base on A股自动选股程序，实现了海龟交易法则、缠中说禅牛市买点，以及其他若干种技术形态 ## Sequoia选股系统 ### 简介 本程序使用[AKShare接口](https://github.com/akfamily/akshare)，从东方财富获取数据。 本程序实现了若干种选股策略，大家可以自行选择其中的一到多种策略组合使用，参见[work_flow.py](https://github.com/sngyai/Sequoia/blob/master/work_flow.py#L28-L38)，也可以实现自己的策略。 各策略中的`end_date`参数主要用于回测。 ## 准备工作: ### 环境&依赖管理 推荐使用 Miniconda来进行 Python 环境管理 [Miniconda — conda documentation](https://docs.conda.io/en/latest/miniconda.html) 安装 conda 后，切换到项目专属环境进行配置，例如： ``` conda create -n sequoia39 python=3.9 conda activate sequoia39 ``` ### 根据不同的平台安装TA-Lib程序 * Mac OS X (x86_64) ``` $ brew install ta-lib # conda 环境下 可直接执行 $ conda install -c conda-forge ta-lib ``` * Mac OS X (arm64) 需要特殊说明的是 M1 芯片的 Mac OS 很多库和依赖都需要基于 arm64 来构建。 所以，这里首先需要确认安装的 homebrew 是 arm 版本，如果之前安装的 homebrew 是 x86 版本，推荐重装 homebrew。 1. 删除老版本 homebrew （如果之前安装的是 x86版本 homebrew，重装前需要删除） ``` sudo rm -rf /usr/local/.git rm -rf ~/Library/Caches/Homebrew rm -rf /usr/local/Homebrew ``` 2. 安装/重装 arm64 版本 homebrew ``` /bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/HEAD/install.sh)" ``` 3. homebrew 初始化 ``` vim ~/.zshrc # 加入到系统环境变量 export PATH=/opt/homebrew/bin:$PATH source ~/.zshrc # 确认版本信息 brew config ``` 4. 过程中遇到问题的参考解决办法 - [macos - zsh problem: compinit:503: no such file or directory: /usr/local/share/zsh/site-functions/_brew - Stack Overflow](https://stackoverflow.com/questions/65747286/zsh-problem-compinit503-no-such-file-or-directory-usr-local-share-zsh-site) - [The required file "libmini_racer.dylib" can't be found in mac M1 · Issue #143 · sqreen/PyMiniRacer](https://github.com/sqreen/PyMiniRacer/issues/143) - [Installing python tables on mac with m1 chip - Stack Overflow](https://stackoverflow.com/questions/65839750/installing-python-tables-on-mac-with-m1-chip) 5. 经过以上步骤后，可以开始继续安装 `ta-lib` 了。 参考 - [TA-Lib · PyPI](https://pypi.org/project/TA-Lib/) - [说说 talib(ta-lib) 这个技术指标库，各系统怎么最轻松安装 ta-lib - 知乎](https://zhuanlan.zhihu.com/p/546720500) 以下是完整的操作命令示例： ``` # 操作示例 # 1. 创建专属 python 环境 conda create -n sequoia39 python=3.9 conda activate sequoia39 # 2. 安装 ta-lib 库 arch -arm64 brew install ta-lib export TA_INCLUDE_PATH="$(brew --prefix ta-lib)/include" export TA_LIBRARY_PATH="$(brew --prefix ta-lib)/lib" python3.9 -m pip install --no-cache-dir ta-lib # 3. 验证是否安装成功 python -c "import talib; print(talib.__version__)" ``` * Windows 下载 [ta-lib-0.4.0-msvc.zip](http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-msvc.zip)，解压到 ``C:\ta-lib`` * Linux 下载 [ta-lib-0.4.0-src.tar.gz](http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz) : ``` $ untar and cd $ ./configure --prefix=/usr $ make $ sudo make install ``` ### 推荐使用Python3.8以上以及pip3 ### Python 依赖: ``` pip install -r requirements.txt ``` ### 更新akshare数据接口 本项目已切换至akshare数据接口，该项目更新频率较高，使用前建议检查接口更新 ``` pip install akshare --upgrade ``` ### 生成配置文件 ``` cp config.yaml.example config.yaml ``` ## 运行 ### 本地运行 ``` $ python main.py ``` 运行结果查看 logs 目录下生成的日志文件 格式为 `logs/sequoia-$YEAR-$MONTH-$DAY-$HOUR-$MINUTE-$SECOND.log` 如：`logs/sequoia-2023-03-03-20-47-56.log` ### 服务器端运行 #### 定时任务 服务器端运行需要改为定时任务，共有两种方式： 1. 使用Python schedule定时任务 * 将[config.yaml](config.yaml.example)中的`cron`配置改为`true`，`push`.`enable`改为`true` 2. 使用crontab定时任务 * 保持[config.yaml](config.yaml.example)中的`cron`配置为***false***，`push`.`enable`为`true` * [安装crontab](https://www.digitalocean.com/community/tutorials/how-to-use-cron-to-automate-tasks-ubuntu-1804) * `crontab -e` 添加如下内容(服务器端安装了miniconda3)： ```bash SHELL=/bin/bash PATH=/usr/bin:/bin:/home/ubuntu/miniconda3/bin/ # m h dom mon dow command 0 3 * * 1-5 source /home/ubuntu/miniconda3/bin/activate python3.10; python3 /home/ubuntu/Sequoia/main.py >> /home/ubuntu/Sequoia/sequoia.log; source /home/ubuntu/miniconda3/bin/deactivate ``` #### 微信推送 使用[WxPusher](https://wxpusher.zjiecode.com/docs/#/)实现了微信推送，用户需要自行获取[wxpusher_token](https://wxpusher.zjiecode.com/docs/#/?id=%e8%8e%b7%e5%8f%96apptoken)和[wxpusher_uid](https://wxpusher.zjiecode.com/docs/#/?id=%e8%8e%b7%e5%8f%96uid)，并配置到`config.yaml`中去。 ## 如何回测 修改[config.yaml](config.yaml.example)中`end_date`为指定日期，格式为`'YYYY-MM-DD'`，如： ``` end = '2019-06-17' ``` ", Assign "at most 3 tags" to the expected json: {"id":"12280","tags":[]} "only from the tags list I provide: [{"id":77,"name":"3d"},{"id":89,"name":"agent"},{"id":17,"name":"ai"},{"id":54,"name":"algorithm"},{"id":24,"name":"api"},{"id":44,"name":"authentication"},{"id":3,"name":"aws"},{"id":27,"name":"backend"},{"id":60,"name":"benchmark"},{"id":72,"name":"best-practices"},{"id":39,"name":"bitcoin"},{"id":37,"name":"blockchain"},{"id":1,"name":"blog"},{"id":45,"name":"bundler"},{"id":58,"name":"cache"},{"id":21,"name":"chat"},{"id":49,"name":"cicd"},{"id":4,"name":"cli"},{"id":64,"name":"cloud-native"},{"id":48,"name":"cms"},{"id":61,"name":"compiler"},{"id":68,"name":"containerization"},{"id":92,"name":"crm"},{"id":34,"name":"data"},{"id":47,"name":"database"},{"id":8,"name":"declarative-gui "},{"id":9,"name":"deploy-tool"},{"id":53,"name":"desktop-app"},{"id":6,"name":"dev-exp-lib"},{"id":59,"name":"dev-tool"},{"id":13,"name":"ecommerce"},{"id":26,"name":"editor"},{"id":66,"name":"emulator"},{"id":62,"name":"filesystem"},{"id":80,"name":"finance"},{"id":15,"name":"firmware"},{"id":73,"name":"for-fun"},{"id":2,"name":"framework"},{"id":11,"name":"frontend"},{"id":22,"name":"game"},{"id":81,"name":"game-engine "},{"id":23,"name":"graphql"},{"id":84,"name":"gui"},{"id":91,"name":"http"},{"id":5,"name":"http-client"},{"id":51,"name":"iac"},{"id":30,"name":"ide"},{"id":78,"name":"iot"},{"id":40,"name":"json"},{"id":83,"name":"julian"},{"id":38,"name":"k8s"},{"id":31,"name":"language"},{"id":10,"name":"learning-resource"},{"id":33,"name":"lib"},{"id":41,"name":"linter"},{"id":28,"name":"lms"},{"id":16,"name":"logging"},{"id":76,"name":"low-code"},{"id":90,"name":"message-queue"},{"id":42,"name":"mobile-app"},{"id":18,"name":"monitoring"},{"id":36,"name":"networking"},{"id":7,"name":"node-version"},{"id":55,"name":"nosql"},{"id":57,"name":"observability"},{"id":46,"name":"orm"},{"id":52,"name":"os"},{"id":14,"name":"parser"},{"id":74,"name":"react"},{"id":82,"name":"real-time"},{"id":56,"name":"robot"},{"id":65,"name":"runtime"},{"id":32,"name":"sdk"},{"id":71,"name":"search"},{"id":63,"name":"secrets"},{"id":25,"name":"security"},{"id":85,"name":"server"},{"id":86,"name":"serverless"},{"id":70,"name":"storage"},{"id":75,"name":"system-design"},{"id":79,"name":"terminal"},{"id":29,"name":"testing"},{"id":12,"name":"ui"},{"id":50,"name":"ux"},{"id":88,"name":"video"},{"id":20,"name":"web-app"},{"id":35,"name":"web-server"},{"id":43,"name":"webassembly"},{"id":69,"name":"workflow"},{"id":87,"name":"yaml"}]" returns me the "expected json"