# coding=utf-8
"""
symbol模块
"""
from __future__ import print_function
from __future__ import absolute_import
from __future__ import division
from fnmatch import fnmatch
import numpy as np
from ..CoreBu.ABuEnv import EMarketTargetType, EMarketSubType
from ..CoreBu.ABuFixes import six
from ..UtilBu.ABuLazyUtil import LazyFunc
# noinspection PyProtectedMember
[文档]def code_to_symbol(code, rs=True):
"""
解析code成Symbol,如果code中带有市场编码直接用该市场，否则进行查询所属市场信息，
如果最后也没有发现symbol所在的市场，会向外raise ValueError
:param code: str对象，代码 如：300104，sz300104，usTSLA
:param rs: 没有匹配上是否对外抛异常，默认True
:return: Symbol对象
"""
from ..MarketBu.ABuSymbolFutures import AbuFuturesCn, AbuFuturesGB
from ..MarketBu.ABuSymbolStock import AbuSymbolCN, AbuSymbolUS
from ..MarketBu.ABuMarket import all_symbol
if not isinstance(code, six.string_types):
# code必须是string_types
raise TypeError('code must be string_types!!!，{} : type is {}'.format(code, type(code)))
sub_market = None
market = None
# 尝试获取市场信息
head = code[:2].lower()
if head in [EMarketSubType.SH.value, EMarketSubType.SZ.value] and code[2:].isdigit():
# 市场信息匹配沪深股，查询子市场
sub_market = EMarketSubType(head)
market = EMarketTargetType.E_MARKET_TARGET_CN
elif head == EMarketTargetType.E_MARKET_TARGET_CN.value and code[2:].isdigit():
# 没指名A股子市场，使用如hs000001这种形式，需求获取symbol后查询子市场使用AbuSymbolCN().query_symbol_sub_market
sub_market = EMarketSubType(AbuSymbolCN().query_symbol_sub_market(code[2:]))
market = EMarketTargetType.E_MARKET_TARGET_CN
elif head == EMarketSubType.HK.value and (code[2:].isdigit() or code[2:] in Symbol.HK_INDEX):
# 市场信息匹配港股，查询子市场
sub_market = EMarketSubType.HK
market = EMarketTargetType.E_MARKET_TARGET_HK
elif head == EMarketTargetType.E_MARKET_TARGET_US.value:
# 市场信息匹配美股，查询子市场，AbuSymbolUS().query_symbol_sub_market
sub_market = EMarketSubType(AbuSymbolUS().query_symbol_sub_market(code[2:]))
market = EMarketTargetType.E_MARKET_TARGET_US
if market is not None and sub_market is not None:
# 通过stock_code, market, sub_market构建Symbol对象
stock_code = code[2:].upper()
return Symbol(market, sub_market, stock_code)
if code.isdigit():
if len(code) == 6:
# 6位全数字，匹配查询a股子市场
market = EMarketTargetType.E_MARKET_TARGET_CN
sub_market = EMarketSubType(AbuSymbolCN().query_symbol_sub_market(code))
return Symbol(market, sub_market, code)
elif len(code) == 5:
# 5位全数字，匹配查询港股子市场
market = EMarketTargetType.E_MARKET_TARGET_HK
sub_market = EMarketSubType.HK
return Symbol(market, sub_market, code)
if rs:
raise TypeError('cn symbol len = 6, hk symbol len = 5')
elif code.isalpha() and code in Symbol.HK_INDEX:
# 全字母且匹配港股大盘'HSI', 'HSCEI', 'HSCCI'
market = EMarketTargetType.E_MARKET_TARGET_HK
sub_market = EMarketSubType.HK
return Symbol(market, sub_market, code)
elif code.isalpha() and code in all_symbol(EMarketTargetType.E_MARKET_TARGET_TC):
# 全字母且匹配币类市场''btc', 'ltc'
market = EMarketTargetType.E_MARKET_TARGET_TC
sub_market = EMarketSubType.COIN
return Symbol(market, sub_market, code)
elif code.isalpha() and code.upper() in all_symbol(EMarketTargetType.E_MARKET_TARGET_FUTURES_GLOBAL):
# 全字母且匹配国际期货市场
futures_gb_code = code.upper()
q_df = AbuFuturesGB().query_symbol(futures_gb_code)
sub_market = EMarketSubType(q_df.exchange.values[0])
market = EMarketTargetType.E_MARKET_TARGET_FUTURES_GLOBAL
return Symbol(market, sub_market, futures_gb_code)
elif code.isalpha() or (code.startswith('.') and code[1:].isalpha()):
# 全字母进行美股大盘匹配或者美股股票匹配
stock_code = code.upper()
if stock_code in Symbol.K_US_INDEX_FIXES.keys():
stock_code = Symbol.K_US_INDEX_FIXES[stock_code]
sub_market = EMarketSubType(AbuSymbolUS().query_symbol_sub_market(code))
market = EMarketTargetType.E_MARKET_TARGET_US
return Symbol(market, sub_market, stock_code)
elif (code[0].isalpha() and code[1:].isdigit()) or (code[:2].isalpha() and code[2:].isdigit()):
# 匹配国内期货市场symbol
futures_code = code.upper()
q_df = AbuFuturesCn().query_symbol(futures_code)
if q_df is not None:
sub_market = EMarketSubType(q_df.exchange.values[0])
market = EMarketTargetType.E_MARKET_TARGET_FUTURES_CN
return Symbol(market, sub_market, futures_code)
if rs:
raise ValueError('arg code :{} format dt support'.format(code))
def __search(market_df, search_match, search_code, search_result, match_key='co_name'):
"""具体搜索执行接口"""
def __search_whole_code(_match_code):
_sc_df = market_df[market_df.symbol == _match_code]
if not _sc_df.empty:
search_result[_sc_df.symbol.values[0]] = _sc_df[match_key].values[0]
return True
return False
def __search_pinyin_code(_match_code):
from ..MarketBu.ABuDataFeed import query_symbol_from_pinyin
# 使用query_symbol_from_pinyin对模糊拼音进行查询
pinyin_symbol = query_symbol_from_pinyin(_match_code)
if pinyin_symbol is not None:
# 需要把拼音code标准化为可查询的code
search_symbol = code_to_symbol(pinyin_symbol, rs=False)
if search_symbol is not None:
_search_code = search_symbol.symbol_code
sc_df = market_df[market_df.symbol == _search_code]
if not sc_df.empty:
search_result[sc_df.symbol.values[0]] = sc_df[match_key].values[0]
def __search_fnmatch_info(_search_match):
# 模糊匹配公司名称信息或者交易产品信息
mc_df = market_df[market_df[match_key].apply(lambda name: fnmatch(name, _search_match))]
if not mc_df.empty:
for ind in np.arange(0, len(mc_df)):
mcs = mc_df.iloc[ind]
search_result[mcs.symbol] = mcs[match_key]
# 首先全匹配search_code
if not __search_whole_code(search_code):
# 如果search_code没有能全匹配成功，使用拼音进行匹配一次
__search_pinyin_code(search_code)
# 模糊匹配公司名称或者产品等信息symbol
__search_fnmatch_info(search_match)
def _us_search(search_match, search_code, search_result):
"""美股市场symbol关键字搜索"""
from ..MarketBu.ABuSymbolStock import AbuSymbolUS
__search(AbuSymbolUS().df, search_match, search_code, search_result)
def _cn_search(search_match, search_code, search_result):
"""a股市场symbol关键字搜索"""
from ..MarketBu.ABuSymbolStock import AbuSymbolCN
__search(AbuSymbolCN().df, search_match, search_code, search_result)
def _hk_search(search_match, search_code, search_result):
"""港股市场symbol关键字搜索"""
from ..MarketBu.ABuSymbolStock import AbuSymbolHK
__search(AbuSymbolHK().df, search_match, search_code, search_result)
def _fcn_search(search_match, search_code, search_result):
"""国内期货symbol关键字搜索"""
from ..MarketBu.ABuSymbolFutures import AbuFuturesCn
__search(AbuFuturesCn().futures_cn_df,
search_match, search_code, search_result, match_key='product')
def _fgb_search(search_match, search_code, search_result):
"""国际期货symbol关键字搜索"""
from ..MarketBu.ABuSymbolFutures import AbuFuturesGB
__search(AbuFuturesGB().futures_gb_df,
search_match, search_code, search_result, match_key='product')
# TODO 币类匹配统一标准规范
def _tc_search(search_match, search_code, search_result):
if fnmatch('比特币', search_match) or 'btc' == search_code:
search_result['btc'] = '比特币'
if fnmatch('莱特币', search_match) or 'ltc' == search_code:
search_result['ltc'] = '莱特币'
[文档]def search_to_symbol_dict(search):
"""
symbol搜索对外接口，全匹配symbol code，拼音匹配symbol，别名匹配，模糊匹配公司名称，产品名称等信息
eg：
in：
search_to_symbol_dict('黄金')
out：
{'002155': '湖南黄金',
'600489': '中金黄金',
'600547': '山东黄金',
'600766': '园城黄金',
'600988': '赤峰黄金',
'ABX': '巴里克黄金',
'AU0': '黄金',
'DGL': '黄金基金-PowerShares',
'DGLD': '黄金3X做空-VelocityShares',
'DGP': '黄金2X做多-DB',
'DGZ': '黄金做空-PowerShares',
'DZZ': '黄金2X做空-DB',
'EGO': '埃尔拉多黄金公司',
'GC': '纽约黄金',
'GEUR': 'Gartman欧元黄金ETF-AdvisorShares ',
'GLD': '黄金ETF-SPDR',
'GLL': '黄金2X做空-ProShares',
'GYEN': 'Gartman日元黄金ETF-AdvisorShares',
'HMY': '哈莫尼黄金',
'IAU': '黄金ETF-iShares',
'KGC': '金罗斯黄金',
'LIHR': '利希尔黄金',
'PRME': '全球黄金地段房地产ETF-First Trust Heitman',
'RGLD': '皇家黄金',
'UGL': '黄金2x做多-ProShares',
'UGLD': '黄金3X做多-VelocityShares'}
:param search: eg：'黄金'， '58'
:return: symbol dict
"""
search_symbol_dict = {}
search = search.lower()
while len(search_symbol_dict) == 0 and len(search) > 0:
# 构建模糊匹配进行匹配带通配符的字符串
search_match = '*{}*'.format(search)
# 构建精确匹配或拼音模糊匹配的symbol
search_symbol = code_to_symbol(search, rs=False)
search_code = ''
if search_symbol is not None:
search_code = search_symbol.symbol_code
# 对search的内容进行递减匹配
search = search[:-1]
# 依次对各个市场进行搜索匹配操作
_tc_search(search_match, search_code, search_symbol_dict)
_cn_search(search_match, search_code, search_symbol_dict)
_us_search(search_match, search_code, search_symbol_dict)
_fcn_search(search_match, search_code, search_symbol_dict)
_fgb_search(search_match, search_code, search_symbol_dict)
return search_symbol_dict
[文档]class Symbol(object):
"""统一所有市场的symbol，统一对外接口对象"""
# 定义使用的美股大盘
US_INDEX = ['.DJI', '.IXIC', '.INX']
# 定义使用的sh大盘
SH_INDEX = ['000001', '000300']
# 定义使用的sz大盘
SZ_INDEX = ['399001', '399006']
# 定义使用的港股大盘
HK_INDEX = ['HSI', 'HSCEI', 'HSCCI']
# 修复美股其它大盘写法匹配，主要为外部user使用code_to_symbol进行标准化使用
K_US_INDEX_FIXES = {'DJI': '.DJI', 'IXIC': '.IXIC', 'INX': '.INX'}
def __init__(self, market, sub_market, symbol_code):
"""
:param market: EMarketTargetType enum对象
:param sub_market: EMarketSubType enum对象
:param symbol_code: str对象，不包含市场信息的code
"""
if isinstance(market, EMarketTargetType) and isinstance(sub_market, EMarketSubType):
self.market = market
self.sub_market = sub_market
self.symbol_code = symbol_code
self.source = None
else:
raise TypeError('market type error')
def __str__(self):
"""打印对象显示：market， sub_market， symbol_code"""
return '{}_{}:{}'.format(self.market.value, self.sub_market.value, self.symbol_code)
__repr__ = __str__
def __len__(self):
"""对象长度：拼接市场＋子市场＋code的字符串长度"""
m_symbol = '{}_{}:{}'.format(self.market.value, self.sub_market.value, self.symbol_code)
return len(m_symbol)
@LazyFunc
def value(self):
"""不同市场返回ABuSymbolPd.make_kl_df使用的symbol LazyFunc"""
if self.market == EMarketTargetType.E_MARKET_TARGET_HK or self.market == EMarketTargetType.E_MARKET_TARGET_US:
# hk,us eg: usTSLA, hk00836
return '{}{}'.format(self.market.value, self.symbol_code)
elif self.market == EMarketTargetType.E_MARKET_TARGET_CN:
# cn eg: sh000001
return '{}{}'.format(self.sub_market.value, self.symbol_code)
# 其它市场直接返回symbol_code
return self.symbol_code
[文档] def is_a_stock(self):
"""判定是否a股symbol"""
return self.market == EMarketTargetType.E_MARKET_TARGET_CN
[文档] def is_sh_stock(self):
"""判定是否a股sh symbol"""
return self.sub_market == EMarketSubType.SH
[文档] def is_sz_stock(self):
"""判定是否a股sz symbol"""
return self.sub_market == EMarketSubType.SZ
[文档] def is_us_stock(self):
"""判定是否美股 symbol"""
return self.market == EMarketTargetType.E_MARKET_TARGET_US
[文档] def is_us_n_stock(self):
"""判定是否美股纽约交易所 symbol"""
return self.sub_market == EMarketSubType.US_N
[文档] def is_us_oq_stock(self):
"""判定是否美股纳斯达克交易所 symbol"""
return self.sub_market == EMarketSubType.US_OQ
[文档] def is_hk_stock(self):
"""判定是否港股 symbol"""
return self.market == EMarketTargetType.E_MARKET_TARGET_HK
[文档] def is_sh_index(self):
"""判定是否a股sh 大盘"""
return self.is_sh_stock() and self.symbol_code in Symbol.SH_INDEX
[文档] def is_sz_index(self):
"""判定是否a股sz 大盘"""
return self.is_sz_stock() and self.symbol_code in Symbol.SZ_INDEX
[文档] def is_a_index(self):
"""判定是否a股 大盘"""
return self.is_sh_index() or self.is_sz_index()
[文档] def is_us_index(self):
"""判定是否美股 大盘"""
return self.is_us_stock() and self.symbol_code in Symbol.US_INDEX
[文档] def is_hk_index(self):
"""判定是否港股 大盘"""
return self.is_hk_stock() and self.symbol_code in Symbol.HK_INDEX
[文档] def is_index(self):
"""判定是否大盘"""
return self.is_us_index() or self.is_hk_index() or self.is_a_index()
[文档]class IndexSymbol(object):
"""定义IndexSymbol类，设定大盘指数Symbol对象的规范"""
# 美股大盘DJI Symbol对象
DJI = Symbol(EMarketTargetType.E_MARKET_TARGET_US, EMarketSubType.US_N, '.DJI')
# 美股大盘IXIC Symbol对象
IXIC = Symbol(EMarketTargetType.E_MARKET_TARGET_US, EMarketSubType.US_N, '.IXIC')
# 美股大盘INX Symbol对象
INX = Symbol(EMarketTargetType.E_MARKET_TARGET_US, EMarketSubType.US_N, '.INX')
# a股sh大盘Symbol对象
SH = Symbol(EMarketTargetType.E_MARKET_TARGET_CN, EMarketSubType.SH, '000001')
# a股sz大盘Symbol对象
SZ = Symbol(EMarketTargetType.E_MARKET_TARGET_CN, EMarketSubType.SZ, '399001')
# a股sz Growth大盘Symbol对象
Growth = Symbol(EMarketTargetType.E_MARKET_TARGET_CN, EMarketSubType.SZ, '399006')
# a股sh SH300大盘Symbol对象
SH300 = Symbol(EMarketTargetType.E_MARKET_TARGET_CN, EMarketSubType.SH, '000300')
# 港股sh大盘HSI对象
HSI = Symbol(EMarketTargetType.E_MARKET_TARGET_HK, EMarketSubType.HK, 'HSI')
# 港股sh大盘HSCEI对象
HSCEI = Symbol(EMarketTargetType.E_MARKET_TARGET_HK, EMarketSubType.HK, 'HSCEI')
# 港股sh大盘HSCCI对象
HSCCI = Symbol(EMarketTargetType.E_MARKET_TARGET_HK, EMarketSubType.HK, 'HSCCI')
# 国内期货只是使用黄金做为时间标尺，不具备对比大盘作用
BM_FUTURES_CN = Symbol(EMarketTargetType.E_MARKET_TARGET_FUTURES_CN, EMarketSubType.SHFE, 'AU0')
# 国际期货只是使用纽约黄金做为时间标尺，不具备对比大盘作用
BM_FUTURES_GB = Symbol(EMarketTargetType.E_MARKET_TARGET_FUTURES_GLOBAL, EMarketSubType.NYMEX, 'GC')
# 币类只是使用btc做为时间标尺，不具备对比大盘作用
TC_INX = Symbol(EMarketTargetType.E_MARKET_TARGET_TC, EMarketSubType.COIN, 'btc')