backtrader/utils.py

76 lines
2.2 KiB
Python

import os
import yaml
import tushare as ts
import pandas as pd
from datetime import datetime, timedelta
from sqlalchemy import create_engine
# 模块级单例
_config = None
_engine = None
def load_config():
global _config
if _config is not None:
return _config
config_path = 'config.yaml'
if not os.path.exists(config_path):
config = {
'tushare_token': 'your_token_here',
'mysql': {
'user': 'user',
'password': 'password',
'host': '127.0.0.1',
'port': 3306,
'database': 'tushare',
'charset': 'utf8'
},
'openai_api': {
'api_key': 'sk-your-api-key-here',
'base_url': 'https://api.tu-zi.com/v1',
'model': 'gpt-4'
}
}
with open(config_path, 'w') as f:
yaml.dump(config, f)
print(f"请在 {config_path} 中填入您的 tushare token、MySQL 连接信息以及第三方 API 信息")
exit(1)
with open(config_path, 'r') as f:
_config = yaml.safe_load(f)
return _config
def get_engine():
"""获取单例数据库引擎"""
global _engine
if _engine is None:
config = load_config()
mysql = config['mysql']
connection_string = f"mysql+pymysql://{mysql['user']}:{mysql['password']}@{mysql['host']}:{mysql['port']}/{mysql['database']}?charset={mysql['charset']}&use_unicode=1"
_engine = create_engine(connection_string)
return _engine
def get_trade_cal(start_date=None, end_date=None):
"""
获取指定时间段内的交易日历
参数:
start_date (str): 开始日期,格式'YYYYMMDD'
end_date (str): 结束日期,格式'YYYYMMDD'
返回:
pandas.DataFrame: 交易日历
"""
if start_date is None:
start_date = (datetime.now() - timedelta(days=30)).strftime('%Y%m%d')
if end_date is None:
end_date = datetime.now().strftime('%Y%m%d')
pro = ts.pro_api()
trade_cal_df = pro.trade_cal(exchange='', start_date=start_date, end_date=end_date)
return trade_cal_df[trade_cal_df['is_open'] == 1]['cal_date'].tolist()