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1、策略更新

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2、新增qmt
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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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29
main/data/update/update_is_st.ipynb
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@@ -2,7 +2,7 @@
"cells": [
{
"cell_type": "code",
"execution_count": 3,
"execution_count": 1,
"id": "17cc645336d4eb18",
"metadata": {
"ExecuteTime": {
@@ -18,7 +18,7 @@
},
{
"cell_type": "code",
"execution_count": 8,
"execution_count": 2,
"id": "48ae71ed02d61819",
"metadata": {
"ExecuteTime": {
@@ -26,14 +26,27 @@
"start_time": "2025-02-08T16:55:19.882313Z"
}
},
"outputs": [],
"outputs": [
{
"ename": "FileNotFoundError",
"evalue": "File ../../../data/daily_basic.h5 does not exist",
"output_type": "error",
"traceback": [
"\u001b[31m---------------------------------------------------------------------------\u001b[39m",
"\u001b[31mFileNotFoundError\u001b[39m Traceback (most recent call last)",
"\u001b[36mCell\u001b[39m\u001b[36m \u001b[39m\u001b[32mIn[2]\u001b[39m\u001b[32m, line 1\u001b[39m\n\u001b[32m----> \u001b[39m\u001b[32m1\u001b[39m daily_basic = \u001b[43mpd\u001b[49m\u001b[43m.\u001b[49m\u001b[43mread_hdf\u001b[49m\u001b[43m(\u001b[49m\u001b[33;43m'\u001b[39;49m\u001b[33;43m../../../data/daily_basic.h5\u001b[39;49m\u001b[33;43m'\u001b[39;49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mkey\u001b[49m\u001b[43m=\u001b[49m\u001b[33;43m'\u001b[39;49m\u001b[33;43mdaily_basic\u001b[39;49m\u001b[33;43m'\u001b[39;49m\u001b[43m)\u001b[49m\n",
"\u001b[36mFile \u001b[39m\u001b[32m~/miniconda3/envs/stock/lib/python3.12/site-packages/pandas/io/pytables.py:437\u001b[39m, in \u001b[36mread_hdf\u001b[39m\u001b[34m(path_or_buf, key, mode, errors, where, start, stop, columns, iterator, chunksize, **kwargs)\u001b[39m\n\u001b[32m 434\u001b[39m exists = \u001b[38;5;28;01mFalse\u001b[39;00m\n\u001b[32m 436\u001b[39m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m exists:\n\u001b[32m--> \u001b[39m\u001b[32m437\u001b[39m \u001b[38;5;28;01mraise\u001b[39;00m \u001b[38;5;167;01mFileNotFoundError\u001b[39;00m(\u001b[33mf\u001b[39m\u001b[33m\"\u001b[39m\u001b[33mFile \u001b[39m\u001b[38;5;132;01m{\u001b[39;00mpath_or_buf\u001b[38;5;132;01m}\u001b[39;00m\u001b[33m does not exist\u001b[39m\u001b[33m\"\u001b[39m)\n\u001b[32m 439\u001b[39m store = HDFStore(path_or_buf, mode=mode, errors=errors, **kwargs)\n\u001b[32m 440\u001b[39m \u001b[38;5;66;03m# can't auto open/close if we are using an iterator\u001b[39;00m\n\u001b[32m 441\u001b[39m \u001b[38;5;66;03m# so delegate to the iterator\u001b[39;00m\n",
"\u001b[31mFileNotFoundError\u001b[39m: File ../../../data/daily_basic.h5 does not exist"
]
}
],
"source": [
"daily_basic = pd.read_hdf('../../../data/daily_basic.h5', key='daily_basic')\n"
]
},
{
"cell_type": "code",
"execution_count": 5,
"execution_count": null,
"id": "e6606a96e5728b8",
"metadata": {
"ExecuteTime": {
@@ -93,7 +106,7 @@
},
{
"cell_type": "code",
"execution_count": 9,
"execution_count": null,
"id": "41bc125d",
"metadata": {},
"outputs": [
@@ -163,7 +176,7 @@
},
{
"cell_type": "code",
"execution_count": 10,
"execution_count": null,
"id": "initial_id",
"metadata": {
"ExecuteTime": {
@@ -209,7 +222,7 @@
],
"metadata": {
"kernelspec": {
"display_name": "new_trader",
"display_name": "stock",
"language": "python",
"name": "python3"
},
@@ -223,7 +236,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.11.11"
"version": "3.13.2"
}
},
"nbformat": 4,