initial commit

BTtester.py

+from KYBT.BT import engine2 
+from KYBT.util.kySDK import *
+import logging
+logger = logging.getLogger(__name__)
+logger.setLevel(logging.CRITICAL)
+import time
+from KYBT.BT.evaluator import evaluator
+
+
+
+# ['600000','000002']
+#用户输入
+
+# "stockPicker":{'pick':True,'dateList':['2014-07-01','2014-07-05']},
+# "stockPicker":{'pick':False,'dateList':None},
+inputJson = \
+{   "strategyID":'01',
+    "stockPicker":{'pick':False,'dateList':None},
+    "criteriaDict" : {'存货周转率':['最近一年',None,None],'主营收入同比':['最近一年',None,None],'流动资产':['最近一期',None,None]},
+    "portforlio": 'ZZ500', 
+    "benchmark": 'ZZ500', 
+    "money": 5000000, 
+    "startDate": '2013-04-01', 
+    "endDate": '2018-04-12', 
+    "turnover": 10, 
+    "tradingHabit": "OpenPrice",
+    "status":0
+}
+
+
+inputJson = \
+{
+    "strategyID":'2',
+    "stockPicker":{"pick":False,"dateList":["2017-05-05"]},
+    "criteriaDict" : {"存货周转率":["最近一年",None,None],"主营收入同比":["最近一年",None,None],"流动资产":["最近一期",None,None]},
+    "portforlio": "SZ50", 
+    "benchmark": "ZZ500", 
+    "money": 5000000, 
+    "startDate": "2017-04-06", 
+    "endDate": "2018-04-12", 
+    "turnover": 10, 
+    "tradingHabit": "OpenPrice",
+    "status":0
+}
+
+
+
+
+starttime = time.time()
+myBT = engine2.Engine(inputJson) #initialize engine
+if myBT.stockPicker['pick'] == False: 
+    myBT.backTesting()
+    evaluator(myBT.strategyID,myBT.BTRecords,myBT.IndexRecords,plot = False)
+elif myBT.stockPicker['pick'] == True:
+    for day in myBT.stockPicker['dateList']:
+        myBT.stockPicking(day) #是选的哪一天的？？？
+endtime = time.time()
+print('it takes %0.2f seconds to finish BT'%(endtime-starttime))

KYBT/API/CY_FinacialRatio_RP.py

+# -*- coding: utf-8 -*-
+"""
+Created on 20180330
+
+@author: zhoushuai
+"""
+'''
+created by: matt  2018-03-30
+
+EMMIDD2.dbo.CY_FinacialRatio_RP
+
+SecuCode	证券代码		varchar(12)			FALSE	
+SecuAbbr	证券名称		nvarchar(40)			TRUE	
+EndDate	报告日期		datetime			FALSE	
+PublDate	公告日期		datetime			TRUE	
+InventoryTurnover	存货周转率		numeric(18,4)	次		TRUE	
+AccountsReceivableTurnover	应收账款周转率		numeric(18,4)	次		TRUE	
+FixedAssetsTurnover	固定资产周转率		numeric(18,4)	次		TRUE	
+OperatingRevenueYoY	主营收入同比		numeric(18,4)			TRUE	
+DeductNetProfitYoY	归属于母公司股东的扣除非经常性损益后的净利润同比		numeric(18,4)			TRUE	
+
+'''
+import pandas as pd
+import pyodbc
+import ky
+import datetime
+
+sdk = ky.Api("http://data-api.kuaiyutech.com/api.rpc")
+
+import logging
+logger = logging.getLogger(__name__)
+try:
+    from ..BT.financialRatioRP import FinancialRatioRP
+    logger.setLevel(logging.CRITICAL)
+    from ..util.kySDK import *
+    from .apiParent import ApiParent
+except:
+    import sys   
+    sys.path.insert(0, 'D:/Project/YM/BackTesting Frame/KYBT/BT') 
+    sys.path.insert(0, 'D:/Project/YM/BackTesting Frame/KYBT/util')
+    print(sys.path)
+    from financialRatioRP import FinancialRatioRP
+    from kySDK import *
+    from apiParent import ApiParent
+    logger.setLevel(logging.WARNING)
+
+
+class API(ApiParent):
+
+    def __init__(self,DSN): 
+        super().__init__(DSN)
+    
+    @staticmethod
+    def pdToValueObjectList(panda):
+        FinancialRatioRPList = []
+        for index,row in panda.iterrows():
+            oneFinancialRatioRP = FinancialRatioRP()
+            oneFinancialRatioRP.SecuCode = row['SecuCode']         	
+            oneFinancialRatioRP.SecuAbbr = row['SecuAbbr']
+            oneFinancialRatioRP.EndDate = row['EndDate']
+            oneFinancialRatioRP.PublDate = row['PublDate']
+            oneFinancialRatioRP.InventoryTurnover = row['InventoryTurnover']
+            oneFinancialRatioRP.AccountsReceivableTurnover = row['AccountsReceivableTurnover']
+            oneFinancialRatioRP.FixedAssetsTurnover = row['FixedAssetsTurnover']
+            oneFinancialRatioRP.OperatingRevenueYoY = row['OperatingRevenueYoY']
+            oneFinancialRatioRP.DeductNetProfitYoY = row['DeductNetProfitYoY']
+            FinancialRatioRPList.append(oneFinancialRatioRP)
+        return FinancialRatioRPList
+
+    def removeDuplicated(self,myPD):
+        # find two or more identical EndDate, delete one random row
+        # allStockPD.drop_duplicates(subset = date,keep ='last',inplace = True) # just that easy 
+        seen = set()
+        uniqObj = []
+
+        for x,y in zip(self.pdToValueObjectList(myPD),[j.EndDate for j in self.pdToValueObjectList(myPD)]):
+            if y not in seen:
+                #print(seen)
+                uniqObj.append(x)
+                seen.add(y)
+        return uniqObj
+
+    def getRaw(self,endDate,stockList):
+        '''
+        获取从endDate开始往前推近四年的所有data，每年4个
+
+        如果有两个2013-06-30，去Null少的那个
+
+        CY_ValueDaily_Quote is daily data
+        stock: list, ## [600000,000002]
+        startDate: str, '2018-01-10'
+        endDate: str,'2018-03-03' 
+        '''
+        #    
+        itemString = '''
+                SecuCode,
+                SecuAbbr,
+                EndDate,
+                PublDate,
+                InventoryTurnover,
+                AccountsReceivableTurnover,
+                FixedAssetsTurnover,
+                OperatingRevenueYoY,
+                DeductNetProfitYoY
+                '''
+        #
+        if len(stockList) == 1:
+            stockList = '(%s)'%stockList[0]
+        else:
+            stockList = tuple(stockList)
+        #
+        startDate = self.getNdayBefore(endDate,365*4)
+        #
+        query = '''
+            SELECT
+                %s
+            FROM
+                [dbo].[CY_FinacialRatio_RP]
+            where 
+            EndDate <= '%s 00:00:00:000'
+            AND 
+            EndDate >= '%s 00:00:00:000'
+            AND
+            isValid = '1'
+            AND SecuCode IN %s
+            ORDER BY
+                SecuAbbr DESC,
+                EndDate DESC
+        '''%(itemString,endDate,startDate,stockList)
+        #
+        #print(query)
+        self.cursor.execute(query)
+
+        raw = self.cursor.fetchall()
+        #print('raw :',raw[0],type(raw[0]))
+
+        if not raw:
+            logger.critical( 'CY_FinacialRatio_RP value has no data, return None')
+            return None
+        
+        financialRatioPD = self.pandaData(raw,itemString)
+        financialRatioPD.fillna(value=0, inplace=True) # to replace None with value 0
+
+
+        # take care of multiple stocks in one single big pandas sheet
+        # get rid of duplicated rows in pandas, replace with removed myPD
+        result = self.pdToDict(financialRatioPD) 
+        for SecuCode,myPD in result.items():
+            result[SecuCode] = self.removeDuplicated(myPD)   
+        # {'600000':[obj,obj],'000002':[obj,obj]}   每个SecoCode里，最新的obj在最前面      
+        return result
+    
+    def validateStockList(self,stockList,spotDate,criteria,period,upperbound,lowerbound,):
+        mydict = dict()
+        dictPD = self.getRaw(spotDate,stockList)
+        for SecuCode,objList in dictPD.items():
+            mydict[SecuCode] = self.validateOneStock(SecuCode,spotDate,objList,criteria,period,upperbound,lowerbound)
+        #print('mydict',mydict)
+        return mydict
+
+    def validateOneStock(self,oneStock,spotDate,objList,criteria,period,upperbound,lowerbound,):
+        '''
+        CY_ValueDaily_Quote is daily data
+        stockList: list, ## [600000,000002]
+        spotDate: str, '2015-03-01'|'now'
+        period: str, '最近一期|最近一年|最近三年|'
+        
+
+        EndDate                 PublDate
+        2017-09-30 00:00:00.000	2017-10-28 00:00:00.000
+        2017-06-30 00:00:00.000	2017-08-30 00:00:00.000
+        2017-03-31 00:00:00.000	2017-04-27 00:00:00.000
+        2016-12-31 00:00:00.000	2017-04-01 00:00:00.000
+        2016-09-30 00:00:00.000	2017-10-28 00:00:00.000
+        2016-06-30 00:00:00.000	2017-08-30 00:00:00.000
+        2016-03-31 00:00:00.000	2017-04-27 00:00:00.000
+        2015-12-31 00:00:00.000	2017-04-01 00:00:00.000
+        2015-09-30 00:00:00.000	2016-10-29 00:00:00.000
+        2015-06-30 00:00:00.000	2016-08-11 00:00:00.000
+        2015-03-31 00:00:00.000	2016-04-30 00:00:00.000
+        2014-12-31 00:00:00.000	2016-04-07 00:00:00.000
+        2014-09-30 00:00:00.000	2015-10-30 00:00:00.000
+        2014-06-30 00:00:00.000	2015-08-20 00:00:00.000
+
+        '''        
+        dateList = [str(x.EndDate) for x in objList]
+        spotYear = spotDate[:4]
+        #print(spotYear)
+
+        # 确定选股的基准时间点，现在为时间基点 or 以前某时间为基点 
+        if spotDate == 'now':
+            spotDate = getYesterday() # 选昨日不会错，选今日可能错
+        #
+        if period == '最近一期': #找到最近的一个PublDate, 先用标准日期代替PublDate
+            objWanted = [objList[0]]
+
+        elif period == '最近一年':
+            if spotDate + '-12-31' in dateList[0]:
+                # 已发布
+                objWanted = [dateList[0]]
+            else:
+                # 未发布
+                objWanted = self.findObj('EndDate',[str(eval(spotYear)-1) + '-12-31', str(eval(spotYear)-2) + '-12-31'],objList)[:1] # 只要前一个
+            
+        elif period == '最近三年':
+            if '12-31' in dateList[0]:
+                # 已发布
+                recentThreeYears = [spotYear,str(eval(spotYear)-1),str(eval(spotYear)-2)]
+                recentThreeDates = [x + '-12-31' for x in recentThreeYears]
+                objWanted = self.findObj('EndDate',recentThreeDates,objList)[:3] # 只要前三个
+            else:
+                # 未发布
+                recentThreeYears = [str(eval(spotYear)-1),str(eval(spotYear)-2),str(eval(spotYear)-3),str(eval(spotYear)-4)]
+                recentThreeDates = [x + '-12-31' for x in recentThreeYears]
+                objWanted = self.findObj('EndDate',recentThreeDates,objList)[:3] # 只要前三个
+        
+        #print('objWanted',objWanted)
+        #for x in objWanted:
+        #    print(x.DeductNetProfitYoY)
+        #    print(x.printMe())
+        #print('objWanted: ',objWanted)
+        tell = self.isItTrue(objWanted,upperbound,lowerbound,criteria)
+        #print('tell',tell)
+        return tell
+
+    def isItTrue(self,objWanted,upperbound,lowerbound,criteria):
+        '''
+        criteria: list,['营业收入增长率','归母净利润增长率','应收账款周转率','存货周转率','固定资产周转率'] 
+        '''
+        if upperbound == None:
+            upperbound = 1000000
+        
+        if lowerbound == None:
+            lowerbound = -1000000
+
+        # 全真则为真，否则为假
+        result = False if False in [True if (eval('x.%s'%criteria) > lowerbound and eval('x.%s'%criteria) < upperbound) else False for x in objWanted] else True
+        #print('True or False result: ',result)
+        return result
+
+        
+    def test(self):
+        query = 'SELECT TOP 10  * FROM embase2.[dbo].[CY_FinacialIndicators_RP]'
+        self.cursor.execute(query)
+        #print(self.cursor.fetchall())
+
+if __name__ == '__main__':
+    logger.warn(__file__)
+    import time
+    myAPI = API('BTEMmidd2')
+    myAPI.init()
+    #myAPI.test()
+    #y = myAPI.getRaw('2017-06-06',['000002','600000'])
+    stockList = ['600000','000002','600485','300357','600000','000002','600485','300357','600000','000002','600485','300357']
+    myAPI.validateStockList(stockList,'2015-11-29','DeductNetProfitYoY','最近三年',None,5,)
+    #print(y[0].printMe())
+    '''
+    #找出最近一期所有符合条件的股票
+    start = time.time()
+    for a in range(len(stockList)):
+        myAPI.getRaw('2017-06-06',['000002'])
+    end = time.time()
+    print('it takes %f to run one for %d times'%(end-start,len(stockList)))
+
+    start = time.time()
+    myAPI.getRaw('2017-06-06',stockList)
+    end = time.time()
+    print('it takes %f to run stockList for one time'%(end-start))
+    '''
\ No newline at end of file

KYBT/API/CY_FinancialIndicators_RP.py

+# -*- coding: utf-8 -*-
+"""
+Created on 20180330
+
+@author: zhoushuai
+"""
+'''
+列名	中文名	别名	类型	单位	默认值	是否可空	说明
+SecuCode	证券代码		varchar(12)			FALSE	
+SecuAbbr	证券名称		nvarchar(40)			TRUE	
+EndDate	报告日期		datetime			FALSE	
+TotalAssets	总资产		numeric(18,4)	元		TRUE	
+AdvanceReceipts	预收款项		numeric(18,4)			TRUE	
+EquityBelongedToPC	净资产		numeric(18,4)			TRUE	
+PublDate	公告日期		datetime			TRUE	
+TotalLiability	总负债		numeric(18,4)	元		TRUE	
+TotalCurrentLiability	流动负债		numeric(18,4)	元		TRUE	
+TotalCurrentAssets	流动资产		numeric(18,4)	元		TRUE	
+CashOrDepositInCentralBank	现金及存放中央银行款项		numeric(18,4)	元		TRUE	
+NetProfit	净利润		numeric(18,4)	元		TRUE	
+NetOperateCashFlow	经营活动产生的现金流		numeric(18,4)	元		TRUE	
+'''
+import pandas as pd
+import pyodbc
+import ky
+import datetime
+
+sdk = ky.Api("http://data-api.kuaiyutech.com/api.rpc")
+
+import logging
+logger = logging.getLogger(__name__)
+try:
+    from ..BT.financialIndicator import FinancialIndicator
+    logger.setLevel(logging.CRITICAL)
+    from ..util.kySDK import *
+    from .apiParent import ApiParent
+except:
+    import sys   
+    sys.path.insert(0, 'D:/Project/YM/BackTesting Frame/KYBT/BT') 
+    sys.path.insert(0, 'D:/Project/YM/BackTesting Frame/KYBT/util')
+    print(sys.path)
+    from financialIndicator import FinancialIndicator
+    from kySDK import *
+    from apiParent import ApiParent
+    logger.setLevel(logging.WARNING)
+
+
+class API(ApiParent):
+
+    def __init__(self,DSN): 
+        super().__init__(DSN)
+
+    @staticmethod
+    def pdToValueObjectList(panda):
+        financialIndicatorList = []
+        for index,row in panda.iterrows():
+            oneFinancialIndicator = FinancialIndicator()
+            oneFinancialIndicator.SecuCode = row['SecuCode']         	
+            oneFinancialIndicator.SecuAbbr = row['SecuAbbr']
+            oneFinancialIndicator.EndDate = row['EndDate']
+            oneFinancialIndicator.AdvanceReceipts = float(row['AdvanceReceipts'])
+            oneFinancialIndicator.TotalAssets = float(row['TotalAssets'])
+            oneFinancialIndicator.EquityBelongedToPC = float(row['EquityBelongedToPC'])
+            oneFinancialIndicator.TotalLiability = float(row['TotalLiability'])
+            oneFinancialIndicator.TotalCurrentAssets = float(row['TotalCurrentAssets'])
+            oneFinancialIndicator.TotalCurrentLiability = float(row['TotalCurrentLiability'])
+            oneFinancialIndicator.CashOrDepositInCentralBank = float(row['CashOrDepositInCentralBank'])
+            oneFinancialIndicator.NetProfit = float(row['NetProfit'])
+            oneFinancialIndicator.NetOperateCashFlow = float(row['NetOperateCashFlow'])
+
+            financialIndicatorList.append(oneFinancialIndicator)
+        return financialIndicatorList
+
+    def getFinancialIndicator(self,startDate,endDate,stockList):
+        '''
+        CY_ValueDaily_Quote is daily data
+        stock: list, ## [600000,000002]
+        startDate: str, '2018-01-10'
+        endDate: str,'2018-03-03' 
+        '''
+        #    
+        itemString = '''
+                SecuCode,
+                SecuAbbr,
+                EndDate,
+                AdvanceReceipts,
+                TotalAssets,
+                EquityBelongedToPC,
+                TotalLiability,
+                TotalCurrentAssets,
+                TotalCurrentLiability,
+                CashOrDepositInCentralBank,
+                NetProfit,
+                NetOperateCashFlow
+                '''
+        #
+        if len(stockList) == 1:
+            stockList = '(%s)'%stockList[0]
+        else:
+            stockList = tuple(stockList)
+        #
+        query = '''
+            SELECT
+                %s
+            FROM
+                [dbo].[CY_FinacialIndicators_RP]
+            where 
+            EndDate <= '%s 00:00:00:000'
+            AND 
+            EndDate >= '%s 00:00:00:000'
+            AND SecuCode IN %s
+            ORDER BY
+                SecuAbbr DESC,
+                EndDate Asc
+        '''%(itemString,endDate,startDate,stockList)
+        #
+        #print(query)
+        self.cursor.execute(query)
+
+        raw = self.cursor.fetchall()
+        logger.info('raw :',raw)
+
+        if not raw:
+            logger.critical( 'CY_FinacialIndicators_RP value has no data, return None')
+            return None
+        
+        financialIndicatorPD = self.pandaData(raw,itemString)
+        financialIndicatorPD.fillna(value=0, inplace=True) # to replace None with value 0
+        return self.pdToValueObjectList(financialIndicatorPD)
+
+
+if __name__ == '__main__':
+    logger.warn(__file__)
+    myAPI = API('BTEMmidd2')
+    myAPI.init()
+    y = myAPI.getFinancialIndicator('2017-01-05','2017-06-06',['600000','000002'])
+    print(y)
\ No newline at end of file

KYBT/API/CY_ValueDaily_Quote.py

+# -*- coding: utf-8 -*-
+"""
+Created on 20180309
+
+@author: zhoushuai
+"""
+'''
+估值指标 （EMMIDD2.dbo.CY_ValueDaily_Quote）											
+	PE(TTM)	最新一期/最近一年/最近三年	小于10	10~15	15~20	20~40	40~60	60~80	80~100	大于100	小于0
+	PB	最新一期/最近一年/最近三年	小于1	1~1.5	1.5~2	2~2.5	2.5~3.5	3.5~5	大于5		
+	PS	最新一期/最近一年/最近三年	大于10	10~5	5~3	3~1	1~0	小于0			
+	PE预测	最新一期/最近一年/最近三年	小于10	10~15	15~20	20~40	40~60	60~80	80~100	大于100	小于0
+	股息率	最新一期/最近一年/最近三年	大于5%	5%~3%	3%~1%	小于1%					
+市值指标 （EMMIDD2.dbo.CY_ValueDaily_Quote）											
+	总市值	最新一期/最近一年/最近三年	巨盘	大盘	中盘	小盘	微盘				
+	流通市值	最新一期/最近一年/最近三年	巨盘	大盘	中盘	小盘	微盘				
+	有效流通市值	最新一期/最近一年/最近三年	巨盘	大盘	中盘	小盘	微盘				
+			大于1000亿	500~1000亿	200~500亿	50~200亿	小于50亿				
+
+最新一期：这个季度和上个季度相比
+最近一年：今年和去年相比
+最近三年：今年和前年相比
+
+watch this out      
+                   Tradedate               ReportedPeriod                                    
+600000	浦发银行	2017-12-27 00:00:00.000	2017-09-30 00:00:00.000	1.45000000
+600000	浦发银行	2017-12-28 00:00:00.000	2017-09-30 00:00:00.000	1.45000000
+600000	浦发银行	2017-12-29 00:00:00.000	2017-09-30 00:00:00.000	1.45000000
+600000	浦发银行	2018-01-02 00:00:00.000	2017-12-31 00:00:00.000	1.84000000
+600000	浦发银行	2018-01-03 00:00:00.000	2017-12-31 00:00:00.000	1.84000000
+600000	浦发银行	2018-01-04 00:00:00.000	2017-12-31 00:00:00.000	1.84000000
+
+2018-01-02 is the most recently updated date, get the data of this day,
+
+方大炭素10-30号公布财报，这一天是财报的
+                    TradeDate               ReportedPeriod                     PE1
+600516	方大炭素	2017-10-26 00:00:00.000	2017-06-30 00:00:00.000	.23024118	106.1764	59.8503	7.5299
+600516	方大炭素	2017-10-27 00:00:00.000	2017-06-30 00:00:00.000	1.16400000	103.4796	11.8980	7.3386
+600516	方大炭素	2017-10-30 00:00:00.000	2017-09-30 00:00:00.000	1.16400000	24.9367	18.5979	6.0679
+600516	方大炭素	2017-10-31 00:00:00.000	2017-09-30 00:00:00.000	1.16400000	25.9524	19.3553	6.3150
+600516	方大炭素	2017-11-01 00:00:00.000	2017-09-30 00:00:00.000	1.16400000	25.8366	19.2690	6.2868
+
+原来9-30号是最新的一期，那我就只要用ReportedPeried的第一个03-31，06-30，09-30，12-31
+
+PE（TTM）最近三年小于10
+简单的来处理，就取三个时间点就好了，因为净利润一年只可能知道4次，那么准确的PE其实也只有4个点的值而已。
+因为不可能知道企业每一天的净利，所以平时滚动的PE其实也是大家的不准确估计吧
+'''
+import pandas as pd
+import pyodbc
+import ky
+import datetime
+
+sdk = ky.Api("http://data-api.kuaiyutech.com/api.rpc")
+
+import logging
+logger = logging.getLogger(__name__)
+try:
+    from ..BT.value import Value
+    from ..BT.index import Index 
+    logger.setLevel(logging.CRITICAL)
+    from ..util.kySDK import *
+    from .apiParent import ApiParent
+except:
+    import sys   
+    sys.path.insert(0, 'D:/Project/YM/BackTesting Frame/KYBT/BT') 
+    sys.path.insert(0, 'D:/Project/YM/BackTesting Frame/KYBT/util')
+    print(sys.path)
+    from value import Value 
+    from index import Index
+    from kySDK import *
+    from apiParent import ApiParent
+    logger.setLevel(logging.WARNING)
+
+
+class API(ApiParent):
+
+    def __init__(self,DSN): 
+        super().__init__(DSN)
+    
+    @staticmethod
+    def pdToValueObjectList(panda):
+        valueList = []
+        for index,row in panda.iterrows():
+            oneValue = Value()
+            oneValue.SecuCode = row['SecuCode']         	
+            oneValue.SecuAbbr = row['SecuAbbr']
+            oneValue.TradeDate = row['TradeDate']
+            oneValue.ReportPeriod = row['ReportPeriod']
+            oneValue.PE1 = float(row['PE1'])
+            oneValue.PB = float(row['PB'])
+            oneValue.PS = float(row['PS'])
+            oneValue.ClosePrice = float(row['ClosePrice'])
+            oneValue.RMBShares = float(row['RMBShares'])
+            oneValue.ValidShares = float(row['ValidShares'])
+            oneValue.MarketValue = float(row['MarketValue']) 
+            valueList.append(oneValue)
+        return valueList
+
+    def getSpotValue(self,startDate,endDate,stockList):
+        '''
+        CY_ValueDaily_Quote is daily data
+        stock: list, ## [600000,000002]
+        startDate: str, '2018-01-10'
+        endDate: str,'2018-03-03' 
+        '''
+        #    
+        itemString = '''
+                SecuCode,
+                SecuAbbr,
+                TradeDate,
+                ReportPeriod,
+                EPS,
+                PE1,
+                PE2,
+                PB,
+                PS,
+                Dividend1Y,
+                MarketValue,
+                ClosePrice,
+                ValidShares,
+                RMBShares,
+                Bshares'''
+        #
+        if len(stockList) == 1:
+            stockList = '(%s)'%stockList[0]
+        else:
+            stockList = tuple(stockList)
+        #
+        query = '''
+            SELECT
+                %s
+            FROM
+                [dbo].[CY_ValueDaily_Quote]
+            where 
+            TradeDate <= '%s 00:00:00:000'
+            AND 
+            TradeDate >= '%s 00:00:00:000'
+            AND SecuCode IN %s
+            ORDER BY
+                SecuAbbr DESC,
+                TradeDate Asc
+        '''%(itemString,endDate,startDate,stockList)
+        #
+        #print(query)
+        self.cursor.execute(query)
+
+        raw = self.cursor.fetchall()
+        logger.info('raw :',raw)
+
+        if not raw:
+            logger.critical( 'CY_ValueDaily_Quote value has no data, return None')
+            return None
+        
+        valuePD = self.pandaData(raw,itemString)
+        valuePD.fillna(value=0, inplace=True) # to replace None with value 0
+        return self.pdToValueObjectList(valuePD)
+
+
+if __name__ == '__main__':
+    logger.warn(__file__)
+    myAPI = API('BTEMmidd2')
+    myAPI.init()
+    y = myAPI.getSpotValue('2017-05-05','2017-06-06',['600000'])
+    print(y)
\ No newline at end of file

KYBT/API/apiParent.py

+import pyodbc
+import logging
+import pandas as pd
+logger = logging.getLogger(__name__)
+logger.setLevel(logging.CRITICAL)
+import functools
+import warnings
+import datetime
+import sys
+
+import logging
+logger = logging.getLogger(__name__)
+try:
+    from ..emClasses import *
+    logger.setLevel(logging.CRITICAL)
+    from ..util.kySDK import *
+    from ..dataTable import DataTable
+except:
+    import sys   
+    #D:\Project\益盟\回测框架\KYBT\BT
+    sys.path.insert(0, 'D:/Project/YM/BackTesting Frame/KYBT/BT') 
+    sys.path.insert(0, 'D:/Project/YM/BackTesting Frame/KYBT/util')
+    #print(sys.path)
+    from emClasses import *
+    from dataTable import DataTable
+    from kySDK import *
+    logger.setLevel(logging.WARNING)
+
+class ApiParent():
+    '''
+    parent of all apis
+    myAPI = APIPARENT('BTMarketTrade')
+    myAPI.init()
+
+    or
+
+    myAPI = APIPARENT('BTMarketTrade')
+    with myAPI():
+        do something
+    '''
+    # '2009以后不考虑，数据好像有问题'
+    FinancialReportDate = {'Mar':'03-31','Jun':'06-30','Sep':'09-30','Dec':'12-31'}
+    
+    def __init__(self): 
+        self.DSN = 'BTMarketTrade'
+
+    def init(self):
+        try:
+            self.cnxn = pyodbc.connect(DSN = self.DSN,UID="SLReadOnly",PWD="gBNfZ9zPCzVD")
+            self.cursor = self.cnxn.cursor()
+        except:      
+            raise 'connection failed'
+
+    def __enter__(self): # with
+        self.init()
+
+    def __exit__(self,*args): # with
+        self.cnxn.close()
+        self.cnxn = None
+
+    @staticmethod
+    def getNeededTable(inputJson):
+
+        tableList = ["EM_QUOTE_STOCK_DAILY"] #
+        for key in inputJson['criteriaDict']:
+            if key in DataTable:
+                tableList.append(DataTable[key][1])  # 把需要用到的数据表加进去
+            else:
+                raise ValueError('%s is not in the available table'%key)
+                
+        #print('需要用到的数据表: ', tableList)
+        return tableList
+
+    def pdToObjList(self,panda,objName,itemID):
+        '''
+        dictObj: dict('date':[objList],'date':[objList],...)
+        for example:
+        {'2017-01-26': [<stock.Stock object at 0x0857FA70>, <stock.Stock object at 0x0857FB30>], 
+        '2017-01-25': [<stock.Stock object at 0x0857FB10>, <stock.Stock object at 0x0857FAB0>],
+        '''
+
+        if objName in ['Stock','ValueDaily','Index']:
+            date = 'TradeDate'
+        else:
+            date = 'EndDate'
+
+        
+        itemList = self.modifyItemString(itemID)
+
+        dateList = [str(x)[:10] for x in set(panda[date])]
+        dateList.sort(reverse = True)
+
+        dictObj = dict() 
+        for oneDate in dateList:
+            pandaSection = panda[panda[date] == oneDate]
+            objList = []
+            for index,row in pandaSection.iterrows():
+
+                exec("oneObj = %s()"%objName)
+                for item in itemList:
+                    if item in ['TradeDate','EndDate']:
+                        exec("oneObj.%s = str(row['%s'])[:10]"%(item,item))
+                    elif item in ['SecuCode','SecuAbbr','SecuMarket','PublDate','TradeStatus']:
+                        exec("oneObj.%s = str(row['%s'])"%(item,item))
+                    elif item in ['LLimitUpTime']:
+                        exec("oneObj.%s = str(row['%s'])[:10]"%(item,item))
+                    else:
+                        #print(item,row[item])
+                        exec("oneObj.%s = float(row['%s'])"%(item,item))
+                exec("objList.append(oneObj)")
+            dictObj[oneDate] = objList
+        #print(dictObj[oneDate][-1].TradeDate)
+        #print('dictObj: ',dictObj)
+        
+        return dictObj    
+
+    def findTableColumns(self,tableName,itemString):
+        query = "SELECT %s FROM sys.columns WHERE object_id = OBJECT_ID('dbo.%s')"%(itemString,tableName)
+        self.cursor.execute(query)
+        logger.warn('findTableColumns:query: ',query)
+        columnData = self.cursor.fetchall()
+        if not columnData:
+            logger.warn( '%s has no data, return None'%tableName )
+            return None
+        self.columnName = [x[1] for x in columnData]
+        return self.columnName
+    
+    @staticmethod
+    def findObj(attr,value,objList):
+        #print('findObj',attr,value,objList)
+        objListTemp = list()
+        for x in objList:
+            for y in value:
+                #print(y, ' aaaaaaaaaa ',str(eval('x.%s'%attr)))
+                if y in str(eval('x.%s'%attr)) :
+                    #print(y, ' aaaaaaaaaa ',str(eval('x.%s'%attr)))
+                    objListTemp.append(x) 
+        return objListTemp
+
+    @staticmethod
+    def modifyItemString(itemString):
+        '''
+        itemString = '\n            SecuCode,SecuAbbr,SecuMarket,TradeDate,TradeStatus,\n            PreClosePrice'
+        '''
+        listContainer = []
+        #print(itemString)
+        for x in itemString.split(','):
+            if x.startswith('\n'):
+                listContainer.append(x[2:].strip())
+            else:
+                listContainer.append(x)
+        return listContainer
+
+    
+    def pandaData(self,rawData,itemString):
+        PDcontainer = []
+        for x in rawData:
+            tempData = [y for y in x]
+            PDcontainer.append(tempData)
+            #print('tempData',tempData,type(tempData))
+        #print('PDcontainer:',PDcontainer)
+        myPD = pd.DataFrame(PDcontainer)
+        #print('myPD,itemString:',myPD,itemString)
+        myPD.columns = self.modifyItemString(itemString)
+
+        logger.info(myPD[:10])
+
+        return myPD
+
+
+    #########################################################################################
+    ########################### take care of date ############################################
+    
+    def getTradingDays(self,startDate,endDate):
+        '''
+        获得交易日,如果HS300,SZ50,ZZ500当天任何一家有交易，就认为当天是交易日
+        '''
+
+        itemString = 'SecuCode,TradeDate'
+        index = ('000300','000905','000016')
+
+        query = '''
+        SELECT
+            %s
+        FROM
+            embase2.[dbo].[EM_QUOTE_INDEX_DAILY]
+        WHERE
+                SecuCode in %s
+        AND
+                TradeDate >= '%s 00:00:00.000'
+        AND     TradeDate <= '%s 00:00:00.000'
+        ORDER BY TradeDate ASC
+        '''%(itemString,index,startDate,endDate)
+
+        #print(query)
+        self.cursor.execute(query)
+
+        raw = self.cursor.fetchall()
+        logger.info('raw :',raw)
+        if not raw:
+            logger.critical( 'index market value|trading days| has no data, return None')
+            return None
+        
+        indexPD = self.pandaData(raw,itemString)
+        indexPD.fillna(value=0, inplace=True) # to replace None with value 0
+
+        dateList = [str(x)[:10] for x in indexPD['TradeDate'].tolist()]
+        dateList = list(set(dateList))
+        dateList.sort()
+        today = datetime.datetime.strftime(datetime.datetime.today(),'%Y-%m-%d')
+        
+        for x in list(dateList):
+            if x >= today:    
+                #print('future date',x)
+                dateList.remove(x)
+
+        return dateList
+
+    def getToday(self):
+        return str(datetime.datetime.today())[:10]
+
+    def getYesterday(self):
+        end = datetime.datetime.today()
+        start = end - datetime.timedelta(1)
+        return str(start)[:10]
+
+    def getNdayBefore(self,date,N):
+        end = datetime.datetime.strptime(date,'%Y-%m-%d')
+        start = end - datetime.timedelta(N)
+        return str(start)[:10]
+
+    def getMostRecentTrading(self):
+        end = datetime.datetime.today()
+        start = end - datetime.timedelta(70)
+
+        end = datetime.datetime.strftime(end,'%Y-%m-%d')
+        start = datetime.datetime.strftime(start,'%Y-%m-%d')
+
+        return self.getTradingDays(end,start)[-1]
+
+    def getMostRecentTradingDay(self,then):
+        '''
+        比如说想找 then = '2015-06-05' 这天之前的最近一个交易日
+        '''
+        end = datetime.datetime.strptime(then,'%Y-%m-%d')
+        start = end - datetime.timedelta(70)
+
+        end = datetime.datetime.strftime(end,'%Y-%m-%d')
+        start = datetime.datetime.strftime(start,'%Y-%m-%d')
+
+        return self.getTradingDays(end,start)[-1]
+
+    @staticmethod    
+    def deprecated(func):
+        """This is a decorator which can be used to mark functions
+        as deprecated. It will result in a warning being emitted
+        when the function is used."""
+        @functools.wraps(func)
+        def new_func(*args, **kwargs):
+            warnings.simplefilter('always', DeprecationWarning)  # turn off filter
+            warnings.warn("Call to deprecated function {}.".format(func.__name__),
+                        category=DeprecationWarning,
+                        stacklevel=2)
+            warnings.simplefilter('default', DeprecationWarning)  # reset filter
+            return func(*args, **kwargs)
+        return new_func
+
+
+
+if __name__ == '__main__':
+    myAPI = ApiParent()
+    myAPI.init()
+    myAPI.getTradingDays()
\ No newline at end of file

KYBT/API/financialValueAPI.py

+# -*- coding: utf-8 -*-
+"""
+Created on 20180309
+
+@author: zhoushuai
+"""
+
+import pandas as pd
+import pyodbc
+import ky
+
+
+sdk = ky.Api("http://data-api.kuaiyutech.com/api.rpc")
+
+import logging
+logger = logging.getLogger(__name__)
+try:
+    from ..BT.stock import Stock
+    from ..BT.index import Index 
+    logger.setLevel(logging.CRITICAL)
+    from ..util.kySDK import *
+    from .apiParent import ApiParent
+except:
+    import sys   
+    #D:\Project\益盟\回测框架\KYBT\BT
+    sys.path.insert(0, 'D:/Project/YM/BackTesting Frame/KYBT/BT') 
+    sys.path.insert(0, 'D:/Project/YM/BackTesting Frame/KYBT/util')
+    print(sys.path)
+    from stock import Stock 
+    from index import Index
+    from kySDK import *
+    from apiParent import ApiParent
+    logger.setLevel(logging.WARNING)
+
+
+class API(ApiParent):
+
+    def __init__(self,DSN): 
+        super().__init__(DSN)
+
+    def getGrowthRateOperatingRevenue(self,date,stock,option,range):
+        '''
+        主营业务收入增长率  
+         
+        date: str '2017-01-01'
+        stock: list ## [600000,000002]
+        range float, ## 大于30%, 30%~20%, 20%~15%, 15%~10%, 10%~7.5%, 7.5%~5%, 5%~2.5%, 2.5%~0, 小于0,
+        option 'recent period'|'recent year'|'recent three year' ## 最近一期,最近一年,最近三年  
+        '''
+        itemString = 'SecuCode,SecuAbbr,TradeDate,TradeStatus,PreClosePrice,OpenPrice,ClosePrice,HighPrice,LowPrice,TurnoverVolume,TurnoverValue,ChangeRatio'
+        
+    
+        query = "SELECT %s FROM [dbo].[CY_FinacialRatio_RP] where SecuCode = %s ORDER BY EndDate DESC "
+        #print(query)
+        self.cursor.execute(query)
+
+        raw = self.cursor.fetchall()
+        logger.info('raw :',raw)
+
+        if not raw:
+            logger.critical( 'index market value has no data, return None')
+            return None
+        
+        indexPD = self.pandaData(raw,itemString)
+        indexPD.fillna(value=0, inplace=True) # to replace None with value 0
+        return self.pdToIndexObjectList(indexPD)
+
+
+if __name__ == '__main__':
+    logger.warn(__file__)
+    myAPI = API('BTEMmidd2')
+    myAPI.init()
+    y = myAPI.getGrowthRateOperatingRevenue('2017-05-05','600000','recent period',0.3,)
+    print(y)
\ No newline at end of file

KYBT/API/highway.py

+# read a Json, then download all data needed after
+
+import pandas as pd
+import pyodbc
+import ky
+import datetime
+import sys
+import time
+sdk = ky.Api("http://data-api.kuaiyutech.com/api.rpc")
+import os
+import logging
+
+logger = logging.getLogger(__name__)
+
+
+from .apiParent import ApiParent
+#print(__file__)
+#print(os.path.dirname(os.path.abspath(__file__)))
+#print(os.path.dirname(os.path.abspath('initRobot.py')))
+try:
+    
+    from ..BT.dataTable import DataTable
+    logger.setLevel(logging.CRITICAL)
+    from ..util.kySDK import *
+    from .apiParent import ApiParent
+except:
+    import sys   
+    #D:\Project\益盟\回测框架\KYBT\BT
+    sys.path.insert(0, 'D:/Project/YM/BackTesting Frame/KYBT/BT') 
+    sys.path.insert(0, 'D:/Project/YM/BackTesting Frame/KYBT/util')
+    #print(sys.path)
+    from emClasses import *
+    from dataTable import DataTable
+    from kySDK import *
+    
+    logger.setLevel(logging.WARNING)
+    
+class highwayAPI(ApiParent):
+
+    '''
+    get data from SQL and organize it 
+    '''
+    def __init__(self): 
+        super().__init__()
+
+    def getAllStockCode(self,oneDay):
+        '''
+        return ['600000','000002',...]
+        '''
+        itemString = 'SecuCode'
+        query = '''
+        SELECT DISTINCT %s
+        
+        FROM
+            [dbo].[EM_QUOTE_STOCK_DAILY]
+        WHERE
+        TradeDate = '%s 00:00:00.000'
+        AND 
+        left(SecuCode,1) != 9 
+        AND
+        left(SecuCode,1) != 2
+        '''%(itemString,oneDay)
+
+        self.cursor.execute(query)
+
+        raw = self.cursor.fetchall()
+        if not raw:
+            logger.critical( 'Daily Quote all has no data, return None')
+            return None
+        
+        allStockPD = self.pandaData(raw,'SecuCode')
+        allStockPD.fillna(value=0, inplace=True) # to replace None with value 0
+
+        #print('hahahahaha',allStockPD[itemString].tolist())
+        return allStockPD[itemString].tolist()
+
+    def getIndexData(self,index,startDate,endDate):
+
+        if isinstance(index,str):
+            if index == 'HS300':
+                index = "('000300')"
+            elif index == 'ZZ500':
+                index = "('000905')"
+            elif index == 'SZ50':
+                index = "('000016')"
+            else:
+                raise ValueError('Index input is incorrect')
+        else:
+            raise ValueError('Index input should be str')
+
+        if endDate >= self.getYesterday():
+            endDate = self.getYesterday()
+
+        itemID = '''SecuCode,SecuAbbr,TradeDate,TradeStatus,PreClosePrice,OpenPrice,ClosePrice,HighPrice,LowPrice,
+                    TurnoverVolume,TurnoverValue,ChangeRatio'''
+
+        #
+        query = '''
+                SELECT
+                    %s
+                FROM
+                    embase2.[dbo].[EM_QUOTE_INDEX_DAILY]
+                WHERE
+                    SecuCode in %s
+                AND TradeDate >= '%s 00:00:00.000'
+                AND TradeDate <= '%s 00:00:00.000'
+                ORDER BY
+                TradeDate DESC
+                '''%(itemID,index,startDate,endDate)
+
+        #print(query)
+        self.cursor.execute(query)
+        raw = self.cursor.fetchall()
+        if not raw:
+            return None
+
+        allStockPD = self.pandaData(raw,itemID)
+        allStockPD.fillna(value=0, inplace=True) # to replace None with value 0
+
+        return self.pdToObjList(allStockPD,'Index',itemID)
+
+    @staticmethod
+    def backwardStartDate(inputJson,startDate,tableName):
+        # 此表如果需要最近三年，则需要在下载数据的时候把endDate提前3年，保险起见，提前5年
+        # 最近一年， 提前3年
+        # 最近一期，提前2年
+        # {'主营收入同比':['最近三年',None,-100]}
+        
+        for criteria in inputJson['criteriaDict']:
+            # 如果'最近三年' 在 EM_QUOTE_STOCK_DAILY 这个数据表里
+            #print(inputJson[ID]['criteriaDict'][criteria])
+            #print(DataTable[criteria][1])
+            if inputJson['criteriaDict'][criteria][0] == '最近三年' and DataTable[criteria][1] == tableName:
+                startDate = str(eval('int(startDate[:4]) - 5')) + startDate[4:]
+                break  
+            elif inputJson['criteriaDict'][criteria][0] == '最近一年' and DataTable[criteria][1] == tableName:
+                startDate = str(eval('int(startDate[:4]) - 3')) + startDate[4:]
+                break
+            elif  inputJson['criteriaDict'][criteria][0] == '最近一期' and DataTable[criteria][1] == tableName:
+                startDate = str(eval('int(startDate[:4]) - 2')) + startDate[4:]
+                break
+        return startDate
+
+    def getTableData(self,inputJson,tableName):
+        '''
+        get data from embase2.tableName
+        '''
+
+
+        stockList = inputJson['portforlio']
+        startDate = inputJson['startDate']
+        endDate = inputJson['endDate']
+
+        if endDate < startDate:
+            raise ValueError('endDate cannot be smaller than startDate')
+        
+        # index pool
+        if isinstance(stockList,str) and stockList in ['HS300','ZZ500','SZ50']:
+            if stockList == 'HS300':
+                stockList = 'SHSE.000300'
+            elif stockList == 'ZZ500':
+                stockList = 'SHSE.000905'
+            elif stockList == 'SZ50':
+                stockList = 'SHSE.000016'
+            
+            stockList = [stockCode[-6:] for stockCode in getIndexPoolFromKy(stockList)] #['SHSE.600000','SHSE.000002'] 
+
+        elif isinstance(stockList,str) and portforlio == 'all':
+            
+            stockList = self.getAllStockCode(startDate)
+        
+        elif isinstance(stockList,list):
+            pass
+
+        else: 
+            raise ValueError('stockList input is incorrect')
+
+        # date
+        if tableName in ['EM_QUOTE_STOCK_DAILY','CY_ValueDaily_Quote']:
+            date = 'TradeDate'
+        else:
+            date = 'EndDate'
+
+        # itemID objName
+        if tableName == 'EM_QUOTE_STOCK_DAILY':
+            itemID = '''SecuCode,SecuAbbr,SecuMarket,TradeDate,TradeStatus,PreClosePrice,OpenPrice,ClosePrice,HighPrice,
+                    LowPrice,TurnoverVolume,TurnoverValue,TurnoverDeals,Amplitude,ChangeRatio,
+                    FlowShares,FlowMarketValue,TotalEquity,IssueEquity,TotalValue,LLimitUpTime,RiseOrDown'''
+            objName = 'Stock'
+                        
+        elif tableName == 'CY_FinacialRatio_RP':
+            itemID = '''SecuCode,SecuAbbr,EndDate,PublDate,InventoryTurnover,AccountsReceivableTurnover,FixedAssetsTurnover,
+                    OperatingRevenueYoY,DeductNetProfitYoY'''
+            objName = 'FinancialRatioRP'
+            startDate = self.backwardStartDate(inputJson,startDate,tableName)
+
+        elif tableName == 'CY_FinacialIndicators_RP':
+            itemID = '''SecuCode,SecuAbbr,EndDate,AdvanceReceipts,TotalAssets,EquityBelongedToPC,TotalLiability,TotalCurrentAssets,
+                    TotalCurrentLiability,CashOrDepositInCentralBank,NetProfit,NetOperateCashFlow'''
+            objName = 'FinancialIndicator'
+            startDate = self.backwardStartDate(inputJson,startDate,tableName)
+
+        elif tableName == 'CY_ValueDaily_Quote':
+            itemID = '''SecuCode,SecuAbbr,TradeDate,ReportPeriod,EPS,PE1,PE2,PB,PS,Dividend1Y,MarketValue,ClosePrice,ValidShares,
+                    RMBShares,Bshares'''
+            objName ='ValueDaily'
+            startDate = self.backwardStartDate(inputJson,startDate,tableName)
+        else:
+            raise ValueError('%s is not a defined Class'%tableName)
+
+
+        # 
+        if len(stockList) == 1:
+            stockList = '(%s)'%stockList[0]
+        else:
+            stockList = tuple(stockList)
+        #
+        query = '''
+                SELECT
+                    %s
+                FROM
+                    embase2.[dbo].[%s]
+                WHERE
+                    SecuCode in %s
+                AND %s >= '%s 00:00:00.000'
+                AND %s <= '%s 00:00:00.000'
+                ORDER BY
+                SecuCode DESC,
+                %s DESC
+                '''%(itemID,tableName,stockList,date,startDate,date,endDate,date)
+        
+        #print(query)
+        self.cursor.execute(query)
+
+        raw = self.cursor.fetchall()
+        #print(raw)
+        if not raw:
+            return None
+
+        allStockPD = self.pandaData(raw,itemID)
+        allStockPD.fillna(value=0, inplace=True) # to replace None with value 0
+
+        return self.pdToObjList(allStockPD,objName,itemID)
+
+
+    def getAllNeeded(self,inputJson):
+        """
+
+        根据inputJson获取所有需要的数据，bulk格式为：
+
+        {'EM_QUOTE_STOCK_DAILY':{date:[stockObj]},
+        'CY_FinacialRatio_RP':{date:[financialRatioObj]},
+        ...
+
+        'EM_QUOTE_INDEX_DAILY':{date}:[indexObj]}
+
+        """
+
+        endDate = inputJson['endDate']
+        startDate = inputJson['startDate']
+        benchmark = inputJson['benchmark']
+        bulk = dict()
+        print('开始下载并整理数据...')
+        a = time.time()
+        for tableName in super().getNeededTable(inputJson):
+            #print('tableName: ',tableName)
+            bulk[tableName] = self.getTableData(inputJson,tableName)
+            print('已经完成%s所需的下载'%tableName)
+        # 指数要单独，因为input不一样  
+        bulk['EM_QUOTE_INDEX_DAILY'] = self.getIndexData(benchmark,startDate,endDate)
+        print('下载整理数据完毕，共耗时%0.1f秒'%(time.time() - a))
+        print('包含的数据表有：',list(bulk.keys()))
+        print(sys.getsizeof(bulk))
+        return bulk
+
+
+if __name__ == '__main__':
+
+    def extractBulk(bulk,portforlio):
+        '''
+        extract from self.getAllNeeded(inputJson)
+        return is 
+        {'600485': {'主营收入同比': [Decimal('13.2225'), Decimal('33.8532'), Decimal('851.6680')]}, 
+         '600000': {'主营收入同比': [Decimal('18.9713'), Decimal('18.9713'), Decimal('23.1625'), Decimal('23.1625'), Decimal('20.5
+          697'), Decimal('20.5697')]}, 
+         '000002': {'主营收入同比': [Decimal('33.5828'), Decimal('8.1002'), Decimal('31.3263')]}}
+        '''
+        resultDict = dict()
+
+        for stock in portforlio:
+            for criteria in inputJson['criteriaDict']:
+                if inputJson['criteriaDict'][criteria][0] == '最近三年':
+                    for spotDate in list(bulk['CY_FinacialRatio_RP'].keys()): #dict_keys(['2015-12-31', '2015-09-30', '2015-06-30', '2015-03-31', '2014-12-31'])
+                        if '-12-31' in spotDate:
+                            firstYear = spotDate  #'2015-12-31'
+                            secondYear = str(eval('int(firstYear[:4]) - 1')) + firstYear[4:]    #'2014-12-31'
+                            thirdYear = str(eval('int(firstYear[:4]) - 2')) + firstYear[4:]     #'2013-12-31'
+                        break
+            
+                    #找到相对应的criteria数据
+                    criteriaList = []          
+                    for year in [firstYear,secondYear,thirdYear]:
+                        for finObj in bulk['CY_FinacialRatio_RP'][year]:
+                            #print(finObj.SecuCode,finObj.EndDate)
+                            if finObj.SecuCode == stock and finObj.EndDate == year:
+                                criteriaList.append(eval('finObj.%s'%(DataTable[criteria][0])))
+
+                    resultDict[stock] = {criteria:criteriaList}
+        
+                elif inputJson['criteriaDict'][criteria][0] == '最近一年':
+                    for spotDate in list(bulk['CY_FinacialRatio_RP'].keys()): #dict_keys(['2015-12-31', '2015-09-30', '2015-06-30', '2015-03-31', '2014-12-31'])
+                        if '-12-31' in spotDate:
+                            firstYear = spotDate  #'2015-12-31'
+                        break
+            
+                    #找到相对应的criteria数据
+                    criteriaList = []          
+
+                    for finObj in bulk['CY_FinacialRatio_RP'][firstYear]:
+                        #print(finObj.SecuCode,finObj.EndDate)
+                        if finObj.SecuCode == stock and finObj.EndDate == firstYear:
+                            criteriaList.append(eval('finObj.%s'%(DataTable[criteria][0])))
+
+                    resultDict[stock] = {criteria:criteriaList}
+
+                elif inputJson[ID]['criteriaDict'][criteria][0] == '最近一期':
+                    firstPeriod = list(bulk['CY_FinacialRatio_RP'].keys())[0]  #'2015-12-31'
+
+                    #找到相对应的criteria数据
+                    criteriaList = []          
+                    for finObj in bulk['CY_FinacialRatio_RP'][firstPeriod]:
+                        #print(finObj.SecuCode,finObj.EndDate)
+                        if finObj.SecuCode == stock and finObj.EndDate == firstPeriod:
+                            criteriaList.append(eval('finObj.%s'%(DataTable[criteria][0])))
+
+                        resultDict[stock] = {criteria:criteriaList}
+                else:
+                    raise ValueError('输入要是最近一期，最近一年，最近三年') 
+
+        print('resultDict: ',resultDict,)    
+        return resultDict
+
+
+    def screenStock(inputJson,resultDict):
+        """
+        {'600485': {'主营收入同比': [Decimal('13.2225'), Decimal('33.8532'), Decimal('851.6680')]}, 
+         '600000': {'主营收入同比': [Decimal('18.9713'), Decimal('18.9713'), Decimal('23.1625'), Decimal('23.1625'), Decimal('20.5
+          697'), Decimal('20.5697')]}, 
+         '000002': {'主营收入同比': [Decimal('33.5828'), Decimal('8.1002'), Decimal('31.3263')]}}
+            
+
+         {'600485':True,
+         '600000':False,
+         ...
+         }
+        """
+        screenResult = dict()
+
+        for stock,value in resultDict.items():
+            multiple = []
+            for criteria,valueList in value.items():
+
+                upperbound = inputJson[ID]['criteriaDict'][criteria][1]
+                lowerbound = inputJson[ID]['criteriaDict'][criteria][2]
+
+                if upperbound == None:
+                    upperbound = 1000000
+
+                if lowerbound == None:
+                    lowerbound = -1000000
+
+                # 全真则为真，否则为假
+                single = False if False in [True if x > lowerbound and x < upperbound else False for x in valueList] else True #[Decimal('13.2225'), Decimal('33.8532'), Decimal('851.6680')]
+                multiple.append(single)
+
+            consilidatedResult = False if False in multiple else True
+            screenResult[stock] = consilidatedResult
+
+        print('True or False result: ',screenResult)
+        return screenResult
+                
+    def getTrueStock(screenResult):
+        mylist = []
+        for key,value in screenResult.items():
+            if value == True:
+                mylist.append(key)
+        print('getTrueStock: ',mylist)
+        return mylist
+
+    ID = '1'
+    # "criteriaDict" : {'存货周转率':['最近一年',None,-100],"PE(TTM)":["PE","CY_ValueDaily_Quote"]},
+    # ['600485','600000','000002'], 
+    strategy = \
+    {
+        "stockPicker":{'pick':False,'dateList':None},
+        "criteriaDict" : {'主营收入同比':['最近三年',None,18]},
+        "portforlio": ['600485','600000','000002'], 
+        "benchmark": 'HS300', 
+        "money": 5000000, 
+        "startDate": '2014-07-01', 
+        "endDate": '2016-02-01', 
+        "turnover": 10, 
+        "tradingHabit": "OpenPrice",
+        "status":"init"
+    }
+
+    inputJson = \
+    {
+        ID:strategy 
+    }
+
+    ##### results
+    results = \
+    {
+    "dailyResults":{'2016-01-07':'result1','2016-01-08':'result2',},
+        "status":"completed"
+    }
+
+    outputJson = \
+    {
+        ID:'completed'
+    }
+
+
+    #tableName = 'EM_QUOTE_STOCK_DAILY' 
+    #tableName = 'CY_FinacialRatio_RP'
+    #tableName = 'CY_FinacialIndicators_RP'
+    #tableName = 'CY_ValueDaily_Quote'
+    #startDate = '2017-01-01'
+    #endDate = '2018-02-01'
+    #stockID = ['600000','000002']
+    
+    ##############
+    myAPI = highwayAPI()
+    myAPI.init()
+
+    portforlio = inputJson[ID]['portforlio']     
+    startDate = inputJson[ID]['startDate']     
+    endDate = inputJson[ID]['endDate'] 
+
+    #tableList = ['EM_QUOTE_INDEX_DAILY']
+    
+    bulk = myAPI.getAllNeeded(inputJson)
+
+    #选出当日符合条件的股票,比如 inputJson[ID]['criteriaDict'] = {'主营收入同比':['最近三年',None,-100]}
+    #print(bulk['CY_FinacialRatio_RP'].keys())
+
+    resultDict = myAPI.extractBulk(bulk,portforlio)
+    screenDict = myAPI.screenStock(inputJson,resultDict)
+    screenStocks = myAPI.getTrueStock(screenDict)
+    
+
+    
+
+
+
+
+    
\ No newline at end of file

KYBT/API/marketValueAPI.py

+# -*- coding: utf-8 -*-
+"""
+Created on 20180309
+
+@author: zhoushuai
+"""
+
+import pandas as pd
+import pyodbc
+import ky
+import datetime
+
+sdk = ky.Api("http://data-api.kuaiyutech.com/api.rpc")
+
+import logging
+logger = logging.getLogger(__name__)
+try:
+    from ..BT.stock import Stock
+    from ..BT.index import Index 
+    logger.setLevel(logging.CRITICAL)
+    from ..util.kySDK import *
+    from .apiParent import ApiParent
+except:
+    import sys   
+    #D:\Project\益盟\回测框架\KYBT\BT
+    sys.path.insert(0, 'D:/Project/YM/BackTesting Frame/KYBT/BT') 
+    sys.path.insert(0, 'D:/Project/YM/BackTesting Frame/KYBT/util')
+    print(sys.path)
+    from stock import Stock 
+    from index import Index
+    from kySDK import *
+    from apiParent import ApiParent
+    logger.setLevel(logging.WARNING)
+
+
+
+class API(ApiParent):
+
+    '''
+    get data from SQL and organize it 
+    '''
+    def __init__(self): 
+        super().__init__()
+
+    @staticmethod
+    def pdToStockObjectList(panda):
+        stockList = []
+        for index,row in panda.iterrows():
+            oneStock = Stock()
+            oneStock.SecuCode = row['SecuCode']
+            oneStock.SecuAbbr = row['SecuAbbr']
+            oneStock.SecuMarket = row['SecuMarket']
+            oneStock.TradeDate = row['TradeDate']
+            oneStock.TradeStatus = row['TradeStatus']
+            oneStock.PreClosePrice = float(row['PreClosePrice'])
+            oneStock.OpenPrice = float(row['OpenPrice'])
+            oneStock.ClosePrice = float(row['ClosePrice'])
+            oneStock.HighPrice = float(row['HighPrice'])
+            oneStock.LowPrice = float(row['LowPrice'])
+            oneStock.TurnoverVolume = float(row['TurnoverVolume'])
+            oneStock.TurnoverValue = float(row['TurnoverValue'])
+            oneStock.TurnoverDeals = float(row['TurnoverDeals'])
+            oneStock.Amplitude = float(row['Amplitude'])
+            oneStock.ChangeRatio = float(row['ChangeRatio'])
+            oneStock.FlowShares = float(row['FlowShares'])
+            oneStock.FlowMarketValue = float(row['FlowMarketValue'])
+            oneStock.TotalEquity = float(row['TotalEquity'])
+            oneStock.IssueEquity = float(row['IssueEquity'])
+            oneStock.TotalValue = float(row['TotalValue'])
+            oneStock.RecordID = row['RecordID']
+            oneStock.LLimitUpTime = str(row['LLimitUpTime'])
+            oneStock.RiseOrDown = float(row['RiseOrDown'])
+            stockList.append(oneStock)
+        return stockList
+
+    @staticmethod
+    def pdToIndexObjectList(panda):
+        indexList = []
+        for index,row in panda.iterrows():
+            indexOneDay = Index()
+            indexOneDay.SecuCode = row['SecuCode']
+            indexOneDay.SecuAbbr = row['SecuAbbr']
+            indexOneDay.TradeDate = row['TradeDate']
+            indexOneDay.PreClosePrice = float(row['PreClosePrice'])
+            indexOneDay.OpenPrice = float(row['OpenPrice'])
+            indexOneDay.ClosePrice = float(row['ClosePrice'])
+            indexOneDay.HighPrice = float(row['HighPrice'])
+            indexOneDay.LowPrice = float(row['LowPrice'])
+            indexOneDay.TurnoverVolume = float(row['TurnoverVolume'])
+            indexOneDay.TurnoverValue = float(row['TurnoverValue'])
+            indexOneDay.ChangeRatio = float(row['ChangeRatio'])
+            indexList.append(indexOneDay)
+        return indexList
+    
+    def getMarketValueOneStock(self,startDate,endDate,stockID):
+        '''
+        get market value of one stock
+        '''
+        itemString = '''SecuCode,
+        SecuAbbr,SecuMarket,TradeDate,TradeStatus,PreClosePrice,
+        OpenPrice,ClosePrice,HighPrice,LowPrice,TurnoverVolume,TurnoverValue,TurnoverDeals,Amplitude,ChangeRatio,
+        FlowShares,FlowMarketValue,TotalEquity,IssueEquity,TotalValue,RecordID,LLimitUpTime,RiseOrDown'''
+
+        query = '''
+                SELECT
+                    %s
+                FROM
+                    [dbo].[EM_QUOTE_STOCK_DAILY]
+                WHERE
+                    SecuCode = '%s'
+                AND TradeDate >= '%s 00:00:00.000'
+                AND TradeDate <= '%s 00:00:00.000'
+                '''%(itemString,stockID,startDate,endDate)
+        
+        self.cursor.execute(query)
+
+        raw = self.cursor.fetchall()
+        logger.info('raw :',raw)
+        if not raw:
+            logger.critical( 'Daily Quote has no data, return None')
+            return None
+        
+        ReportsPD = self.pandaData(raw,itemString)
+        
+        ReportsPD.fillna(value=0, inplace=True) # to replace None with value 0
+
+        return self.pdToStockObjectList(ReportsPD)
+
+    def getAllStockCode(self,oneDay):
+        '''
+        return ['600000','000002',...]
+        '''
+        itemString = 'SecuCode'
+        query = '''
+        SELECT DISTINCT %s
+        
+        FROM
+            [dbo].[EM_QUOTE_STOCK_DAILY]
+        WHERE
+        TradeDate = '%s 00:00:00.000'
+        AND 
+        left(SecuCode,1) != 9 
+        AND
+        left(SecuCode,1) != 2
+        '''%(itemString,oneDay)
+
+        self.cursor.execute(query)
+
+        raw = self.cursor.fetchall()
+        logger.info('raw :',raw)
+        if not raw:
+            logger.critical( 'Daily Quote all has no data, return None')
+            return None
+        
+        allStockPD = self.pandaData(raw,'SecuCode')
+        allStockPD.fillna(value=0, inplace=True) # to replace None with value 0
+        #print('hahahahaha',allStockPD[itemString].tolist())
+        return allStockPD[itemString].tolist()
+
+    def getIndexMarketValue(self,startDate,endDate,index):
+        '''
+        get market value of one specific index
+        '''
+
+        if index == 'HS300':
+            index = '000300'
+        elif index == 'ZZ500':
+            index = '000905'
+        elif index == 'SZ50':
+            index = '000016'
+        else:
+            raise ValueError('Index is incorrect')
+        
+        itemString = 'SecuCode,SecuAbbr,TradeDate,TradeStatus,PreClosePrice,OpenPrice,ClosePrice,HighPrice,LowPrice,TurnoverVolume,TurnoverValue,ChangeRatio'
+        
+        query = '''
+        SELECT
+            %s
+        FROM
+            [dbo].[EM_QUOTE_INDEX_DAILY]
+        WHERE
+                SecuCode = '%s'
+        AND
+                TradeDate >= '%s 00:00:00.000'
+        AND     TradeDate <= '%s 00:00:00.000'
+        ORDER BY TradeDate DESC
+        '''%(itemString,index,startDate,endDate)
+
+        #print(query)
+        self.cursor.execute(query)
+
+        raw = self.cursor.fetchall()
+        logger.info('raw :',raw)
+        if not raw:
+            logger.critical( 'index market value has no data, return None')
+            return None
+        
+        indexPD = self.pandaData(raw,itemString)
+        indexPD.fillna(value=0, inplace=True) # to replace None with value 0
+        return self.pdToIndexObjectList(indexPD)
+
+    def getMarketValueOneDay(self,oneDay,index):
+        '''
+        get stocks' marketValue of 'all'|'HS300'|'SZ500'|'SZ50'|['600000','000002',...]
+        index can be: 'all'|'HS300'|'SZ500'|'SZ50'|['600000','000002',...]
+        '''
+        itemString = '''SecuCode,
+        SecuAbbr,SecuMarket,TradeDate,TradeStatus,PreClosePrice,
+        OpenPrice,ClosePrice,HighPrice,LowPrice,TurnoverVolume,TurnoverValue,TurnoverDeals,Amplitude,ChangeRatio,
+        FlowShares,FlowMarketValue,TotalEquity,IssueEquity,TotalValue,RecordID,LLimitUpTime,RiseOrDown'''
+        if  (isinstance(index,str) and index == 'all') or None:
+            #print('@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@')
+            query = '''
+            SELECT %s
+            FROM
+                [dbo].[EM_QUOTE_STOCK_DAILY]
+            WHERE
+            TradeDate = '%s 00:00:00.000'
+            '''%(itemString,oneDay)
+
+            self.cursor.execute(query)
+
+            raw = self.cursor.fetchall()
+            logger.info('raw :',raw)
+            if not raw:
+                logger.critical( 'Daily Quote all has no data, return None, %s'%oneDay)
+                return None
+            
+            allStockPD = self.pandaData(raw,itemString)
+            allStockPD.fillna(value=0, inplace=True) # to replace None with value 0
+            return self.pdToStockObjectList(allStockPD)
+
+        elif index in ['HS300','ZZ500','SZ50']:
+            #print('@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@')
+            # specify index
+            if index == 'HS300':
+                index = 'SHSE.000300'
+            elif index == 'ZZ500':
+                index = 'SHSE.000905'
+            elif index == 'SZ50':
+                index = 'SHSE.000016'
+            #getStock
+            try:
+                stockPool = tuple(stockCode[-6:] for stockCode in getIndexPoolFromKy(index)) #['SHSE.600000','SHSE.000002'] tuple has no sequences
+            except:
+                raise
+
+            query = '''
+            SELECT %s
+            FROM
+                [dbo].[EM_QUOTE_STOCK_DAILY]
+            WHERE
+            TradeDate = '%s 00:00:00.000'
+            AND
+            SecuCode IN %s
+            '''%(itemString,oneDay,stockPool)
+            #print('query: %s',query)
+            self.cursor.execute(query)
+
+            raw = self.cursor.fetchall()
+            logger.info('raw :',raw)
+            if not raw:
+                logger.critical( 'Daily Quote of specified index has no data, return None, %s'%oneDay)
+                return None
+            
+            indexStockPD = self.pandaData(raw,itemString)
+            indexStockPD.fillna(value=0, inplace=True) # to replace None with value 0
+            return self.pdToStockObjectList(indexStockPD)
+
+        elif isinstance(index,list):
+            #getStock
+            #print('@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@',index)
+            try:
+                stockPool = tuple(stockCode[-6:] for stockCode in index)  # no sequence
+            except:
+                raise
+            if len(index) > 1:
+                stockPool = tuple(stockCode[-6:] for stockCode in index)  # no sequence
+            elif len(index) == 1:
+                stockPool = '(%s)'%index[0]
+
+            query = '''
+            SELECT %s
+            FROM
+                [dbo].[EM_QUOTE_STOCK_DAILY]
+            WHERE
+            TradeDate = '%s 00:00:00.000'
+            AND
+            SecuCode IN %s
+            '''%(itemString,oneDay,stockPool)
+            #print(query)
+            self.cursor.execute(query)
+            raw = self.cursor.fetchall()
+            logger.info('raw :',raw)
+            if not raw:
+                logger.critical( 'Daily Quote of specified stocks has no data, return None, %s'%oneDay)
+                return None
+            
+            indexStockPD = self.pandaData(raw,itemString)
+            indexStockPD.fillna(value=0, inplace=True) # to replace None with value 0
+            return self.pdToStockObjectList(indexStockPD)
+    
+
+if __name__ == '__main__':
+    logger.warn(__file__)
+    myAPI = API('BTMarketTrade')
+    myAPI.init()
+
+    stockList = ['600000','000002']
+    '''
+    for stock in stockList:
+        logger.critical(stock)
+        #logger.warn(myAPI.getMarketValueOneStock('2015-05-05','2016-05-05',stock))
+        
+    logger.warn(len(myAPI.getMarketValueOneDay('2015-05-05','SZ50')))
+    myStock = myAPI.getMarketValueOneDay('2015-05-05','SZ50')
+
+    for x in myStock:
+        x.printMe() 
+    
+    myStock = myAPI.getMarketValueOneDay('2015-05-05',stockList)
+    for x in myStock:
+        x.printMe() 
+    '''
+
+    #x = myAPI.getAllStockCode()
+    #print(x)
+    start = '2017-05-01'
+    end = '2017-06-15'
+    x = myAPI.getTradingDays(start,end)
+    print(x)
+
+

KYBT/API/test.py

+import sys
+sys.path.insert(0, 'D:/Project/益盟/回测框架/KYBT/util')
+from kySDK import *
+"""
+print(getMostRecentTradingDayFromKy())
+
+
+itemString = '''SecuCode,
+SecuAbbr,SecuMarket,TradeDate,TradeStatus,PreClosePrice,
+OpenPrice,ClosePrice,HighPrice,LowPrice,TurnoverVolume,TurnoverValue,TurnoverDeals,Amplitude,ChangeRatio,
+FlowShares,FlowMarketValue,TotalEquity,IssueEquity,TotalValue,RecordID,RiseOrDown'''
+
+index = 'SHSE.000016'
+index  = 'SHSE.000001'
+
+stockPool = tuple(stockCode[-6:] for stockCode in getIndexPoolFromKy(index))
+
+query = '''
+SELECT %s
+    
+FROM
+    [dbo].[EM_QUOTE_STOCK_DAILY]
+WHERE
+TradeDate = '%s 00:00:00.000'
+AND
+SecuCode IN %s
+'''%(itemString,getMostRecentTradingDayFromKy(),stockPool)
+
+print(query)
+"""
+
+def myfun(x):
+    print(sum(x))
+
+myfun([1,2,3])
+
+class myclass():
+    a = 1
+    def myfunc(self):
+        print(self.a)
+
+c = myclass()
+c.myfunc()
+
+

KYBT/BT/account.py

+# -*- coding: utf-8 -*-
+"""
+
+Created on 20180311
+
+@author: Matthew
+"""
+from .position import Position
+import logging
+import numpy as np
+logger = logging.getLogger(__name__)
+logger.setLevel(logging.CRITICAL)
+
+class Account():
+
+    def __str__(self):
+        s = 'class account: you can buy, hold, and dump all stocks in this class'
+        return s
+
+    def __init__(self,cash,tradingHabit):
+        '''
+        tradingHabit: 'OpenPrice'|'ClosePrice'|   OpenPrice is prefered
+        '''
+        self.initialCash = cash
+        self.__cash = cash
+        self.positionList = []
+        self.__totalValue = cash   #
+        self.__positionListValue = 0   #
+        self.tradingHabit = tradingHabit
+        self.runningDays = 0
+    
+    def printMe(self):
+        logger.warn('     --------- my account status -----------')
+        logger.warn('     account--initialCash: %0.2f'%self.initialCash)
+        logger.warn('     account--cash: %0.2f'%self.cash)
+        logger.warn('     account--positionListValue: %0.2f'%self.positionListValue)
+        logger.warn('     account--totalValue: %0.2f'%self.totalValue)
+        logger.warn('     account--len of positionList: %d'%len(self.positionList))
+        
+        #print('account--Name of positionList',[x.SecuCode for x in self.positionList])
+        logger.warn('     ---------------------------------------')
+
+    @property
+    def cash(self):
+        return self.__cash
+
+    @cash.setter
+    def cash(self,value):
+        if value < -1:
+            raise ValueError('cash below -1 is not possible')
+        self.__cash = value
+
+    @property
+    def totalValue(self):
+        return self.__totalValue
+
+    @totalValue.setter
+    def totalValue(self,value):
+        if value < -1:
+            raise ValueError('totalValue below -1 is not possible')
+        self.__totalValue = value
+
+    @property
+    def positionListValue(self):
+        return self.__positionListValue
+    
+    @positionListValue.setter
+    def positionListValue(self,value): 
+        if value < -1:
+            raise ValueError('positionListValue below -1 is not possible, can be below 0 slightly because of the rounding')
+        self.__positionListValue = value
+
+    def isempty(self):
+        if len(self.positionList) > 0:
+            return False
+        else:
+            return True
+
+    def buy(self,stock,evenCash):
+        '''
+        excecute the buy action, evenCash is total cash / stock #
+        '''
+        #print('buy')
+        #print('buy','stock.TradeStatus',stock.TradeStatus,stock.SecuCode)
+
+        price = stock.OpenPrice if self.tradingHabit == 'OpenPrice' else stock.ClosePrice
+        boughtAmount = np.floor(evenCash/price/100)*100
+        #print('evenCash: %d, price: %0.2f, boughtAmount: %s, boughtValue: %d'%(evenCash,price,boughtAmount,price*boughtAmount))
+
+        #print('boughtAmount:%d'%boughtAmount)
+        if boughtAmount <= 0:
+            #print('not enough evenCash,evenCash: %d,price %0.2f, boughtAmount:%d'%(evenCash,price,boughtAmount))
+            return None
+        
+        #create Position Object    
+        stockPosition = Position(stock,boughtAmount,price)
+        
+        #print('SecuCode,price,amount,value,',stockPosition.SecuCode,stockPosition.boughtPrice,stockPosition.boughtAmount,stockPosition.positionValue)
+
+        #update positionList
+        self.positionList.append(stockPosition)
+        #print('self.positionList: ',self.positionList)
+        
+        self.cash -= price * boughtAmount
+        #print('self.cash:',self.cash)
+
+        #updata positionValue
+        self.positionListValue += price * boughtAmount
+        
+        #update totalValue
+        self.totalValue = self.positionListValue + self.cash
+        #print('totalValue: %d'%self.totalValue)
+
+        #self.runningDays += 1     
+         
+        
+    def countrunningDays(self):
+        self.runningDays += 1
+    
+    def getPositionList(self):
+        return self.positionList
+
+    def getnetValue(self):
+        return self.getTotalValue()/self.initialCash
+
+    def getTotalValue(self):
+        return self.totalValue 
+    
+    def updatePositionListValue(self):
+        #print('updatePositionListValue')
+        #print(x.positionValue for x in self.positionList)
+        #value = 0
+        for x in self.positionList:
+            #print(x.SecuCode,x.positionValue)
+            if x.positionValue == None: # 君正集团 20130704 没有bar
+                x.positionValue = 0
+            #value += x.positionValue
+        #return value
+        return sum(x.positionValue for x in self.positionList)
+    
+    def getPositionListvalue(self):
+        return self.positionListValue
+
+    def sellAvailableForSell(self,NameList):
+        '''
+        dump all available position
+        '''
+        self.initialCash = self.cash
+        #print('sellAvailableForSell') # print here means execute once in that loop
+        for stockName in NameList:
+            for position in self.positionList:
+                if position.SecuCode == stockName:
+                    #print('stockName: %s, position.positionValue: %s, positionListValue: %s, len(positionList): %d'\
+                    #%(stockName,position.positionValue,self.positionListValue,len(self.positionList)))
+
+                    self.initialCash += position.positionValue
+                    self.cash += position.positionValue
+                    self.positionListValue -= position.positionValue
+                    self.positionList.remove(position)
+
+        #self.runningDays += 1  
+    
+    def sell(self,stock):
+        '''
+        sell individual stock
+        '''
+        for position in self.positionList:
+            if position.SecuCode == stock.SecuCode:
+                self.positionList.remove(position) # don't need to empty position object, python will clean the cache after certain while 
+        
+
+    def held(self,day,updatedStock):
+        '''
+        update position's market value in the positionList
+        '''
+        #logger.warning('held')
+        myList = [x.SecuCode for x in updatedStock]
+        if not myList:
+            return 'no positions to hold 1 '
+        #print('myList: ',myList,[x.ClosePrice for x in updatedStock])
+
+        if updatedStock is None:
+            print('no position to hold 2')
+            return 'No data for %s'%day
+
+        for position in self.positionList:
+            for stock in updatedStock:
+                if position.SecuCode == stock.SecuCode:
+                    #print('match',position.SecuCode,position.SecuCode)
+                    position.remainInAccount(stock,2)  # method1 or method2 in position.py
+
+        self.positionListValue = self.updatePositionListValue()
+        self.totalValue = self.positionListValue + self.cash
+
+ 
+            
+
+
+
+
+
+
+
+

KYBT/BT/dataTable.py

+# -*- coding: utf-8 -*-
+"""
+
+Created on 2018408
+
+@author: Matthew
+"""
+
+# 首先找到所有需要用到的表
+# 所有的指标中文、英文名、数据表名称
+DataTable = \
+{
+    "存货周转率":["InventoryTurnover","CY_FinacialRatio_RP"],
+    "应收账款周转率":["AccountsReceivableTurnover","CY_FinacialRatio_RP"],
+    "固定资产周转率":["FixedAssetsTurnover","CY_FinacialRatio_RP"],
+    "主营收入同比":["OperatingRevenueYoY","CY_FinacialRatio_RP"],
+    "归属于母公司股东的扣除非经常性损益后的净利润同比":['DeductNetProfitYoY',"CY_FinacialRatio_RP"],
+    "总资产":["TotalAssets","CY_FinacialIndicators_RP"],
+    "预收款项":["AdvanceReceipts","CY_FinacialIndicators_RP"],
+    "净资产":["EquityBelongedToPC","CY_FinacialIndicators_RP"],
+    "总负债":["TotalLiability","CY_FinacialIndicators_RP"],
+    "流动负债":["TotalCurrentLiability","CY_FinacialIndicators_RP"],
+    "流动资产":["TotalCurrentAssets","CY_FinacialIndicators_RP"],
+    "现金及存放中央银行款项":["CashOrDepositInCentralBank","CY_FinacialIndicators_RP"],
+    "净利润":["NetProfit","CY_FinacialIndicators_RP"],
+    "经营活动产生的现金流":["NetOperateCashFlow","CY_FinacialIndicators_RP"],
+    "最新流通A股":["RMBShares","CY_ValueDaily_Quote"],
+    "最新有效流通股":["ValidShares","CY_ValueDaily_Quote"],
+    "最新总市值":["MarketValue","CY_ValueDaily_Quote"],
+    "市盈率(TTM)":["PE1","CY_ValueDaily_Quote"],
+    "市销率":["PB","CY_ValueDaily_Quote"],
+    "市净率":["PS","CY_ValueDaily_Quote"],
+}
+
+def findTable(criteria):
+    for key in DataTable:
+        if key == criteria:
+            DataTable[key]
+
+
+
+
+
+
+
+
+
+

KYBT/BT/deprecated classes/engine_deprecated.py

+'''
+myBT = engine(portforlio,money,startDate,endDate,turnover,benchmark,price)
+myBT.backTesting()
+myBT.getDailyResult()
+'''
+import logging
+logger = logging.getLogger(__name__)
+logger.setLevel(logging.CRITICAL) # higher level, less showing 
+from ..util.kySDK import * 
+from ..API import marketValueAPI
+from ..API import CY_FinacialRatio_RP
+from .position import Position
+from .account import Account
+from datetime import datetime
+import os
+import time
+import sys
+
+class Engine():
+    myAPI = marketValueAPI.API('BTMarketTrade')
+    myAPI.init()
+    myAPI2 = CY_FinacialRatio_RP.API('BTEMmidd2')
+    myAPI2.init()
+    def __init__(self,strategyID,portforlio,initialCash,startDate,endDate,benchmark,tradingHabit,criteriaDict):
+
+        if endDate < startDate:
+            raise ValueError('endDate cannot be smaller than startDate')
+        
+        if isinstance(portforlio,str) and portforlio in ['HS300','ZZ500','SZ50']:
+            if portforlio == 'HS300':
+                portforlio = 'SHSE.000300'
+            elif portforlio == 'ZZ500':
+                portforlio = 'SHSE.000905'
+            elif portforlio == 'SZ50':
+                portforlio = 'SHSE.000016'
+            
+            self.portforlio = [stockCode[-6:] for stockCode in getIndexPoolFromKy(portforlio)] #['SHSE.600000','SHSE.000002'] 
+
+        elif isinstance(portforlio,str) and portforlio == 'all':
+            
+            self.portforlio = self.myAPI.getAllStockCode(startDate)
+
+        elif isinstance(portforlio,list):
+            self.portforlio = portforlio
+
+        print('len(self.portforlio)',len(self.portforlio))
+
+        self.strategyID = strategyID
+        self.initialCash = initialCash
+        self.startDate = startDate
+        self.endDate = endDate
+        self.benchmark = benchmark  
+        self.tradingHabit = tradingHabit  
+        self.BTRecords = dict()     
+        self.IndexRecords = None  
+        self.tradingDayHistory = list() # will help get the previous trading day
+        self.criteriaDict = criteriaDict
+        self.turnover =
+
+
+    def screenTrueStocks(self,stockList,criteriaDict,spotDate):
+        #
+        TrueStocks = set()
+        for key,values in criteriaDict.items():
+            #print(stockList,spotDate,key,values[0],values[1],values[2])
+            temp = self.myAPI2.validateStockList(stockList,spotDate,key,values[0],values[1],values[2])
+            for k,v in temp.items():
+                if v == True: 
+                    TrueStocks.add(k)
+        return list(TrueStocks)
+
+    @staticmethod
+    def printRecord(mydict):
+        #print('mydict: ',mydict)
+        for x in mydict:
+            print(x,mydict[x])
+
+
+    def keepRecord(self,oneDay,positionList,totalValue,cash,positionListValue):
+        '''
+        put daily BT record into Json 
+        '''
+        self.BTRecords[oneDay] = dict()
+        self.BTRecords[oneDay]['positionList'] = positionList
+        self.BTRecords[oneDay]['totalValue'] = totalValue
+        self.BTRecords[oneDay]['cash'] = cash
+        self.BTRecords[oneDay]['positionListValue'] = positionListValue
+        self.tradingDayHistory.append(oneDay)
+        
+        if not os.path.exists('./Strategy Records'):
+            os.makedirs('./Strategy Records')
+
+
+        with open('./Strategy Records/strategy_%s.txt'%self.strategyID,'a+') as f:
+            f.write('--------' + oneDay + '----------\n')
+            f.write('positionList: %s\n'%len(positionList))
+            f.write('cash: %s\n'%cash)
+            f.write('positionListValue: %s\n'%positionListValue)
+            f.write('totalValue: %s\n'%totalValue)
+            f.write('\n')
+
+
+    def getRecord(self,oneDay):
+        return self.BTRecords[oneDay]
+
+    def backTesting(self,turnover):
+        logger.critical('################################ backtesting ###################################: %s'%(self.strategyID)) 
+        myaccount = Account(self.initialCash,'OpenPrice')
+
+        '''
+        tradingHabit: 'OpenPrice'|'ClosePrice'|   OpenPrice is prefered
+
+        criteriaDict: {'DeductNetProfitYoY':[None,5,'最近一期']}   #dict(item:[period,upperbound,lowerbound])
+
+        if turnover is int, then turnover for every N days
+        if turnover is None, then buy and sell according to specific condition,
+        if turnover is flexible, then buy and sell according to specific condition, + turnover days
+        '''
+        time.sleep(2)
+        #print('aaaaaaaaaaaaaaaaaaaaaa','./Strategy Records/strategy_%s.txt'%(self.strategyID))
+        try:
+            with open('./Strategy Records/strategy_%s.txt'%self.strategyID,'w+') as f:
+                f.write('             |' + self.strategyID + '|                \n')
+        except :
+            e = sys.exc_info()[0]
+            print( "<p>Error: %s</p>" % e )
+
+        if turnover == 0:
+            turnover == 100000000
+
+        if isinstance(turnover,int) and turnover > 0: # keep turnover
+            totalRuningDays = 1
+            countDays = 1
+            for day in self.myAPI.getTradingDays(self.startDate,self.endDate):
+                logger.critical('%s ########## %s ############ totalRuningDays %s'%(self.strategyID,day,totalRuningDays))  
+                myaccount.printMe()
+                self.keepRecord(day,myaccount.positionList,myaccount.totalValue,myaccount.cash,myaccount.positionListValue) # keep daily BT record 
+                
+                if len(self.tradingDayHistory) > 1:
+                    previousTradingDay = self.tradingDayHistory[-2]
+                    previousRecord = self.getRecord(previousTradingDay)
+                    previousPositionList = previousRecord['positionList']
+
+                if countDays == 1: 
+                    # first day, buy 
+                    # screen for qualified stocks
+                    trueStocks = self.screenTrueStocks(self.portforlio,self.criteriaDict,day)
+                    #print('buy ',trueStocks,'  ' ,len(trueStocks))
+                    # update 
+                    if len(trueStocks) == 0:
+                        print('%s has no data, continue'%day)
+                        countDays += 1
+                        totalRuningDays += 1
+                        continue
+
+                    marketValueOneDay = self.myAPI.getMarketValueOneDay(day,trueStocks)
+                    logger.warn(marketValueOneDay)
+                    
+                    if marketValueOneDay is None: #if marketValueOneDay has no data
+                        print('%s has no data, continue'%day)
+                        countDays += 1
+                        totalRuningDays += 1
+                        continue
+
+                    for stock in list(marketValueOneDay):
+                        #print('stock.LLimitUpTime',stock.LLimitUpTime,' ',type(stock.LLimitUpTime)) # exclude Tingpai or LimitUp before the market is open
+                        if stock.TradeStatus == '0':
+                            print('TradeStatus = "0" , 当日交易被禁止，从需买列表中删除之,:%s'%stock.SecuCode)
+                            marketValueOneDay.remove(stock)
+                        if stock.RiseOrDown == '1' and datetime.strptime(stock.LLimitUpTime[11:],'%H:%M:%S') < datetime(1900, 1, 1, 9, 30,0):
+                            print('9:30以前涨停，无法买入，从需买列表中删除之')
+                            marketValueOneDay.remove(stock)
+                        if len(self.tradingDayHistory) > 1: 
+                            if stock.SecuCode in [x.SecuCode for x in previousPositionList]:
+                                print('昨日的positionList中已有该票，无法买入，从需买列表中删除之: %s'%stock.SecuCode)
+                                if stock.SecuCode in [x.SecuCode for x in marketValueOneDay]:
+                                    marketValueOneDay.remove(stock)
+                        
+                    #print('len(marketValueOneDay)  ',len(marketValueOneDay))        
+                    for stock in marketValueOneDay: # buy the stock that is available to buy  
+                        #print('backtesting check: %s',stock.SecuCode)
+                        #print('len(marketValueOneDay)  ',len(marketValueOneDay))
+                        #print('myaccount.cash  ',myaccount.cash)
+                        myaccount.buy(stock,myaccount.initialCash*0.95/len(marketValueOneDay))  # need to be very careful, make sure the initialCash won't change constantly 
+                        
+
+                    countDays += 1
+                    totalRuningDays += 1
+  
+                elif countDays < turnover:
+                    temp = myaccount.held(day)
+                    countDays += 1
+                    totalRuningDays += 1
+                    if isinstance(temp,str):
+                        continue 
+
+                elif countDays == turnover:
+                    if myaccount.isempty():
+                        #print('empty nothing to see in this account')
+                        countDays = 1
+                        totalRuningDays += 1
+                        continue
+
+                    positionStockName = [x.SecuCode for x in myaccount.positionList] # get positions in account and sell
+
+                    positionStockOneDay = self.myAPI.getMarketValueOneDay(day,positionStockName) # list of stock
+
+
+                    logger.warn(positionStockOneDay)
+                    
+                    if marketValueOneDay is None: #if marketValueOneDay has no data
+                        print('%s has no data, will sell the next day'%day)
+                        totalRuningDays += 1
+                        continue
+
+                    for stock in list(positionStockOneDay):
+                        #print(stock.TradeStatus)
+                        #print('stock.LLimitUpTime',stock.LLimitUpTime,' ',type(stock.LLimitUpTime)) # exclude Tingpai or LimitUp before the market is open
+                        if stock.TradeStatus == '0':
+                            print('TradeStatus = "0" , 当日交易被禁止，从卖出列表中删除之,: %s'%stock.SecuCode)
+                            positionStockOneDay.remove(stock)
+
+                        if stock.RiseOrDown == '-1' and datetime.strptime(stock.LLimitUpTime[11:],'%H:%M:%S') < datetime(1900, 1, 1, 9, 30,0):
+                            print('9:30以前跌停，无法卖出，从卖出列表中删除之') # 还没有考虑之后打开跌停的情况
+                            positionStockOneDay.remove(stock)
+
+
+                    myaccount.sellAvailableForSell([x.SecuCode for x in positionStockOneDay])
+                    countDays = 1
+                    totalRuningDays += 1
+                    
+
+        elif turnover is None:
+            if stock.SecuCode == '600000' and round(stock.OpenPrice)%2 == 1:
+                pass
+        elif turnover == 'flexible':
+            pass
+            
+        self.getIndexResult()
+        logger.critical('################################ backtesting completed ###################################: %s'%(self.strategyID)) 
+        
+    def getIndexResult(self):
+        indexList = self.myAPI.getIndexMarketValue(self.startDate,self.endDate,self.benchmark)
+        
+        #print('indexList',indexList)
+        #print(indexList[-1].TradeDate,' ', indexList[-1].ClosePrice,' ', indexList[0].TradeDate,' ', indexList[0].ClosePrice)
+        #zhangfu1 = (indexList[-1].ClosePrice - indexList[0].ClosePrice ) / indexList[0].ClosePrice   
+        #print('zhangfu of index', zhangfu1)
+        self.IndexRecords = indexList
+
+        #with open('result.txt','a+') as f:
+        #    f.write(str(zhangfu1) + str(datetime.now()) + '\n')
+            
+        #self.printRecord(self.BTRecords)
+    
+
+    
+        
\ No newline at end of file

KYBT/BT/deprecated classes/financialIndicator.py

+'''
+created by: matt  2018-03-30
+
+EMMIDD2.dbo.CY_FinacialIndicators_RP
+
+列名	中文名	别名	类型	单位	默认值	是否可空	说明
+SecuCode	证券代码		varchar(12)			FALSE	
+SecuAbbr	证券名称		nvarchar(40)			TRUE	
+EndDate	报告日期		datetime			FALSE	
+TotalAssets	总资产		numeric(18,4)	元		TRUE	
+AdvanceReceipts	预收款项		numeric(18,4)			TRUE	
+EquityBelongedToPC	净资产		numeric(18,4)			TRUE	
+PublDate	公告日期		datetime			TRUE	
+TotalLiability	总负债		numeric(18,4)	元		TRUE	
+TotalCurrentLiability	流动负债		numeric(18,4)	元		TRUE	
+TotalCurrentAssets	流动资产		numeric(18,4)	元		TRUE	
+CashOrDepositInCentralBank	现金及存放中央银行款项		numeric(18,4)	元		TRUE	
+NetProfit	净利润		numeric(18,4)	元		TRUE	
+NetOperateCashFlow	经营活动产生的现金流		numeric(18,4)	元		TRUE	
+
+
+'''
+
+class FinancialIndicator():
+    def __init__(self):
+        pass
+    '''
+    def __init__(self,SecuCode,SecuAbbr,TradeDate,ReportPeriod,PE1,PB,PS,ClosePrice,RMBShares,Bshares,ValidShares,MarketValue):
+        self.SecuCode = SecuCode         	
+        self.SecuAbbr = SecuAbbr
+        self.EndDate = EndDate
+        self.PublDate = PublDate
+        self.TotalCurrentAssets = TotalCurrentAssets
+        self.TotalAssets = TotalAssets
+        self.AdvanceReceipts = AdvanceReceipts
+        self.EquityBelongedToPC = EquityBelongedToPC
+        self.CashOrDepositInCentralBank = CashOrDepositInCentralBank
+        self.TotalLiability = TotalLiability
+        self.TotalCurrentLiability = TotalCurrentLiability
+        self.NetProfit = NetProfit
+        self.NetOperateCashFlow = NetOperateCashFlow
+
+
+    '''
+    def printMe(self):
+        print(self.SecuCode,self.SecuAbbr,self.EndDate)
+
+       
+                        
\ No newline at end of file

KYBT/BT/deprecated classes/financialRatioRP.py

+'''
+created by: matt  2018-03-30
+
+EMMIDD2.dbo.CY_FinacialRatio_RP
+
+SecuCode	证券代码		varchar(12)			FALSE	
+SecuAbbr	证券名称		nvarchar(40)			TRUE	
+EndDate	报告日期		datetime			FALSE	
+PublDate	公告日期		datetime			TRUE	
+InventoryTurnover	存货周转率		numeric(18,4)	次		TRUE	
+AccountsReceivableTurnover	应收账款周转率		numeric(18,4)	次		TRUE	
+FixedAssetsTurnover	固定资产周转率		numeric(18,4)	次		TRUE	
+OperatingRevenueYoY	主营收入同比		numeric(18,4)			TRUE	
+DeductNetProfitYoY	归属于母公司股东的扣除非经常性损益后的净利润同比		numeric(18,4)			TRUE		
+
+'''
+
+class FinancialRatioRP():
+    def __init__(self):
+        pass
+    '''
+    def __init__(self,SecuCode,SecuAbbr,TradeDate,ReportPeriod,PE1,PB,PS,ClosePrice,RMBShares,Bshares,ValidShares,MarketValue):
+        self.SecuCode = SecuCode         	
+        self.SecuAbbr = SecuAbbr
+        self.EndDate = EndDate
+        self.PublDate = PublDate
+        self.InventoryTurnover = InventoryTurnover
+        self.AccountsReceivableTurnover = AccountsReceivableTurnover
+        self.FixedAssetsTurnover = FixedAssetsTurnover
+        self.OperatingRevenueYoY = OperatingRevenueYoY
+        self.DeductNetProfitYoY = DeductNetProfitYoY
+
+    '''
+    def printMe(self):
+        print(self.SecuCode,self.SecuAbbr,self.EndDate,self.DeductNetProfitYoY)
+
+       
+                        
\ No newline at end of file

KYBT/BT/deprecated classes/index.py

+'''
+created by: matt  2018-03-15
+'''
+'''
+列名	中文名	别名	类型	单位	默认值	是否可空	说明
+SecuCode	证券代码		varchar(10)			FALSE	
+SecuAbbr	证券简称		nvarchar(40)			TRUE	
+TradeDate	交易日期		datetime			FALSE	
+TradeStatus	交易状态		char(1)			TRUE	
+PreClosePrice	昨收		numeric(20,4)	元		TRUE	
+OpenPrice	今开盘		numeric(20,4)	元		TRUE	
+ClosePrice	今收盘		numeric(20,4)	元		TRUE	
+HighPrice	最高价		numeric(20,4)	元		TRUE	
+LowPrice	最低价		numeric(20,4)	元		TRUE	
+TurnoverVolume	成交量		numeric(20,4)	手		TRUE	
+TurnoverValue	成交额		numeric(20,4)	元		TRUE	
+TurnoverDeals	成交笔数		numeric(20,4)	笔		TRUE		
+ChangeRatio	日涨跌幅		numeric(20,4)	%		TRUE	
+'''
+
+class Index():
+    def __init__(self):
+        pass
+    '''
+    def __init__(self,SecuCode,SecuAbbr,SecuMarket,TradeDate,TradeStatus,PreClosePrice,OpenPrice,ClosePrice,HighPrice,
+        LowPrice,TurnoverVolume,TurnoverValue,TurnoverDeals,Amplitude,ChangeRatio,FlowShares,FlowMarketValue,TotalEquity,IssueEquity,
+        TotalValue,RecordID,RiseOrDown):
+        self.SecuCode = SecuCode         	
+        self.SecuAbbr = SecuAbbr     	
+        self.TradeDate = TradeDate      	
+        self.TradeStatus = TradeStatus     
+        self.PreClosePrice = PreClosePrice     
+        self.OpenPrice = OpenPrice     	
+        self.ClosePrice = ClosePrice     
+        self.HighPrice = HighPrice     	
+        self.LowPrice = LowPrice     	
+        self.TurnoverVolume = TurnoverVolume     
+        self.TurnoverValue = TurnoverValue  
+        self.TurnoverDeals = TurnoverDeals  
+        self.ChangeRatio = ChangeRatio     
+    '''
+    def printMe(self):
+        print(self.SecuCode,self.SecuAbbr,self.TradeDate)
+
+       
+                        
\ No newline at end of file

KYBT/BT/deprecated classes/stock.py

+'''
+created by: matt  2018-03-11
+'''
+'''
+列名	中文名	别名	类型	单位	默认值	是否可空	说明
+SecuCode	证券代码		varchar(10)			FALSE	
+SecuAbbr	证券简称		nvarchar(40)			TRUE	
+SecuMarket	证券市场		varchar(12)			TRUE	
+TradeDate	交易日期		datetime			FALSE	
+TradeStatus	交易状态		char(1)			TRUE	
+PreClosePrice	昨收		numeric(20,4)	元		TRUE	
+OpenPrice	今开盘		numeric(20,4)	元		TRUE	
+ClosePrice	今收盘		numeric(20,4)	元		TRUE	
+HighPrice	最高价		numeric(20,4)	元		TRUE	
+LowPrice	最低价		numeric(20,4)	元		TRUE	
+TurnoverVolume	成交量		numeric(20,4)	手		TRUE	
+TurnoverValue	成交额		numeric(20,4)	元		TRUE	
+TurnoverDeals	成交笔数		numeric(20,4)	笔		TRUE	
+Amplitude	振幅		numeric(20,4)	%		TRUE	
+ChangeRatio	日涨跌幅		numeric(20,4)	%		TRUE	
+FlowShares	流通股本		numeric(30,4)			TRUE	
+FlowMarketValue	流通市值		numeric(30,4)			TRUE	
+TotalEquity	公司总股本		numeric(20,4)			TRUE	
+IssueEquity	发行总股本		numeric(30,4)			TRUE	
+TotalValue	总市值		numeric(30,4)			TRUE	
+RecordID	记录ID		uniqueidentifier		(newid())	TRUE	
+RiseOrDown	涨跌标示		varchar(2)			TRUE	1：涨停 -1：跌停 0：无涨跌停
+'''
+
+class Stock():
+    def __init__(self):
+        pass
+    '''
+    def __init__(self,SecuCode,SecuAbbr,SecuMarket,TradeDate,TradeStatus,PreClosePrice,OpenPrice,ClosePrice,HighPrice,
+        LowPrice,TurnoverVolume,TurnoverValue,TurnoverDeals,Amplitude,ChangeRatio,FlowShares,FlowMarketValue,TotalEquity,IssueEquity,
+        TotalValue,RecordID,LLimitUpTime,RiseOrDown):
+        self.SecuCode = SecuCode         	
+        self.SecuAbbr = SecuAbbr     	
+        self.SecuMarket = SecuMarket     
+        self.TradeDate = TradeDate     	
+        self.TradeStatus = TradeStatus     
+        self.PreClosePrice = PreClosePrice     
+        self.OpenPrice = OpenPrice     	
+        self.ClosePrice = ClosePrice     
+        self.HighPrice = HighPrice     	
+        self.LowPrice = LowPrice     	
+        self.TurnoverVolume = TurnoverVolume     
+        self.TurnoverVal = TurnoverValue     
+        self.TurnoverDeals = TurnoverDeals     
+        self.Amplitude = Amplitude     	
+        self.ChangeRatio = ChangeRatio     
+        self.FlowShares = FlowShares     
+        self.FlowMarketValue = FlowMarketValue     
+        self.TotalEquity = TotalEquity     
+        self.IssueEquity = IssueEquity     
+        self.TotalValue = TotalValue     
+        self.RecordID = RecordID     	
+        self.LLimitUpTime = LLimitUpTime
+        self.RiseOrDown = RiseOrDown  
+        
+    '''
+    def printMe(self):
+        print('this is stock!')
+        #print(self.SecuCode,self.SecuAbbr,self.TradeDate)
+
+       
+                        
\ No newline at end of file

KYBT/BT/deprecated classes/valueDaily.py

+'''
+created by: matt  2018-03-11
+
+EMMIDD2.dbo.CY_ValueDaily_Quote
+
+列名	中文名	别名	类型	单位	默认值	是否可空	说明
+SecuCode	证券代码		varchar(12)			FALSE	
+SecuAbbr	证券名称		nvarchar(40)			TRUE	
+ReportPeriod	报告期		datetime			TRUE	
+TradeDate	交易日期		datetime			FALSE	
+
+PE1	市盈率(TTM)		numeric(14,4)	倍		TRUE	市盈率(TTM)
+PB	市净率		numeric(14,4)	倍		TRUE	
+PS	市销率		numeric(14,4)	倍		TRUE	
+
+ClosePrice	最新收盘价		numeric(12,4)	元		TRUE	
+RMBShares	最新流通A股		numeric(18,4)	万股		TRUE	
+ValidShares	最新有效流通股		numeric(18,4)	万股		TRUE	扣除了非有效流通股数据
+MarketValue	最新总市值		numeric(18,4)	元		TRUE	
+
+'''
+
+class ValueDaily():
+    def __init__(self):
+        pass
+    '''
+    def __init__(self,SecuCode,SecuAbbr,TradeDate,ReportPeriod,PE1,PB,PS,ClosePrice,RMBShares,Bshares,ValidShares,MarketValue):
+        self.SecuCode = SecuCode         	
+        self.SecuAbbr = SecuAbbr
+        self.TradeDate = TradeDate
+        self.ReportPeriod = ReportPeriod
+        self.PE1 = PE1
+        self.PB = PB
+        self.PS = PS
+        self.ClosePrice = ClosePrice
+        self.RMBShares = RMBShares
+        self.ValidShares = ValidShares
+        self.MarketValue = MarketValue     
+    '''
+    def printMe(self):
+        print(self.SecuCode,self.SecuAbbr,self.TradeDate)
+
+       
+                        
\ No newline at end of file

KYBT/BT/emClasses.py

+######################################################################################################################
+'''
+列名	中文名	别名	类型	单位	默认值	是否可空	说明
+SecuCode	证券代码		varchar(10)			FALSE	
+SecuAbbr	证券简称		nvarchar(40)			TRUE	
+SecuMarket	证券市场		varchar(12)			TRUE	
+TradeDate	交易日期		datetime			FALSE	
+TradeStatus	交易状态		char(1)			TRUE	
+PreClosePrice	昨收		numeric(20,4)	元		TRUE	
+OpenPrice	今开盘		numeric(20,4)	元		TRUE	
+ClosePrice	今收盘		numeric(20,4)	元		TRUE	
+HighPrice	最高价		numeric(20,4)	元		TRUE	
+LowPrice	最低价		numeric(20,4)	元		TRUE	
+TurnoverVolume	成交量		numeric(20,4)	手		TRUE	
+TurnoverValue	成交额		numeric(20,4)	元		TRUE	
+TurnoverDeals	成交笔数		numeric(20,4)	笔		TRUE	
+Amplitude	振幅		numeric(20,4)	%		TRUE	
+ChangeRatio	日涨跌幅		numeric(20,4)	%		TRUE	
+FlowShares	流通股本		numeric(30,4)			TRUE	
+FlowMarketValue	流通市值		numeric(30,4)			TRUE	
+TotalEquity	公司总股本		numeric(20,4)			TRUE	
+IssueEquity	发行总股本		numeric(30,4)			TRUE	
+TotalValue	总市值		numeric(30,4)			TRUE	
+RecordID	记录ID		uniqueidentifier		(newid())	TRUE	
+RiseOrDown	涨跌标示		varchar(2)			TRUE	1：涨停 -1：跌停 0：无涨跌停
+'''
+class Stock():
+    def __init__(self):
+        pass
+    '''
+    def __init__(self,SecuCode,SecuAbbr,SecuMarket,TradeDate,TradeStatus,PreClosePrice,OpenPrice,ClosePrice,HighPrice,
+        LowPrice,TurnoverVolume,TurnoverValue,TurnoverDeals,Amplitude,ChangeRatio,FlowShares,FlowMarketValue,TotalEquity,IssueEquity,
+        TotalValue,RecordID,LLimitUpTime,RiseOrDown):
+        self.SecuCode = SecuCode         	
+        self.SecuAbbr = SecuAbbr     	
+        self.SecuMarket = SecuMarket     
+        self.TradeDate = TradeDate     	
+        self.TradeStatus = TradeStatus     
+        self.PreClosePrice = PreClosePrice     
+        self.OpenPrice = OpenPrice     	
+        self.ClosePrice = ClosePrice     
+        self.HighPrice = HighPrice     	
+        self.LowPrice = LowPrice     	
+        self.TurnoverVolume = TurnoverVolume     
+        self.TurnoverVal = TurnoverValue     
+        self.TurnoverDeals = TurnoverDeals     
+        self.Amplitude = Amplitude     	
+        self.ChangeRatio = ChangeRatio     
+        self.FlowShares = FlowShares     
+        self.FlowMarketValue = FlowMarketValue     
+        self.TotalEquity = TotalEquity     
+        self.IssueEquity = IssueEquity     
+        self.TotalValue = TotalValue     
+        self.RecordID = RecordID     	
+        self.LLimitUpTime = LLimitUpTime
+        self.RiseOrDown = RiseOrDown  
+        
+    '''
+    def printMe(self):
+        print('this is stock!')
+        print(self.SecuCode,self.SecuAbbr,self.TradeDate)
+########################################################################################################################
+'''
+EMMIDD2.dbo.CY_ValueDaily_Quote
+
+列名	中文名	别名	类型	单位	默认值	是否可空	说明
+SecuCode	证券代码		varchar(12)			FALSE	
+SecuAbbr	证券名称		nvarchar(40)			TRUE	
+ReportPeriod	报告期		datetime			TRUE	
+TradeDate	交易日期		datetime			FALSE	
+
+PE1	市盈率(TTM)		numeric(14,4)	倍		TRUE	市盈率(TTM)
+PB	市净率		numeric(14,4)	倍		TRUE	
+PS	市销率		numeric(14,4)	倍		TRUE	
+
+ClosePrice	最新收盘价		numeric(12,4)	元		TRUE	
+RMBShares	最新流通A股		numeric(18,4)	万股		TRUE	
+ValidShares	最新有效流通股		numeric(18,4)	万股		TRUE	扣除了非有效流通股数据
+MarketValue	最新总市值		numeric(18,4)	元		TRUE	
+
+'''
+class ValueDaily():
+    def __init__(self):
+        pass
+    '''
+    def __init__(self,SecuCode,SecuAbbr,TradeDate,ReportPeriod,PE1,PB,PS,ClosePrice,RMBShares,Bshares,ValidShares,MarketValue):
+        self.SecuCode = SecuCode         	
+        self.SecuAbbr = SecuAbbr
+        self.TradeDate = TradeDate
+        self.ReportPeriod = ReportPeriod
+        self.PE1 = PE1
+        self.PB = PB
+        self.PS = PS
+        self.ClosePrice = ClosePrice
+        self.RMBShares = RMBShares
+        self.ValidShares = ValidShares
+        self.MarketValue = MarketValue     
+    '''
+    def printMe(self):
+        print(self.SecuCode,self.SecuAbbr,self.TradeDate)
+
+###########################################################################################################################################
+'''
+列名	中文名	别名	类型	单位	默认值	是否可空	说明
+SecuCode	证券代码		varchar(10)			FALSE	
+SecuAbbr	证券简称		nvarchar(40)			TRUE	
+TradeDate	交易日期		datetime			FALSE	
+TradeStatus	交易状态		char(1)			TRUE	
+PreClosePrice	昨收		numeric(20,4)	元		TRUE	
+OpenPrice	今开盘		numeric(20,4)	元		TRUE	
+ClosePrice	今收盘		numeric(20,4)	元		TRUE	
+HighPrice	最高价		numeric(20,4)	元		TRUE	
+LowPrice	最低价		numeric(20,4)	元		TRUE	
+TurnoverVolume	成交量		numeric(20,4)	手		TRUE	
+TurnoverValue	成交额		numeric(20,4)	元		TRUE	
+TurnoverDeals	成交笔数		numeric(20,4)	笔		TRUE		
+ChangeRatio	日涨跌幅		numeric(20,4)	%		TRUE	
+'''
+class Index():
+    def __init__(self):
+        pass
+    '''
+    def __init__(self,SecuCode,SecuAbbr,SecuMarket,TradeDate,TradeStatus,PreClosePrice,OpenPrice,ClosePrice,HighPrice,
+        LowPrice,TurnoverVolume,TurnoverValue,TurnoverDeals,Amplitude,ChangeRatio,FlowShares,FlowMarketValue,TotalEquity,IssueEquity,
+        TotalValue,RecordID,RiseOrDown):
+        self.SecuCode = SecuCode         	
+        self.SecuAbbr = SecuAbbr     	
+        self.TradeDate = TradeDate      	
+        self.TradeStatus = TradeStatus     
+        self.PreClosePrice = PreClosePrice     
+        self.OpenPrice = OpenPrice     	
+        self.ClosePrice = ClosePrice     
+        self.HighPrice = HighPrice     	
+        self.LowPrice = LowPrice     	
+        self.TurnoverVolume = TurnoverVolume     
+        self.TurnoverValue = TurnoverValue  
+        self.TurnoverDeals = TurnoverDeals  
+        self.ChangeRatio = ChangeRatio     
+    '''
+    def printMe(self):
+        print(self.SecuCode,self.SecuAbbr,self.TradeDate)
+
+###########################################################################################################################################
+'''
+EMMIDD2.dbo.CY_FinacialRatio_RP
+
+SecuCode	证券代码		varchar(12)			FALSE	
+SecuAbbr	证券名称		nvarchar(40)			TRUE	
+EndDate	报告日期		datetime			FALSE	
+PublDate	公告日期		datetime			TRUE	
+InventoryTurnover	存货周转率		numeric(18,4)	次		TRUE	
+AccountsReceivableTurnover	应收账款周转率		numeric(18,4)	次		TRUE	
+FixedAssetsTurnover	固定资产周转率		numeric(18,4)	次		TRUE	
+OperatingRevenueYoY	主营收入同比		numeric(18,4)			TRUE	
+DeductNetProfitYoY	归属于母公司股东的扣除非经常性损益后的净利润同比		numeric(18,4)			TRUE		
+
+'''
+
+class FinancialRatioRP():
+    def __init__(self):
+        pass
+    '''
+    def __init__(self,SecuCode,SecuAbbr,TradeDate,ReportPeriod,PE1,PB,PS,ClosePrice,RMBShares,Bshares,ValidShares,MarketValue):
+        self.SecuCode = SecuCode         	
+        self.SecuAbbr = SecuAbbr
+        self.EndDate = EndDate
+        self.PublDate = PublDate
+        self.InventoryTurnover = InventoryTurnover
+        self.AccountsReceivableTurnover = AccountsReceivableTurnover
+        self.FixedAssetsTurnover = FixedAssetsTurnover
+        self.OperatingRevenueYoY = OperatingRevenueYoY
+        self.DeductNetProfitYoY = DeductNetProfitYoY
+
+    '''
+    def printMe(self):
+        print(self.SecuCode,self.SecuAbbr,self.EndDate,self.DeductNetProfitYoY)
+
+##########################################################################################################################
+'''
+
+EMMIDD2.dbo.CY_FinacialIndicators_RP
+
+列名	中文名	别名	类型	单位	默认值	是否可空	说明
+SecuCode	证券代码		varchar(12)			FALSE	
+SecuAbbr	证券名称		nvarchar(40)			TRUE	
+EndDate	报告日期		datetime			FALSE	
+TotalAssets	总资产		numeric(18,4)	元		TRUE	
+AdvanceReceipts	预收款项		numeric(18,4)			TRUE	
+EquityBelongedToPC	净资产		numeric(18,4)			TRUE	
+PublDate	公告日期		datetime			TRUE	
+TotalLiability	总负债		numeric(18,4)	元		TRUE	
+TotalCurrentLiability	流动负债		numeric(18,4)	元		TRUE	
+TotalCurrentAssets	流动资产		numeric(18,4)	元		TRUE	
+CashOrDepositInCentralBank	现金及存放中央银行款项		numeric(18,4)	元		TRUE	
+NetProfit	净利润		numeric(18,4)	元		TRUE	
+NetOperateCashFlow	经营活动产生的现金流		numeric(18,4)	元		TRUE	
+
+
+'''
+
+class FinancialIndicator():
+    def __init__(self):
+        pass
+    '''
+    def __init__(self,SecuCode,SecuAbbr,TradeDate,ReportPeriod,PE1,PB,PS,ClosePrice,RMBShares,Bshares,ValidShares,MarketValue):
+        self.SecuCode = SecuCode         	
+        self.SecuAbbr = SecuAbbr
+        self.EndDate = EndDate
+        self.PublDate = PublDate
+        self.TotalCurrentAssets = TotalCurrentAssets
+        self.TotalAssets = TotalAssets
+        self.AdvanceReceipts = AdvanceReceipts
+        self.EquityBelongedToPC = EquityBelongedToPC
+        self.CashOrDepositInCentralBank = CashOrDepositInCentralBank
+        self.TotalLiability = TotalLiability
+        self.TotalCurrentLiability = TotalCurrentLiability
+        self.NetProfit = NetProfit
+        self.NetOperateCashFlow = NetOperateCashFlow
+
+
+    '''
+    def printMe(self):
+        print(self.SecuCode,self.SecuAbbr,self.EndDate)

KYBT/BT/engine2.py

+'''
+myBT = engine(portforlio,money,startDate,endDate,turnover,benchmark,price)
+myBT.backTesting()
+myBT.getDailyResult()
+'''
+import logging
+import sys
+import os
+logger = logging.getLogger(__name__)
+logger.setLevel(logging.CRITICAL) # higher level, less showing 
+
+twoLevelUp = os.path.abspath(os.path.join(__file__ ,"../.."))
+oneLevelUp = os.path.dirname(os.path.abspath(__file__))
+sys.path.insert(0,twoLevelUp)
+#print(sys.path)
+from util.kySDK import * 
+from ..API.highway import highwayAPI
+from .position import Position
+from .account import Account
+from datetime import datetime
+from dataTable import DataTable
+import os
+import time
+import sys
+import pyodbc
+import json
+
+class Engine():
+    myAPI = highwayAPI()
+    myAPI.init()
+    
+    def __str__(self):
+        print('This is a backtesting engine')
+
+    def __init__(self,inputJson):
+        '''
+        ID = '1'
+        strategy = \
+        {
+            "stockPicker":{'pick':False,'dateList':None},
+            "criteriaDict" : {"PE(TTM)":["PE","CY_ValueDaily_Quote"]},
+            "portforlio": ['600000','000002'], 
+            "benchmark": 'HS300', 
+            "money": 5000000, 
+            "startDate": '2014-07-01', 
+            "endDate": '2016-02-01', 
+            "turnover": 10, 
+            "tradingHabit": "OpenPrice",
+            "status":0
+        }
+
+        inputJson = \
+        {
+            ID:strategy 
+        }
+        '''
+
+        self.inputJson = inputJson
+        self.strategyID = inputJson['strategyID']
+        self.stockPicker = inputJson['stockPicker']
+        self.criteriaDict = inputJson['criteriaDict']
+        portforlio = inputJson['portforlio']
+        self.benchmark = inputJson['benchmark']
+        self.initialCash = inputJson['money']
+        self.startDate = inputJson['startDate']
+        self.endDate = inputJson['endDate']
+        self.turnover = inputJson['turnover']
+        self.tradingHabit = inputJson['tradingHabit']
+        self.status = inputJson['status']
+        logger.critical('\n开始运行策略：%s'%self.strategyID)
+
+        
+        if self.stockPicker['pick'] == True:
+            if isinstance(self.stockPicker['dateList'],list) is not True:
+                raise ValueError("['stockPicker'][bool,list of date]")
+            
+            if False in [True if self.endDate >= x and x>= self.startDate else False for x in self.stockPicker['dateList'] ]:
+                raise ValueError("['stockPicker'][bool,list of date], stockPicking list of date should be within startDate and endDate")
+
+        if self.endDate < self.startDate:
+            raise ValueError('endDate cannot be smaller than startDate')
+        
+        if self.endDate >= self.myAPI.getYesterday():
+            self.endDate = self.myAPI.getYesterday()
+
+        if self.turnover == 1:
+            raise ValueError('没有T+0,-买-持-卖-整个周期不可能是1天')
+
+        if self.turnover == 0:
+            self.turnover = 10000000
+
+        if isinstance(portforlio,str) and portforlio in ['HS300','ZZ500','SZ50']:
+            if portforlio == 'HS300':
+                portforlio = 'SHSE.000300'
+            elif portforlio == 'ZZ500':
+                portforlio = 'SHSE.000905'
+            elif portforlio == 'SZ50':
+                portforlio = 'SHSE.000016'
+            
+            self.portforlio = [stockCode[-6:] for stockCode in getIndexPoolFromKy(portforlio)] #['SHSE.600000','SHSE.000002'] 
+
+        elif isinstance(portforlio,str) and portforlio == 'all':
+            
+            self.portforlio = self.myAPI.getAllStockCode(self.startDate)
+
+        elif isinstance(portforlio,list):
+            self.portforlio = portforlio
+
+        print('len(self.portforlio)',len(self.portforlio))
+
+        # download and process all data needed
+        self.downloadA = time.time()
+        self.bulk = self.myAPI.getAllNeeded(self.inputJson)
+        self.downloadB = time.time()
+        #print('self.bulk: ',self.bulk)
+
+        self.BTRecords = dict()     
+        self.IndexRecords = None  
+        self.tradingDayHistory = list() # will help get the previous trading day
+
+    @staticmethod
+    def findRightDate(oneDay,option):
+        '''
+        根据oneDay和option找出最近的一期（几期）财报
+        option = '最近三年','最近一年','最近一期'
+        比如 
+        oneDay = '2014-12-30'
+        option = '最近三年'
+        则返回  ['2013-12-31','2012-12-31','2011-12-30']
+        '''
+        reportDateList = ['03-31','06-30','09-30','12-31']
+        #fisrtYear = oneDay[:4]
+        #recentMonthDay = oneDay[5:]
+        #recentReportDate = recentYear + '-' + [x for x in reportDateList if oneDay[5:] > x][0]
+
+        if option == '最近三年':
+            if '12-31' not in oneDay:  
+                firstYear = str(eval('int(oneDay[:4]) - 1')) + '-' + '12-31'
+                secondYear = str(eval('int(oneDay[:4]) - 2')) + '-' + '12-31'
+                thirdYear = str(eval('int(oneDay[:4]) - 3')) + '-' + '12-31'
+                fourthYear = str(eval('int(oneDay[:4]) - 4')) + '-' + '12-31' # 多加一年，保险起见
+            else:
+                firstYear = oneDay
+                secondYear = str(eval('int(firstYear[:4]) - 1')) + '-' + '12-31'
+                thirdYear = str(eval('int(firstYear[:4]) - 2')) + '-' + '12-31'
+                fourthYear = str(eval('int(firstYear[:4]) - 3')) + '-' + '12-31'
+            return [firstYear,secondYear,thirdYear,fourthYear]
+
+        elif option == '最近一年':  
+            if '12-31' not in oneDay:
+                firstYear = str(eval('int(oneDay[:4]) - 1')) + '-' + '12-31'
+                secondYear = str(eval('int(oneDay[:4]) - 2')) + '-' + '12-31'
+            else:
+                firstYear = oneDay
+                secondYear = str(eval('int(firstYear[:4]) - 1')) + '-' + [x for x in reportDateList if firstYear[5:] > x][0]
+            return [firstYear,secondYear]
+
+        elif option == '最近一期':
+            if oneDay[5:] not in reportDateList:
+                if oneDay[5:] < reportDateList[0]: #'01-02' < '03-31'
+                    firstYear = str(eval('int(oneDay[:4]) - 1'))
+                    firstPeriod = firstYear + '-' + reportDateList[-1]
+                    secondPeriod = firstYear + '-' + reportDateList[-2]
+                elif oneDay[5:] < reportDateList[1]: #'04-05' < '06-30'
+                    firstYear = oneDay[:4]
+                    firstPeriod = firstYear + '-' + reportDateList[0]
+                    secondPeriod = str(eval('int(firstYear) - 1'))+ '-' + reportDateList[3]
+                else:
+                    firstYear = oneDay[:4]
+                    #print('test: ',[x for x in reportDateList if oneDay[5:] > x])
+                    firstPeriod = firstYear + '-' + [x for x in reportDateList if oneDay[5:] > x][-1]
+                    secondPeriod = firstYear + '-' + [x for x in reportDateList if oneDay[5:] > x][-2]
+            else: #oneDay = '2015-03-31' or '2016-12-31'
+                if oneDay[5:] == '03-31':
+                    firstPeriod = oneDay
+                    secondPeriod = str(eval('int(oneDay[:4]) - 1')) + '-' + '12-31'
+                else:
+                    firstPeriod = oneDay
+                    secondPeriod = oneDay[:4] + '-' + [x for x in reportDateList if oneDay[5:] > x][-1]
+            return [firstPeriod,secondPeriod]
+        else:
+            raise ValueError('输入要是最近一期，最近一年，最近三年，请检查Json的输入') 
+
+    def extractBulk(self,oneDay):
+        '''
+        oneDay = '2013-05-03' #'2014-12-30'
+        extract from myAPI.getAllNeeded(inputJson)
+
+        {'EM_QUOTE_STOCK_DAILY':{date:[stockObj]},
+        'CY_FinacialRatio_RP':{date:[financialRatioObj]},
+
+        return is
+
+        {'600485': {'主营收入同比': [Decimal('13.2225'), Decimal('33.8532'), Decimal('851.6680')]}, 
+         '600000': {'主营收入同比': [Decimal('18.9713'), Decimal('18.9713'), Decimal('23.1625'), Decimal('23.1625'), Decimal('20.5
+          697'), Decimal('20.5697')]}, 
+         '000002': {'主营收入同比': [Decimal('33.5828'), Decimal('8.1002'), Decimal('31.3263')]}}
+        '''
+
+        resultDict = dict()
+        
+        for stock in self.portforlio:
+            resultDict[stock] = dict()
+            for criteria in self.inputJson['criteriaDict']:
+                #print('extractBulk: ',self.inputJson[self.strategyID]['criteriaDict'][criteria][0])
+                if self.inputJson['criteriaDict'][criteria][0] == '最近三年':
+                    DateList = self.findRightDate(oneDay,self.inputJson['criteriaDict'][criteria][0])
+                    firstYear = DateList[0]
+                    secondYear = DateList[1]
+                    thirdYear = DateList[2]
+                    #找到相对应的criteria数据
+                    criteriaList = []          
+                    for year in [firstYear,secondYear,thirdYear]:
+                        tableName = DataTable[criteria][1]
+                        matchedObj = [x for x in self.bulk[tableName][year] if x.SecuCode == stock and x.EndDate == year]
+                        if not matchedObj:
+                            oneObj = matchedObj[0] if len(matchedObj) > 1 else matchedObj[0] # 可能重复，需要去重，这里是简单地取第一个
+                            criteriaList.append(eval('oneObj.%s'%(DataTable[criteria][0])))
+                        '''    
+                        for finObj in bulk['CY_FinacialRatio_RP'][year]:
+                            #print(finObj.SecuCode,finObj.EndDate)
+                            
+                            
+                            if finObj.SecuCode == stock and finObj.EndDate == year:
+                                criteriaList.append(eval('finObj.%s'%(DataTable[criteria][0])))
+                        '''
+
+                    resultDict[stock][criteria] = criteriaList
+        
+                elif self.inputJson['criteriaDict'][criteria][0] == '最近一年':
+                    DateList = self.findRightDate(oneDay,self.inputJson['criteriaDict'][criteria][0])
+                    '''
+                    for spotDate in list(bulk['CY_FinacialRatio_RP'].keys()): #dict_keys(['2015-12-31', '2015-09-30', '2015-06-30', '2015-03-31', '2014-12-31'])
+                        if '-12-31' in spotDate:
+                            firstYear = spotDate  #'2015-12-31'
+                        break
+                    '''
+                    firstYear = DateList[0]  #还没有考虑
+
+                    #找到相对应的criteria数据
+                    criteriaList = []          
+                    #print(self.bulk['CY_FinacialRatio_RP'])
+                    tableName = DataTable[criteria][1]
+                    try:
+                        matchedObj = [x for x in self.bulk[tableName][firstYear] if x.SecuCode == stock and x.EndDate == firstYear]
+                    except KeyError:
+                        matchedObj = [x for x in self.bulk[tableName][DateList[1]] if x.SecuCode == stock and x.EndDate == DateList[1]]
+
+                    if matchedObj:
+                        oneObj = matchedObj[0] if len(matchedObj) > 1 else matchedObj[0] # 可能重复，需要去重，这里是简单地取第一个
+                        criteriaList.append(eval('oneObj.%s'%(DataTable[criteria][0])))
+
+
+                    '''
+                    for finObj in bulk['CY_FinacialRatio_RP'][firstYear]:
+                        #print(finObj.SecuCode,finObj.EndDate)
+                        if finObj.SecuCode == stock and finObj.EndDate == firstYear:
+                            criteriaList.append(eval('finObj.%s'%(DataTable[criteria][0])))
+                    '''
+                    resultDict[stock][criteria] = criteriaList
+
+                elif self.inputJson['criteriaDict'][criteria][0] == '最近一期':
+                    DateList = self.findRightDate(oneDay,self.inputJson['criteriaDict'][criteria][0])
+                    firstPeriod = DateList[0]
+
+                    #找到相对应的criteria数据
+                    criteriaList = []  
+                    tableName = DataTable[criteria][1]
+                    try:
+                        matchedObj = [x for x in self.bulk[tableName][firstYear] if x.SecuCode == stock and x.EndDate == firstYear]
+                    except KeyError:
+                        matchedObj = [x for x in self.bulk[tableName][DateList[1]] if x.SecuCode == stock and x.EndDate == DateList[1]]
+
+                    if matchedObj:
+                        oneObj = matchedObj[0] if len(matchedObj) > 1 else matchedObj[0] # 可能重复，需要去重，这里是简单地取第一个
+                        criteriaList.append(eval('oneObj.%s'%(DataTable[criteria][0])))
+                    '''       
+                    for finObj in bulk['CY_FinacialRatio_RP'][firstPeriod]:
+                        #print(finObj.SecuCode,finObj.EndDate)
+                        if finObj.SecuCode == stock and finObj.EndDate == firstPeriod:
+                            criteriaList.append(eval('finObj.%s'%(DataTable[criteria][0])))
+                    '''
+                    resultDict[stock][criteria] = criteriaList
+                else:
+                    raise ValueError('输入要是最近一期，最近一年，最近三年，请检查Json的输入') 
+
+        #print('extractBulk: ',resultDict,)    
+        return resultDict
+
+
+    def screenStock(self,resultDict,oneDay):
+        """
+        {'600485': {'主营收入同比': [Decimal('13.2225'), Decimal('33.8532'), Decimal('851.6680')]}, 
+         '600000': {'主营收入同比': [Decimal('18.9713'), Decimal('18.9713'), Decimal('23.1625'), Decimal('23.1625'), Decimal('20.5
+          697'), Decimal('20.5697')]}, 
+         '000002': {'主营收入同比': [Decimal('33.5828'), Decimal('8.1002'), Decimal('31.3263')]}}
+            
+            
+         {'600485':True,
+         '600000':False,
+         ...
+         }
+        """
+        screenResult = dict()
+
+        for stock,value in resultDict.items():
+            multiple = []
+            for criteria,valueList in value.items():
+
+                upperbound = self.inputJson['criteriaDict'][criteria][1]
+                lowerbound = self.inputJson['criteriaDict'][criteria][2]
+
+                if upperbound == None:
+                    upperbound = float('inf')
+
+                if lowerbound == None:
+                    lowerbound = -float('inf')
+
+                if len(valueList) == 0:
+                    single = False
+                else:
+                    # 全真则为真，否则为假
+                    single = False if False in [True if x > lowerbound and x < upperbound else False for x in valueList] else True #[Decimal('13.2225'), Decimal('33.8532'), Decimal('851.6680')]
+                multiple.append(single)
+
+            consilidatedResult = False if False in multiple else True
+            screenResult[stock] = consilidatedResult
+
+        #print('screenStock: ',screenResult)
+        return screenResult
+                
+    @staticmethod
+    def getTrueStock(screenResult):
+        mylist = []
+        for key,value in screenResult.items():
+            if value == True:
+                mylist.append(key)
+        #print('getTrueStock: ',mylist)
+        return mylist
+    
+    @staticmethod
+    def printRecord(mydict):
+        #print('mydict: ',mydict)
+        for x in mydict:
+            print(x,mydict[x])
+
+    def keepRecord(self,DBcnxn,oneDay,positionList,totalValue,cash,positionListValue):
+        '''
+        put daily BT record into Json 
+        '''
+        if oneDay == self.startDate:
+            self.status = 0
+        elif oneDay == self.endDate:
+            self.status = 2
+        else:
+            self.status = 1
+            
+        #time.sleep(0.1)
+        self.BTRecords[oneDay] = dict()
+        self.BTRecords[oneDay]['positionList'] = positionList
+        self.BTRecords[oneDay]['totalValue'] = totalValue
+        self.BTRecords[oneDay]['cash'] = cash
+        self.BTRecords[oneDay]['positionListValue'] = positionListValue
+        self.tradingDayHistory.append(oneDay)
+        '''
+        if not os.path.exists('./Strategy Records'):
+            os.makedirs('./Strategy Records')
+
+        
+        with open('./Strategy Records/strategy_%s.txt'%self.strategyID,'a+') as f:
+            f.write('--------' + oneDay + '----------\n')
+            f.write('positionList: %s\n'%len(positionList))
+            f.write('cash: %s\n'%cash)
+            f.write('positionListValue: %s\n'%positionListValue)
+            f.write('totalValue: %s\n'%totalValue)
+            f.write('\n')
+        '''
+
+        insertCommand = "INSERT INTO BT.dbo.BTrecords VALUES (%s,%i,'%s','%s',%i,'%s',%i,%0.2f,%0.2f,%0.2f,'%s');"%(
+            self.strategyID,self.status,self.startDate,self.endDate,self.length,
+            oneDay,len(positionList),cash,positionListValue,totalValue,json.dumps(self.tradingDayAPI))
+        #print(insertCommand)
+        try:
+            DBcnxn.cursor().execute(insertCommand)
+            DBcnxn.commit()
+        except:
+            DBcnxn.rollback()
+        
+
+
+    def getRecord(self,oneDay):
+        return self.BTRecords[oneDay]
+    
+    def stockPicking(self,oneDay):
+        if self.stockPicker['pick'] == True:
+            logger.critical('################################ stockPicking ###################################: %s'%(self.strategyID))
+        resultDict = self.extractBulk(oneDay)
+        screenDict = self.screenStock(resultDict,oneDay)
+        screenStocks = self.getTrueStock(screenDict)
+        return screenStocks
+
+    def getMarketDailyValue(self,oneDay,stockList):
+        
+        return [obj for obj in self.bulk['EM_QUOTE_STOCK_DAILY'][oneDay] if obj.SecuCode in stockList]
+        
+    def backTesting(self):
+        self.tradingDayAPI = self.myAPI.getTradingDays(self.startDate,self.endDate)
+        self.length = len(self.tradingDayAPI)
+        a = time.time()
+        DBcnxn = pyodbc.connect(DSN = 'TEST',autocommit=True)
+        DBcursor = DBcnxn.cursor()
+
+        createDBcommand = \
+        '''
+            if not exists(select * from sys.databases where name = N'BT')
+            BEGIN
+                CREATE database BT;
+            END
+        '''
+
+        createTableCommand = """
+            IF NOT EXISTS (SELECT * FROM BT.INFORMATION_SCHEMA.TABLES WHERE TABLE_NAME = N'BTrecords')
+            begin
+                create table BT.[dbo].BTrecords(
+                    strategyID VARCHAR(255),
+                    status VARCHAR(255),
+                    startDate VARCHAR(255),
+                    endDate VARCHAR(255),
+                    length VARCHAR(255),
+                    btdate VARCHAR(255),
+                    positionList VARCHAR(255),
+                    cash VARCHAR(255),
+                    positionListValue VARCHAR(255),
+                    totalValue VARCHAR(255),
+                    tradingDayAPI VARCHAR(8000));
+            end
+            """
+        #DBcursor.execute(createCommand)
+
+        dropTableCommand = """
+            IF EXISTS (SELECT * FROM BT.INFORMATION_SCHEMA.TABLES WHERE TABLE_NAME = N'BTrecords')
+            begin
+                drop table BT.[dbo].BTrecords;
+            end
+        """
+        #DBcursor.execute(dropCommand)
+        DBcursor.execute(createDBcommand + createTableCommand )
+
+        logger.critical('################################ backtesting ###################################: %s'%(self.strategyID)) 
+        self.myaccount = Account(self.initialCash,'OpenPrice')
+
+        '''
+        tradingHabit: 'OpenPrice'|'ClosePrice'|   OpenPrice is prefered
+
+        criteriaDict: {'DeductNetProfitYoY':[None,5,'最近一期']}   #dict(item:[period,upperbound,lowerbound])
+
+        if turnover is int, then turnover for every N days
+        if turnover is None, then buy and sell according to specific condition,
+        if turnover is flexible, then buy and sell according to specific condition, + turnover days
+        '''
+        #time.sleep(2)
+        #print('aaaaaaaaaaaaaaaaaaaaaa','./Strategy Records/strategy_%s.txt'%(self.strategyID))
+        '''
+        try:
+            with open('./Strategy Records/strategy_%s.txt'%self.strategyID,'w+') as f:
+                f.write('             |' + self.strategyID + '|                \n')
+        except:
+            e = sys.exc_info()[0]
+            print( "Error: %s" % e )
+        '''
+        if isinstance(self.turnover,int) and self.turnover > 0: # keep turnover
+            self.totalRuningDays = 1
+            turnoverDays = 0 #this one is crucial! 0 instead of 1 
+            self.sold = self.bought = False
+            
+            for day in self.myAPI.getTradingDays(self.startDate,self.endDate):
+                logger.critical('%s ########## %s ############ totalRuningDays %s'%(self.strategyID,day,self.totalRuningDays))  
+                self.myaccount.printMe()
+                self.keepRecord(DBcnxn,day,self.myaccount.positionList,self.myaccount.totalValue,self.myaccount.cash,self.myaccount.positionListValue) # keep daily BT record 
+                
+                previousPositionList = None
+                if len(self.tradingDayHistory) > 1: 
+                    previousTradingDay = self.tradingDayHistory[-2]
+                    previousRecord = self.getRecord(previousTradingDay)
+                    previousPositionList = previousRecord['positionList']
+
+                ###############
+                #print('bought: %s,  sold: %s,turnoverDays: %d'%(str(self.bought),str(self.sold),turnoverDays))
+                if turnoverDays < self.turnover: 
+                    if self.bought == False:
+                        self.executeBuy(day,previousPositionList)
+                        if self.bought == True: #如果当日成功买入，turnoverDays 才会变化
+                            turnoverDays += 1
+                    else:
+                        self.executeHeld(day)
+                        turnoverDays += 1
+                    self.totalRuningDays += 1
+                    
+                elif turnoverDays == self.turnover:
+
+                    self.executeSell(day)
+                    if self.sold == True: # 如当日成功卖出去了，才会买入，turnoverDays才会变化，如当日没有成功卖出去了，第二天继续试着卖
+                        self.executeBuy(day,previousPositionList)
+                        turnoverDays = 1
+                    self.totalRuningDays += 1
+
+        elif self.turnover is None:
+            #if stock.SecuCode == '600000' and round(stock.OpenPrice)%2 == 1:
+                pass
+        elif self.turnover == 'flexible':
+            pass
+        self.getIndexResult()
+        
+        logger.critical('######################### backtesting completed ############ strategyID: %s, 下载耗时 %0.1f秒, 运行耗时 %0.1f秒'%
+        (self.strategyID,self.downloadB-self.downloadA,time.time()-a)) 
+
+    def executeHeld(self,day):
+        print('持有更新')
+        heldPosition = self.myaccount.positionList
+        try:
+            updatedStock = self.getMarketDailyValue(day,[x.SecuCode for x in heldPosition])
+        except:
+            updatedStock = []
+
+        if len(updatedStock) != len(heldPosition):
+            print(
+            '''
+            昨日持仓的数目，今天想更新，但是近日的股票数目少了，数据问题
+            昨今持仓差：''',(set(x.SecuCode for x in heldPosition) - set(x.SecuCode for x in updatedStock)))
+            # this is bad, the remedy is to use yesterday's position to pretend as today's stockBar
+            for p in heldPosition:
+                for SecuCode in set(x.SecuCode for x in heldPosition) - set(x.SecuCode for x in updatedStock):
+                    if p.SecuCode == SecuCode:
+                        updatedStock.append(p)
+
+        #print('hehe',[x.TradeStatus for x in updatedStock])
+        #print('haha',[x.PreClosePrice for x in updatedStock])
+        temp = self.myaccount.held(day,updatedStock)
+
+        if isinstance(temp,str):
+            return 
+
+    def executeSell(self,day):
+        print('卖出')
+        if self.myaccount.isempty(): 
+            logger.warn('empty nothing to sell in this account')
+            self.sold = False
+            return None 
+
+        #卖掉
+        positionStock = self.myaccount.positionList # get positions in account and sell
+        
+        try:
+            marketValueOneDay = self.getMarketDailyValue(day,[x.SecuCode for x in positionStock])
+        except:
+            marketValueOneDay = []
+
+        if len(positionStock) != len(marketValueOneDay):
+            logger.warn(
+            '''
+            昨日持仓的数目，今天想更新，但是近日的股票数目少了，数据问题
+            昨今持仓差：''',(set(x.SecuCode for x in positionStock) - set(x.SecuCode for x in marketValueOneDay)))
+            # this is bad, the remedy is to use yesterday's position to pretend as today's stockBar
+            for p in positionStock:
+                for SecuCode in set(x.SecuCode for x in positionStock) - set(x.SecuCode for x in marketValueOneDay):
+                    if p.SecuCode == SecuCode:
+                        marketValueOneDay.append(p)
+
+        logger.warn(marketValueOneDay)
+        
+        for stock in list(marketValueOneDay):
+            #print(stock.TradeStatus)
+            #print('stock.LLimitUpTime',stock.LLimitUpTime,' ',type(stock.LLimitUpTime)) # exclude Tingpai or LimitUp before the market is open
+            if stock.TradeStatus == '0':
+                logger.warn('TradeStatus = "0" , 当日交易被禁止，从卖出列表中删除之,: %s'%stock.SecuCode)
+                marketValueOneDay.remove(stock)
+
+            if stock.RiseOrDown == '-1' and datetime.strptime(stock.LLimitUpTime[11:],'%H:%M:%S') < datetime(1900, 1, 1, 9, 30,0):
+                logger.warn('9:30以前跌停，无法卖出，从卖出列表中删除之') # 还没有考虑之后打开跌停的情况
+                marketValueOneDay.remove(stock)
+
+        if marketValueOneDay is None: #if marketValueOneDay has no data
+            logger.warn('%s has no data, will sell the next day'%day)
+            self.sold = False
+            return
+
+        self.myaccount.sellAvailableForSell([x.SecuCode for x in marketValueOneDay])
+        self.sold = True
+
+    def executeBuy(self,day,previousPositionList):    
+        trueStocks = self.stockPicking(day)
+        print('买入')
+        # update 
+        if len(trueStocks) == 0:
+            self.bought = False
+            logger.warn('%s has no data, continue'%day)
+            return
+
+        try:
+            marketValueOneDay = self.getMarketDailyValue(day,trueStocks)
+        except:
+            marketValueOneDay = []
+
+        updatedStock = list(marketValueOneDay)
+
+        logger.warn(marketValueOneDay)
+        
+        for stock in list(marketValueOneDay):
+            #print('stock.LLimitUpTime',stock.LLimitUpTime,' ',type(stock.LLimitUpTime)) # exclude Tingpai or LimitUp before the market is open
+            if stock.TradeStatus == '0':
+                logger.warn('TradeStatus = "0" , 当日交易被禁止，从需买列表中删除之,:%s'%stock.SecuCode)
+                marketValueOneDay.remove(stock)
+            if stock.RiseOrDown == '1' and datetime.strptime(stock.LLimitUpTime[11:],'%H:%M:%S') < datetime(1900, 1, 1, 9, 30,0):
+                logger.warn('9:30以前涨停，无法买入，从需买列表中删除之')
+                marketValueOneDay.remove(stock)
+
+        if previousPositionList: 
+            if stock.SecuCode in [x.SecuCode for x in previousPositionList]:
+                logger.warn('昨日的positionList中已有该票，无法买入，从需买列表中删除之: %s'%stock.SecuCode)
+                if stock.SecuCode in [x.SecuCode for x in marketValueOneDay]:
+                    marketValueOneDay.remove(stock)
+
+        if len(marketValueOneDay) == 0: #if marketValueOneDay has no data，
+            logger.warn('%s 今日无可买入票，明日继续买；如有持仓，今日更新持仓，'%day)
+            self.bought = False
+            temp = self.myaccount.held(day,updatedStock)
+
+            if isinstance(temp,str):
+                return 
+            
+        
+
+
+                        
+        #print('len(marketValueOneDay)  ',len(marketValueOneDay))        
+        for stock in marketValueOneDay: # buy the stock that is available to buy  
+            #print('backtesting check: %s',stock.SecuCode)
+            #print('len(marketValueOneDay)  ',len(marketValueOneDay))
+            #print('myaccount.cash  ',myaccount.cash)
+            self.myaccount.buy(stock,self.myaccount.initialCash*0.95/len(marketValueOneDay))  # need to be very careful, make sure the initialCash won't change constantly 
+            self.bought = True
+
+    def getIndexResult(self):
+        indexList = [self.bulk['EM_QUOTE_INDEX_DAILY'][x][0] for x in self.bulk['EM_QUOTE_INDEX_DAILY']]
+        indexList.reverse()
+        #print('indexList[0].TradeDate,self.startDate: ',indexList[0].TradeDate,self.startDate)
+        #print('indexList',indexList)
+        #print(indexList[-1].TradeDate,' ', indexList[-1].ClosePrice,' ', indexList[0].TradeDate,' ', indexList[0].ClosePrice)
+        #zhangfu1 = (indexList[-1].ClosePrice - indexList[0].ClosePrice ) / indexList[0].ClosePrice   
+        #print('zhangfu of index', zhangfu1)
+        self.IndexRecords = indexList
+
+        #with open('result.txt','a+') as f:
+        #    f.write(str(zhangfu1) + str(datetime.now()) + '\n')
+            
+        #self.printRecord(self.BTRecords)
+
+        
+    
+
+    
+        
\ No newline at end of file

KYBT/BT/evaluator.py

+# -*- coding: utf-8 -*-
+"""
+Created on 20180313
+
+@author: Matthew
+"""
+
+import numpy as np
+from matplotlib import pyplot as plt
+import datetime
+import matplotlib.pyplot as plt
+
+from pylab import mpl
+mpl.rcParams['font.sans-serif'] = ['SimHei']
+#mpl.rcParams['font.sans-serif'] = ['Microsoft YaHei']    # 指定默认字体：解决plot不能显示中文问题
+mpl.rcParams['axes.unicode_minus'] = False           # 解决保存图像是负号'-'显示为方块的问题
+
+
+
+def anualizedreturn(netvalue):
+    '''
+    年化收益
+    ''' 
+    myreturn = ( netvalue[-1] - netvalue[0] ) / netvalue[0]
+    annualReturn = str( round( ((1+myreturn)**(250/len(netvalue)) - 1) * 100 , 2)) + '%'
+    print( '年化收益为 %s'%annualReturn)
+    return annualReturn
+
+def growthPercent(netvalue):
+    '''
+    策略涨幅
+    '''
+    print('期间涨幅为 ' + str( round( ( netvalue[-1] - netvalue[0] ) / netvalue[0] * 100 , 2)) + '%')
+    return str( round( ( netvalue[-1] - netvalue[0] ) / netvalue[0] * 100 , 2)) + '%' 
+
+def maxdrawdown(netvalue):
+    i = np.argmax( (np.maximum.accumulate(netvalue) - netvalue ) / np.maximum.accumulate(netvalue) ) # end of the period
+    #print('i:', i)
+    j = np.argmax( netvalue[:i] )
+    drawdown = ( 1 - netvalue[i] / netvalue[j] )
+    print('最大回撤为 ' + str(round(drawdown*100,2)) + '%')
+    return str(round(drawdown*100,2)) + '%'
+
+def maxdrawdown2(netvalue):
+    '''
+    我的方法更实用
+    最大回撤，当前点，历史最高点，
+    如果当前点在历史最高点以下，算出之间的降幅，只保留最大的那个降幅
+    如果当前点在历史最高点以上，不做任何计算，
+
+    '''
+    index = 0
+    drawdown = 0
+    for dot in netvalue:
+        highestDot = max(netvalue[:index]) if index is not 0 else netvalue[0]
+        if dot >= highestDot:
+            index += 1 
+            continue
+        elif dot < highestDot and (dot - highestDot)/highestDot < drawdown:
+            drawdown = (dot - highestDot)/highestDot
+            index += 1
+    print('最大回撤为 ' + str(round(drawdown*100,2)) + '%')
+    return str(round(drawdown*100,2)) + '%'
+
+
+def evaluator(strategyID,BTRecords,indexRecords,plot):
+    '''
+    indexRecords: list of index objs
+    self.BTRecords[oneDay] = dict()
+    self.BTRecords[oneDay]['positionList'] = positionList
+    self.BTRecords[oneDay]['totalValue'] = totalValue
+    self.BTRecords[oneDay]['cash'] = cash
+    self.BTRecords[oneDay]['positionListValue'] = positionListValue
+    '''
+
+    
+    BTtradingDays = []
+    totalValue = []
+    cash = []
+    positionListValue = []
+
+    for day,value in BTRecords.items():
+        BTtradingDays.append(day)
+        totalValue.append(value['totalValue'])
+        cash.append(value['cash'])
+        positionListValue.append(value['positionListValue'])
+
+    BTNetvalue = [x/totalValue[0] for x in totalValue]
+    cashNetValue = [x/cash[0] for x in cash]
+
+    # positionvalue is 0 initially
+    positionListNetValue = [x/cash[0] for x in positionListValue]
+
+
+    print('\n策略评价：')
+    growthPercent(BTNetvalue)
+    anualizedreturn(BTNetvalue)
+    maxdrawdown2(BTNetvalue)
+
+
+    print('\n同期指数评价：')
+    #print(type(indexRecords),indexRecords)
+    indexNetvalue = [x.ClosePrice/indexRecords[0].ClosePrice for x in indexRecords]
+    indexDate = [x.TradeDate for x in indexRecords]
+    growthPercent(indexNetvalue)
+    anualizedreturn(indexNetvalue)
+    maxdrawdown2(indexNetvalue)
+
+    '''
+    print('len(BTtradingDays): ',len(BTtradingDays),BTtradingDays[:5])
+    print('len(BTNetvalue): ',len(BTNetvalue))
+    print('len(indexDate): ',len(indexDate),indexDate[:5])
+    print('len(indexNetvalue): ',len(indexNetvalue))
+    print('difference in days: ', set(indexDate) - set(BTtradingDays))
+    '''
+    '''
+    print('\n写入文件：')
+    with open('./Strategy Records/strategy_%s.txt'%strategyID,'a+') as f:
+        f.write('--------' + '策略评估' + '----------\n')
+        f.write('期间涨幅: %s\n'%growthPercent(BTNetvalue))
+        f.write('年化收益: %s\n'%anualizedreturn(BTNetvalue))
+        f.write('最大回撤: %s\n'%maxdrawdown2(BTNetvalue))
+
+        f.write('--------' + '指数对比' + '----------\n')
+        f.write('期间涨幅: %s\n'%growthPercent(indexNetvalue))
+        f.write('年化收益: %s\n'%anualizedreturn(indexNetvalue))
+        f.write('最大回撤: %s\n'%maxdrawdown2(indexNetvalue))
+    '''
+    if plot == True:  
+        dates = [datetime.datetime.strptime(x,'%Y-%m-%d') for x in BTtradingDays]
+        #print('%0.0f %0.0f %0.0f %0.0f %0.0f'%(len(dates),len(BTNetvalue),len(cashNetValue),len(positionListNetValue),len(indexNetvalue)))
+        plt.plot(dates,BTNetvalue,'r-',dates,cashNetValue,'g-',dates,positionListNetValue,'y.',dates,indexNetvalue,'b--',)
+        plt.ylabel('净值')
+        plt.xlabel('时间')
+        plt.axis('tight')
+        plt.legend(['策略','现金','持仓','指数'])
+        plt.grid()
+        plt.show()
+
+if __name__ == '__main__':
+    netvalue = [1,0.5,1,2,3,1]
+    netvalue = [1,1,1.01,1.03,0.4,100,10]
+    #maxdrawdown(netvalue)
+    maxdrawdown2(netvalue)
+
+
+
+

KYBT/BT/position.py

+# -*- coding: utf-8 -*-
+"""
+
+Created on 20180313
+
+@author: Matthew
+"""
+from numpy import prod
+
+class Position():
+    '''
+    each stock that was being bought has a position,
+    one stock is matched with one position,
+    account can have 0 to multiple positions, 
+    one stock can remain in position for 5 days, so this position has a recored of this stock object of 5 days
+    it is easier this way to calculate the real growth or drop-down over a certain period.
+    after sold it, position is cleared, position is not in account as well
+
+    '''
+    def __init__(self,stock,boughtAmount,price):
+        
+        self.stock = stock
+        self.TradeDate = stock.TradeDate
+        self.boughtAmount = boughtAmount
+        self.SecuCode = stock.SecuCode
+        self.boughtPrice = price
+        self.initialValue = boughtAmount * price
+        self.positionValue = self.initialValue
+        self.TradeStatus = stock.TradeStatus
+        self.PreClosePrice = stock.PreClosePrice
+        self.ClosePrice = stock.ClosePrice
+        self.RiseOrDown = stock.RiseOrDown
+
+        #entering account 
+        self.isinAccount = True
+        self.remainRecord = [stock]
+
+    def leaveAccount(self):
+        self.isinAccont = False
+        self.remainRecord.clear()
+
+    def remainInAccount(self,stock,method):
+        '''
+        method 1|2 to update the Real positionValue using method 1 or 2
+        '''
+        self.remainRecord.append(stock)
+        #print([x.SecuCode for x in self.remainRecord])
+        #print([x.ClosePrice for x in self.remainRecord])
+        #print([type(x.TradeStatus) for x in self.remainRecord])
+        #print([x.PreClosePrice for x in self.remainRecord])
+        if method == 1:
+            self.updatePositionValueMethod1()
+        elif method == 2:
+            self.updatePositionValueMethod2()
+
+    def updatePositionValueMethod1(self):
+        '''
+        买入的价格是买入的总市值除以买入时候的股本，用当前总市值除以买入时候的股本，就得到今日的价格，
+        当然这个价格和实际的而价格肯定不一样，但是要算涨幅的话是绰绰有余了。
+        
+        参考浦发银行
+        
+        同花顺的价格：
+        除权 
+        2015-05-05  17.08 
+        2018-03-15  12.38 
+        前复权
+        2015-05-05 10.09 
+        2018-03-15 12.39 
+        实际涨幅为 (12.39-10.09)/10.09 = 22.79%
+
+        益盟的复权价格： 
+        2015-05-05 FClosePrice 119.4343
+        2018-03-15 FClosePrice 127.8294
+        涨幅是 7.029% 
+
+        Method 1 
+        2015-05-05 总股本 18653471488.0000 总市值 318601293015.0000
+        2018-03-15 总股本 29352079872.0000 总市值 363672269614.0000   
+
+        按照Method1 涨幅为 (318601293015.0000/18653471488.0000 - 363672269614.0000/18653471488.0000) 除以 363672269614.0000/18653471488.0000
+        = ( 318601293015.0000 - 363672269614.0000 ) / 363672269614.0000
+        = 14.14% 
+
+        可以看出 this is obviously Wrong.... 涨幅不是总市值的涨幅
+        
+        比较准确的算法：Method2
+        可以知道每日的涨幅，用(Close-PreClose)PreClose,然后用买入价格*(1+涨幅)*(1+涨幅).... 算出今日的价格，然后算出整个事件窗口的涨幅，
+        记得要剔除无法交易的日子。这样算出来的涨幅是6.14%
+        
+        记得今日的涨幅是昨收和今收的涨幅，而不是今收和今收的涨幅，所以涨幅一定是某日收盘价和基准日的昨收价格比较
+        
+        
+        ''' 
+        initial = self.remainRecord[0]
+        current =  self.remainRecord[-1]
+
+        initialPrice = initial.TotalValue/initial.TotalEquity
+        currentPrice = current.TotalValue/initial.TotalEquity
+        #print('initialPrice.TotalValue,initialPrice.TotalEquity',initial.TotalValue,' ',initial.TotalEquity)
+        #print('current.TotalValue,current.TotalEquity',current.TotalValue,' ',current.TotalEquity)
+        #print('initialPrice,currentPrice',initialPrice,' ',currentPrice)
+        growth = (currentPrice - initialPrice) / initialPrice
+        #print('method 1 growth', growth)
+        self.positionValue = self.positionValue * ( 1 + growth)
+
+    def updatePositionValueMethod2(self):
+        '''
+        [12,11,13,6]  just sum the changeRatio of each day, don't need to consider 除权 issue
+        假设所有的涨幅都按照( 今收-昨收/昨收) 来算，其实现实可能不是这样，如果今开买入，涨幅显然就不同了
+        '''
+        changeReal = []
+        for x in self.remainRecord[:-1]: # 
+            #print(type(x),x.__dict__)
+            if x.TradeStatus == '1':
+                if x.PreClosePrice == 0:
+                    changeReal.append(  1 + x.ChangeRatio )
+                else:
+                    changeReal.append(  1 + (x.ClosePrice - x.PreClosePrice)/x.PreClosePrice )
+        #print('changeReal',changeReal)
+        #print([x.ChangeRatio for x in self.remainRecord])
+        #print('method 2 growth', growth)
+        #记得今日的涨幅是昨收和今收的涨幅，而不是今收和今收的涨幅，所以涨幅一定是某日收盘价和基准日的昨收价格比较
+        #print('changeReal',changeReal)
+        #print('prod(changeReal)', prod(changeReal),' len: ',len(changeReal))
+        self.positionValue = self.initialValue * prod(changeReal)
+        
+
+    def updatePositionValue(self,stock,tradingHabit):
+        self.positionValue = self.boughtAmount * stock.OpenPrice if tradingHabit == 'OpenPrice' else self.boughtAmount * stock.ClosePrice
+    
+
+    def getPositionValue(self):
+        return self.positionValue
+
+
+
+
+
+
+
+

KYBT/BT/test.py

+def findRightDate(oneDay,option):
+    '''
+    根据oneDay和option找出最近的一期（几期）财报
+    option = '最近三年','最近一年','最近一期'
+    比如 
+    oneDay = '2014-12-30'
+    option = '最近三年'
+    则返回  ['2013-12-31','2012-12-31','2011-12-30']
+    '''
+    reportDateList = ['03-31','06-30','09-30','12-31']
+    #fisrtYear = oneDay[:4]
+    #recentMonthDay = oneDay[5:]
+    #recentReportDate = recentYear + '-' + [x for x in reportDateList if oneDay[5:] > x][0]
+
+    if option == '最近三年':
+        if '12-31' not in oneDay:  
+            firstYear = str(eval('int(oneDay[:4]) - 1')) + '-' + '12-31'
+            secondYear = str(eval('int(oneDay[:4]) - 2')) + '-' + '12-31'
+            thirdYear = str(eval('int(oneDay[:4]) - 3')) + '-' + '12-31'
+            fourthYear = str(eval('int(oneDay[:4]) - 4')) + '-' + '12-31' # 多加一年，保险起见
+        else:
+            firstYear = oneDay
+            secondYear = str(eval('int(firstYear[:4]) - 1')) + '-' + '12-31'
+            thirdYear = str(eval('int(firstYear[:4]) - 2')) + '-' + '12-31'
+            fourthYear = str(eval('int(firstYear[:4]) - 3')) + '-' + '12-31'
+        return [firstYear,secondYear,thirdYear,fourthYear]
+
+    elif option == '最近一年':  
+        if '12-31' not in oneDay:
+            firstYear = str(eval('int(oneDay[:4]) - 1')) + '-' + '12-31'
+            secondYear = str(eval('int(oneDay[:4]) - 2')) + '-' + '12-31'
+        else:
+            firstYear = oneDay
+            secondYear = str(eval('int(firstYear[:4]) - 1')) + '-' + [x for x in reportDateList if firstYear[5:] > x][0]
+        return [firstYear,secondYear]
+
+    elif option == '最近一期':
+        if oneDay[5:] not in reportDateList:
+            if oneDay[5:] < reportDateList[0]: #'01-02' < '03-31'
+                firstYear = str(eval('int(oneDay[:4]) - 1'))
+                firstPeriod = firstYear + '-' + reportDateList[-1]
+                secondPeriod = firstYear + '-' + reportDateList[-2]
+            elif oneDay[5:] < reportDateList[1]: #'04-05' < '06-30'
+                firstYear = oneDay[:4]
+                firstPeriod = firstYear + '-' + reportDateList[0]
+                secondPeriod = str(eval('int(firstYear) - 1'))+ '-' + reportDateList[3]
+            else:
+                firstYear = oneDay[:4]
+                #print('test: ',[x for x in reportDateList if oneDay[5:] > x])
+                firstPeriod = firstYear + '-' + [x for x in reportDateList if oneDay[5:] > x][-1]
+                secondPeriod = firstYear + '-' + [x for x in reportDateList if oneDay[5:] > x][-2]
+        else: #oneDay = '2015-03-31' or '2016-12-31'
+            if oneDay[5:] == '03-31':
+                firstPeriod = oneDay
+                secondPeriod = str(eval('int(oneDay[:4]) - 1')) + '-' + '12-31'
+            else:
+                firstPeriod = oneDay
+                secondPeriod = oneDay[:4] + '-' + [x for x in reportDateList if oneDay[5:] > x][-1]
+        return [firstPeriod,secondPeriod]
+    else:
+        raise ValueError('输入要是最近一期，最近一年，最近三年，请检查Json的输入') 
+
+oneDay = '2015-12-31'
+option = '最近一年'
+print(findRightDate(oneDay,option))

KYBT/README.md

+KYBT: KuaiYuBackTesting
+
+交易时候用真实价格交易，算涨幅可以
+0直接每日的涨跌幅相加，很方便，这是粗略的，可以看看有多粗略，
+1用昨日的收盘价和涨跌幅算出今日的收盘价（假设今日除权了） 
+2算相应时间段的后复权涨幅
+3买入的价格是买入的总市值除以买入时候的股本，用当前总市值除以买入时候的股本，就得到今日的价格，当然这个价格和实际的而价格肯定不一样，但是要算涨幅的话是绰绰有余了。
+
+
+need to know the index pool that makes up the index 
+1\ 测试工具 任务调度 模拟很多人跑 3月25日之前（周日）弄好，4月之前确保益盟好了，我们立马就好
+1\account PrintMe
+2\cash < 0, @property
+3\calculate zhangfu 
+
+1\ the redis server\clientAPI server\Robot should be on at the very first
+4 处理停牌无法卖出，涨停无法买入，跌停无法卖出
+5 benchmark
+6 持仓分析
+7 Method1 has issue
+8 开盘前跌停无法卖出，但是还没有考虑若之后打开跌停，可以卖出的情况。 涨停买入也一样
+9 假设所有的涨幅都按照( 今收-昨收/昨收) 来算  updatePositionValueMethod2
+10 @Property 把能用的地儿都用到
+11 周线、年线运行、
+12 没有考虑手续费
+13 一个股票要卖 就全卖
+14 用进程有用，线程没用
+15 财报用publish date 不用{'Jan':'01-01','Apr':'04-01','Jul':'07-01','Oct':'10-01'} 而是用和这些基准最接近的那个publish date
+16 每一个表分成一个类
+17 
+CY_FinacialRatio_RP 我武生物 为例 上市是2014年1月21日（1月21日开始有K线）
+
+18  添加交易记录 
+19  获取交易日期的得用YM数据库的 
+20  一次性读取所有的数据，放在内存里面，把内存当数据库，以后机器人读取就只需要读取内存的数据了，这样就飞快
+21 merge API into oneAPI
+22 finish objecting SQL, then create a strategy
+23 整个运作流程写好，API写好，数据库格式说清楚，和益盟对接
+24 当天卖掉就立即买入，净值不应该有尖头波动，调仓动作（先卖再买）是在同一时刻完成的，
+25 改变程序的运行方式，不要每次读数据；而是一次性根据用户Json读取数据，
+
+26 股票分红的当天，股价会相应的降低的；当日实际开盘价 + 分红/股数 = 当日不分红开盘价
+27 learn APIstar mother fuck！
+28 account 把marketValueAPI 删除掉
+29 选股要针对日期来选，加上此功能
+30 补充所有的指标 dataTable里面
+31 在engine2 DateList 最近三年
+32 261 bulk['EM_QUOTE_INDEX_DAILY'] = self.getIndexData('HS300',startDate,endDate)
+33 20130704 君正集团没有bar，数据缺失 在account简单处理了 x.positionValue = 0
+
+34 校验Json 在clientApi那里
+35 需要检查之前是否跑过此策略
+36 根据Json来确定唯一的编码
+37 裸API 断线重连
+
+则应该把上市之日前的财报数据都删掉 以pubDate为准
+endDate					pubDate
+2017-12-31 00:00:00.000	2018-03-15 00:00:00.000
+2017-09-30 00:00:00.000	2017-10-26 00:00:00.000
+2017-06-30 00:00:00.000	2017-08-08 00:00:00.000
+2017-03-31 00:00:00.000	2017-04-26 00:00:00.000
+2016-12-31 00:00:00.000	2018-03-15 00:00:00.000 有问题
+2016-12-31 00:00:00.000	2017-02-09 12:00:00.000
+2016-09-30 00:00:00.000	2017-10-26 00:00:00.000
+2016-06-30 00:00:00.000	2017-08-08 00:00:00.000
+2016-03-31 00:00:00.000	2017-04-26 00:00:00.000
+2015-12-31 00:00:00.000	2017-04-26 00:00:00.000 有问题
+2015-12-31 00:00:00.000	2016-02-26 12:00:00.000
+2015-09-30 00:00:00.000	2016-10-28 00:00:00.000
+2015-06-30 00:00:00.000	2016-08-26 00:00:00.000
+2015-03-31 00:00:00.000	2016-04-22 00:00:00.000
+2014-12-31 00:00:00.000	2016-04-08 00:00:00.000 有问题
+2014-09-30 00:00:00.000	2015-10-30 00:00:00.000
+2014-06-30 00:00:00.000	2015-08-12 00:00:00.000
+2014-03-31 00:00:00.000	2015-04-23 00:00:00.000
+2013-12-31 00:00:00.000	2014-04-18 00:00:00.000
+
+2013-12-31 00:00:00.000	2014-01-20 00:00:00.000
+2013-06-30 00:00:00.000	2013-12-31 00:00:00.000
+2012-12-31 00:00:00.000	2013-12-31 00:00:00.000
+2011-12-31 00:00:00.000	2013-12-31 00:00:00.000
+2010-12-31 00:00:00.000	2013-12-31 00:00:00.000
+2009-12-31 00:00:00.000	2012-05-04 00:00:00.000
+
+这些有问题的数据怎么办？艹 没法用，得用原始三表中的公布日期，那么暂时就用标准日期来运行吧、下一个版本再完善。
+
+ISSUE
+因为获取的成分股都是最新一期的，那么用这些成分股去取历史中的股票，就可能不存在。
+比如上证50的最新的成分股有江苏银行，但是历史上取不到这只股票，因为那时候还没有发行。
+所以取50只股票，有可能取不满50只。 比如某一天之前没有江苏银行，交易的时候没有，某一天起，突然有了，
+那也不能凭空把江苏银行加入到持仓中，所以held需要持仓中的票来held，
+
+
+
+

KYBT/docs/数据字段.txt

+请求的字段：
+请求的字段：
+{
+    "strategy_id": 45534,  //必须
+    "start":0,   //必须，表示请求从第几个周期开始的数据
+    "end":0     //可选，表示请求区间的结束下标
+}
+
+返回的字段：
+{
+    "strategy_id":'544234',
+    "status":0，    //0表示数据未生成，1表示数据生成中，2表示数据已经生成完毕
+    "length":10332, //本策略的总周期数，用于画出x轴长度
+    "start": "0",   //数据开始标记
+    "end": "50",    //数据结束标记
+    "data":[        //根据请求的起始和结束下表，返回区间的数据
+        {
+            "x":"1999-01-03",
+            "y":{
+                "pot..":0.4,
+                "cash":0.3,
+                ...
+            }
+         },
+         {
+            "x":"1999-01-04",
+            "y":{
+                "pot..":0.4,
+                "cash":0.3,
+                ...
+            },
+         },
+        ...
+    ]
+}
\ No newline at end of file

KYBT/docs/果仁.txt

+https://guorn.com/stock?category=stock
+https://guorn.com/stock?category=stock
+https://www.fundsmart.com.cn/stock/screener
+

KYBT/robot.py

+# encoding: utf-8
+
+from threading import Thread
+import time
+import datetime
+import redis
+import sys
+
+'''
+from .server.redisConfig import redisConf,jsonList
+from .BT import engine2
+from .util.kySDK import *
+from .BT.evaluator import evaluator
+'''
+
+import os
+#sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
+#print(sys.path) 
+from .server.redisConfig import redisConf,jsonList
+from .BT.engine2 import Engine
+from .util.kySDK import *
+from .BT.evaluator import evaluator
+
+import logging
+logger = logging.getLogger(__name__)
+logger.setLevel(logging.CRITICAL)
+import multiprocessing as mp
+
+class BTRobot():
+    def __init__(self):
+        self.r = redis.StrictRedis(host=redisConf['host'], port=redisConf['port'], db=0)
+        self.robotNum = 0
+
+    def cleanQueue(self):
+        print('先清空队列,队列长度为: %d'%self.r.llen(jsonList))
+        while self.r.llen(jsonList) != 0:
+            self.r.rpop(jsonList)
+
+    def process_task(self):
+    # 从队列中取参数
+        while True:
+            try:
+                params = self.r.brpop(jsonList)
+                params = eval(params[1].decode())
+                print('params',type(params),params)
+                myBT = Engine(params) #initialize engine
+                if myBT.stockPicker['pick'] == False: 
+                    myBT.backTesting()
+                    evaluator(myBT.strategyID,myBT.BTRecords,myBT.IndexRecords,plot = False)
+                elif myBT.stockPicker['pick'] == True:
+                    for day in myBT.stockPicker['dateList']:
+                        myBT.stockPicking(day) #是选的哪一天的？？？
+            except Exception as e:
+                print(e)
+    
+    def turnOn(self,processNum):
+        self.cleanQueue()
+        print('开启 %d 个机器人'%processNum)
+        processes = [mp.Process(target=self.process_task()) for x in range(processNum)]
+        
+        # Run processes
+        for p in processes:
+            p.start()
+                 
+
+        # Exit the completed processes
+        for p in processes:
+            p.join()
+        
+    
+if __name__ == '__main__': 
+    myRobot = BTRobot()
+    myRobot.turnOn(20)
+    
+
+    
+

KYBT/server/clientAPI.py

+# encoding: utf-8
+
+from apistar import Route, App
+import redis
+from .redisConfig import redisConf,jsonList
+from apistar import http
+import pyodbc
+r = redis.StrictRedis(host=redisConf['host'], port=redisConf['port'])
+import json
+
+"""
+API 设计
+========================================================
+"""
+
+
+# API 接收用户选股参数 post
+
+
+class clientAPI():
+    DBcnxn = pyodbc.connect(DSN = 'TEST')
+    DBcursor = DBcnxn.cursor()
+
+    def __init__(self):
+        pass
+
+    class CORSMiddleware(App):
+        """Add 跨域访问 Cross-origin resource sharing headers to every request."""
+
+        def __init__(self, origin='*', **kwargs):
+            super().__init__(**kwargs)
+            self.origin = origin
+
+        def __call__(self, environ, start_response):
+
+            def add_cors_headers(status, headers, exc_info=None):
+                
+                headers = http.Headers(headers)
+                headers.add("Access-Control-Allow-Origin", self.origin)  # 跨域访问
+                headers.add("Access-Control-Allow-Headers", "Origin, Content-Type, Authorization")
+                headers.add("Access-Control-Allow-Credentials", "true")
+                headers.add("Access-Control-Allow-Methods", "GET , POST, OPTIONS")  # 跨域访问
+                
+                return start_response(status, headers.to_list())
+
+            if environ.get("REQUEST_METHOD") == "OPTIONS":  # 跨域访问
+                #add_cors_headers("200 OK", [("Access-Control-Allow-Origin", "*"),("Access-Control-Allow-Methods","GET, PUT, POST, DELETE")])
+                add_cors_headers("200 OK", [("Best-NBA-player","LeBron James")])
+                return [b'200 OK']
+
+            return super().__call__(environ, add_cors_headers)
+
+    def checkDict(self,mydict):
+        # 需要检查策略ID的唯一性，和数据库中的所有策略对照
+        print('\ncheckDict: ',type(mydict),mydict)
+        
+
+        findStrategyIDCommand = 'select DISTINCT(strategyID) from BT.[dbo].BTrecords'
+        self.DBcursor.execute(findStrategyIDCommand)
+        raw1 = self.DBcursor.fetchall()
+        
+        #print('checkDict',type([x[0] for x in raw1]),[x[0] for x in raw1])
+        if mydict['strategyID'] in [x[0] for x in raw1]:
+            print('已经跑过的策略')
+    
+
+
+    def strategyParams(self,request: http.Request)-> http.JSONResponse: #post
+        """接收策略参数"""
+        print('-----------------------------------接收策略参数------------------------------------------------')
+        print('\n...',type(request.body.decode('utf-8')),request.body.decode('utf-8'))
+        print('end')
+        
+        mydict = json.loads(request.body.decode('utf-8'))
+        #print('type of mydict',type(mydict))
+
+        with open('./postedID.txt','a+') as f:
+            f.write(mydict['strategyID']) 
+            f.write('\n')
+
+        
+        if isinstance(mydict,str):
+            mydict = json.loads(mydict)
+        #checkDict(mydict)
+        r.lpush(jsonList, str(mydict)) # myJson is the type of str
+        
+        #headers = {'Access-Control-Allow-origin':'*','Access-Control-Allow-Methods': 'GET, POST, OPTIONS'} # 跨域访问
+        return http.JSONResponse(mydict,status_code=200, headers={})
+        #return str(mydict)
+
+    # API2 获取策略的运行结果 get
+
+
+    def strategyResults(self,strategyID,start,end = 0): 
+        '''
+        end 可选
+        """返回策略运行结果"""
+        0 strategyID VARCHAR(255),
+        1 status VARCHAR(255)),
+        2 startDate VARCHAR(255),
+        3 endDate VARCHAR(255),
+        4 length VARCHAR(255),
+        5 btdate VARCHAR(255),
+        6 positionList VARCHAR(255),
+        7 cash VARCHAR(255),
+        8 positionListValue VARCHAR(255),
+        9 totalValue VARCHAR(255),
+        10 tradingDayAPI VARCHAR(8000);
+
+        请求的字段：
+        {
+            "strategy_id": 45534,  //必须
+            "start":0,   //必须，表示请求从第几个周期开始的数据
+            "end":0     //可选，表示请求区间的结束下标 
+        }
+        
+        '''
+
+        qur = "select top 1 * from BT.[dbo].BTrecords where strategyID = '%s' "%(strategyID)
+        #print(qur)
+        self.DBcursor.execute(qur)
+        raw1 = self.DBcursor.fetchall()
+
+        if len(eval(str(raw1))) == 0:
+            return http.JSONResponse(json.dumps(None),status_code=200, headers={})
+
+        for l in eval(str(raw1)):
+            length = l[4]
+            startDate = l[2]
+            endDate = l[3]
+            status = l[1]
+            tradingDates = eval(l[10])
+        start = int(start)
+        end = int(end)
+        length = int(length)
+
+        if start <= 0:
+            pickStartDate = startDate
+        elif start < length:
+            pickStartDate = tradingDates[start]
+        else:
+            pickStartDate = endDate
+            
+        if end <= 0:
+            pickEndDate = endDate
+
+        elif end < length:
+            pickEndDate = tradingDates[end] 
+        else:
+            pickEndDate = endDate
+            
+
+        #items = 'btdate,positionList,cash,positionListValue,totalValue,strategyID'
+        query = "select * from BT.[dbo].BTrecords where strategyID = '%s' and btdate >= '%s'  and btdate <= '%s' order by btdate"%(
+            strategyID,pickStartDate,pickEndDate)
+        #print(query)
+        
+        self.DBcursor.execute(query)
+        #DBcursor.execute('select * from BTrecords')
+        raw = self.DBcursor.fetchall()
+
+        dataList = list()
+        for ll in eval(str(raw)):
+            tempDict = dict()
+            tempDict['btdate'] = ll[5]
+            tempDict['positionList'] = ll[6]
+            tempDict['cash'] = ll[7]
+            tempDict['positionListValue'] = ll[8] 
+            tempDict['totalValue'] = ll[9]
+            dataList.append(tempDict)
+
+        end = start + len(dataList) # tell user how much data will be sent
+
+        mydict = dict()
+        mydict['strategy_id'] = list()
+        mydict['status'] = status
+        mydict['length'] = length
+        mydict['start'] = start
+        mydict['end'] = end
+        mydict['data'] = dataList
+
+
+        #headers = {'Access-Control-Allow-origin':'*','Access-Control-Allow-Methods': 'GET, POST, OPTIONS'} # 跨域访问
+        return http.JSONResponse(mydict,status_code=200, headers={})
+        #return json.dumps(mydict,ensure_ascii=False)
+
+    def serve(self):
+        
+        routes = [
+            Route('/p', "POST", self.strategyParams),
+            Route('/g', "GET", self.strategyResults),
+        ]
+
+        #app = App(routes=routes)
+        #app = App(routes=routes, event_hooks=event_hooks)+
+
+        app = self.CORSMiddleware(
+            origin='*',
+            routes=routes,
+        )
+        app.serve('0.0.0.0',8080,use_debugger=True,use_reloader=True)
+
+if __name__ == "__main__":
+    myserver = clientAPI()
+    myserver.serve()

KYBT/server/clientAPI_deprecated.py

+# encoding: utf-8
+
+from apistar import Route, App
+import redis
+from redisConfig import redisConf,jsonList
+from apistar import http
+import pyodbc
+r = redis.StrictRedis(host=redisConf['host'], port=redisConf['port'])
+import json
+
+
+
+
+#from apistar.frameworks.wsgi import WSGIApp as App
+#from wsgicors import CORS
+
+#class CORSApp(App):
+#    def __call__(self, environ, start_response):
+#        cors = CORS(super().__call__, headers='*', methods='*', maxage='180', origin='*')
+#        return cors(environ, start_response)
+
+"""
+API 设计
+========================================================
+"""
+global DBcnxn,DBcursor
+DBcnxn = pyodbc.connect(DSN = 'TEST')
+DBcursor = DBcnxn.cursor()
+
+# API 接收用户选股参数 post
+
+class CORSMiddleware(App):
+    """Add Cross-origin resource sharing headers to every request."""
+
+    def __init__(self, origin='*', **kwargs):
+        super().__init__(**kwargs)
+        self.origin = origin
+
+    def __call__(self, environ, start_response):
+
+        def add_cors_headers(status, headers, exc_info=None):
+            
+            headers = http.Headers(headers)
+            headers.add("Access-Control-Allow-Origin", self.origin)
+            headers.add("Access-Control-Allow-Headers", "Origin, Content-Type, Authorization")
+            headers.add("Access-Control-Allow-Credentials", "true")
+            headers.add("Access-Control-Allow-Methods", "GET , POST, OPTIONS")
+            
+            return start_response(status, headers.to_list())
+
+        if environ.get("REQUEST_METHOD") == "OPTIONS":
+            #add_cors_headers("200 OK", [("Access-Control-Allow-Origin", "*"),("Access-Control-Allow-Methods","GET, PUT, POST, DELETE")])
+            add_cors_headers("200 OK", [("Best-NBA-player","James")])
+            return [b'200 OK']
+
+        return super().__call__(environ, add_cors_headers)
+
+
+class CustomHeadersHook():
+    def on_response(self, response: http.Response):
+        response.headers['Access-Control-Allow-origin'] = '*'
+        response.headers['Access-Control-Allow-Method'] = 'POST,GET,OPTIONS'
+        return response
+    #def on_request(self, request: http.Request):
+    #    request.headers['Access-Control-Allow-origin'] = '*'
+
+event_hooks = [CustomHeadersHook()]
+
+
+
+def checkDict(mydict):
+    # 需要检查策略ID的唯一性，和数据库中的所有策略对照
+    print('\ncheckDict: ',type(mydict),mydict)
+    
+
+    findStrategyIDCommand = 'select DISTINCT(strategyID) from BT.[dbo].BTrecords'
+    DBcursor.execute(findStrategyIDCommand)
+    raw1 = DBcursor.fetchall()
+    
+    #print('checkDict',type([x[0] for x in raw1]),[x[0] for x in raw1])
+    if mydict['strategyID'] in [x[0] for x in raw1]:
+        print('已经跑过的策略')
+    
+
+
+def strategy_params(request: http.Request)-> http.JSONResponse: #post
+    """接收策略参数"""
+    print('-----------------------------------接收策略参数------------------------------------------------')
+    print('\n...',type(request.body.decode('utf-8')),request.body.decode('utf-8'))
+    print('end')
+    
+    mydict = json.loads(request.body.decode('utf-8'))
+    #print('type of mydict',type(mydict))
+
+    with open('./postedID.txt','a+') as f:
+        f.write(mydict['strategyID']) 
+        f.write('\n')
+
+     
+    if isinstance(mydict,str):
+        mydict = json.loads(mydict)
+    #checkDict(mydict)
+    r.lpush(jsonList, str(mydict)) # myJson is the type of str
+    
+    #headers = {'Access-Control-Allow-origin':'*','Access-Control-Allow-Methods': 'GET, POST, OPTIONS'} # 跨域访问
+    return http.JSONResponse(mydict,status_code=200, headers={})
+    #return str(mydict)
+
+# API2 获取策略的运行结果 get
+
+
+def strategy_results(strategyID,start,end = 0): 
+    '''
+    end 可选
+    """返回策略运行结果"""
+    0 strategyID VARCHAR(255),
+    1 status VARCHAR(255)),
+    2 startDate VARCHAR(255),
+    3 endDate VARCHAR(255),
+    4 length VARCHAR(255),
+    5 btdate VARCHAR(255),
+    6 positionList VARCHAR(255),
+    7 cash VARCHAR(255),
+    8 positionListValue VARCHAR(255),
+    9 totalValue VARCHAR(255),
+    10 tradingDayAPI VARCHAR(8000);
+
+    请求的字段：
+    {
+        "strategy_id": 45534,  //必须
+        "start":0,   //必须，表示请求从第几个周期开始的数据
+        "end":0     //可选，表示请求区间的结束下标 
+    }
+    
+    '''
+
+    qur = "select top 1 * from BT.[dbo].BTrecords where strategyID = '%s' "%(strategyID)
+    #print(qur)
+    DBcursor.execute(qur)
+    raw1 = DBcursor.fetchall()
+
+    if len(eval(str(raw1))) == 0:
+        return http.JSONResponse(json.dumps(None),status_code=200, headers={})
+
+    for l in eval(str(raw1)):
+        length = l[4]
+        startDate = l[2]
+        endDate = l[3]
+        status = l[1]
+        tradingDates = eval(l[10])
+    start = int(start)
+    end = int(end)
+    length = int(length)
+
+    if start <= 0:
+        pickStartDate = startDate
+    elif start < length:
+        pickStartDate = tradingDates[start]
+    else:
+        pickStartDate = endDate
+         
+    if end <= 0:
+        pickEndDate = endDate
+
+    elif end < length:
+        pickEndDate = tradingDates[end] 
+    else:
+        pickEndDate = endDate
+        
+
+    #items = 'btdate,positionList,cash,positionListValue,totalValue,strategyID'
+    query = "select * from BT.[dbo].BTrecords where strategyID = '%s' and btdate >= '%s'  and btdate <= '%s' order by btdate"%(
+        strategyID,pickStartDate,pickEndDate)
+    #print(query)
+    
+    DBcursor.execute(query)
+    #DBcursor.execute('select * from BTrecords')
+    raw = DBcursor.fetchall()
+
+    dataList = list()
+    for ll in eval(str(raw)):
+        tempDict = dict()
+        tempDict['btdate'] = ll[5]
+        tempDict['positionList'] = ll[6]
+        tempDict['cash'] = ll[7]
+        tempDict['positionListValue'] = ll[8] 
+        tempDict['totalValue'] = ll[9]
+        dataList.append(tempDict)
+
+    end = start + len(dataList) # tell user how much data will be sent
+
+    mydict = dict()
+    mydict['strategy_id'] = list()
+    mydict['status'] = status
+    mydict['length'] = length
+    mydict['start'] = start
+    mydict['end'] = end
+    mydict['data'] = dataList
+
+
+    headers = {'Access-Control-Allow-origin':'*','Access-Control-Allow-Methods': 'GET, POST, OPTIONS'} # 跨域访问
+    return http.JSONResponse(mydict,status_code=200, headers={})
+    #return json.dumps(mydict,ensure_ascii=False)
+
+routes = [
+    Route('/p', "POST", strategy_params),
+    Route('/g', "GET", strategy_results),
+]
+
+#app = App(routes=routes)
+#app = App(routes=routes, event_hooks=event_hooks)+
+
+app = CORSMiddleware(
+    origin='*',
+    routes=routes,
+)
+
+if __name__ == "__main__":
+    app.serve('0.0.0.0',8080,use_debugger=True,use_reloader=True)

KYBT/server/readme.md

+# 可视化回测子任务 - 并发队列、交互API、DB
+
+## 开发环境准备
+
+1. 安装redis数据库
+
+windows参考：https://github.com/MicrosoftArchive/redis
+
+
+2. python 3.6.2 + pip install -r requirements.txt
+
+in console
+python api.py run
\ No newline at end of file

KYBT/server/redisConfig.py

+# encoding: utf-8
+
+redisConf = {
+    "host": "localhost",
+    "port": "6379"
+}
+
+jsonList = 'JsonList'  # 队列参数列表

KYBT/server/requirements.txt

+apistar
+json
+pandas
+

KYBT/server/sendDataAPI.py

+# encoding: utf-8
+
+from apistar import Route, App
+import redis
+from redisConfig import redisConf,jsonList
+from apistar import http
+import pyodbc
+import json
+r = redis.StrictRedis(host=redisConf['host'], port=redisConf['port'])
+
+
+"""
+API 设计
+========================================================
+"""
+
+# API 接收用户选股参数 post
+
+def checkDict(mydict):
+    mydict = (mydict)
+    for key in mydict:
+        print('mmm',mydict[key]['stockPicker']['pick'],type(mydict[key]['stockPicker']['pick']))
+        #if mydict[key]['stockPicker']['pick'] == 'true'
+        #if mydict[key]['criteriaDcit']
+    return 
+    
+def strategy_params(request: http.Request)-> http.JSONResponse:
+    """接收策略参数"""
+    #print('-----------------------------------clientAPI------------------------------------------------')
+    
+    mydict = json.loads(str(request.body.decode('utf-8')))
+    checkDict(mydict)
+    r.lpush(jsonList, str(mydict)) # myJson is the type of str
+    return str(mydict)
+
+
+# API2 获取策略的运行结果 get
+def strategy_results(strategyID):
+    """返回策略运行结果"""
+    DBcnxn = pyodbc.connect(DSN = 'TEST',autocommit=True)
+    DBcursor = DBcnxn.cursor()
+    items = 'oneDay,positionList,cash,positionListValue,totalValue,strategyID'
+    DBcursor.execute('select %s from BTrecords items where strategyID = %s'%(items,strategyID))
+    raw = DBcursor.fetchall()
+    print(raw)
+    return raw
+
+routes = [
+    Route('/p', "POST", strategy_params),
+    Route('/g', "GET", strategy_results),
+]
+
+app = App(routes=routes)
+
+
+if __name__ == "__main__":
+    app.serve('0.0.0.0',8080,use_debugger=False)

KYBT/util/kySDK.py

+import ky
+sdk = ky.Api("http://data-api.kuaiyutech.com/api.rpc")
+import datetime
+
+def getIndexPoolFromKy(index):
+    return sdk.get_symbols_by_index(index)
+
+if __name__ == '__main__':
+    pass
\ No newline at end of file

KYBT/util/test.sql

+if not exists(select * from sys.databases where name = 'BT')
+    CREATE database BT;
+
+IF EXISTS (SELECT * FROM BT.INFORMATION_SCHEMA.TABLES WHERE TABLE_NAME = N'BTrecords')
+    create table BT.BTrecords(
+        btdate TEXT,
+        positionList VARCHAR(255),
+        cash VARCHAR(255),
+        positionListValue VARCHAR(255),
+        totalValue VARCHAR(255),
+        strategyID VARCHAR(255) primary key
+    );
+
+Insert into BT.BTrecords (btdate,positionList,positionListValue,totalValue,strategyID) values ('2015-05-05',1,1,1,'3')
+

KYBT/util/testDB.py

+# 这是sql创建DB，table，删除，insert的学习
+
+
+import pyodbc
+DBcnxn = pyodbc.connect(DSN = 'TEST',autocommit=True)
+DBcursor = DBcnxn.cursor()
+
+createDBcommand = \
+'''
+    if not exists(select * from sys.databases where name = N'BT')
+    BEGIN
+        CREATE database BT;
+    END
+'''
+
+createTableCommand = """
+    IF NOT EXISTS (SELECT * FROM BT.INFORMATION_SCHEMA.TABLES WHERE TABLE_NAME = N'BTrecords')
+    begin
+        create table BT.[dbo].BTrecords(
+            btdate VARCHAR(255),
+            positionList VARCHAR(255),
+            cash VARCHAR(255),
+            positionListValue VARCHAR(255),
+            totalValue VARCHAR(255),
+            strategyID VARCHAR(255));
+    end
+    """
+#DBcursor.execute(createCommand)
+
+dropTableCommand = """
+    IF EXISTS (SELECT * FROM BT.INFORMATION_SCHEMA.TABLES WHERE TABLE_NAME = N'BTrecords')
+    begin
+        drop table BT.[dbo].BTrecords;
+    end
+"""
+#DBcursor.execute(dropCommand)
+
+DBcursor.execute(createDBcommand + createTableCommand )
+#print(DBcursor.fetchall())
+
+#insertCommand = "Insert into BT.[dbo].BTrecords (btdate,positionList,cash,positionListValue,totalValue,strategyID) values (%s,%0.2f,%0.2f,%0.2f,%0.2f,%s);"%\
+('2015-05-05',2,1222,32,12312,'1000')
+insertCommand = "INSERT INTO BT.dbo.BTrecords VALUES (%s,%0.0f,%0.2f,%0.2f,%0.2f,%s);"%('2015-05-05',2,1222,32,12312,'1000')
+
+print(insertCommand)
+DBcursor.execute(insertCommand)
+DBcursor.execute('select * from BT.dbo.BTrecords')
+raw = DBcursor.fetchall()
+print(raw)
+
+
+

initRobot.py

+from KYBT import robot  
+import multiprocessing as mp
+
+if __name__ == '__main__': 
+    myRobot = robot.BTRobot()
+    myRobot.turnOn(20)

initWeb.py

+from KYBT.server import clientAPI
+
+if __name__ == "__main__":
+    myserver = clientAPI.clientAPI()
+    myserver.serve()
\ No newline at end of file

postedID.txt

+5
+5
+306179
+5
+403436
+90668
+205596
+191134
+460572
+972725
+57305
+63785
+662441
+128579
+754058
+640397
+718725
+816451
+942501
+5
+5
+5

test/APItester.py

+from KYBT.API import marketValueAPI 
+import logging
+logger = logging.getLogger(__name__)
+logger.setLevel(logging.CRITICAL)
+
+
+myAPI = marketValueAPI.API()
+stockList = myAPI.getHS300Name()
+for stock in stockList:
+    logger.critical(stock)
+
+    myAPI.getMarketValueOneStock('2015-05-05','2016-05-05',stock)
+    
+ 
+
+

test/YMDBtestProcess.py

+# try thread and multiprocess on YMDB
+
+from KYBT.API import marketValueAPI
+
+portforlio = ['600000','000002','600485'] # 'all'|'HS300'|'SZ500'|'SZ50'|['600000','000002',...] 
+portforlio = 'all'
+stockID = '300357'
+startDate = '2014-01-10'
+endDate = '2018-11-01'
+
+sdk = marketValueAPI.API()
+data1 = sdk.getMarketValueOneStock(startDate,endDate,stockID)
+data2 = sdk.getMarketValueOneDay(startDate,portforlio)
+
+
+from multiprocessing import Pool
+import os, time, random
+
+def getData(name):
+    print('Run task %s (%s)...' % (name, os.getpid()))
+    sdk = marketValueAPI.API()
+    data1 = sdk.getMarketValueOneStock(startDate,endDate,stockID)
+    data2 = sdk.getMarketValueOneDay(startDate,portforlio)
+    #print(data2)
+
+def long_time_task(name):
+    print('Run task %s (%s)...' % (name, os.getpid()))
+    start = time.time()
+    time.sleep(random.random() * 3)
+    end = time.time()
+    print('Task %s runs %0.2f seconds.' % (name, (end - start)))
+
+if __name__=='__main__':
+    print('Parent process %s.' % os.getpid())
+    p = Pool()
+    for i in range(5):
+        p.apply_async(long_time_task, args=(i,))
+        #p.apply_async(getData, args=(i,))
+    print('Waiting for all subprocesses done...')
+    p.close()
+    p.join()
+    print('All subprocesses done.')
+
+
+
+

test/YMDBtestThread.py

+# try thread and multiprocess on YMDB
+
+from KYBT.API import marketValueAPI
+
+portforlio = ['600000','000002','600485'] # 'all'|'HS300'|'SZ500'|'SZ50'|['600000','000002',...] 
+portforlio = 'all'
+stockID = '300357'
+startDate = '2014-01-10'
+endDate = '2018-11-01'
+
+sdk = marketValueAPI.API()
+data1 = sdk.getMarketValueOneStock(startDate,endDate,stockID)
+data2 = sdk.getMarketValueOneDay(startDate,portforlio)
+
+
+from multiprocessing import Pool
+import os, time, random
+
+def getData(name):
+    print('Run task %s (%s)...' % (name, os.getpid()))
+    sdk = marketValueAPI.API()
+    data1 = sdk.getMarketValueOneStock(startDate,endDate,stockID)
+    data2 = sdk.getMarketValueOneDay(startDate,portforlio)
+    #print(data2)
+
+def long_time_task(name):
+    print('Run task %s (%s)...' % (name, os.getpid()))
+    start = time.time()
+    time.sleep(random.random() * 3)
+    end = time.time()
+    print('Task %s runs %0.2f seconds.' % (name, (end - start)))
+
+if __name__=='__main__':
+
+    import time, threading
+
+    def process_main():
+        threads = []
+        for i in range(10):
+            t = threading.Thread(target=getData,args=(i,))
+            threads.append(t)
+        for thread in threads:
+            thread.start()
+        for thread in threads:
+            thread.join()
+
+    process_main()
+

test/YMclient.py

+import logging
+logger = logging.getLogger(__name__)
+logger.setLevel(logging.CRITICAL)
+import time
+import requests
+import json
+
+# "stockPicker":{'pick':True,'dateList':['2014-07-01','2014-07-05']},
+# "stockPicker":{'pick':False,'dateList':None},
+strategy1 = \
+{
+    "stockPicker":{'pick':True,'dateList':None},
+    "criteriaDict" : {'存货周转率':['最近一年',None,5],'主营收入同比':['最近一年',None,10],'流动资产':['最近一期',None,100000000]},
+    "portforlio": ['600000'], 
+    "benchmark": 'ZZ500', 
+    "money": 5000000, 
+    "startDate": '2016-04-01', 
+    "endDate": '2018-04-12', 
+    "turnover": 10, 
+    "tradingHabit": "OpenPrice",
+    "status":"init"
+}
+
+inputJson1 = \
+{
+    '1':strategy1 
+}
+
+strategy2 = \
+{
+    "stockPicker":{'pick':True,'dateList':['2015-05-05']},
+    "criteriaDict" : {'存货周转率':['最近一年',5,None],'主营收入同比':['最近一年',50,20],'流动资产':['最近一期',5000000,None]},
+    "portforlio": 'SZ50', 
+    "benchmark": 'ZZ500', 
+    "money": 5000000, 
+    "startDate": '2017-04-01', 
+    "endDate": '2018-04-12', 
+    "turnover": 10, 
+    "tradingHabit": "OpenPrice",
+    "status":"init"
+}
+
+inputJson2 = \
+{
+    '2':strategy2 
+}
+
+strategy3 = \
+{
+    "stockPicker":{'pick':False,'dateList':None},
+    "criteriaDict" : {'存货周转率':['最近一年',None,None],'主营收入同比':['最近一年',None,None],'流动资产':['最近一期',None,None]},
+    "portforlio": 'SZ50', 
+    "benchmark": 'SZ50', 
+    "money": 5000000, 
+    "startDate": '2016-04-01', 
+    "endDate": '2018-04-12', 
+    "turnover": 10, 
+    "tradingHabit": "OpenPrice",
+    "status":"init"
+}
+
+inputJson3 = \
+{
+    '3':strategy3 
+}
+
+
+#jsonList = [inputJson1,inputJson1,inputJson1,inputJson1,inputJson1]
+'''
+jsonList = []
+for i in range(50):
+    jsonList.append(inputJson1)
+'''
+
+jsonList = [inputJson1,inputJson2,inputJson3]
+#jsonList = [inputJson1,inputJson3]
+
+'''
+for json in jsonList:
+    r = requests.post('http://127.0.0.1:8080/post',params = {'myJson':str(json)} ) #
+    print(r.status_code)
+'''
+
+for j in jsonList:
+    r = requests.post('http://office.caisiapp.com:8488/p',json = json.dumps(j,ensure_ascii=False))#
+    print(r.status_code)
+
+

test/exec_clientAPI.bat

+:: to get the clientAPI server running 
+cd D:\Project\YM\BackTesting Frame\KYBT\server
+::python clientAPI.py run --port 8080 --host 0.0.0.0
+python clientAPI.py
+

test/exec_clientAPILocal.bat

+:: to get the clientAPI server running 
+cd D:\Project\YM\BackTesting Frame\KYBT\server
+python clientAPI.py run
+
+

test/exec_redis-cli.bat

+redis-cli
+config set stop-writes-on-bgsave-error no
\ No newline at end of file

test/exec_redis-server.bat

+redis-server
+:: redis-server is running on default when the PC starts
\ No newline at end of file

test/exec_robot.bat

+:: to get the robot running to constantly check the queue
+cd D:\Project\YM\BackTesting Frame\
+python robot.py
+
+

test/kyAPItester.py

+start = '2017-12-20'
+end = '2018-03-20'
+import datetime
+import ky
+sdk = ky.Api("http://data-api.kuaiyutech.com/api.rpc")
+print( 'trading date',sdk.get_trading_dates_by_date_range(end,start, exchange='SHSE')    )  
+print(' ')
+
+
+print( sdk.get_symbols_by_index('SHSE.000905'))
+
+def getMostRecentTradingDayFromKy():
+    end = datetime.datetime.today()
+    start = end - datetime.timedelta(70)
+
+    end = datetime.datetime.strftime(end,'%Y-%m-%d')
+    start = datetime.datetime.strftime(start,'%Y-%m-%d')
+    
+    return sdk.get_trading_dates_by_date_range(end,start,exchange='SHSE')[-1]
+
+print(getMostRecentTradingDayFromKy())
\ No newline at end of file