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ZfinanceCfg.py
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from enum import Enum
PROXYEN = None
EXTENDLEN = 100
DownloadDefualtCfg = {
"PROXYEN": 'http://127.0.0.1:7890',
'Intervial_1Day_x':True,
'Intervial_1h_x':True,
'Intervial_30min_x':True,
'Intervial_15min_x':True,
'Intervial_5min_x':True,
'Intervial_1min_x':True,
'FunAna_Info_x':True,
'FunAna_Financials_x':True,
'FunAna_Balancesheet_x':True,
'FunAna_Cashflow_x':True,
'FunAna_Dividends_x':True,
'FunAna_Splits_x':True,
'DownloadPeriod_x' : 10,
'MulitThreadDL_x':5,
'ReConnectCnt_x':2,
'TimeOut_x':10,
'SkipPeriod_x':0,
'SkipNG_x':True,
"EX_CN-SHZ_x": True,
"EX_HK_x": True,
"EX_US-ASE_x": True,
"EX_US-NYQ_x": True,
"EX_US-NMS_x": True,
"EX_FAVOR_x": True
}
# PeriodDict={
# 'PeriodStr' : ["1 Day", "5 Days", '60 Days', '90 Days', '180 Days', '1 Years',
# '2 Years', "5 Years", '10 Years' ,'MAX'],
# 'PeriodStrPara' : ["1d", "5d", '60d', '3mo', '6mo', '1y',
# '2y', "5y", '10y', 'max'],
# 'Period2Days': [1, 4, 50, 80, 160, 340,
# 700, 1700, 3500, -1]
# }
Period2DayLenthDict={
"1 Day": 1,
"5 Days":5,
'2 Months':60,
'3 Months':90,
'6 Months':180,
'1 Years':365,
'2 Years':730,
"5 Years":1825,
'10 Years':3650,
'MAX':0
}
PeriodLimitDict={
'LimitPeriodInDay':{
'yfinance': {'1m': 7,'5m': 60, '15m': 60, '30m': 60, '60m': 2 * 365, '1d': 'max'},
'TdaAPI': {'1m':10,'5m': 10, '15m': 10, '30m': 10, '60m': 10, '1d': 20*365},
'efinance': {'1m': 5,'5m': 60, '15m': 60, '30m': 60, '60m': 2 * 365, '1d': 0},
},
'IntervalInSec':{'1m':60,'5m': 300,'15m': 900, '30m': 1800,'60m': 3600,'1d': 86400 },
'UnitExchange':{
'yfinance':{
'DefaultPeriodUnit':'d',
'60m':[{
'Intervalunit':'1h',
'PeriodUnit':'mo',
'PeriodDiv':30
},
{
'Intervalunit':'1h',
'PeriodUnit':'y',
'PeriodDiv':365
}],
# '30m':[{
# 'Intervalunit':'30m',
# 'PeriodUnit':'mo',
# 'PeriodDiv':30
# },
# {
# 'Intervalunit':'30m',
# 'PeriodUnit':'y',
# 'PeriodDiv':365
# }],
# '15m': [{
# 'Intervalunit': '15m',
# 'PeriodUnit': 'mo',
# 'PeriodDiv': 30
# },
# {
# 'Intervalunit': '15m',
# 'PeriodUnit': 'y',
# 'PeriodDiv': 365
# }],
# '5m': [{
# 'Intervalunit': '5m',
# 'PeriodUnit': 'mo',
# 'PeriodDiv': 30
# },
# {
# 'Intervalunit': '5m',
# 'PeriodUnit': 'y',
# 'PeriodDiv': 365
# }],
'1d':[
{
'Intervalunit':'1d',
'PeriodUnit': 'y',
'PeriodDiv': 365
},
{
'Intervalunit':'1d',
'PeriodUnit': 'mo',
'PeriodDiv': 30
}
]
},
'TdaAPI': {
'DefaultPeriodUnit':'day',
'1d':[
{
'Intervalunit':'1d',
'PeriodUnit': 'year',
'PeriodDiv': 365
},
{
'Intervalunit':'1d',
'PeriodUnit': 'month',
'PeriodDiv': 30
}
]
},
'efinance': {
'DefaultPeriodUnit':'d',
'1d': [
{
'Intervalunit':101,
'PeriodUnit': 'd',
'PeriodDiv': 1
}],
'1m': [{
'Intervalunit': 1,
'PeriodUnit': 'd',
'PeriodDiv': 1
}],
'5m': [{
'Intervalunit': 5,
'PeriodUnit': 'd',
'PeriodDiv': 1
}],
'15m': [{
'Intervalunit': 15,
'PeriodUnit': 'd',
'PeriodDiv': 1
}],
'30m': [{
'Intervalunit': 30,
'PeriodUnit': 'd',
'PeriodDiv': 1
}],
'60m': [{
'Intervalunit': 60,
'PeriodUnit': 'd',
'PeriodDiv': 1
}],
}
}
}
# PreviewPeriodList=[10,20,60,120,240,480,960,1200,2400,-1]
MulitThreadList_c = ['1','3','5','10','20','40','60','100']
SkipPeriodList_c = ['0','3','6','9','12','15','18','21']
ReConnectList_c = ['1','3','5','10','20']
TimeOutList_c = ['5','10','20','30','60']
DownloadAPIList_c = ['AutoSelect','yfinance','efinance']
class TradingStatu(Enum):
Buy = 0
Hold = 1
LockSell = 2
Sell = 3
Watch = 4
LockBuy = 5
class TrendMode(Enum):
UP = 0
DN = 1
NO = 2
class DownloadPlatform(Enum):
yfinance = 'yfinance'
efinance = 'efinance'
TdaAPI = 'TdaAPI'
BackTestTableColumeItem = ['Start:80', 'End:80', 'FlPL:60', 'StdPL:60', 'FixPL:60','ClosePrice:60'] #标签：宽度
MonitorTableColumeItem = ['Strategy:80','NOTIFY:50', 'TDA AUTO:50', 'Trading:50','Price@Start:100', 'Update:60','Curr Price:80','StdPL Ratio:80','FixPL Ratio:80','USER Msg :160']
BalanceTableColumeItem = ['P/L Day:50', 'P/L Open:60', 'Cost:40', 'Mark:40', 'P/L %:50', 'Net Liq:50']
MonitorConfigTreeColumeItem = ['StrategyName', 'StrategyPath',]
DebugStatusStr = {
TradingStatu.Buy:['Buy','green'],
TradingStatu.Hold:['Hold','lightgreen'],
TradingStatu.LockSell:['LockSell','peru'],
TradingStatu.Sell:['Sell','red'],
TradingStatu.Watch:['Watch','blue'],
TradingStatu.LockBuy:['LockBuy','violet']
}
StrategyStatusTag = {
TradingStatu.Buy:{
"Tag":"Buy",
"Color":"green"
},
TradingStatu.Hold:{
"Tag":"Hold",
"Color":"lightgreen"
},
TradingStatu.LockSell:{
"Tag":"LockSell",
"Color":"peru"
},
TradingStatu.Sell:{
"Tag":"Sell",
"Color":"red"
},
TradingStatu.Watch:{
"Tag":"Watch",
"Color":"blue"
},
TradingStatu.LockBuy:{
"Tag":"LockBuy",
"Color":"violet"
}
}
BackTestPara = {
"ProcessConfig": {
"ProcessorCnt": 4,
},
"Period&Interval": {
"Period": int(180),
"Interval" : "5m"
},
"AEMATP":{
"Length1":int(8),
"Length2":int(21),
"Length3":int(50),
"Length4":int(144),
"Length5":int(200),
"Length6":int(350)
},
"RSI":{
"Enable":True,
"RSI1":{
"Length":int(21),
'OverBuy':int(80),
"OverSell":int(20),
},
"RSI2":{
"Enable":False,
"Length":int(21),
},
"RSI3": {
"Enable": True,
"Length": int(50),
}
},
"P/L":{
"FloatPL":{
"Enable":True
},
"StanderPL":{
"Enable":False
},
"FixedPL": {
"Enable": True
},
"Index": {
"Enable": True
}
},
"Trading":{
"Enable":False,
"TrendGate": 0.0008,
"ClosureRatio": 0.15,
"LastIndex":3,
"TrendDnRatio":63,
"TrendDnRatioLen":int(230),
"RSISellLimit":float(78),
'TrendUp':{
"RaiseScale":1.0,
'FallScale':0.98,
"Elimit": int(2)
},
'TrendDn':{
"RaiseScale": 1.0,
'FallScale': 0.98,
"Elimit": int(2),
},
'TrendNo':{
"RaiseScale": 1.0,
'FallScale': 0.98,
"Elimit": int(2),
},
"lastIndex":int(3),
"LockBuyLen":int(10),
"StopLossRate":95.8,
'RaiseScale':1.01,
'FallScale':0.98
},
"WebPage": {
"Save": False,
"AutoOpen": True
}
}
MonitorPara = {
"Timming": {
"Interval(Min)": 5,
}
}
TradePara = {
"MailNotifyEnable": False,
"SendMailBoxAddr": "",
"SendMailBoxPwd": "",
"RevMailBoxAddr": "",
"TdaAccountMonitorEnable": False,
"TdaTradeRotEnable": False,
"TdaAPIOAuthUserID": "",
"TdaAPIRefreshToken": "",
"TdaAccountID": "",
}
CntPreDayConfigTable = {
"CN":
{
'1m': 192,
'5m': 192,
'15m': 192,
'30m': 192,
'60m': 192,
'90m': 192,
'1h': 192,
'90m': 192,
'1d': 192,
},
"HK":
{
'1m': 192,
'5m': 192,
'15m': 192,
'30m': 192,
'60m': 192,
'90m': 192,
'1h': 192,
'90m': 192,
'1d': 192,
},
"US":
{
'1m': 192,
'5m': 192,
'15m': 192,
'30m': 192,
'60m': 192,
'90m': 192,
'1h': 192,
'90m': 192,
'1d': 192,
},
}
class TableColor(Enum):
Green = 1
Yellow = 2
Red = 3
ExchargeMarket = {
"CN-SHH":["上海证券交易所","沪A"],
"CN-SHZ":["深圳证券交易所","深A"],
"HK": ["港交所","9999"],
"US-ASE":["美国股票交易所","105"],
"US-NYQ":["纽约证券交易所","106"],
"US-NMS":["纳斯达克股票交易所","107"],
"FAVOR":["收藏清单","NA"]
}