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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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114
main/data/update/update_stk_limit.ipynb
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@@ -34,23 +34,23 @@
"output_type": "stream",
"text": [
" ts_code trade_date\n",
"4872 600206.SH 20250926\n",
"4873 600207.SH 20250926\n",
"4874 600208.SH 20250926\n",
"4876 600211.SH 20250926\n",
"7280 920037.BJ 20250926\n",
"4915 600221.SH 20251120\n",
"4916 600222.SH 20251120\n",
"4917 600223.SH 20251120\n",
"4919 600227.SH 20251120\n",
"3693 301448.SZ 20251120\n",
"<class 'pandas.core.frame.DataFrame'>\n",
"Index: 11170571 entries, 0 to 36462\n",
"Index: 11412627 entries, 0 to 29456\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: 255.7+ MB\n",
"memory usage: 261.2+ MB\n",
"None\n",
"20250926\n",
"20250929\n"
"20251120\n",
"20251121\n"
]
}
],
@@ -68,7 +68,7 @@
" 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",
@@ -91,16 +91,27 @@
"name": "stdout",
"output_type": "stream",
"text": [
"任务 20251020 完成\n",
"任务 20251017 完成\n",
"任务 20251015 完成\n",
"任务 20251016 完成\n",
"任务 20251013 完成\n",
"任务 20251014 完成\n",
"任务 20251010 完成\n",
"任务 20251009 完成\n",
"任务 20250929 完成\n",
"任务 20250930 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"
]
}
],
@@ -152,58 +163,19 @@
"output_type": "stream",
"text": [
"[ trade_date ts_code up_limit down_limit\n",
"0 20251010 000001.SZ 12.54 10.26\n",
"1 20251010 000002.SZ 7.47 6.11\n",
"2 20251010 000004.SZ 12.26 11.10\n",
"3 20251010 000006.SZ 11.94 9.77\n",
"4 20251010 000007.SZ 8.12 6.64\n",
"0 20251121 000001.SZ 13.04 10.67\n",
"1 20251121 000002.SZ 6.82 5.58\n",
"2 20251121 000004.SZ 11.64 10.54\n",
"3 20251121 000006.SZ 12.07 9.87\n",
"4 20251121 000007.SZ 11.00 9.00\n",
"... ... ... ... ...\n",
"7309 20251010 920978.BJ 50.08 26.98\n",
"7310 20251010 920981.BJ 48.04 25.88\n",
"7311 20251010 920982.BJ 354.64 190.96\n",
"7312 20251010 920985.BJ 11.86 6.40\n",
"7313 20251010 920992.BJ 27.87 15.01\n",
"7363 20251121 920978.BJ 49.06 26.42\n",
"7364 20251121 920981.BJ 46.99 25.31\n",
"7365 20251121 920982.BJ 300.67 161.91\n",
"7366 20251121 920985.BJ 11.75 6.33\n",
"7367 20251121 920992.BJ 24.06 12.96\n",
"\n",
"[7314 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20251009 000001.SZ 12.47 10.21\n",
"1 20251009 000002.SZ 7.58 6.20\n",
"2 20251009 000004.SZ 11.68 10.56\n",
"3 20251009 000006.SZ 11.32 9.26\n",
"4 20251009 000007.SZ 8.02 6.56\n",
"... ... ... ... ...\n",
"7306 20251009 920978.BJ 50.44 27.16\n",
"7307 20251009 920981.BJ 48.11 25.91\n",
"7308 20251009 920982.BJ 366.06 197.12\n",
"7309 20251009 920985.BJ 12.01 6.47\n",
"7310 20251009 920992.BJ 27.39 14.75\n",
"\n",
"[7311 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20250929 000001.SZ 12.54 10.26\n",
"1 20250929 000002.SZ 7.48 6.12\n",
"2 20250929 000004.SZ 11.00 9.96\n",
"3 20250929 000006.SZ 10.46 8.56\n",
"4 20250929 000007.SZ 7.63 6.25\n",
"... ... ... ... ...\n",
"7302 20250929 920445.BJ 14.37 7.75\n",
"7303 20250929 920489.BJ 29.34 15.80\n",
"7304 20250929 920682.BJ 13.10 7.06\n",
"7305 20250929 920799.BJ 70.78 38.12\n",
"7306 20250929 920819.BJ 5.52 2.98\n",
"\n",
"[7307 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20250930 000001.SZ 12.51 10.23\n",
"1 20250930 000002.SZ 7.49 6.13\n",
"2 20250930 000004.SZ 11.12 10.06\n",
"3 20250930 000006.SZ 10.29 8.42\n",
"4 20250930 000007.SZ 7.92 6.48\n",
"... ... ... ... ...\n",
"7305 20250930 920445.BJ 14.67 7.91\n",
"7306 20250930 920489.BJ 29.26 15.76\n",
"7307 20250930 920682.BJ 12.92 6.96\n",
"7308 20250930 920799.BJ 73.19 39.41\n",
"7309 20250930 920819.BJ 5.55 2.99\n",
"\n",
"[7310 rows x 4 columns]]\n"
"[7368 rows x 4 columns]]\n"
]
}
],
@@ -271,7 +243,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.13.2"
"version": "3.12.11"
}
},
"nbformat": 4,