自用策略初始提交

xueqiu_taobao/xueqiu2/xq_follower.py

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+# -*- coding: utf-8 -*-
+from __future__ import division, print_function, unicode_literals
+from datetime import datetime
+from follower import BaseFollower
+from log import logger
+from misc import parse_cookies_str
+import pandas as pd
+
+class XueQiuFollower(BaseFollower):
+    LOGIN_PAGE = "https://www.xueqiu.com"
+    LOGIN_API = "https://xueqiu.com/snowman/login"
+    TRANSACTION_API = "https://xueqiu.com/cubes/rebalancing/history.json"
+    PORTFOLIO_URL = "https://xueqiu.com/p/"
+    WEB_REFERER = "https://www.xueqiu.com"
+
+    def __init__(self):
+        super().__init__()
+        self._adjust_sell = None
+        self._users = None
+
+    def login(self, user=None, password=None, **kwargs):
+        """
+        雪球登陆， 需要设置 cookies
+        :param cookies: 雪球登陆需要设置 cookies， 具体见
+            https://smalltool.github.io/2016/08/02/cookie/
+        :return:
+        """
+        cookies = kwargs.get("cookies")
+        
+        if cookies is None:
+            raise TypeError(
+                "雪球登陆需要设置 cookies， 具体见" "https://smalltool.github.io/2016/08/02/cookie/"
+            )
+        headers = self._generate_headers()
+        self.s.headers.update(headers)
+
+        self.s.get(self.LOGIN_PAGE)
+
+        cookie_dict = parse_cookies_str(cookies)
+        self.s.cookies.update(cookie_dict)
+        #extract_strategy_name(self, 'ZH1332574')
+        logger.info("登录成功")
+
+
+
+    def extract_strategy_name(self, strategy_url):
+        
+        base_url = "https://xueqiu.com/cubes/nav_daily/all.json?cube_symbol={}"
+        url = base_url.format(strategy_url)
+        rep = self.s.get(url)
+        
+        info_index = 0
+        return rep.json()[info_index]["name"]
+
+
+    def extract_transactions(self, history):
+        
+        if history["count"] <= 0:
+            return []
+        rebalancing_index = 0
+        raw_transactions = history["list"][rebalancing_index]["rebalancing_histories"]
+        transactions = []
+        for transaction in raw_transactions:
+            if transaction["price"] is None:
+                logger.info("该笔交易无法获取价格，疑似未成交，跳过。交易详情: %s", transaction)
+                continue
+            transactions.append(transaction)
+            
+
+        return transactions
+
+    def create_query_transaction_params(self, strategy):
+        params = {"cube_symbol": strategy, "page": 1, "count": 1}
+        return params
+
+    # noinspection PyMethodOverriding
+    def none_to_zero(self, data):
+        if data is None:
+            return 0
+        return data
+
+    # noinspection PyMethodOverriding
+    def project_transactions(self, transactions, assets):
+        
+        pa = pd.DataFrame(index=[],columns=[])
+        for transaction in transactions:
+            weight_diff = self.none_to_zero(transaction["weight"]) - self.none_to_zero(
+                transaction["prev_weight"]
+            )
+            #print(33333,weight_diff,assets,transaction["price"])
+            initial_amount = abs(weight_diff) / 100 * assets / transaction["price"]
+
+            transaction["datetime"] = datetime.fromtimestamp(
+                transaction["created_at"] // 1000
+            )
+
+            transaction["stock_code"] = transaction["stock_symbol"].lower()
+
+            transaction["action"] = "buy" if weight_diff > 0 else "sell"
+
+            if str(transaction["stock_code"][2:4])=='11' or str(transaction["stock_code"][2:4])=='12':
+                shou=1
+            else:
+                shou=2
+            transaction["amount"] = int(round(initial_amount, -shou))
+            
+            pa.loc[transaction["stock_code"],"price"]=transaction["price"]
+            pa.loc[transaction["stock_code"],"amount"]=transaction["amount"]
+            pa.loc[transaction["stock_code"],"datetime"]=transaction["datetime"]
+            pa.loc[transaction["stock_code"],"action"]=transaction["action"]
+        current_time = datetime.now()
+        diff = (current_time - transaction["datetime"]).total_seconds()
+        if int(diff)<20:
+            return pa
+        else:
+            return []
+
+