V0.9.14 更新一批代码 (#137)

* 0.9.14 start coding

* 0.9.14 update action

* 0.9.14 update

* 0.9.14 update

* 0.9.14 更新一批信号函数

* 0.9.14 更新一批信号函数

* 0.9.14 更新一批信号函数

* Xuming (#134)

* 准备好czsc_qmt_checkpoint_xm.py,打算进行策略选择和开平仓显示开发

* 添加check.bat，调整height

* 添加了一个自己的指标，变成了4 row

* 实现了策略买卖点的显示

* sdt调整

* sdt调整

* 增加收益分析，修正bs_df为空的bug

* 增加收益分析，修正bs_df为空的bug

* 去掉了转parquet

* margin调整

* 支持了股票池和回测模式选择

* 支持了股票池和回测模式选择

* 支持了股票池和回测模式选择

* Delete check.bat

* Delete tcheck.bat

---------

Co-authored-by: zengbin93 <[email protected]>

* 0.9.14 fix bug

* 0.9.14 新增收益计算函数

* 0.9.14 优化绘图工具

* 0.9.14 update

* 0.9.14 新增信号解析模块

* 0.9.14 新增信号解析模块

* 0.9.14 新增截面IC计算函数

* 0.9.14 优化 Position 对象

* 0.9.14 优化策略模板

* 0.9.14 update

* 0.9.14 update

* 0.9.14 update

* 0.9.14 update

* 0.9.14 update

* 0.9.14 新增 RBreaker 信号

* 0.9.14 新增 unique signals 属性

* 0.9.14 新增 unique signals 属性

* 0.9.14 优化 freqs 验证方法

* 0.9.14 update

* 0.9.14 update

* 0.9.14 优化 Event

* 0.9.14 update

* 0.9.14 update

* 0.9.14 update

* 0.9.14 update

* 0.9.14 支持不写 get_signals 直接创建策略

* 0.9.14 支持不写 get_signals 直接创建策略

* 0.9.14 update

* 0.9.14 update

---------

Co-authored-by: ming-mingxu <[email protected]>

.github/workflows/pythonpackage.yml

@@ -5,7 +5,7 @@ name: Python package
 
 on:
   push:
-    branches: [ master, V0.9.13 ]
+    branches: [ master, V0.9.14 ]
   pull_request:
     branches: [ master ]
 

czsc/__init__.py

@@ -16,21 +16,21 @@
 from czsc.utils.cache import home_path, get_dir_size, empty_cache_path
 from czsc.traders import CzscTrader, CzscSignals, generate_czsc_signals, check_signals_acc, get_unique_signals
 from czsc.traders import PairsPerformance, combine_holds_and_pairs, combine_dates_and_pairs, stock_holds_performance
-from czsc.traders import DummyBacktest
+from czsc.traders import DummyBacktest, SignalsParser, get_signals_by_conf, get_signals_config, get_signals_freqs
 from czsc.strategies import CzscStrategyBase
 from czsc.utils import KlineChart, BarGenerator, resample_bars, dill_dump, dill_load, read_json, save_json
 from czsc.utils import get_sub_elements, get_py_namespace, freqs_sorted, x_round, import_by_name, create_grid_params
-from czsc.utils import cal_trade_price
+from czsc.utils import cal_trade_price, cross_sectional_ic
 from czsc.sensors import holds_concepts_effect, StocksDaySensor, ThsConceptsSensor, SignalsPerformance
 
 
-__version__ = "0.9.13"
+__version__ = "0.9.14"
 __author__ = "zengbin93"
 __email__ = "[email protected]"
-__date__ = "20230314"
+__date__ = "20230323"
 
 
-if envs.get_welcome():
+def welcome():
     print(f"欢迎使用CZSC！当前版本标识为 {__version__}@{__date__}\n")
     aphorism.print_one()
 
@@ -40,5 +40,9 @@
           f"czsc_bi_change_th = {envs.get_bi_change_th()}")
 
 
+if envs.get_welcome():
+    welcome()
+
+
 if get_dir_size(home_path) > pow(1024, 3) and envs.get_verbose():
     print(f"{home_path} 目录缓存超过1GB，请适当清理。调用 czsc.empty_cache_path 可以直接清空缓存")

czsc/objects.py

@@ -370,9 +370,9 @@ class Signal:
     score: int = 0
 
     # k1, k2, k3 是信号名称
-    k1: str = "任意"
-    k2: str = "任意"
-    k3: str = "任意"
+    k1: str = "任意"      # k1 一般是指明信号计算的K线周期，如 60分钟，日线，周线等
+    k2: str = "任意"      # k2 一般是记录信号计算的参数
+    k3: str = "任意"      # k3 用于区分信号，必须具有唯一性，推荐使用信号分类和开发日期进行标记
 
     # v1, v2, v3 是信号取值
     v1: str = "任意"
@@ -441,6 +441,18 @@ class Factor:
     # signals_not 不能满足其中任一信号，允许为空
     signals_not: List[Signal] = None
 
+    @property
+    def unique_signals(self) -> List[str]:
+        """获取 Factor 的唯一信号列表"""
+        signals = []
+        signals.extend(self.signals_all)
+        if self.signals_any:
+            signals.extend(self.signals_any)
+        if self.signals_not:
+            signals.extend(self.signals_not)
+        signals = {x.signal if isinstance(x, Signal) else x for x in signals}
+        return list(signals)
+
     def is_match(self, s: dict) -> bool:
         """判断 factor 是否满足"""
         if self.signals_not:
@@ -484,8 +496,8 @@ def load(cls, raw: dict):
         """
         fa = Factor(name=raw['name'],
                     signals_all=[Signal(x) for x in raw['signals_all']],
-                    signals_any=[Signal(x) for x in raw['signals_any']] if raw['signals_any'] else None,
-                    signals_not=[Signal(x) for x in raw['signals_not']] if raw['signals_not'] else None
+                    signals_any=[Signal(x) for x in raw['signals_any']] if raw.get('signals_any') else None,
+                    signals_not=[Signal(x) for x in raw['signals_not']] if raw.get('signals_not') else None
                     )
         return fa
 
@@ -508,6 +520,23 @@ class Event:
     # signals_not 不能满足其中任一信号，允许为空
     signals_not: List[Signal] = None
 
+    @property
+    def unique_signals(self) -> List[str]:
+        """获取 Event 的唯一信号列表"""
+        signals = []
+        if self.signals_all:
+            signals.extend(self.signals_all)
+        if self.signals_any:
+            signals.extend(self.signals_any)
+        if self.signals_not:
+            signals.extend(self.signals_not)
+
+        for factor in self.factors:
+            signals.extend(factor.unique_signals)
+
+        signals = {x.signal if isinstance(x, Signal) else x for x in signals}
+        return list(signals)
+
     def is_match(self, s: dict):
         """判断 event 是否满足"""
         # 首先判断 event 层面的信号是否得到满足
@@ -569,11 +598,14 @@ def load(cls, raw: dict):
                  'signals_not': []}
         :return:
         """
+        assert raw['operate'] in Operate.__dict__["_value2member_map_"], f"operate {raw['operate']} not in Operate"
+        assert raw['factors'], "factors can not be empty"
+
         e = Event(name=raw['name'], operate=Operate.__dict__["_value2member_map_"][raw['operate']],
                   factors=[Factor.load(x) for x in raw['factors']],
-                  signals_all=[Signal(x) for x in raw['signals_all']] if raw['signals_all'] else None,
-                  signals_any=[Signal(x) for x in raw['signals_any']] if raw['signals_any'] else None,
-                  signals_not=[Signal(x) for x in raw['signals_not']] if raw['signals_not'] else None
+                  signals_all=[Signal(x) for x in raw['signals_all']] if raw.get('signals_all') else None,
+                  signals_any=[Signal(x) for x in raw['signals_any']] if raw.get('signals_any') else None,
+                  signals_not=[Signal(x) for x in raw['signals_not']] if raw.get('signals_not') else None
                   )
         return e
 
@@ -642,6 +674,14 @@ def __repr__(self):
         return f"Position(name={self.name}, symbol={self.symbol}, opens={[x.name for x in self.opens]}, " \
                f"timeout={self.timeout}, stop_loss={self.stop_loss}BP, T0={self.T0}, interval={self.interval}s)"
 
+    @property
+    def unique_signals(self) -> List[str]:
+        """获取所有事件的唯一信号列表"""
+        signals = []
+        for e in self.events:
+            signals.extend(e.unique_signals)
+        return list(set(signals))
+
     def dump(self, with_data=False):
         """将对象转换为 dict"""
         raw = {
@@ -658,6 +698,22 @@ def dump(self, with_data=False):
             raw.update({"pairs": self.pairs, "holds": self.holds})
         return raw
 
+    @classmethod
+    def load(cls, raw: dict):
+        """从 dict 中创建 Position
+
+        :param raw: 样例如下
+        :return:
+        """
+        pos = Position(name=raw['name'], symbol=raw['symbol'],
+                       opens=[Event.load(x) for x in raw['opens'] if raw.get('opens')],
+                       exits=[Event.load(x) for x in raw['exits'] if raw.get('exits')],
+                       interval=raw['interval'],
+                       timeout=raw['timeout'],
+                       stop_loss=raw['stop_loss'],
+                       T0=raw['T0'])
+        return pos
+
     @property
     def pairs(self):
         """开平交易列表

czsc/signals/__init__.py

@@ -18,8 +18,6 @@
     cxt_fx_power_V221107,
     cxt_first_buy_V221126,
     cxt_first_sell_V221126,
-    cxt_bi_break_V221126,
-    cxt_sub_b3_V221212,
     cxt_zhong_shu_gong_zhen_V221221,
     cxt_bi_end_V230222,
     cxt_bi_end_V230224,
@@ -28,6 +26,7 @@
     cxt_bi_end_V230312,
     cxt_bi_end_V230320,
     cxt_bi_end_V230322,
+    cxt_bi_end_V230324,
     cxt_bi_base_V230228,
     cxt_third_buy_V230228,
     cxt_double_zs_V230311,
@@ -43,6 +42,7 @@
     byi_symmetry_zs_V221107,
     byi_bi_end_V230106,
     byi_bi_end_V230107,
+    byi_second_bs_V230324,
 )
 
 from czsc.signals.coo import (
@@ -77,12 +77,14 @@
     bar_vol_bs1_V230224,
     bar_reversal_V230227,
     bar_bpm_V230227,
+    bar_time_V230327,
+    bar_weekday_V230328,
+    bar_r_breaker_V230326,
 )
 
 from czsc.signals.jcc import (
     jcc_san_xing_xian_V221023,
     jcc_ten_mo_V221028,
-    jcc_bai_san_bin_V221030,
     jcc_san_fa_V20221115,
     jcc_san_fa_V20221118,
     jcc_wu_yun_gai_ding_V221101,
@@ -95,7 +97,6 @@
     jcc_zhuo_yao_dai_xian_v221113,
     jcc_two_crow_V221108,
     jcc_three_crow_V221108,
-    jcc_three_soldiers_V221030,
     jcc_szx_V221111,
     jcc_ta_xing_V221124,
     jcc_san_szx_V221122,
@@ -121,6 +122,9 @@
     tas_macd_first_bs_V221201,
     tas_macd_first_bs_V221216,
     tas_macd_second_bs_V221201,
+    tas_macd_bs1_V230313,
+    tas_macd_bs1_V230312,
+    tas_macd_base_V230320,
 
     tas_ma_base_V221101,
     tas_ma_base_V221203,
@@ -130,7 +134,8 @@
 
     tas_boll_power_V221112,
     tas_boll_bc_V221118,
-    tas_boll_vt_V230312,
+    tas_boll_vt_V230212,
+    tas_boll_cc_V230312,
 
     tas_kdj_base_V221101,
     tas_kdj_evc_V221201,