使用Python实现构建量化小程序_Python

1 数据获取

量化数据接口有很多，有tushare、alltick、xtquant等等。本文使用的是akshare库，它是开源的财经数据库，不仅包含股票、期货、期权、外汇、基金等常见的金融数据，还包括能源、事件、舆情和艺人指数这类不常见但可能影响市场行为的其他数据，可以说是目前市面上免费接口里最全的一个。

以获取深市a股历史日线数据为例，首先获取深市a股的股票信息：

import akshare as ak
stock_info = ak.stock_info_sz_name_code()
stock_info.to_excel('stock_code.xlsx')

2 应用架构

本应用基于dash框架、开源组件库feffery_antd_components与akshare金融数据接口开发的轻量级应用。app.py中进行应用对象的实例化，并构建应用的初始化页面内容；setting.css进行前端界面样式的调整；data储存的是深交所a股信息。

- demo
- data
- stock_code.xlsx
- assets
- setting.css
- app.py

3 应用启动

安装好当前项目依赖库，然后直接在终端执行python app.py即可启动应用，按照控制台提示的信息，浏览器访问本地http://127.0.0.1:8050地址即可访问应用。

4 代码

# app.py
import pandas as pd
import dash
from pyecharts import options as opts
import akshare as ak
from dash import dash, html, dcc, callback, output, input, state
import dash_bootstrap_components as dbc
from pyecharts.charts import kline
import feffery_antd_components as fac


# 应用实例化
app = dash(
    __name__,
    title='量化小应用',
    update_title='加载中...',
    assets_url_path='assets/setting.css'
)

app.layout = fac.antdspace([
    dcc.store(storage_type='local', id='stock-code-store', data=pd.read_excel('data\stock_code.xlsx', dtype={'a股代码': 'str'}).to_dict('records')),
    fac.antdflex([
        fac.antdicon(icon='antd-right', style={'color': '#0069d9'}),
        fac.antdtext('股票历史日线数据查询', classname='header')
    ]),
    fac.antdflex([
        fac.antdflex([
            '股票代码：',
            dcc.dropdown(
                id='stock-dropdown',
                multi=false,
                searchable=true,
                value='000001',
                placeholder='股票代码',
                style={'width': '100px'}
            ),
        ], align='center', gap='small'),
        fac.antdflex([
            '日期：',
            fac.antddaterangepicker(
                placeholder=['选择开始日期', '选择结束日期'],
                id='stock-dropdown datepicker',
                size='middle',
                prefix=fac.antdicon(icon='antd-calendar')
            ),
        ], gap='small'),
        fac.antdbutton(
            '搜索',
            type='primary',
            id='stock-dropdown btn',
            loadingchildren="查询中",
        ),
    ], align='center', gap='large'),
    fac.antdcard(
        title='收益概述',
        headstyle={'background': 'rgba(0, 0, 0, 0.3)', 'text-align': 'left'},
        id='card-content',
        classname='card'
    ),
], classname='container')


@app.callback(
    output('stock-dropdown', 'options'),
    input('stock-code-store', 'data')
)
def code_info(data):
    data = pd.dataframe(data)
    data['a股代码'] = data['a股代码'].astype('str')
    options = [
        {'label': x, 'value': 'sz' + y}
        for x, y in zip(data['a股代码'], data['a股代码'])
    ]
    return options


@app.callback(
    output('card-content', 'children'),
     input('stock-dropdown btn', 'nclicks'),
    [state('stock-code-store', 'data'),
     state('stock-dropdown', 'value'),
     state('stock-dropdown datepicker', 'value')],
    running=[(output('stock-dropdown btn', "loading"), true, false)],
)
def update(nclicks, data, value, date):
    stock_info = pd.dataframe(data)

    stock_info = stock_info[stock_info['a股代码'] == value[2:]].to_dict('records')
    title = stock_info[0]['a股简称'] + '(sz:' + stock_info[0]['a股代码'] + ')'

    result = ak.stock_zh_a_daily(symbol=value, start_date=date[0], end_date=date[1])
    result.rename(columns={'open': '开盘价', 'close': '收盘价', 'low': '最低', 'high': '最高'}, inplace=true)
    fig = (
        kline(init_opts=opts.initopts(width='1200px', height='300px'))
        .add_xaxis(list(result['date']))
        .add_yaxis(series_name='k线', y_axis=result[['开盘价', '收盘价', '最低', '最高']].values.tolist(),
                   itemstyle_opts=opts.itemstyleopts(color='rgb(192, 51, 47)', color0='green'))
        .set_global_opts(
            title_opts=opts.titleopts(title=f'{date[0]}-{date[1]}日k线'),
            yaxis_opts=opts.axisopts(name='单位净值（元）', min_=result[['开盘价', '收盘价', '最低', '最高']].min().min(), max_=result[['开盘价', '收盘价', '最低', '最高']].max().max()),
            tooltip_opts=opts.tooltipopts(trigger='axis', axis_pointer_type='cross', formatter='{b}: {c}', border_color='#ccc', background_color='rgba(245, 245, 245, 0.8)'),
            datazoom_opts=opts.datazoomopts(is_show=true, range_start=result['date'].min(), range_end=result['date'].max()),
        )
        .set_series_opts(
            markpoint_opts=opts.markpointopts(data=[opts.markpointitem(type_='max', name='最高价', value=result['最高'].max()), opts.markpointitem(type_='min', name='最低价', value=result['最低'].min())], symbol='pin'),
            splitline_opts=opts.splitareaopts(is_show=true),
            linestyle_opts=opts.linestyleopts(type_='dashed', color='lightgrey'),
        )
    )
    fig.render('kline.html')

    card_layout = [
        fac.antdrow(title, classname='card-content title', wrap=true),
        fac.antdrow([
            fac.antdcol([
                fac.antdtext('最高：', classname='card-content index'),
                fac.antdtext(result['最高'].max(), classname='card-content value', style={'color': 'red'})
            ]),
            fac.antdcol([
                fac.antdtext('最低：', classname='card-content index'),
                fac.antdtext(result['最低'].max(), classname='card-content value', style={'color': 'green'})
            ]),
            fac.antdcol([
                fac.antdtext(f'成交量：{str(result['volume'].sum())}手', classname='card-content index'),]),
            fac.antdcol([
                fac.antdtext(f'成交额：{str(result['amount'].sum())}元', classname='card-content index'),]),
        ], gutter=20),
        html.iframe(
            srcdoc=open('kline.html', 'r').read(),
            style={
               'height': 300,
               'width': '100%',
               'align': 'center'
            }
        )
    ]
    return card_layout


if __name__ == '__main__':
    app.run(debug=false)

/* setting.css*/
html,body {
    background-color: #ffffff;
    color: #000000;
    text-align: center !important;
    margin: 1%;
    padding: 1%;
    font-family: 'sans ser-if';
}

.container {
    display: grid;
    width: 1200px;
}

/* 标题样式 */
.header {
    font-size: 18px;
    font-weight: bold;
}

/* 卡片样式 */
.card {
    width: 1400px;
}

.ant-card-body {
    display: flex;
    flex-direction: column;
}

.card-content {

}
.title {
    font-size: 24px;
    font-weight: bold;
}
.index {
    font-size: 12px;
    font-weight: bold;
}
.value {
    font-weight: bold;
}