rainx / cn_stock_holidays Goto Github PK
View Code? Open in Web Editor NEWHolidays of Shanghai and Shenzhen stock exchanges
Holidays of Shanghai and Shenzhen stock exchanges
大神好,请问TdxTradeServer的源码能提供一份学习不?
来晚了,仓库都清了。
若可以的话请发一份至我的邮箱[email protected]
不甚感激
--Happy new year!
写一个最简单的使用pipeline的策略, 再使用一个最简单的返回收盘价的自定义因子,然后在策略中使用。
通过打印调试信息,并检查原始的行情数据,发现该股票SH600212 在2010.4.16处于停牌状态,但是策略中pipeline在2010.4.16仍有数据,而在2010-04-19才是NaN。
可能是使用该日历,pipeline的数据延迟了一个交易日。
原始行情数据:
20100415 6 6.01 5.81 5.86
20100419 5.79 5.82 5.51 5.52
Factor中打印的log:
today= 2010-04-16 00:00:00+00:00 ,out= [ ... 5.86 ...]
today= 2010-04-19 00:00:00+00:00 ,out= [ ... nan ...]
策略中打印的log:
2010-04-16 07:00:00+00:00,pipeline_data= MyFactor ... Equity(6 [SH600212]) 5.86 ...
2010-04-19 07:00:00+00:00,pipeline_data= MyFactor ... Equity(6 [SH600212]) NaN ...
20090101
I guess it should be 20190101
from cn_stock_holidays.zipline.exchange_calendar_shsz import SHSZExchangeCalendar
../../.local/share/virtualenvs/stralib-Bozs3YP5/lib/python3.6/site-packages/cn_stock_holidays/zipline/init.py:1: in
from cn_stock_holidays.zipline.exchange_calendar_hkex import HKExchangeCalendar
../../.local/share/virtualenvs/stralib-Bozs3YP5/lib/python3.6/site-packages/cn_stock_holidays/zipline/exchange_calendar_hkex.py:9: in
from zipline.utils.calendars.trading_calendar import days_at_time, NANOS_IN_MINUTE
E ModuleNotFoundError: No module named 'zipline.utils.calendars.trading_calendar'; 'zipline.utils.calendars' is not a package
zipline (1.1.1+258.gbd24e0de)
zipline-cn-databundle (0.5)
IndexError: index 246479 is out of bounds for axis 0 with size # 186582
您好,使用cn_stock_holidays过程中,zipline ingest bundle的时候,报错。 经查,发现是SHSZExchangeCalendar的问题。
@Property
def open_time(self):
return time(9, 30)
@Property
def close_time(self):
return time(15, 00)
将9:30 缩小。 将15:00放大后,186582 会相应变大,猜测是中间的时间差计算问题。不知道作者使用过程中是否遇到过此问题。
谢作者,提供这么好的开源项目。
2019年5月2号和3号一起放假,股市不开,请更新一下。
如题,可以提供pr 给我
您好,能否告知,一般如果出现这种错误,是数据源的问题还是日历的问题?
AssertionError: Got 382 rows for daily bars table with first day=2016-08-09, last day=2018-03-07, expected 383 rows.
Missing sessions: [Timestamp('2016-10-31 00:00:00+0000', tz='UTC'), Timestamp('2016-11-01 00:00:00+0000', tz='UTC')]
Extra sessions: [Timestamp('2017-02-02 00:00:00+0000', tz='UTC')]
我在zipline中使用 SHSZExchangeCalendar + yahoo 财经的**股市数据,发现日期和价格在zipline run 回归中对不上呀 - 错位
如题
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