Ai更新架构
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@ -11,6 +11,14 @@ import mysql_database
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from EmailTest import send_email, parse_return_email
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from EmailTest import send_email, parse_return_email
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from dataclasses import dataclass
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from dataclasses import dataclass
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import time
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import time
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'''
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todo
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1 运行过程框架调整,支持多个turtle同时监测
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2 增加运行状态写入yaml文件,读取文件恢复状态
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'''
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@dataclass
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@dataclass
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class BuyState:
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class BuyState:
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trigger_time: float # 触发次数
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trigger_time: float # 触发次数
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@ -620,31 +628,9 @@ class TurtleTrading_OnTime(object):
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Net_return=abs(self.turtle.Capital - available_cash))
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Net_return=abs(self.turtle.Capital - available_cash))
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self.turtle.tradeslog.append(sale_this_time)
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self.turtle.tradeslog.append(sale_this_time)
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def run_short_trading_loop(self):
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def run_short_trading_loop(self, stock_data, etf_data):
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while True:
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# 获取当前时间
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now = datetime.now().time()
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now = datetime.now().time()
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# 判断当前时间是否在交易时段内(9:30-11:30 或 13:00-15:00)
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is_trading_time = (
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(now.hour == 9 and now.minute >= 30) or
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(now.hour == 10 and 0 <= now.minute <= 59) or
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(now.hour == 11 and now.minute <= 30) or
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(now.hour == 13 and 0 <= now.minute <= 59) or
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(now.hour == 14 and 0 <= now.minute <= 59) or
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(now.hour == 15 and now.minute <= 0)
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)
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# if not is_trading_time:
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# # 非交易时间,等待 1 分钟后继续循环
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# time.sleep(60)
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# continue
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# 获取股票和ETF数据
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stock_data, etf_data = self.get_stocks_data()
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# 根据类型获取当前价格
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# 根据类型获取当前价格
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if self.turtle.type == "stock":
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if self.turtle.type == "stock":
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self.turtle.PriceNow = float(stock_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0])
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self.turtle.PriceNow = float(stock_data.loc[etf_data['代码'] == self.turtle.TradeCode, '最新价'].values[0])
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@ -745,7 +731,34 @@ class TurtleTrading_OnTime(object):
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self.turtle.CalPositionSize()
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self.turtle.CalPositionSize()
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# 每分钟获取一次数据,判断是否触发条件 9:30-11:30 13:00-15:00
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# 每分钟获取一次数据,判断是否触发条件 9:30-11:30 13:00-15:00
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self.run_short_trading_loop()
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while True:
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# 获取当前时间
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now = datetime.now().time()
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# 判断当前时间是否在交易时段内(9:30-11:30 或 13:00-15:00)
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is_trading_time = (
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(now.hour == 9 and now.minute >= 30) or
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(now.hour == 10 and 0 <= now.minute <= 59) or
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(now.hour == 11 and now.minute <= 30) or
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(now.hour == 13 and 0 <= now.minute <= 59) or
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(now.hour == 14 and 0 <= now.minute <= 59) or
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(now.hour == 15 and now.minute <= 0)
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)
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if not is_trading_time:
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# 非交易时间,等待 1 分钟后继续循环
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time.sleep(60)
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continue
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is_stop_time = (now.hour > 15 and now.minute > 0) #收盘时间
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if is_stop_time:
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break
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# 获取股票和ETF数据
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stock_data, etf_data = self.get_stocks_data()
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self.run_short_trading_loop(stock_data, etf_data)
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# ------------------结束阶段--------------------
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# ------------------结束阶段--------------------
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# 数据库更新当天数据,增加ATR、donchian数据
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# 数据库更新当天数据,增加ATR、donchian数据
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# 直接做个新表
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# 直接做个新表
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@ -754,6 +767,7 @@ class TurtleTrading_OnTime(object):
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time.sleep(16.5*600)
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time.sleep(16.5*600)
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if __name__ == '__main__':
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if __name__ == '__main__':
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user_email = "guoyize2209@163.com"
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user_email = "guoyize2209@163.com"
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t = TurtleTrading('513870', "etf", 0.0025, 100000, 200000)
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t = TurtleTrading('513870', "etf", 0.0025, 100000, 200000)
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# t.get_ready(100)
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# t.get_ready(100)
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BIN
__pycache__/data_fetcher.cpython-310.pyc
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__pycache__/data_fetcher.cpython-310.pyc
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Binary file not shown.
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__pycache__/turtle_trading.cpython-310.pyc
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__pycache__/turtle_trading.cpython-310.pyc
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Binary file not shown.
59
architecture_plan.md
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59
architecture_plan.md
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# Architecture Plan for TurtleOnTime.py
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## Overview
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This document outlines a plan to refactor the `TurtleOnTime.py` file to improve its architecture, maintainability, and testability.
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## Current Issues
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* Single Responsibility Principle violation
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* Tight coupling
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* Lack of modularity
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* Limited testability
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## Proposed Solution
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1. Refactor the `TurtleTrading` class into smaller, more focused classes.
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2. Introduce dependency injection to decouple components.
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3. Create a configuration class to store configuration parameters.
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4. Implement robust error handling.
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5. Add logging.
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6. Create unit tests.
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## Class Diagram
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```mermaid
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graph TD
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A[Understand Current Architecture] --> B{Read TurtleOnTime.py};
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B --> C[Identify Key Components];
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C --> D[Analyze Data Flow];
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D --> E[Assess Code Structure & Modularity];
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E --> F[Identify Potential Bottlenecks & Areas for Improvement];
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F --> G[Propose Architectural Changes & Refactoring];
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G --> H[Create Detailed Improvement Plan];
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H --> I[Present Improvement Plan (Mermaid Diagram)];
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I --> J[Seek User Approval];
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J -- Approved --> K[Write to File (if approved)];
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J -- Rejected --> L[Revise Plan];
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L --> I;
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```
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```mermaid
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graph TD
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A[TurtleTrading Class] --> B(DataFetcher Class)
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A --> C(DonchianChannelCalculator Class)
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A --> D(PositionSizer Class)
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A --> E(TradingStrategy Class)
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F[Config Class] --> A
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G[Unit Tests] --> A
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```
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## Detailed Steps
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* **DataFetcher Class:** Responsible for fetching data from various sources (e.g., Akshare). Should be configurable to support different data sources.
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* **DonchianChannelCalculator Class:** Calculates Donchian channels. Should be reusable for different timeframes.
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* **PositionSizer Class:** Determines the size of positions based on risk tolerance and other factors.
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* **TradingStrategy Class:** Encapsulates the trading logic. Should be easily swappable to test different strategies.
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* **Config Class:** Stores configuration parameters, such as data source URLs and trading strategy parameters.
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* **Error Handling:** Implement try-except blocks to catch and handle exceptions gracefully. Log errors to a file for debugging.
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* **Logging:** Use a logging library to track important events and debug issues.
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* **Unit Tests:** Create unit tests to verify the correctness of individual components.
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config.py
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config.py
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class Config:
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def __init__(self, symbol):
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self.symbol = symbol
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def get_symbol(self):
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return self.symbol
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data_fetcher.py
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data_fetcher.py
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import ak
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class DataFetcher:
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def __init__(self, config):
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self.config = config
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def fetch_stock_data(self):
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"""Fetches stock data from Akshare."""
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try:
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stock_data = ak.stock_zh_a_spot(symbol=self.config.symbol)
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return stock_data
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except Exception as e:
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print(f"Error fetching stock data: {e}")
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return None
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def fetch_etf_data(self):
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"""Fetches ETF data from Akshare."""
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try:
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etf_data = ak.fund_etf_spot(symbol=self.config.symbol)
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return etf_data
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except Exception as e:
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print(f"Error fetching ETF data: {e}")
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return None
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6
run.py
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run.py
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from turtle_trading import TurtleTrading
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if __name__ == "__main__":
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symbol = "000001" # Example symbol
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turtle = TurtleTrading(symbol)
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turtle.run()
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turtle_trading.py
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turtle_trading.py
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from data_fetcher import DataFetcher
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from config import Config
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class TurtleTrading:
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def __init__(self, symbol):
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self.symbol = symbol
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self.config = Config(self.symbol)
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self.data_fetcher = DataFetcher(self.config)
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def run(self):
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stock_data = self.data_fetcher.fetch_stock_data()
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if stock_data is not None:
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print(f"Fetched stock data for {self.symbol}:")
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print(stock_data)
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else:
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print(f"Failed to fetch stock data for {self.symbol}.")
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