Merge pull request #1471 from yutiansut/master

sync update to 1.9.6

QUANTAXIS/QAAnalysis/QAAnalysis_block.py

@@ -48,7 +48,7 @@ def market_data(self):
  @property
  @lru_cache()
  def market_value(self):
- return self.market_data.add_func(QA_data_marketvalue)
+ return QA_data_marketvalue(self.market_data.data)
 
  @property
  def week_data(self):

QUANTAXIS/QAData/base_datastruct.py

@@ -920,7 +920,7 @@ def agg(self, func, axis=0, *args, **kwargs):
  def aggregate(self, func, axis=0, *args, **kwargs):
  return self.new(self.data.aggregate(func, axis=0, *args, **kwargs))
 
- def tail(self, lens):
+ def tail(self, lens=5):
  """返回最后Lens个值的DataStruct
 
  Arguments:
@@ -932,7 +932,7 @@ def tail(self, lens):
 
  return self.new(self.data.tail(lens))
 
- def head(self, lens):
+ def head(self, lens=5):
  """返回最前lens个值的DataStruct
 
  Arguments:

QUANTAXIS/QAData/data_marketvalue.py

@@ -35,32 +35,30 @@ def QA_data_calc_marketvalue(data, xdxr):
  ['shares_after',
  'liquidity_after']].dropna()
  res = pd.concat([data, mv], axis=1)
-
  res = res.assign(
- shares=res.shares_after.fillna(method='ffill'),
- lshares=res.liquidity_after.fillna(method='ffill')
+ shares=res.shares_after.groupby(level=1).fillna(method='ffill'),
+ lshares=res.liquidity_after.groupby(level=1).fillna(method='ffill')
  )
- return res.assign(mv=res.close*res.shares*10000, liquidity_mv=res.close*res.lshares*10000).drop(['shares_after', 'liquidity_after'], axis=1)\
- .loc[(slice(data.index.remove_unused_levels().levels[0][0],data.index.remove_unused_levels().levels[0][-1]),slice(None)),:]
-
+ return res.assign(mv=res.close*res.shares*10000, liquidity_mv=res.close*res.lshares*10000)\
+  .drop(['shares_after', 'liquidity_after'], axis=1)\
+ .loc[(slice(data.index.remove_unused_levels().levels[0][0],data.index.remove_unused_levels().levels[0][-1]),slice(None)),:]
 
 def QA_data_marketvalue(data):
 
  def __QA_fetch_stock_xdxr(
- code,
+ code_list,
  format_='pd',
  collections=DATABASE.stock_xdxr
  ):
  '获取股票除权信息/数据库'
  try:
  data = pd.DataFrame(
- [item for item in collections.find({'code': code})]
- ).drop(['_id'],
- axis=1)
+ [item for item in collections.find({'code': {"$in": code_list}
+ },{"_id": 0})])
  data['date'] = pd.to_datetime(data['date'])
 
  return data.drop_duplicates(
- 'date',
+ ['date', 'code'],
  keep='last'
  ).set_index(['date',
  'code'],
@@ -86,10 +84,6 @@ def __QA_fetch_stock_xdxr(
  'suogu',
  'xingquanjia'
  ]
- )
-
- code = data.index.remove_unused_levels().levels[1][0] if isinstance(
- data.index,
- pd.core.indexes.multi.MultiIndex
- ) else data['code'][0]
- return QA_data_calc_marketvalue(data, __QA_fetch_stock_xdxr(code))
+ ) 
+ code_list = data.index.remove_unused_levels().levels[1].tolist()
+ return QA_data_calc_marketvalue(data, __QA_fetch_stock_xdxr(code_list))

QUANTAXIS/__init__.py

@@ -31,7 +31,7 @@
 2017/4/8
 """
 
-__version__ = '1.9.6'
+__version__ = '1.9.7'
 __author__ = 'yutiansut'
 
 import argparse