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A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities

Home Page: http://rqalpha.io

License: Other

Python 100.00%

quant python backtest finance ricequant ta-lib rqalpha trading stock futures

rqalpha's Issues

rqalpha update_bundle 命令在window10 有问题

rqalpha update_bundle 并未在~/.rqalpha 下发现对应目录，是不是应有个bundle目录出现
如果执行 rqalpha update_bundle -d c:\ 该命令是否会删除C目录下文件？造成系统崩溃？请检查一下。

api 不完整

api 不完整
比如没有 xueqiu.top_stocks()

在Python2环境下运行示例报错rqalpha run -f E:\rqalpha\buy_and_hold.py -s 2013-01-01 -e 2015-01-01 --plot

[Anaconda2] C:\Users\thinkpad>rqalpha run -f E:\rqalpha\buy_and_hold.py -s 2013-01-01 -e 2015-01-01 --plot
Traceback (most recent call last):
File "c:\users\thinkpad\anaconda2\lib\runpy.py", line 162, in run_module_as_main
"main", fname, loader, pkg_name)
File "c:\users\thinkpad\anaconda2\lib\runpy.py", line 72, in run_code
exec code in run_globals
File "C:\Users\thinkpad\Anaconda2\Scripts\rqalpha.exe_main.py", line 9, in
File "c:\users\thinkpad\anaconda2\lib\site-packages\rqalpha_main.py", line 44, in entry_point
cli(obj={})
File "c:\users\thinkpad\anaconda2\lib\site-packages\click\core.py", line 722, in call
return self.main(*args, **kwargs)
File "c:\users\thinkpad\anaconda2\lib\site-packages\click\core.py", line 697, in main
rv = self.invoke(ctx)
File "c:\users\thinkpad\anaconda2\lib\site-packages\click\core.py", line 1066, in invoke
return process_result(sub_ctx.command.invoke(sub_ctx))
File "c:\users\thinkpad\anaconda2\lib\site-packages\click\core.py", line 895, in invoke
return ctx.invoke(self.callback, **ctx.params)
File "c:\users\thinkpad\anaconda2\lib\site-packages\click\core.py", line 535, in invoke
return callback(*args, **kwargs)
File "c:\users\thinkpad\anaconda2\lib\site-packages\rqalpha_main.py", line 115, in run
locale.setlocale(locale.LC_ALL, "en_US.UTF-8")
File "c:\users\thinkpad\anaconda2\lib\locale.py", line 579, in setlocale
return _setlocale(category, locale)
locale.Error: unsupported locale setting

能否出个对接自有行情数据的指南？

如题

止损单、止盈单

1、请问如何下止损单和止盈单？
2、如果我设置最大持股天数，到达时间了，以开盘价或者收盘价卖出，是否可以实现？
谢谢解答！

data bundle能否每日收盘后一定时间内自动更新

注意到目前的data bundle更新时间好像不固定，能否于当日收盘后固定时间自动更新data bundle，谢谢！ @cedricporter @hzliu

设置允许卖空时，参数类型出错

def init(context):
context.short_selling_allowed = True

File "d:\python\lib\site-packages\rqalpha\strategy.py", line 158, in execute
init(strategy_context)
File "examples/buy_and_hold.py", line 7, in init
context.short_selling_allowed = True
TypeError: short_selling_allowed() takes 1 positional argument but 2 were given

在ricequant平台上策略代码测试可用

可以实时模拟交易吗？

看到网站上可以实时模拟，看了一下开源的代码好像没发现实时模拟的功能。

测试rqalpha run -f multi_rsi.py 策略时出现amount error.

按照RQalpha的指导，测试了rsi策略。
背景：
本地的.rqalpha数据不是最新，但是有2014-1-1 到2016-1-1的数据
步骤：
运行以下命令，将开始回测
cd examples
rqalpha run -f multi_rsi.py -s 2014-01-01 -e 2016-01-01 -o result.pkl --plot
注：策略完全就是RQalpha的例子，没有什么改动。
error提示:
[2016-08-31 23:54:59.420540] INFO: 报告: target available cash caled: 290.393311284
[2016-08-31 23:54:59.421540] ERROR: user_log: order_shares 601988.XSHG amount is 0.
测试结果：
结果和RQalpha的例子的结果是一致的。
疑问：
为什么会有这样的日志？INFO和ERROR说的是个什么？这个ERROR会不会影响到测试的准确性？INFO和ERROR在RQalpha项目里那个py文件可以查到？谢谢

wiki ：如何设置PyCharm进行单步调试

wiki ：使用PyCharm进行单步调试。
在window中如何进行第二步debug设置（下载zip格式）

请问RQ何时能加入做空机制呢？？？

看了源码貌似还不支持做空，请问RQ何时能加入做空机制呢？？？

commission设置有问题

在init函数中使用：
context.commission = 0.02
最终的commission是2%，并不是0.02%。

commission.py文件中没有对设定的值再除100

down stock's data error!!

Ubuntu16.04 64bit +Anaconda 4.3.8
Rqalpha Installation success，but run " rqalpha update_bundle" result in an error!

ImportError: /home/jianxue/anaconda3/lib/python3.6/site-packages/bcolz/carray_ext.cpython-36m-x86_64-linux-gnu.so: undefined symbol: _ZNSt7__cxx1112basic_stringIcSt11char_traitsIcESaIcEE9_M_appendEPKcm

是否可以在result.pkl中记录自定义数据?

现在是否有类似zipline的record函数，在before_trading,handle_bar中调用记录相关指标？

zipline.api.record

zipline.api.record(self, *args, **kwargs)
Track and record values each day.

Parameters:	
**kwargs

The names and values to record.

Notes

These values will appear in the performance packets and the performance dataframe passed to analyze and returned from run_algorithm().

logger.info好像有一些bug,在Spyder中回测时会重复打印.

手续费佣金平台回测的时候有问题！！

设置如下：
context.commission = 0.
context.slippage = 0.
init_cash = 10000000
落单如下：
在2014年1月1日全仓买入000001 股票
测试结果如下：（20140101的交易情况）
[Trade({'order_book_id': '000001.XSHE', 'order_id': '50da6d406a614b049717effec75f7f77', 'tax': 0, 'commission': 5, 'amount': 1412400, 'price': 7.0800000000000001, 'date': Timestamp('2014-01-01 15:00:00', offset='D')})]
我的疑问：
commission 等于5 是怎么来的，price如何确定的，amount又是怎样？俩乘起来会不会超过初始资金10000000？？？？？？？？？？？？？

ValueError: could not convert string to Timestamp

/Library/Frameworks/Python.framework/Versions/3.6/bin/python3.6 /DeepLink/LocalRqalphaNew/rqalpha/rqalpha/ run -f rsi.py -s 2016-01-01 -e 2016-11-20 -stock-starting-cash 100000 -o result.pkl --plot
Traceback (most recent call last):
File "pandas/tslib.pyx", line 1588, in pandas.tslib.convert_str_to_tsobject (pandas/tslib.c:29408)
File "pandas/src/datetime.pxd", line 135, in datetime._string_to_dts (pandas/tslib.c:95676)
ValueError: Error parsing datetime string "tock-starting-cash" at position 0

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "pandas/tslib.pyx", line 1608, in pandas.tslib.convert_str_to_tsobject (pandas/tslib.c:29833)
File "pandas/tslib.pyx", line 1974, in pandas.tslib.parse_datetime_string (pandas/tslib.c:35434)
File "/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/dateutil/parser.py", line 1168, in parse
return DEFAULTPARSER.parse(timestr, **kwargs)
File "/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/dateutil/parser.py", line 559, in parse
raise ValueError("Unknown string format")
ValueError: Unknown string format

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/runpy.py", line 193, in _run_module_as_main
"main", mod_spec)
File "/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/runpy.py", line 85, in _run_code
exec(code, run_globals)
File "/DeepLink/LocalRqalphaNew/rqalpha/rqalpha/main.py", line 218, in
entry_point()
File "/DeepLink/LocalRqalphaNew/rqalpha/rqalpha/main.py", line 44, in entry_point
cli(obj={})
File "/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/click/core.py", line 722, in call
return self.main(*args, **kwargs)
File "/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/click/core.py", line 697, in main
rv = self.invoke(ctx)
File "/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/click/core.py", line 1064, in invoke
sub_ctx = cmd.make_context(cmd_name, args, parent=ctx)
File "/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/click/core.py", line 621, in make_context
self.parse_args(ctx, args)
File "/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/click/core.py", line 880, in parse_args
value, args = param.handle_parse_result(ctx, opts, args)
File "/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/click/core.py", line 1396, in handle_parse_result
value = self.full_process_value(ctx, value)
File "/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/click/core.py", line 1681, in full_process_value
return Parameter.full_process_value(self, ctx, value)
File "/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/click/core.py", line 1365, in full_process_value
value = self.process_value(ctx, value)
File "/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/click/core.py", line 1355, in process_value
return self.type_cast_value(ctx, value)
File "/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/click/core.py", line 1344, in type_cast_value
return _convert(value, (self.nargs != 1) + bool(self.multiple))
File "/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/click/core.py", line 1342, in _convert
return self.type(value, self, ctx)
File "/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/click/types.py", line 38, in call
return self.convert(value, param, ctx)
File "/DeepLink/LocalRqalphaNew/rqalpha/rqalpha/utils/click_helper.py", line 27, in convert
return pd.Timestamp(value)
File "pandas/tslib.pyx", line 407, in pandas.tslib.Timestamp.new (pandas/tslib.c:10447)
File "pandas/tslib.pyx", line 1472, in pandas.tslib.convert_to_tsobject (pandas/tslib.c:27555)
File "pandas/tslib.pyx", line 1611, in pandas.tslib.convert_str_to_tsobject (pandas/tslib.c:29886)
ValueError: could not convert string to Timestamp

Process finished with exit code 1

Mac Python2.7环境下安装失败

➜  rqalpha git:(master) sudo pip install setuptools 
The directory '/Users/aaa/Library/Caches/pip/http' or its parent directory is not owned by the current user and the cache has been disabled. Please check the permissions and owner of that directory. If executing pip with sudo, you may want sudo's -H flag.
The directory '/Users/aaa/Library/Caches/pip' or its parent directory is not owned by the current user and caching wheels has been disabled. check the permissions and owner of that directory. If executing pip with sudo, you may want sudo's -H flag.
Collecting setuptools
  Downloading setuptools-34.2.0-py2.py3-none-any.whl (389kB)
    100% |████████████████████████████████| 399kB 396kB/s 
Requirement already satisfied: appdirs>=1.4.0 in /Library/Python/2.7/site-packages (from setuptools)
Requirement already satisfied: packaging>=16.8 in /Library/Python/2.7/site-packages (from setuptools)
Requirement already satisfied: six>=1.6.0 in /Library/Python/2.7/site-packages (from setuptools)
Requirement already satisfied: pyparsing in /Library/Python/2.7/site-packages (from packaging>=16.8->setuptools)
Installing collected packages: setuptools
Successfully installed setuptools-34.2.0
➜  rqalpha git:(master) sudo python setup.py install 
Traceback (most recent call last):
  File "setup.py", line 22, in <module>
    from setuptools import (
  File "/Library/Python/2.7/site-packages/setuptools/__init__.py", line 12, in <module>
    import setuptools.version
  File "/Library/Python/2.7/site-packages/setuptools/version.py", line 1, in <module>
    import pkg_resources
  File "/Library/Python/2.7/site-packages/pkg_resources/__init__.py", line 72, in <module>
    import packaging.requirements
  File "/Library/Python/2.7/site-packages/packaging/requirements.py", line 59, in <module>
    MARKER_EXPR = originalTextFor(MARKER_EXPR())("marker")
TypeError: __call__() takes exactly 2 arguments (1 given)

关于 000001.XSHE 平安银行接口数据与公告数据不符情况

在'dividend.bcolz'文件中，猜测：

announcement_date：公告日期

book_closure_date：股权登记日

ex_dividend_date：除权除息

payable_date：股息到帐日

下载下来数据：

同花顺数据：

2015年公告数据：

平安银行股份有限公司 2014 年年度权益分派实施公告
数据源跟官方不一致很可能造成回测的失误呀。。
希望能确保数据源的准确性

python3.5 64位，安装不了PyQt4怎么办？

我用的是anaconda python3.5 64位，发现PyQt4没有3.5的版本。
请问怎么让解决呢？

rqalpha开发时，源码怎么调试的

改了一些东西，发现不起作用，debug发现跑到lib里面了。应该是运行的时候跑了安装好的rqalpha。

试了试直接调用 main，发现报错。。

Traceback (most recent call last): File "/opt/project/rqalpha/rqalpha/__main__.py", line 33, in <module> from . import StrategyExecutor SystemError: Parent module '' not loaded, cannot perform relative import
请问这个怎么整

日线数据能获得更长历史吗？

或者是否可以开放本地数据缓存结果，这样会有人做出本地数据导入导出工具的。

get_fundamentals

数据查询相关函数

get_fundamentals - 查询财务数据

get_fundamentals(query, entry_date=None, interval=None, report_quarter=True)
获取历史财务数据表格。目前支持**市场超过400个指标，具体请参考财务数据文档。目前仅支持**市场。需要注意，一次查询过多股票的财务数据会导致系统运行缓慢。

貌似下载的日线数据不准了。。。

import os
import datetime
from rqalpha.data import LocalDataProxy

data_bundle_path = os.path.expanduser("~/.rqalpha")
data_proxy = LocalDataProxy(data_bundle_path)
day = datetime.date.today()
dates = data_proxy.history("600325.XSHG", day, 30, "1d", "close")

print dates

同样的代码用rqalpha跑，跟在ricequant.com上跑的结果不一样?

rqalpha在ubuntu和osx上运行没用--plot指令但是却生成了结果图

我在ubuntu16.04上跑 rqalpha run -f multi_rsi.py -s 2014-01-01 -e 2016-01-01 -o result.pkl，结果自己跑出个图出来。在os x上运行也有同样的问题。

行情文件的读取

请问如何使用自己的行情作为回测依据呢？比如我有外盘数据，也想用于回测，如何自定义产品？

ricequant2风风火火。。啥时候开源也出点新货丫

使用simple_macd测试出现现金为负异常

1、用examples/simple_macd.py 进行测试，
时间周期：2014-01-04\2015-01-04
资金默认：100000
回测周期：每日
从代码与复制到ricequant，出现现金为负情况：

看算多少股时，context.portfolio.cash/bar_dict[context.s1].close类似此，买多少股的时候没有把交易费用加进去？

rqalpha可以做空吗？？？

该开源项目可以做空吗？？？

运行策略时出现 AttributeError: 'NoneType' object has no attribute 'mod'

(E:\Quant_Server\Anaconda) E:\Py_Project\moneyQuant\main\model\quant>rqalpha run -f examples/buy_and_hold.py -d bundle/ -s 2016-06-01 -e 2016-12-01 --stock-starting-cash 100000 --benchmark 000300.XSHG --plot

data bundle not found. Run rqalpha update_bundle to download data bundle.
Traceback (most recent call last):
File "e:\quant_server\anaconda\lib\site-packages\rqalpha\main.py", line 120, in run
mod_handler = ModHandler(env)
File "e:\quant_server\anaconda\lib\site-packages\rqalpha\mod\mod_handler.py", line 30, in init
for mod_name in config.mod.dict:
AttributeError: 'NoneType' object has no attribute 'mod'

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "e:\quant_server\anaconda\lib\runpy.py", line 184, in run_module_as_main
"main", mod_spec)
File "e:\quant_server\anaconda\lib\runpy.py", line 85, in run_code
exec(code, run_globals)
File "E:\Quant_Server\Anaconda\Scripts\rqalpha.exe_main.py", line 9, in
File "e:\quant_server\anaconda\lib\site-packages\rqalpha_main.py", line 43, in entry_point
cli(obj={})
File "e:\quant_server\anaconda\lib\site-packages\click\core.py", line 716, in call
return self.main(*args, **kwargs)
File "e:\quant_server\anaconda\lib\site-packages\click\core.py", line 696, in main
rv = self.invoke(ctx)
File "e:\quant_server\anaconda\lib\site-packages\click\core.py", line 1060, in invoke
return process_result(sub_ctx.command.invoke(sub_ctx))
File "e:\quant_server\anaconda\lib\site-packages\click\core.py", line 889, in invoke
return ctx.invoke(self.callback, **ctx.params)
File "e:\quant_server\anaconda\lib\site-packages\click\core.py", line 534, in invoke
return callback(*args, **kwargs)
File "e:\quant_server\anaconda\lib\site-packages\rqalpha_main.py", line 133, in run
main.run(parse_config(kwargs, config_path))
File "e:\quant_server\anaconda\lib\site-packages\rqalpha\main.py", line 288, in run
user_exc = create_custom_exception(exc_type, exc_val, exc_tb, config.base.strategy_file)
AttributeError: 'NoneType' object has no attribute 'base'

clone的话，到底该怎样组织目录结构，才能确保relative import可以用呢？

clone的话，到底该怎样组织目录结构，才能确保relative import可以用呢？
现在运行的时候，一堆relative import的异常；

rqalpha如何编写自己的data bundle

之前有个问题的回答是data_accesser 但是能不能提供一个详细的自定义数据源的教程？

提供 `all_instruments` 方法

我看了代码，好像只有这个方法能拿到所有的股票？既然代码已经实现了，为什么没公开出来呢。

发现handle_bar触发时进行交易使用的是当天的收盘价,这是否不够合理?

我通过最终的交易报告发现,每天交易使用的是当天的收盘价,这是否不够合理呢?
我想在每天的开盘时就进行所有的交易行为才更合理一些.
或者能否在代码中通过参数可以设置handle_bar的触发逻辑是使用当天开盘就进行交易,还是在当天收盘时才进行交易.

mac install rqalpha has a error

when i execute "rqalpha update_bundle",occurs a error ,like below:

Traceback (most recent call last):
File "/Library/Frameworks/Python.framework/Versions/3.5/bin/rqalpha", line 9, in
load_entry_point('rqalpha==0.0.67', 'console_scripts', 'rqalpha')()
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/site-packages/pkg_resources/init.py", line 542, in load_entry_point
return get_distribution(dist).load_entry_point(group, name)
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/site-packages/pkg_resources/init.py", line 2575, in load_entry_point
return ep.load()
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/site-packages/pkg_resources/init.py", line 2235, in load
return self.resolve()
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/site-packages/pkg_resources/init.py", line 2241, in resolve
module = import(self.module_name, fromlist=['name'], level=0)
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/site-packages/rqalpha/init.py", line 3, in
from .strategy import StrategyContext, StrategyExecutor
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/site-packages/rqalpha/strategy.py", line 25, in
import pandas as pd
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/site-packages/pandas/init.py", line 39, in
from pandas.core.api import *
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/site-packages/pandas/core/api.py", line 10, in
from pandas.core.groupby import Grouper
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/site-packages/pandas/core/groupby.py", line 18, in
from pandas.core.frame import DataFrame
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/site-packages/pandas/core/frame.py", line 39, in
from pandas.core.series import Series
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/site-packages/pandas/core/series.py", line 2944, in
import pandas.tools.plotting as _gfx # noqa
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/site-packages/pandas/tools/plotting.py", line 27, in
import pandas.tseries.converter as conv
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/site-packages/pandas/tseries/converter.py", line 7, in
import matplotlib.units as units
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/site-packages/matplotlib/init.py", line 1131, in
rcParams = rc_params()
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/site-packages/matplotlib/init.py", line 975, in rc_params
return rc_params_from_file(fname, fail_on_error)
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/site-packages/matplotlib/init.py", line 1100, in rc_params_from_file
config_from_file = _rc_params_in_file(fname, fail_on_error)
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/site-packages/matplotlib/init.py", line 1018, in _rc_params_in_file
with _open_file_or_url(fname) as fd:
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/contextlib.py", line 59, in enter
return next(self.gen)
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/site-packages/matplotlib/init.py", line 1000, in _open_file_or_url
encoding = locale.getdefaultlocale()[1]
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/locale.py", line 559, in getdefaultlocale
return _parse_localename(localename)
File "/Library/Frameworks/Python.framework/Versions/3.5/lib/python3.5/locale.py", line 487, in _parse_localename
raise ValueError('unknown locale: %s' % localename)
ValueError: unknown locale: UTF-8

数据可能存在错误

代码000540.XSHE，时间2015-03-31~2015-04-01，价格变动一倍多。可能是除权等出现的问题。
该数据问题不是个例。

plot图但是报错ValueError: _getfullpathname: embedded null character

运行：
rqalpha run -f C:\Users\91963_000\Desktop\rqalpha\examples\golden_cross.py -s 2013-01-01 -e 2015-01-01 --plot
就报这个错误。查了下网上说是编码问题，目前操作系统win8。
。。。。。想问下是不是我要去装个linux虚拟机来跑，还是说有其他简单的解决方法。

提前感谢

pip 安装卡住了

pip install -i http://pypi.douban.com/simple/ --trusted-host pypi.douban.com rqalpha
Collecting rqalpha
 Downloading http://pypi.doubanio.com/packages/64/7f/d1d38e13da728987b34ef47ccb71a945f0b829070c034ef0941cb132602f/rqalpha-0.3.0-py2.py3-none-any.whl (195kB)
   100% |████████████████████████████████| 204kB 352kB/s 
Collecting numpy>=1.11.1 (from rqalpha)
 Downloading http://pypi.doubanio.com/packages/7a/c6/035158a65ad8fb8ed606900f0af0f4dd7c4462f9e3d752ad9303cb367771/numpy-1.12.0-cp36-cp36m-macosx_10_6_intel.macosx_10_9_intel.macosx_10_9_x86_64.macosx_10_10_intel.macosx_10_10_x86_64.whl (4.4MB)
   100% |████████████████████████████████| 4.4MB 102kB/s 
Collecting enum34>=1.1.6 (from rqalpha)
 Downloading http://pypi.doubanio.com/packages/af/42/cb9355df32c69b553e72a2e28daee25d1611d2c0d9c272aa1d34204205b2/enum34-1.1.6-py3-none-any.whl
Collecting dill==0.2.5 (from rqalpha)
 Downloading http://pypi.doubanio.com/packages/47/59/a72f5c3b17647031d426cd3df6874c7e2a8821b007ef4241ee4a59594cb3/dill-0.2.5.tgz (60kB)
   100% |████████████████████████████████| 61kB 86kB/s 
Collecting requests>=2.11.1 (from rqalpha)
 Downloading http://pypi.doubanio.com/packages/7e/ac/a80ed043485a3764053f59ca92f809cc8a18344692817152b0e8bd3ca891/requests-2.13.0-py2.py3-none-any.whl (584kB)
   100% |████████████████████████████████| 593kB 54kB/s 
Collecting attrdict>=2.0.0 (from rqalpha)
Collecting pytest>=2.9.2 (from rqalpha)
 Downloading http://pypi.doubanio.com/packages/c4/17/73e8eda8fbc18b8421a8b16be8bbbb2a461f4d2405f3628beb8e5d2ca567/pytest-3.0.6-py2.py3-none-any.whl (172kB)
   100% |████████████████████████████████| 174kB 31kB/s 
Collecting PyYAML>=3.12 (from rqalpha)
 Downloading http://pypi.doubanio.com/packages/4a/85/db5a2df477072b2902b0eb892feb37d88ac635d36245a72a6a69b23b383a/PyYAML-3.12.tar.gz (253kB)
   100% |████████████████████████████████| 256kB 48kB/s 
Collecting SQLAlchemy (from rqalpha)
 Downloading http://pypi.doubanio.com/packages/da/04/8048a5075d6e29235bbd6f1ea092a38dbe2630c670e73d4aa923a4e5521c/SQLAlchemy-1.1.5.tar.gz (5.1MB)
   100% |████████████████████████████████| 5.1MB 59kB/s 
Collecting pandas>=0.18.1 (from rqalpha)
 Downloading http://pypi.doubanio.com/packages/5f/d6/bbefbb8b46271fe30c3859937b395602ed7c586c42cd413ea9557950d5e9/pandas-0.19.2-cp36-cp36m-macosx_10_6_intel.macosx_10_9_intel.macosx_10_9_x86_64.macosx_10_10_intel.macosx_10_10_x86_64.whl (11.8MB)
   100% |████████████████████████████████| 11.8MB 79kB/s 
Collecting line-profiler==1.0 (from rqalpha)
 Downloading http://pypi.doubanio.com/packages/20/13/cbe031fc7b6860ee30abd2e53ddb45726028614fc4e71cd43889aa54efdf/line_profiler-1.0.tar.gz (65kB)
   100% |████████████████████████████████| 71kB 36kB/s 
Collecting XlsxWriter>=0.9.6 (from rqalpha)
 Downloading http://pypi.doubanio.com/packages/2b/cd/9cfb38fcf9472f51b9a88761afac69128a6c0c36c4163cb20972ba35f8b8/XlsxWriter-0.9.6-py2.py3-none-any.whl (137kB)
   100% |████████████████████████████████| 143kB 38kB/s 
Collecting typing>=3.5.2.2 (from rqalpha)
 Downloading http://pypi.doubanio.com/packages/b6/0c/53c42edca789378b8c05a5496e689f44e5dd82bc6861d1ae5a926ee51b84/typing-3.5.3.0.tar.gz (60kB)
   100% |████████████████████████████████| 61kB 48kB/s 
Collecting click>=6.6 (from rqalpha)
 Downloading http://pypi.doubanio.com/packages/34/c1/8806f99713ddb993c5366c362b2f908f18269f8d792aff1abfd700775a77/click-6.7-py2.py3-none-any.whl (71kB)
   100% |████████████████████████████████| 71kB 47kB/s 
Collecting matplotlib>=1.5.1 (from rqalpha)
 Downloading http://pypi.doubanio.com/packages/6b/df/c2fe78861c52de30aa93169ee37e0407c9b551ff68042fc1eacc209f7e39/matplotlib-2.0.0-cp36-cp36m-macosx_10_6_intel.macosx_10_9_intel.macosx_10_9_x86_64.macosx_10_10_intel.macosx_10_10_x86_64.whl (12.8MB)
   100% |████████████████████████████████| 12.8MB 50kB/s 
Requirement already satisfied: six>=1.10.0 in ./.env/lib/python3.6/site-packages (from rqalpha)
Collecting python-dateutil>=2.5.3 (from rqalpha)
 Downloading http://pypi.doubanio.com/packages/40/8b/275015d7a9ec293cf1bbf55433258fbc9d0711890a7f6dc538bac7b86bce/python_dateutil-2.6.0-py2.py3-none-any.whl (194kB)
   100% |████████████████████████████████| 194kB 44kB/s 
Collecting jsonpickle==0.9.4 (from rqalpha)
 Downloading http://pypi.doubanio.com/packages/cc/5e/6ecbd1d27524fcafeed4f6156f47a2a79e31e4bfa383e329e9ba93c7f3ee/jsonpickle-0.9.4.tar.gz (65kB)
   100% |████████████████████████████████| 71kB 43kB/s 
Collecting bcolz==1.1.0 (from rqalpha)
 Downloading http://pypi.doubanio.com/packages/b7/67/508f30257fa40963f5c803b3d874c1d9eb5a7383c7ea48df1f67be435688/bcolz-1.1.0.tar.gz (914kB)
   100% |████████████████████████████████| 921kB 73kB/s

window10 环境下编译好rqalpha，无法生成examples

rqalpha examples -d ./ 或 rqalpha examples -d c:\
等在当前目录下或c:都没有创建出examples 目录，而且静默失败，没有任何提示。
不知道我哪里搞错了。

rqalpha 编译过程都ok，而且 rqalpha version 显示（0,3,0）

Windows下update_bundle报错

在全英文系统中的中文显示问题

在全英文系统中的中文显示问题，plot 结果显示中文乱码

Get_fundamentals 函数

请问目前版本是不是还不能支持Get_fundamentals 函数

rqalpha update_bundle取不到数据

rqalpha update_bundle 命令报错：
raise ConnectionError(err, request=request)
requests.exceptions.ConnectionError: ('Connection aborted.', error(54, 'Connection reset by peer'))
系统：macOS 10.12.3

Anaconda全面更新至pyqt5，当前plot选项不能输出图了，是否可以跟进更新版本

from PyQt4 import QtCore, QtGui
ImportError: cannot import name 'QtCore'

因为qt,pyqt,matplotlib,spyder这些都更新了，已经没有qt4，所以出现了问题

create instrument by symbols

看到文档中说到可以用symbol来创建instrument, 不一定需要知道code.XSHE这类的id
实际操作中，instruments(['平安银行', '000024.XSHE'])会报错：ERROR: order_book_id 平安银行 not exists!

请问是否回测考虑了涨停买不进跌停卖不出的情况？

生成csv文件是乱码

运行
rqalpha run -f gold_cross.py -s 2014-01-01 -e 2016-01-01 -o result.csv

生成的result.csv文件直接用excel打开是乱码

€�cpandas.core.frame
DataFrame
"q�)乹�}q�(U _metadataq�]q�U�_typq�U dataframeq�U�_dataq�cpandas.core.internals"
BlockManager
"q )乹"
(]q�(cpandas.indexes.base
_new_Index
q cpandas.indexes.base
Index
q
}q�(U�dataq�cnumpy.core.multiarray
_reconstruct
q�cnumpy
ndarray
q�K匲�b嘡q�(K�?�卌numpy
dtype
q�U�O8KK�嘡q�(K�U�|NNNJJK?tb塢q�(U�alphaq�U�annualized_returnsq�U�benchmark_annualized_returnsq�U�benchmark_daily_returnsq�U�benchmark_total_returnsq�U�betaq�U�cashq�U
daily_returnsq�U
"downside_riskq�U�information_rateq�U market_valueq U max_drawdownq!U�pnlq""U�portfolio_valueq#U positionsq$U�sharpeq%U�sortinoq&U�total_commissionq'U"
"total_returnsq(U total_taxq)U�tracking_errorq*U�tradesq+U"
volatilityq etbU�nameq-Nu哛q.cpandas.tseries.index
_new_DatetimeIndex
q/cpandas.tseries.index
DatetimeIndex
q0}q1(U�tzq2NU�freqq3Nh�h�h�K匲�b嘡q4(K�??卙�U�M8KK�嘡q5(K�U�<NNNJJK}(U�nsK�K�K�t唗b塗H�抚B_E��9篆E�綮敊F�C~)鐵�??G�釥R匞�02缬G��妞縃�lw9�I�?蝄I�
歜獻�Y+鼯I�F叽錔�昿I4K�?迋K�3搑袺�?� L�o啬�M�緄YZM�

...

而且我第一次跑那个buy_and_hold例子的时候csv文件还是正常的，这是什么问题？

rqalpha update_bundle，git pull之后还是有这个提示： data bundle not found. Run `python3 {baseProject}/tools/create_bundle` to download data bundle.

运行时异常
/Library/Frameworks/Python.framework/Versions/3.6/bin/python3.6 /DeepLink/LocalRqalphaDevelop/rqalpha/rqalpha run -f buy_and_hold.py -s 2016-01-01 -e 2016-11-20 -o result.pkl --plot
data bundle not found. Run python3 {baseProject}/tools/create_bundle to download data bundle.
data bundle not found. Run python3 {baseProject}/tools/create_bundle to download data bundle.
Traceback (most recent call last):
File "/DeepLink/LocalRqalphaDevelop/rqalpha/rqalpha/main.py", line 149, in run
mod_handler = ModHandler(env)
File "/DeepLink/LocalRqalphaDevelop/rqalpha/rqalpha/mod/mod_handler.py", line 29, in init
for mod_name in config.mod.dict:
AttributeError: 'NoneType' object has no attribute 'mod'

During handling of the above exception, another exception occurred:

sector() 获取板块出错

用sector()时提示 'sector()' is not defined

可以自己补充bundle吗

像zipline一样ingest？

ricequant / rqalpha Goto Github PK

rqalpha's Issues

announcement_date：公告日期

book_closure_date：股权登记日

ex_dividend_date：除权除息

payable_date：股息到帐日

下载下来数据：

同花顺数据：

2015年公告数据：

when i execute "rqalpha update_bundle",occurs a error ,like below:

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