SZ 13.00 10.64\n",
"... ... ... ... ...\n",
"7450 20260202 920978.BJ 40.36 21.74\n",
"7451 20260202 920981.BJ 45.50 24.50\n",
"7452 20260202 920982.BJ 287.80 154.98\n",
"7453 20260202 920985.BJ 10.33 5.57\n",
"7454 20260202 920992.BJ 22.63 12.19\n",
"7462 20260209 920978.BJ 42.45 22.87\n",
"7463 20260209 920981.BJ 41.40 22.30\n",
"7464 20260209 920982.BJ 291.70 157.08\n",
"7465 20260209 920985.BJ 11.32 6.10\n",
"7466 20260209 920992.BJ 22.13 11.93\n",
"\n",
"[7455 rows x 4 columns]]\n"
"[7467 rows x 4 columns]]\n"
]
}
],
@@ -295,7 +290,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.12.11"
"version": "3.13.2"
}
},
"nbformat": 4,