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1、策略更新

Browse Source 
2、新增qmt
This commit is contained in:
liaozhaorun
2025-11-29 00:23:12 +08:00
parent 0a942f92d1
commit c9b61db5b7
47 changed files with 97116 additions and 8867 deletions
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232
main/data/update/update_daily_basic.ipynb
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@@ -94,17 +94,17 @@
"output_type": "stream",
"text": [
"<class 'pandas.core.frame.DataFrame'>\n",
"Index: 9155905 entries, 0 to 27115\n",
"Index: 9335158 entries, 0 to 21759\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: 209.6+ MB\n",
"memory usage: 213.7+ MB\n",
"None\n",
"20250926\n",
"20250929\n"
"20251120\n",
"20251121\n"
]
}
],
@@ -121,7 +121,7 @@
" max_date = df['trade_date'].max()\n",
"\n",
"print(max_date)\n",
"trade_cal = pro.trade_cal(exchange='', start_date='20170101', end_date='20251020')\n",
"trade_cal = pro.trade_cal(exchange='', start_date='20170101', end_date='20251220')\n",
"trade_cal = trade_cal[trade_cal['is_open'] == 1] # 只保留交易日\n",
"trade_dates = trade_cal[trade_cal['cal_date'] > max_date]['cal_date'].tolist()\n",
"start_date = min(trade_dates)\n",
@@ -144,16 +144,27 @@
"name": "stdout",
"output_type": "stream",
"text": [
"任务 20251017 完成\n",
"任务 20251020 完成\n",
"任务 20251015 完成\n",
"任务 20251016 完成\n",
"任务 20251014 完成\n",
"任务 20251013 完成\n",
"任务 20251010 完成\n",
"任务 20251009 完成\n",
"任务 20250930 完成\n",
"任务 20250929 完成\n"
"任务 20251219 完成\n",
"任务 20251218 完成\n",
"任务 20251217 完成\n",
"任务 20251216 完成\n",
"任务 20251215 完成\n",
"任务 20251212 完成\n",
"任务 20251211 完成\n",
"任务 20251210 完成\n",
"任务 20251209 完成\n",
"任务 20251208 完成\n",
"任务 20251205 完成\n",
"任务 20251204 完成\n",
"任务 20251203 完成\n",
"任务 20251202 完成\n",
"任务 20251201 完成\n",
"任务 20251128 完成\n",
"任务 20251127 完成\n",
"任务 20251126 完成\n",
"任务 20251125 完成\n",
"任务 20251124 完成\n",
"任务 20251121 完成\n"
]
}
],
@@ -223,59 +234,59 @@
"name": "stdout",
"output_type": "stream",
"text": [
" ts_code trade_date close turnover_rate turnover_rate_f \\\n",
"0 600642.SH 20251010 8.03 0.4806 1.3835 \n",
"1 600295.SH 20251010 10.76 0.8549 3.7056 \n",
"2 600444.SH 20251010 19.00 9.6611 17.4605 \n",
"3 605100.SH 20251010 28.72 3.4770 7.6902 \n",
"4 301399.SZ 20251010 19.53 3.9562 4.6772 \n",
"... ... ... ... ... ... \n",
"21679 600653.SH 20250929 2.13 2.1746 2.9589 \n",
"21680 002344.SZ 20250929 4.49 1.7080 3.6338 \n",
"21681 301162.SZ 20250929 60.30 2.8491 3.5744 \n",
"21682 920077.BJ 20250929 14.43 1.1113 1.6410 \n",
"21683 300283.SZ 20250929 7.04 4.8583 5.7018 \n",
" ts_code trade_date close turnover_rate turnover_rate_f \\\n",
"0 000559.SZ 20251121 11.64 4.8762 13.4563 \n",
"1 002981.SZ 20251121 27.84 1.5833 4.5574 \n",
"2 301053.SZ 20251121 32.50 1.0110 2.9907 \n",
"3 603093.SH 20251121 18.29 0.7403 3.2151 \n",
"4 600269.SH 20251121 5.25 0.8423 1.8459 \n",
"... ... ... ... ... ... \n",
"5439 600243.SH 20251121 4.78 1.7524 2.1078 \n",
"5440 300759.SZ 20251121 28.39 1.0514 1.6405 \n",
"5441 600054.SH 20251121 11.10 1.3130 3.1101 \n",
"5442 603579.SH 20251121 23.85 2.2265 4.3412 \n",
"5443 002528.SZ 20251121 3.03 1.9087 4.0726 \n",
"\n",
" volume_ratio pe pe_ttm pb ps ps_ttm dv_ratio \\\n",
"0 1.49 9.9635 10.2617 1.1073 1.3268 1.3600 4.9816 \n",
"1 1.56 16.3053 16.4683 1.4839 1.0603 1.1230 7.4349 \n",
"2 2.84 69.2746 55.7147 3.8398 3.6313 3.5392 0.5263 \n",
"3 0.55 66.7896 123.2961 2.7276 5.3634 6.7180 2.0794 \n",
"4 0.94 60.7990 75.8958 2.7675 6.8812 7.1828 1.2177 \n",
"... ... ... ... ... ... ... ... \n",
"21679 0.72 107.4073 227.6354 5.4498 0.9887 0.9724 0.0000 \n",
"21680 0.70 64.8238 75.9239 0.6834 5.5516 5.5560 0.9577 \n",
"21681 0.96 85.4251 76.2427 5.3380 14.5424 12.3677 0.5586 \n",
"21682 0.51 90.3399 82.4861 3.3572 5.2895 4.1636 NaN \n",
"21683 0.94 NaN NaN 3.2821 1.1161 0.9970 0.2499 \n",
" volume_ratio pe pe_ttm pb ps ps_ttm dv_ratio \\\n",
"0 1.09 40.5790 38.2942 4.1055 2.9989 2.7785 1.2842 \n",
"1 1.44 33.9003 28.1141 3.4000 2.2070 1.9328 0.9280 \n",
"2 1.24 56.6010 98.7688 4.0251 4.4406 4.0870 0.2389 \n",
"3 1.21 24.3641 24.7359 2.5390 1.9536 5.0927 0.3609 \n",
"4 1.32 9.5849 6.9841 0.6165 2.0486 2.1055 3.0476 \n",
"... ... ... ... ... ... ... ... \n",
"5439 1.37 NaN NaN 3.3110 8.8659 8.4702 0.0000 \n",
"5440 0.86 28.1501 33.3780 3.4547 4.1124 3.7273 0.7056 \n",
"5441 1.53 25.7012 28.5474 1.6912 4.1924 3.9403 1.8829 \n",
"5442 1.23 25.2677 30.2644 1.7649 3.0372 3.0683 3.8598 \n",
"5443 0.61 NaN NaN 35.8962 3.8438 6.1411 0.0000 \n",
"\n",
" dv_ttm total_share float_share free_share total_mv \\\n",
"0 5.6040 489407.9376 489381.3156 170006.8520 3.929946e+06 \n",
"1 5.5762 279877.6254 197557.6254 45577.9458 3.011483e+06 \n",
"2 0.5789 14642.1932 14642.1932 8101.7360 2.782017e+05 \n",
"3 1.0446 17113.2000 16993.2000 7683.2000 4.914911e+05 \n",
"4 1.0594 18502.0000 5468.3586 4625.5000 3.613441e+05 \n",
"... ... ... ... ... ... \n",
"21679 NaN 194638.0317 194638.0317 143048.5612 4.145790e+05 \n",
"21680 0.8463 128261.6960 128145.0092 60233.0025 5.758950e+05 \n",
"21681 0.9704 13258.3724 8522.5548 6793.1764 7.994799e+05 \n",
"21682 NaN 58768.1817 31695.6817 21464.7599 8.480249e+05 \n",
"21683 NaN 49697.8222 36721.8502 31289.2680 3.498727e+05 \n",
" dv_ttm total_share float_share free_share total_mv \\\n",
"0 1.5410 331535.8444 331454.4214 120110.9588 3.859077e+06 \n",
"1 0.9187 13748.6115 11941.3915 4148.6777 3.827613e+05 \n",
"2 0.8961 8421.7803 7749.4689 2619.7738 2.737079e+05 \n",
"3 0.4117 61006.5893 61006.5893 14046.4993 1.115811e+06 \n",
"4 3.2381 233540.7014 233540.7014 106564.7107 1.226089e+06 \n",
"... ... ... ... ... ... \n",
"5439 NaN 43885.0000 43885.0000 36485.0000 2.097703e+05 \n",
"5440 0.7045 177819.5525 141938.4613 90967.4278 5.048297e+06 \n",
"5441 1.5495 72937.9440 51330.0000 21670.4250 8.096112e+05 \n",
"5442 1.2636 20335.5564 20335.5564 10429.5044 4.850030e+05 \n",
"5443 NaN 119867.5082 105021.9577 49219.1551 3.631985e+05 \n",
"\n",
" circ_mv is_st \n",
"0 3.929732e+06 False \n",
"1 2.125720e+06 False \n",
"2 2.782017e+05 False \n",
"3 4.880447e+05 False \n",
"4 1.067970e+05 False \n",
"... ... ... \n",
"21679 4.145790e+05 False \n",
"21680 5.753711e+05 False \n",
"21681 5.139101e+05 False \n",
"21682 4.573687e+05 False \n",
"21683 2.585218e+05 False \n",
" circ_mv is_st \n",
"0 3.858129e+06 False \n",
"1 3.324483e+05 False \n",
"2 2.518577e+05 False \n",
"3 1.115811e+06 False \n",
"4 1.226089e+06 False \n",
"... ... ... \n",
"5439 2.097703e+05 True \n",
"5440 4.029633e+06 False \n",
"5441 5.697630e+05 False \n",
"5442 4.850030e+05 False \n",
"5443 3.182165e+05 True \n",
"\n",
"[21684 rows x 19 columns]\n"
"[5444 rows x 19 columns]\n"
]
}
],
@@ -299,46 +310,59 @@
"name": "stdout",
"output_type": "stream",
"text": [
" ts_code trade_date close turnover_rate turnover_rate_f \\\n",
"9 300313.SZ 20251010 8.84 3.1146 6.4625 \n",
"20 603838.SH 20251010 7.80 0.5503 1.5146 \n",
"29 603813.SH 20251010 24.06 1.5835 4.5173 \n",
"48 002742.SZ 20251010 4.65 1.0473 1.2924 \n",
"69 603559.SH 20251010 8.50 0.2072 0.2945 \n",
"... ... ... ... ... ... \n",
"21466 603021.SH 20250929 4.62 1.3860 2.3418 \n",
"21552 300020.SZ 20250929 3.58 1.5031 1.6828 \n",
"21554 000506.SZ 20250929 10.88 10.5560 15.7565 \n",
"21603 600636.SH 20250929 8.29 0.4693 0.7963 \n",
"21661 603843.SH 20250929 5.17 0.3798 0.5364 \n",
" ts_code trade_date close turnover_rate turnover_rate_f \\\n",
"55 000909.SZ 20251121 5.63 0.5785 0.9877 \n",
"62 002485.SZ 20251121 4.61 0.9593 3.9009 \n",
"134 300096.SZ 20251121 7.31 1.6490 1.9675 \n",
"154 300343.SZ 20251121 5.48 4.1298 4.7019 \n",
"166 600525.SH 20251121 3.53 1.8869 2.7053 \n",
"... ... ... ... ... ... \n",
"5340 300368.SZ 20251121 14.86 7.3423 10.4878 \n",
"5381 300020.SZ 20251121 3.63 1.9995 2.2386 \n",
"5383 000506.SZ 20251121 11.55 2.5685 3.8339 \n",
"5439 600243.SH 20251121 4.78 1.7524 2.1078 \n",
"5443 002528.SZ 20251121 3.03 1.9087 4.0726 \n",
"\n",
" volume_ratio pe pe_ttm pb ps ps_ttm dv_ratio dv_ttm \\\n",
"9 1.30 NaN NaN NaN 20.1067 20.9731 0.0000 NaN \n",
"20 0.57 NaN NaN 2.6121 8.7517 6.9304 0.0000 NaN \n",
"29 1.88 NaN NaN 4.5222 8.4776 7.5124 1.0313 NaN \n",
"48 1.28 NaN NaN NaN 1.6800 2.1226 0.0000 NaN \n",
"69 0.60 NaN NaN 3.5043 9.5964 8.2315 0.0000 NaN \n",
"... ... .. ... ... ... ... ... ... \n",
"21466 0.80 NaN NaN NaN 3.5891 3.7851 0.0000 NaN \n",
"21552 1.00 NaN NaN 0.9812 5.1924 18.4036 0.0000 NaN \n",
"21554 3.17 NaN NaN 16.4257 30.3341 23.4860 0.0000 NaN \n",
"21603 0.81 NaN NaN 1.7909 12.8512 11.0116 0.4825 0.6031 \n",
"21661 0.05 NaN NaN 12.5612 2.6558 3.1369 0.0000 NaN \n",
" volume_ratio pe pe_ttm pb ps ps_ttm dv_ratio \\\n",
"55 0.99 NaN NaN 2.4818 7.6504 7.4923 0.0 \n",
"62 0.51 NaN NaN 2.1295 3.0458 3.2777 0.0 \n",
"134 0.81 NaN 50.1694 8.9654 5.6290 6.2215 0.0 \n",
"154 0.72 267.9489 106.2988 3.0411 6.7430 6.5207 0.0 \n",
"166 0.72 NaN NaN 1.2373 0.5912 0.5968 0.0 \n",
"... ... ... ... ... ... ... ... \n",
"5340 0.94 NaN NaN 42.1875 42.9123 57.8502 0.0 \n",
"5381 1.00 NaN NaN 1.0776 5.2649 21.5375 0.0 \n",
"5383 0.78 NaN 239.4225 16.7572 32.2021 20.7023 0.0 \n",
"5439 1.37 NaN NaN 3.3110 8.8659 8.4702 0.0 \n",
"5443 0.61 NaN NaN 35.8962 3.8438 6.1411 0.0 \n",
"\n",
" total_share float_share free_share total_mv circ_mv is_st \n",
"9 31297.7396 19735.2789 9511.5479 2.766720e+05 1.744599e+05 True \n",
"20 32001.6000 32001.6000 11627.0468 2.496125e+05 2.496125e+05 True \n",
"29 10501.5000 10501.5000 3681.2000 2.526661e+05 2.526661e+05 True \n",
"48 43200.0000 43185.8082 34994.8239 2.008800e+05 2.008140e+05 True \n",
"69 40127.6979 40127.6979 28231.9697 3.410854e+05 3.410854e+05 True \n",
"... ... ... ... ... ... ... \n",
"21466 31994.8070 31994.8070 18936.7934 1.478160e+05 1.478160e+05 True \n",
"21552 79467.7974 76663.9584 68475.6577 2.844947e+05 2.744570e+05 True \n",
"21554 92901.7761 92858.4361 62210.1427 1.010771e+06 1.010300e+06 True \n",
"21603 43863.6802 43863.6802 25849.6552 3.636299e+05 3.636299e+05 True \n",
"21661 69962.3237 69962.3237 49541.4702 3.617052e+05 3.617052e+05 True \n",
" dv_ttm total_share float_share free_share total_mv \\\n",
"55 NaN 43771.4245 43771.0570 25634.2299 2.464331e+05 \n",
"62 NaN 54400.0000 54400.0000 13377.7333 2.507840e+05 \n",
"134 NaN 43000.0000 43000.0000 36039.3251 3.143300e+05 \n",
"154 NaN 106896.9119 106621.9389 93649.7579 5.857951e+05 \n",
"166 NaN 131878.0152 131878.0152 91981.1744 4.655294e+05 \n",
"... ... ... ... ... ... \n",
"5340 NaN 52894.3475 52894.3475 37030.2475 7.860100e+05 \n",
"5381 NaN 79467.7974 76663.9584 68475.6577 2.884681e+05 \n",
"5383 NaN 92901.7761 92858.4361 62210.1427 1.073016e+06 \n",
"5439 NaN 43885.0000 43885.0000 36485.0000 2.097703e+05 \n",
"5443 NaN 119867.5082 105021.9577 49219.1551 3.631985e+05 \n",
"\n",
"[749 rows x 19 columns]\n"
" circ_mv is_st \n",
"55 2.464311e+05 True \n",
"62 2.507840e+05 True \n",
"134 3.143300e+05 True \n",
"154 5.842882e+05 True \n",
"166 4.655294e+05 True \n",
"... ... ... \n",
"5340 7.860100e+05 True \n",
"5381 2.782902e+05 True \n",
"5383 1.072515e+06 True \n",
"5439 2.097703e+05 True \n",
"5443 3.182165e+05 True \n",
"\n",
"[186 rows x 19 columns]\n"
]
}
],
@@ -388,7 +412,7 @@
"output_type": "stream",
"text": [
"<class 'pandas.core.frame.DataFrame'>\n",
"Index: 9177589 entries, 0 to 21683\n",
"Index: 9340602 entries, 0 to 5443\n",
"Data columns (total 3 columns):\n",
" # Column Dtype \n",
"--- ------ ----- \n",
@@ -396,7 +420,7 @@
" 1 trade_date object\n",
" 2 is_st bool \n",
"dtypes: bool(1), object(2)\n",
"memory usage: 218.8+ MB\n",
"memory usage: 222.7+ MB\n",
"None\n"
]
}
@@ -424,7 +448,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.13.2"
"version": "3.12.11"
}
},
"nbformat": 4,