1. Add StockEvents and recorder for it

2. Add TopStocks to show custom factor persistence

examples/data_runner/kdata_runner.py

@@ -19,6 +19,7 @@
     Index,
     Index1dKdata,
     StockNews,
+    StockEvents,
     LimitUpInfo,
     BlockStock,
 )
@@ -46,6 +47,21 @@ def record_stock_news(data_provider="em"):
     )
 
 
+def record_stock_events(data_provider="em"):
+    normal_stock_ids = get_entity_ids_by_filter(
+        provider="em", ignore_delist=True, ignore_st=False, ignore_new_stock=False
+    )
+
+    run_data_recorder(
+        entity_ids=normal_stock_ids,
+        day_data=True,
+        domain=StockEvents,
+        data_provider=data_provider,
+        force_update=False,
+        sleeping_time=0.01,
+    )
+
+
 def report_limit_up():
     latest_data = LimitUpInfo.query_data(order=LimitUpInfo.timestamp.desc(), limit=1, return_type="domain")
     timestamp = latest_data[0].timestamp

examples/reports/report_tops.py

@@ -3,10 +3,12 @@
 
 from apscheduler.schedulers.background import BackgroundScheduler
 
-from examples.report_utils import report_top_entities
+from examples.report_utils import report_top_entities, inform
 from zvt import init_log
-from zvt.api import TopType
+from zvt.contract import AdjustType
+from zvt.api import TopType, get_latest_kdata_date
 from zvt.domain import Block, BlockCategory
+from zvt.factors.top_stocks import compute_top_stocks, get_top_stocks
 from zvt.informer import EmailInformer
 
 logger = logging.getLogger(__name__)
@@ -18,46 +20,35 @@
 
 @sched.scheduled_job("cron", hour=17, minute=0, day_of_week="mon-fri")
 def report_top_stocks():
-
-    short_period = report_top_entities(
-        entity_type="stock",
-        entity_provider="em",
-        data_provider="em",
-        periods=[*range(1, 20)],
-        ignore_new_stock=False,
-        ignore_st=True,
-        adjust_type=None,
-        top_count=30,
-        turnover_threshold=0,
-        turnover_rate_threshold=0,
-        informer=email_informer,
-        title="短期最强",
+    compute_top_stocks()
+    provider = "em"
+    entity_type = "stock"
+    target_date = get_latest_kdata_date(provider=provider, entity_type=entity_type, adjust_type=AdjustType.hfq)
+    selected = get_top_stocks(target_date=target_date, return_type="short")
+
+    inform(
+        email_informer,
+        entity_ids=selected,
+        target_date=target_date,
+        title=f"stock 短期最强({len(selected)})",
+        entity_provider=provider,
+        entity_type=entity_type,
         em_group="短期最强",
         em_group_over_write=True,
         em_group_over_write_tag=True,
-        return_type=TopType.positive,
-        include_limit_up=True,
     )
-
-    long_period_start = short_period + 1
-
-    report_top_entities(
-        entity_type="stock",
-        entity_provider="em",
-        data_provider="em",
-        periods=[*range(long_period_start, long_period_start + 30)],
-        ignore_new_stock=False,
-        ignore_st=True,
-        adjust_type=None,
-        top_count=30,
-        turnover_threshold=0,
-        turnover_rate_threshold=0,
-        informer=email_informer,
-        title="中期最强",
+    selected = get_top_stocks(target_date=target_date, return_type="long")
+
+    inform(
+        email_informer,
+        entity_ids=selected,
+        target_date=target_date,
+        title=f"stock 中期最强({len(selected)})",
+        entity_provider=provider,
+        entity_type=entity_type,
         em_group="中期最强",
         em_group_over_write=True,
         em_group_over_write_tag=False,
-        return_type=TopType.positive,
     )
 
     # report_top_entities(

examples/reports/report_vol_up.py

@@ -3,12 +3,13 @@
 
 from apscheduler.schedulers.background import BackgroundScheduler
 
-from examples.report_utils import report_targets
+from examples.report_utils import report_targets, inform
 from zvt import init_log
 from zvt.api.kdata import get_latest_kdata_date
 from zvt.api.selector import get_mini_and_small_stock, get_middle_and_big_stock
 from zvt.contract import AdjustType
 from zvt.factors import VolumeUpMaFactor
+from zvt.factors.top_stocks import get_top_stocks
 from zvt.informer import EmailInformer
 
 logger = logging.getLogger(__name__)
@@ -20,50 +21,34 @@
 
 @sched.scheduled_job("cron", hour=17, minute=0, day_of_week="mon-fri")
 def report_vol_up_stocks():
-    target_date = get_latest_kdata_date(entity_type="stock", adjust_type=AdjustType.hfq, provider="em")
-    entity_ids = get_mini_and_small_stock(timestamp=target_date, provider="em")
+    provider = "em"
+    entity_type = "stock"
+    target_date = get_latest_kdata_date(provider=provider, entity_type=entity_type, adjust_type=AdjustType.hfq)
+    selected = get_top_stocks(target_date=target_date, return_type="small_vol_up")
 
-    report_targets(
-        factor_cls=VolumeUpMaFactor,
-        entity_provider="em",
-        data_provider="em",
-        informer=email_informer,
+    inform(
+        email_informer,
+        entity_ids=selected,
+        target_date=target_date,
+        title=f"stock 放量突破(半)年线小市值股票({len(selected)})",
+        entity_provider=provider,
+        entity_type=entity_type,
         em_group="年线股票",
-        title="放量突破(半)年线小市值股票",
-        entity_type="stock",
         em_group_over_write=True,
-        filter_by_volume=False,
-        adjust_type=AdjustType.hfq,
-        start_timestamp="2021-01-01",
-        # factor args
-        windows=[120, 250],
-        over_mode="or",
-        up_intervals=60,
-        turnover_threshold=300000000,
-        turnover_rate_threshold=0.02,
-        entity_ids=entity_ids,
+        em_group_over_write_tag=False,
     )
+    selected = get_top_stocks(target_date=target_date, return_type="big_vol_up")
 
-    entity_ids = get_middle_and_big_stock(timestamp=target_date)
-    report_targets(
-        factor_cls=VolumeUpMaFactor,
-        entity_provider="em",
-        data_provider="em",
-        informer=email_informer,
+    inform(
+        email_informer,
+        entity_ids=selected,
+        target_date=target_date,
+        title=f"stock 放量突破(半)年线大市值股票({len(selected)})",
+        entity_provider=provider,
+        entity_type=entity_type,
         em_group="年线股票",
-        title="放量突破(半)年线大市值股票",
-        entity_type="stock",
         em_group_over_write=False,
-        filter_by_volume=False,
-        adjust_type=AdjustType.hfq,
-        start_timestamp="2021-01-01",
-        # factor args
-        windows=[120, 250],
-        over_mode="or",
-        up_intervals=60,
-        turnover_threshold=300000000,
-        turnover_rate_threshold=0.01,
-        entity_ids=entity_ids,
+        em_group_over_write_tag=False,
     )
 
 

examples/tag_utils.py

@@ -11,6 +11,14 @@
 from zvt.utils import current_date, next_date, pd_is_not_null
 
 
+def get_concept(code):
+    with open(os.path.join(os.path.dirname(__file__), "concept.json")) as f:
+        concept_map = json.load(f)
+        concepts = [item for sublist in concept_map.values() for item in sublist]
+        df = BlockStock.query_data(filters=[BlockStock.stock_code == code, BlockStock.name.in_(concepts)])
+        return df["name"].tolist()
+
+
 def industry_to_tag(industry):
     if industry in ["风电设备", "电池", "光伏设备", "能源金属", "电源设备"]:
         return "赛道"
@@ -30,7 +38,7 @@ def industry_to_tag(industry):
         return "消费电子"
     if industry in ["汽车零部件", "汽车服务", "汽车整车"]:
         return "汽车"
-    if industry in ["电机", "通用设备", "专用设备"]:
+    if industry in ["电机", "通用设备", "专用设备", "仪器仪表"]:
         return "智能机器"
     if industry in ["电网设备", "电力行业"]:
         return "电力"
@@ -56,8 +64,6 @@ def industry_to_tag(industry):
         return "军工"
     if industry in ["专业服务"]:
         return "专业服务"
-    if industry in ["仪器仪表"]:
-        return "仪器仪表"
 
 
 def build_default_tags(codes, provider="em"):
@@ -96,7 +102,7 @@ def get_main_line_hidden_tags():
         return json.load(f)
 
 
-def replace_tags(old_tag="次新股"):
+def replace_tags(old_tag="仪器仪表"):
     with open(os.path.join(os.path.dirname(__file__), "stock_tags.json")) as f:
         stock_tags = json.load(f)
         for stock_tag in stock_tags:
@@ -169,7 +175,7 @@ def get_core_tag(codes):
         if tags:
             code_tag_hidden_tag_list.append((code, tags[0], None))
         else:
-            code_tag_hidden_tag_list.append((code, tags[0], get_hidden_code(code)))
+            code_tag_hidden_tag_list.append((code, "未知", get_hidden_code(code)))
 
     return code_tag_hidden_tag_list
 
@@ -277,7 +283,8 @@ def refresh_hidden_tags():
 if __name__ == "__main__":
     # build_stock_tags(block_name="化工原料", tag="化工", hidden_tag=None)
     # merge_tags(tags_file="stock_tags.json", hidden_tags_file="化工.json", result_file="result.json", force_update=False)
-    # replace_tags()
-    check_tags()
+    # replace_tags(old_tag="仪器仪表")
+    # check_tags()
     # complete_tags()
     # refresh_hidden_tags()
+    print(get_concept(code="688787"))

requirements.txt

@@ -1,5 +1,5 @@
 requests==2.28.2
-SQLAlchemy == 1.4.46
+SQLAlchemy == 1.4.52
 pandas==1.5.3
 arrow==1.2.3
 openpyxl==3.1.1

src/zvt/api/selector.py

@@ -33,13 +33,16 @@ def get_entity_ids_by_filter(
     target_date=None,
     entity_schema=Stock,
     entity_ids=None,
+    ignore_bj=False,
 ):
     filters = []
+    if not target_date:
+        target_date = current_date()
     if ignore_new_stock:
-        if not target_date:
-            target_date = current_date()
         pre_year = next_date(target_date, -365)
         filters += [entity_schema.timestamp <= pre_year]
+    else:
+        filters += [entity_schema.timestamp <= target_date]
     if ignore_delist:
         filters += [
             entity_schema.name.not_like("%退%"),
@@ -50,6 +53,8 @@ def get_entity_ids_by_filter(
             entity_schema.name.not_like("%ST%"),
             entity_schema.name.not_like("%*ST%"),
         ]
+    if ignore_bj:
+        filters += [entity_schema.exchange != "bj"]
 
     return get_entity_ids(provider=provider, entity_schema=entity_schema, filters=filters, entity_ids=entity_ids)
 

src/zvt/domain/misc/__init__.py

@@ -12,6 +12,12 @@
 
 __all__ += _overall_all
 
+# import all from submodule stock_events
+from .stock_events import *
+from .stock_events import __all__ as _stock_events_all
+
+__all__ += _stock_events_all
+
 # import all from submodule money_flow
 from .money_flow import *
 from .money_flow import __all__ as _money_flow_all

src/zvt/domain/misc/stock_events.py

@@ -0,0 +1,22 @@
+# -*- coding: utf-8 -*-
+from sqlalchemy import Column, String, DateTime
+from sqlalchemy.orm import declarative_base
+
+from zvt.contract import Mixin
+from zvt.contract.register import register_schema
+
+EventsBase = declarative_base()
+
+
+class StockEvents(EventsBase, Mixin):
+    __tablename__ = "stock_events"
+    event_type = Column(String)
+    specific_event_type = Column(String)
+    notice_date = Column(DateTime)
+    level1_content = Column(String)
+    level2_content = Column(String)
+
+
+register_schema(providers=["em"], db_name="stock_events", schema_base=EventsBase, entity_type="stock")
+# the __all__ is generated
+__all__ = ["StockEvents"]