├── .gitignore ├── .idea ├── inspectionProfiles │ └── Project_Default.xml ├── misc.xml ├── modules.xml ├── rqalpha-data.iml └── vcs.xml ├── LICENSE ├── MANIFEST.in ├── README.md ├── requirements.txt ├── rqalpha_data ├── VERSION.txt ├── __init__.py ├── datasource.py ├── datetime_utils.py ├── demo.py └── quant_utils.py ├── setup.cfg └── setup.py /.gitignore: -------------------------------------------------------------------------------- 1 | # Byte-compiled / optimized / DLL files 2 | __pycache__/ 3 | *.py[cod] 4 | *$py.class 5 | 6 | # C extensions 7 | *.so 8 | 9 | # Distribution / packaging 10 | .Python 11 | env/ 12 | build/ 13 | develop-eggs/ 14 | dist/ 15 | downloads/ 16 | eggs/ 17 | .eggs/ 18 | lib/ 19 | lib64/ 20 | parts/ 21 | sdist/ 22 | var/ 23 | wheels/ 24 | *.egg-info/ 25 | .installed.cfg 26 | *.egg 27 | 28 | # PyInstaller 29 | # Usually these files are written by a python script from a template 30 | # before PyInstaller builds the exe, so as to inject date/other infos into it. 31 | *.manifest 32 | *.spec 33 | 34 | # Installer logs 35 | pip-log.txt 36 | pip-delete-this-directory.txt 37 | 38 | # Unit test / coverage reports 39 | htmlcov/ 40 | .tox/ 41 | .coverage 42 | .coverage.* 43 | .cache 44 | nosetests.xml 45 | coverage.xml 46 | *.cover 47 | .hypothesis/ 48 | 49 | # Translations 50 | *.mo 51 | *.pot 52 | 53 | # Django stuff: 54 | *.log 55 | local_settings.py 56 | 57 | # Flask stuff: 58 | instance/ 59 | .webassets-cache 60 | 61 | # Scrapy stuff: 62 | .scrapy 63 | 64 | # Sphinx documentation 65 | docs/_build/ 66 | 67 | # PyBuilder 68 | target/ 69 | 70 | # Jupyter Notebook 71 | .ipynb_checkpoints 72 | 73 | # pyenv 74 | .python-version 75 | 76 | # celery beat schedule file 77 | celerybeat-schedule 78 | 79 | # SageMath parsed files 80 | *.sage.py 81 | 82 | # dotenv 83 | .env 84 | 85 | # virtualenv 86 | .venv 87 | venv/ 88 | ENV/ 89 | 90 | # Spyder project settings 91 | .spyderproject 92 | .spyproject 93 | 94 | # Rope project settings 95 | .ropeproject 96 | 97 | # mkdocs documentation 98 | /site 99 | 100 | # mypy 101 | .mypy_cache/ 102 | -------------------------------------------------------------------------------- /.idea/inspectionProfiles/Project_Default.xml: -------------------------------------------------------------------------------- 1 | 2 | 3 | 22 | -------------------------------------------------------------------------------- /.idea/misc.xml: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | ApexVCS 5 | 6 | 7 | -------------------------------------------------------------------------------- /.idea/modules.xml: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | -------------------------------------------------------------------------------- /.idea/rqalpha-data.iml: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 11 | -------------------------------------------------------------------------------- /.idea/vcs.xml: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 5 | 6 | -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | MIT License 2 | 3 | Copyright (c) 2017 SixQuant 4 | 5 | Permission is hereby granted, free of charge, to any person obtaining a copy 6 | of this software and associated documentation files (the "Software"), to deal 7 | in the Software without restriction, including without limitation the rights 8 | to use, copy, modify, merge, publish, distribute, sublicense, and/or sell 9 | copies of the Software, and to permit persons to whom the Software is 10 | furnished to do so, subject to the following conditions: 11 | 12 | The above copyright notice and this permission notice shall be included in all 13 | copies or substantial portions of the Software. 14 | 15 | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR 16 | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, 17 | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE 18 | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER 19 | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, 20 | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE 21 | SOFTWARE. 22 | -------------------------------------------------------------------------------- /MANIFEST.in: -------------------------------------------------------------------------------- 1 | include requirements.txt 2 | include rqalpha_data/VERSION.txt 3 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # RQAlpha-Data 2 | 3 | [![PyPI Version](https://img.shields.io/pypi/v/rqalpha-data.svg)](https://pypi.python.org/pypi/rqalpha-data) 4 | 5 | ## Overview 6 | A utility for RQAlpha to directly use data. 7 | 8 | 不需要在回测里而是直接调用 RQAlpha 的数据。 9 | 10 | 11 | 12 | 对 history_bars 函数进行一定包装后变成 get_bars 函数，以便直接在 Jupyter 中直接使用！ 13 | 14 | 匆忙写就，欢迎各位提问题以便改进它，当然更欢迎给我加个 Star。 15 | 16 | 最终效果： 17 | 18 | ![img](https://pic3.zhimg.com/50/v2-6cdf9e049c3d738cace34500537008ee.jpg) 19 | 20 | ### 常用的函数： 21 | 22 | * is_trading_date 判断是否是交易日 23 | 24 | * get_trading_dates - 交易日列表 25 | 26 | * get_previous_trading_date - 上一交易日 27 | 28 | * get_next_trading_date - 下一交易日 29 | 30 | * is_suspended - 全天停牌判断 31 | 32 | * is_st_stock - ST股判断​ 33 | 34 | * get_prev_close 35 | 36 | * get_bar 和RQAlpha兼容 37 | 38 | * history 和RQAlpha兼容 39 | 40 | * history_bars 和RQAlpha兼容 41 | 42 | * get_bars 推荐使用 43 | 44 | （注意：如果中间有停牌日期，则自动跳过，保证最后数据行数为 bar_count = 5 个） 45 | 46 | | field | 字段名 | 47 | | -------------- | ---- | 48 | | open | 开盘价 | 49 | | high | 最高价 | 50 | | low | 最低价 | 51 | | close | 收盘价 | 52 | | volume | 成交量 | 53 | | total_turnover | 成交额 | 54 | | datetime | 时间 | 55 | 56 | 57 | 58 | ``` 59 | get_bars(order_book_id, 60 | dt, 61 | bar_count=1, 62 | frequency='1d', 63 | fields=None, 64 | skip_suspended=True, 65 | include_now=False, 66 | adjust_type='pre', 67 | adjust_orig=None, 68 | convert_to_dataframe=False) 69 | ``` 70 | 71 | ## Install 72 | 73 | #### Install rqalpha 74 | ```bash 75 | $ pip install rqalpha 76 | ``` 77 | 78 | #### Install rqalpha-data 79 | ```bash 80 | $ pip install rqalpha-data 81 | ``` 82 | 83 | ## Quick Start 84 | 85 | ### 数据更新 86 | 87 | 如果第一次使用或想要更新数据，请调用 update 方法 88 | 89 | ```python 90 | from rqalpha_data import datasource 91 | datasource.update() 92 | ``` 93 | 94 | ### get_bars 95 | 96 | 1. 获取单支股票，返回格式为数组 97 | 98 | ```python 99 | from rqalpha_data import * 100 | 101 | df = get_bars('600469.XSHG', '2017-11-01', 5, fields=['datetime', 'open', 'close']) 102 | print(df) 103 | ``` 104 | 105 | 输出（注意：如果中间有停牌日期，则自动跳过，保证最后数据行数为 bar_count = 5 个） 106 | 107 | ```python 108 | [(20171025000000L, 8.09, 8.16) (20171026000000L, 8.16, 8.18) 109 | (20171027000000L, 8.17, 8.11) (20171030000000L, 8.11, 7.98) 110 | (20171101000000L, 7.88, 7.44)] 111 | ``` 112 | 113 | 114 | 115 | 2. 获取单支股票，返回格式为DataFrame 116 | 117 | ```python 118 | from rqalpha_data import * 119 | 120 | df = get_bars('600469.XSHG', '2017-11-01', 5, fields=['datetime', 'open', 'close'], convert_to_dataframe=True) 121 | print(df) 122 | ``` 123 | 124 | 输出（注意：如果中间有停牌日期，则自动跳过，保证最后数据行数为 bar_count = 5 个） 125 | 126 | ```python 127 | open close 128 | 129 | 2017-10-25 8.09 8.16 130 | 2017-10-26 8.16 8.18 131 | 2017-10-27 8.17 8.11 132 | 2017-10-30 8.11 7.98 133 | 2017-11-01 7.88 7.44 134 | ``` 135 | 136 | 137 | 138 | ### 如何在 Jupyter 中使用 rqalpha 进行回测 139 | 有的朋友可能不知道如何在 Jupyter 中使用 rqalpha 进行回测 140 | 141 | 1. 用 %reload_ext rqalpha 命令加载 %%rqalpha命令 142 | 143 | 2. 用 %%rqalpha 命令运行回测 144 | 145 | ![img](https://pic1.zhimg.com/50/v2-8ce420194c0627d5eff59913c0b513f0.jpg) 146 | 147 | ## License 148 | 149 | [MIT](https://tldrlegal.com/license/mit-license) 150 | 151 | -------------------------------------------------------------------------------- /requirements.txt: -------------------------------------------------------------------------------- 1 | numpy 2 | pandas 3 | rqalpha 4 | -------------------------------------------------------------------------------- /rqalpha_data/VERSION.txt: -------------------------------------------------------------------------------- 1 | 0.0.7 2 | -------------------------------------------------------------------------------- /rqalpha_data/__init__.py: -------------------------------------------------------------------------------- 1 | #!/usr/bin/env python 2 | # -*- coding: utf-8 -*- 3 | # 4 | 5 | # ================================================= 6 | # disable rqalpha better_exceptions: WARNING: better_exceptions will only inspect code from the command line 7 | import sys 8 | if hasattr(sys, 'ps1'): 9 | orig_sys_ps1 = sys.ps1 10 | del sys.ps1 11 | import better_exceptions 12 | sys.ps1 = orig_sys_ps1 13 | # ================================================= 14 | 15 | from .datasource import * 16 | from .datetime_utils import * 17 | from .quant_utils import * 18 | -------------------------------------------------------------------------------- /rqalpha_data/datasource.py: -------------------------------------------------------------------------------- 1 | # -*- coding: UTF-8 -*- 2 | 3 | import os 4 | import datetime 5 | import pandas as pd 6 | from rqalpha.data.data_proxy import DataProxy 7 | from rqalpha.utils.datetime_func import convert_int_to_datetime 8 | 9 | from rqalpha_data.datetime_utils import to_date_object 10 | from rqalpha_data.quant_utils import to_order_book_id 11 | 12 | 13 | class DataSource(DataProxy): 14 | """ 15 | 直接使用RQAlpha的全部数据 16 | """ 17 | 18 | def __init__(self, data_bundle_path=None): 19 | default_bundle_path = os.path.abspath(os.path.expanduser('~/.rqalpha')) 20 | if data_bundle_path is None: 21 | data_bundle_path = default_bundle_path 22 | else: 23 | data_bundle_path = os.path.abspath(os.path.join(data_bundle_path, '.')) 24 | 25 | data_bundle_path = data_bundle_path + '/bundle' 26 | 27 | self._data_bundle_path = data_bundle_path 28 | 29 | # basic_system_log.debug('rqalpha data bundle path: ' + data_bundle_path) 30 | if not os.path.exists(data_bundle_path): 31 | self.update(skip_last_date_check=True) 32 | 33 | from rqalpha.data.base_data_source import BaseDataSource 34 | data_source = BaseDataSource(data_bundle_path) 35 | super(DataSource, self).__init__(data_source) 36 | 37 | self._last_date_date = None 38 | self.get_data_last_date() 39 | # basic_system_log.debug('rqalpha data bundle date: ' + self._last_date_date.strftime('%Y-%m-%d')) 40 | 41 | def get_data_last_date(self): 42 | """返回最新数据日期""" 43 | if self._last_date_date is not None: 44 | return self._last_date_date 45 | 46 | d = self._data_source 47 | 48 | instrument = self.instruments('000001.XSHG') 49 | raw = d._all_day_bars_of(instrument) 50 | df = pd.DataFrame.from_dict(raw) 51 | df['datetime'] = df['datetime'].map(lambda x: pd.to_datetime(str(x)[:8])) 52 | 53 | self._last_date_date = df['datetime'].max().date() 54 | 55 | del df, raw, instrument, d 56 | 57 | return self._last_date_date 58 | 59 | def get_last_trading_day(self): 60 | """返回最后交易日期""" 61 | date = datetime.date.today() 62 | while not self.is_trading_date(date): 63 | date = date + datetime.timedelta(days=-1) 64 | return date 65 | 66 | def update(self, skip_last_date_check=False): 67 | """ 68 | 更新最新的远程数据到本地 69 | """ 70 | if not skip_last_date_check: 71 | last_trading_day = self.get_last_trading_day() 72 | 73 | data_bundle_path = self._data_bundle_path 74 | if os.path.exists(data_bundle_path): 75 | date = self.get_data_last_date() 76 | if date == last_trading_day: 77 | return date # 数据已经是最新无需下载 78 | # basic_system_log.debug('need update data bundle to ' + date.strftime('%Y-%m-%d')) 79 | 80 | data_bundle_path = self._data_bundle_path 81 | data_bundle_path = data_bundle_path[:len(data_bundle_path) - len('/bundle')] 82 | from rqalpha import main 83 | main.update_bundle(data_bundle_path=data_bundle_path) 84 | 85 | if not skip_last_date_check: 86 | date = self.get_data_last_date() 87 | return date 88 | 89 | def get_bar(self, order_book_id, dt, frequency='1d'): 90 | order_book_id = to_order_book_id(order_book_id) 91 | dt = to_date_object(dt) 92 | return super(DataSource, self).get_bar(order_book_id=order_book_id, dt=dt, frequency=frequency) 93 | 94 | def history_bars(self, 95 | order_book_id, 96 | bar_count, 97 | frequency, 98 | field, 99 | dt, 100 | skip_suspended=True, include_now=False, 101 | adjust_type='pre', adjust_orig=None): 102 | order_book_id = to_order_book_id(order_book_id) 103 | dt = to_date_object(dt) 104 | bars = super(DataSource, self).history_bars(order_book_id=order_book_id, 105 | bar_count=bar_count, 106 | frequency=frequency, 107 | field=field, 108 | dt=dt, 109 | skip_suspended=skip_suspended, 110 | include_now=include_now, 111 | adjust_type=adjust_type, 112 | adjust_orig=adjust_orig) 113 | return bars 114 | 115 | def get_bars(self, 116 | order_book_id, 117 | dt, 118 | bar_count=1, 119 | frequency='1d', 120 | fields=None, 121 | skip_suspended=True, 122 | include_now=False, 123 | adjust_type='pre', 124 | adjust_orig=None, 125 | convert_to_dataframe=False): 126 | order_book_id = to_order_book_id(order_book_id) 127 | dt = to_date_object(dt) 128 | 129 | if fields is None: 130 | fields = ['datetime', 'open', 'high', 'low', 'close', 'volume', 'total_turnover'] 131 | 132 | bars = super(DataSource, self).history_bars(order_book_id=order_book_id, 133 | bar_count=bar_count, 134 | frequency=frequency, 135 | field=fields, 136 | dt=dt, 137 | skip_suspended=skip_suspended, 138 | include_now=include_now, 139 | adjust_type=adjust_type, 140 | adjust_orig=adjust_orig) 141 | if convert_to_dataframe: 142 | df = pd.DataFrame.from_dict(bars) 143 | if 'datetime' in df.columns: 144 | df['datetime'] = df['datetime'].map(lambda x: convert_int_to_datetime(x)) 145 | df.set_index('datetime', inplace=True) 146 | df.index.name = '' 147 | return df 148 | 149 | return bars 150 | 151 | 152 | datasource = DataSource() 153 | 154 | 155 | def is_trading_date(date): 156 | datasource.is_trading_date(date) 157 | 158 | 159 | def get_bar(order_book_id, dt, frequency='1d'): 160 | return datasource.get_bar(order_book_id=order_book_id, dt=dt, frequency=frequency) 161 | 162 | 163 | def history_bars( 164 | order_book_id, 165 | bar_count, 166 | frequency, 167 | field, 168 | dt, 169 | skip_suspended=True, 170 | include_now=False, 171 | adjust_type='pre', 172 | adjust_orig=None): 173 | return datasource.history_bars(order_book_id=order_book_id, 174 | bar_count=bar_count, 175 | frequency=frequency, 176 | field=field, 177 | dt=dt, 178 | skip_suspended=skip_suspended, 179 | include_now=include_now, 180 | adjust_type=adjust_type, 181 | adjust_orig=adjust_orig) 182 | 183 | 184 | def get_bars(order_book_id, 185 | dt, 186 | bar_count=1, 187 | frequency='1d', 188 | fields=None, 189 | skip_suspended=True, 190 | include_now=False, 191 | adjust_type='pre', 192 | adjust_orig=None, 193 | convert_to_dataframe=False): 194 | return datasource.get_bars(order_book_id=order_book_id, 195 | bar_count=bar_count, 196 | dt=dt, 197 | frequency=frequency, 198 | fields=fields, 199 | skip_suspended=skip_suspended, 200 | include_now=include_now, 201 | adjust_type=adjust_type, 202 | adjust_orig=adjust_orig, 203 | convert_to_dataframe=convert_to_dataframe) 204 | -------------------------------------------------------------------------------- /rqalpha_data/datetime_utils.py: -------------------------------------------------------------------------------- 1 | # -*- coding: UTF-8 -*- 2 | 3 | import datetime 4 | import numpy as np 5 | 6 | 7 | def to_date_object(date): 8 | """ 9 | 转换字符串或日期时间对象为日期对象（直接忽略时分秒部分） 10 | :param date: 11 | :return: 12 | """ 13 | if date is None: 14 | return None 15 | 16 | if isinstance(date, datetime.datetime): 17 | return date.date() 18 | 19 | if isinstance(date, datetime.date): 20 | return date 21 | 22 | date = to_time_object(date) 23 | date = date.date() 24 | 25 | return date 26 | 27 | 28 | def to_time_object(dt): 29 | """ 30 | 转换字符串或日期时间对象为时间对象 31 | :param dt: 32 | :return: 33 | """ 34 | if dt is None: 35 | return None 36 | 37 | adjust_time_zone = False 38 | 39 | if isinstance(dt, str): 40 | n = len(dt) 41 | if 8 == n: 42 | fmt = '%Y%m%d' 43 | elif 10 == n: 44 | pos = dt.find('/') 45 | if -1 == pos: 46 | fmt = '%Y-%m-%d' if 4 == dt.find('-') else '%m-%d-%Y' 47 | elif 4 == pos: 48 | fmt = '%Y/%m/%d' 49 | else: 50 | fmt = '%m/%d/%Y' 51 | elif n > 4 and dt[n - 4:] == ' GMT': 52 | fmt = '%a, %d %b %Y %H:%M:%S GMT' 53 | adjust_time_zone = True # 需要调整时区，一般 HTTP 请求头里用 GMT 时间表示 54 | else: 55 | fmt = '%Y-%m-%d %H:%M:%S' 56 | dt = datetime.datetime.strptime(dt, fmt) 57 | 58 | # 需要调整时区 59 | if adjust_time_zone: 60 | dt = dt + datetime.timedelta(seconds=-datetime.time.timezone) 61 | elif isinstance(dt, np.datetime64): 62 | dt = datetime.datetime.fromtimestamp(dt.astype('O') / 1e9) 63 | elif isinstance(dt, datetime.datetime): 64 | pass 65 | elif isinstance(dt, datetime.date): 66 | dt = datetime.datetime(dt.year, dt.month, dt.day) 67 | else: 68 | raise TypeError('date type error! ' + str(type(dt))) 69 | 70 | return dt 71 | 72 | 73 | def to_date_str_fmt(date, fmt): 74 | """ 75 | 转换为日期字符串 76 | :param date: 77 | :param fmt: 78 | :return: 79 | """ 80 | if date is None: 81 | return "" 82 | 83 | date = to_date_object(date) 84 | return date.strftime(fmt) 85 | 86 | 87 | def to_date_str(date): 88 | """转换为日期字符串 %Y-%m-%d 89 | :param date: 90 | :return: 91 | """ 92 | return to_date_str_fmt(date, '%Y-%m-%d') 93 | 94 | 95 | def to_date_str_short(date): 96 | """转换为日期字符串 %Y%m%d 97 | :param date: 98 | :return: 99 | """ 100 | return to_date_str_fmt(date, '%Y%m%d') 101 | 102 | 103 | def to_datetime_str_fmt(dt, fmt): 104 | """ 105 | 转换为日期时间字符串 106 | :param dt: 107 | :param fmt: 108 | :return: 109 | """ 110 | if dt is None: 111 | return "" 112 | 113 | dt = to_time_object(dt) 114 | return dt.strftime(fmt) 115 | 116 | 117 | def to_datetime_str(dt): 118 | """转换为日期字符串 %Y-%m-%d %H:%M:%S 119 | :param dt: 120 | :return: 121 | """ 122 | return to_datetime_str_fmt(dt, '%Y-%m-%d %H:%M:%S') 123 | -------------------------------------------------------------------------------- /rqalpha_data/demo.py: -------------------------------------------------------------------------------- 1 | # -*- coding: UTF-8 -*- 2 | 3 | if __name__ == '__main__': 4 | from rqalpha_data import * 5 | 6 | # df = get_bar('000001.XSHG', '2017-11-24') 7 | df = get_bars('600469.XSHG', '2017-11-01', 5, fields=['datetime', 'open', 'close']) 8 | df = get_bars('600469.XSHG', '2017-11-01', 5, convert_to_dataframe=True) 9 | # df = get_bars('600469.XSHG', '2017-11-01', 5, fields=['open', 'close'], convert_to_dataframe=True) 10 | print(df) 11 | 12 | # df = get_bars('000001.XSHG', 2, '2017-11-24') 13 | # print(df) 14 | 15 | 16 | -------------------------------------------------------------------------------- /rqalpha_data/quant_utils.py: -------------------------------------------------------------------------------- 1 | # -*- coding: UTF-8 -*- 2 | 3 | 4 | def to_order_book_id(stocks): 5 | """增加股票代码后缀, 对应 to_pure_code() 6 | 兼容米宽的代码 7 | order_book_id 证券代码 8 | 证券的独特的标识符。应以'.XSHG'或'.XSHE'结尾，前者代表上证，后者代表深证 9 | """ 10 | if not isinstance(stocks, str): 11 | rs = [] 12 | for stock in stocks: 13 | rs.append(to_order_book_id(stock)) 14 | return rs 15 | 16 | stock = stocks 17 | if len(stock) == 11: 18 | return stock 19 | 20 | c = stock[:1] 21 | if c == '0' or c == '3': 22 | return stock + '.XSHE' 23 | elif c == '6': 24 | return stock + '.XSHG' 25 | else: 26 | raise NameError(stock) 27 | 28 | 29 | def to_pure_code(order_book_id): 30 | """返回去除后缀后的股票代码, 对应 to_order_book_id() 31 | 兼容米宽的代码 32 | order_book_id 证券代码 33 | 证券的独特的标识符。应以'.XSHG'或'.XSHE'结尾，前者代表上证，后者代表深证 34 | """ 35 | if not isinstance(order_book_id, str): 36 | rs = [] 37 | for stock in order_book_id: 38 | rs.append(to_pure_code(stock)) 39 | return rs 40 | 41 | stock = order_book_id 42 | if len(stock) == 6: 43 | return stock 44 | 45 | return stock[:6] 46 | -------------------------------------------------------------------------------- /setup.cfg: -------------------------------------------------------------------------------- 1 | [egg_info] 2 | tag_build = 3 | tag_date = 0 4 | 5 | -------------------------------------------------------------------------------- /setup.py: -------------------------------------------------------------------------------- 1 | #!/usr/bin/env python 2 | # -*- coding: utf-8 -*- 3 | # 4 | 5 | import sys 6 | from os.path import dirname, join 7 | from pip.req import parse_requirements 8 | 9 | from setuptools import ( 10 | find_packages, 11 | setup, 12 | ) 13 | 14 | with open(join(dirname(__file__), 'rqalpha_data/VERSION.txt'), 'rb') as f: 15 | version = f.read().decode('ascii').strip() 16 | 17 | requirements = [str(ir.req) for ir in parse_requirements(join(dirname(__file__), "requirements.txt"), session=False)] 18 | 19 | setup( 20 | name='rqalpha-data', 21 | version=version, 22 | description='A utility for RQAlpha to directly use data', 23 | packages=find_packages(exclude=[]), 24 | author='sixquant', 25 | author_email='public@sixquant.com', 26 | license='MIT', 27 | url='https://github.com/sixquant/rqalpha-data', 28 | keywords='RiceQuant RQAlpha finance data', 29 | install_requires=requirements, 30 | classifiers=['Development Status :: 3 - Alpha', 31 | 'Programming Language :: Python', 32 | 'Operating System :: Microsoft :: Windows', 33 | 'Operating System :: Unix', 34 | 'Programming Language :: Python :: 2.7', 35 | 'Programming Language :: Python :: 3.4', 36 | 'Programming Language :: Python :: 3.5', 37 | 'Programming Language :: Python :: 3.6', 38 | 'License :: OSI Approved :: MIT License', 39 | ], 40 | ) 41 | --------------------------------------------------------------------------------