Config log for api server

Author: foolcage

src/zvt/factors/algorithm.py

@@ -234,7 +234,7 @@ def __init__(self, windows=None, vol_windows=None, kdata_overlap=0) -> None:
 
     def transform(self, input_df) -> pd.DataFrame:
         for window in self.windows:
-            col = "ma{}".format(window)
+            col = f"ma{window}"
             self.indicators.append(col)
 
             ma_df = input_df["close"].groupby(level=0).rolling(window=window, min_periods=window).mean()
@@ -243,7 +243,6 @@ def transform(self, input_df) -> pd.DataFrame:
 
         for vol_window in self.vol_windows:
             col = "vol_ma{}".format(vol_window)
-            self.indicators.append(col)
 
             vol_ma_df = input_df["volume"].groupby(level=0).rolling(window=vol_window, min_periods=vol_window).mean()
             vol_ma_df = vol_ma_df.reset_index(level=0, drop=True)

src/zvt/factors/factor_service.py

@@ -4,8 +4,8 @@
 from zvt.api import kdata as kdata_api
 from zvt.contract import zvt_context
 from zvt.domain import Stock
-from zvt.factors.technical_factor import TechnicalFactor
 from zvt.factors.factor_models import FactorRequestModel, KdataRequestModel
+from zvt.factors.technical_factor import TechnicalFactor
 from zvt.trader import TradingSignalType
 from zvt.utils.pd_utils import pd_is_not_null
 
@@ -20,13 +20,7 @@ def query_kdata(kdata_request_model: KdataRequestModel):
         adjust_type=kdata_request_model.adjust_type,
     )
     if pd_is_not_null(kdata_df):
-        #     entity_id: str
-        #     code: str
-        #     name: str
-        #     level: IntervalLevel = Field(default=IntervalLevel.LEVEL_1DAY)
-        #     data: List[float]
-        kdata_df["timestamp"] = pd.to_datetime(kdata_df["timestamp"])
-        kdata_df["timestamp"] = kdata_df["timestamp"].astype(int) // 10 ** 9
+        kdata_df["timestamp"] = kdata_df["timestamp"].apply(lambda x: int(x.timestamp()))
         kdata_df["data"] = kdata_df.apply(
             lambda x: x[
                 ["timestamp", "open", "high", "low", "close", "volume", "turnover", "change_pct", "turnover_rate"]
@@ -40,7 +34,6 @@ def query_kdata(kdata_request_model: KdataRequestModel):
             datas=("data", lambda data: list(data)),
         )
         df = df.reset_index(drop=False)
-        print(df)
         return df.to_dict(orient="records")
 
 

src/zvt/factors/ma/ma_factor.py

@@ -228,9 +228,80 @@ def compute_result(self):
         filter_result = filter_up & s & filter_turnover
 
         self.result_df = filter_result.to_frame(name="filter_result")
+        # self.result_df = self.result_df.replace(False, None)
 
 
 class CrossMaVolumeFactor(VolumeUpMaFactor):
+    def __init__(
+        self,
+        entity_schema: Type[TradableEntity] = Stock,
+        provider: str = None,
+        entity_provider: str = None,
+        entity_ids: List[str] = None,
+        exchanges: List[str] = None,
+        codes: List[str] = None,
+        start_timestamp: Union[str, pd.Timestamp] = None,
+        end_timestamp: Union[str, pd.Timestamp] = None,
+        columns: List = None,
+        filters: List = None,
+        order: object = None,
+        limit: int = None,
+        level: Union[str, IntervalLevel] = IntervalLevel.LEVEL_1DAY,
+        category_field: str = "entity_id",
+        time_field: str = "timestamp",
+        keep_window: int = None,
+        keep_all_timestamp: bool = False,
+        fill_method: str = "ffill",
+        effective_number: int = None,
+        accumulator: Accumulator = None,
+        need_persist: bool = False,
+        only_compute_factor: bool = False,
+        factor_name: str = None,
+        clear_state: bool = False,
+        only_load_factor: bool = False,
+        adjust_type: Union[AdjustType, str] = None,
+        windows=[5, 10, 250],
+        vol_windows=None,
+        turnover_threshold=300000000,
+        turnover_rate_threshold=0.02,
+        up_intervals=40,
+        over_mode="and",
+    ) -> None:
+        super().__init__(
+            entity_schema,
+            provider,
+            entity_provider,
+            entity_ids,
+            exchanges,
+            codes,
+            start_timestamp,
+            end_timestamp,
+            columns,
+            filters,
+            order,
+            limit,
+            level,
+            category_field,
+            time_field,
+            keep_window,
+            keep_all_timestamp,
+            fill_method,
+            effective_number,
+            accumulator,
+            need_persist,
+            only_compute_factor,
+            factor_name,
+            clear_state,
+            only_load_factor,
+            adjust_type,
+            windows,
+            vol_windows,
+            turnover_threshold,
+            turnover_rate_threshold,
+            up_intervals,
+            over_mode,
+        )
+
     def compute_result(self):
         # 均线多头排列
         cols = [f"ma{window}" for window in self.windows]
@@ -241,23 +312,21 @@ def compute_result(self):
             current_col = col
 
         filter_se = filter_se & (self.factor_df["turnover"] > self.turnover_threshold)
-
-        print(self.factor_df[filter_se])
         self.result_df = filter_se.to_frame(name="filter_result")
+        # self.result_df = self.result_df.replace(False, None)
 
 
 if __name__ == "__main__":
 
-    factor = VolumeUpMaFactor(
+    factor = CrossMaVolumeFactor(
         entity_provider="em",
         provider="em",
         entity_ids=["stock_sz_000338"],
         start_timestamp="2020-01-01",
         end_timestamp=now_pd_timestamp(),
         need_persist=False,
     )
-    selected = factor.get_targets(timestamp="2021-12-30")
-    print(selected)
+    factor.drawer().draw(show=True)
 
 
 # the __all__ is generated

src/zvt/factors/macd/macd_factor.py

@@ -28,7 +28,7 @@ def compute_result(self):
 
 
 class KeepBullFactor(BullFactor):
-    keep_window = 20
+    keep_window = 10
 
     def compute_result(self):
         super().compute_result()
@@ -61,12 +61,8 @@ def compute_result(self):
 
 
 if __name__ == "__main__":
-    f = BullFactor(provider="em", entity_provider="em", entity_ids=["stock_sz_000338"])
-    print(f.data_df)
-    f.update_entity_ids(["stock_sz_000338", "stock_sh_600000"])
-    f.move_on()
-    print(f.data_df)
-
+    f = GoldCrossFactor(provider="em", entity_provider="em", entity_ids=["stock_sz_000338"])
+    f.drawer().draw(show=True)
 
 # the __all__ is generated
 __all__ = ["MacdFactor", "BullFactor", "KeepBullFactor", "LiveOrDeadFactor", "GoldCrossFactor"]

src/zvt/resources/log_conf.yaml

@@ -0,0 +1,42 @@
+version: 1
+disable_existing_loggers: False
+formatters:
+  default:
+    # "()": uvicorn.logging.DefaultFormatter
+    format: '%(asctime)s  %(levelname)s  %(threadName)s  %(message)s'
+  access:
+    # "()": uvicorn.logging.AccessFormatter
+    format: '%(asctime)s  %(levelname)s  %(threadName)s  %(message)s'
+handlers:
+  default:
+    formatter: default
+    class: logging.StreamHandler
+    stream: ext://sys.stderr
+  file:
+    class: logging.handlers.RotatingFileHandler
+    formatter: default
+    filename: server.log
+    maxBytes: 524288000
+    level: INFO
+    backupCount: 10
+  access:
+    formatter: access
+    class: logging.StreamHandler
+    stream: ext://sys.stdout
+loggers:
+  uvicorn.error:
+    level: INFO
+    handlers:
+      - default
+    propagate: no
+  uvicorn.access:
+    level: INFO
+    handlers:
+      - access
+    propagate: no
+root:
+  level: INFO
+  handlers:
+    - default
+    - file
+  propagate: no

src/zvt/server.py

@@ -1,10 +1,13 @@
 # -*- coding: utf-8 -*-
+import os
+
 import uvicorn
 from fastapi import FastAPI
 from fastapi.middleware.cors import CORSMiddleware
 from fastapi.responses import ORJSONResponse
 from fastapi_pagination import add_pagination
 
+from zvt import zvt_env
 from zvt.rest.data import data_router
 from zvt.rest.factor import factor_router
 from zvt.rest.trading import trading_router
@@ -37,4 +40,5 @@ async def root():
 
 
 if __name__ == "__main__":
-    uvicorn.run("server:app", host="0.0.0.0", reload=True, port=8090)
+    log_config = os.path.join(zvt_env["resource_path"], "log_conf.yaml")
+    uvicorn.run("server:app", host="0.0.0.0", reload=True, port=8090, log_config=log_config)

src/zvt/tag/tag_service.py

@@ -366,7 +366,7 @@ def query_stock_tag_stats(query_stock_tag_stats_model: QueryStockTagStatsModel):
             return_type="domain",
         )
         if not datas:
-            return None
+            return []
 
         target_date = datas[0].timestamp
 

src/zvt/trading/trading_service.py

@@ -116,7 +116,10 @@ def query_tag_quotes(query_tag_quote_model: QueryTagQuoteModel):
         limit=1,
         return_type="domain",
     )
-    entity_ids = stock_pools[0].entity_ids
+    if stock_pools:
+        entity_ids = stock_pools[0].entity_ids
+    else:
+        entity_ids = None
 
     tag_df = StockTags.query_data(
         entity_ids=entity_ids,
@@ -237,7 +240,8 @@ def build_query_stock_quote_setting(build_query_stock_quote_setting_model: Build
 
 
 if __name__ == "__main__":
-    print(query_tag_quotes(QueryTagQuoteModel(stock_pool_name="main_line", main_tags=["低空经济", "半导体", "化工", "消费电子"])))
+    print(query_tag_quotes(QueryTagQuoteModel(stock_pool_name="all", main_tags=["低空经济", "半导体", "化工", "消费电子"])))
+    print(query_stock_quotes(QueryStockQuoteModel(stock_pool_name="all", main_tag="半导体")))
 
 # the __all__ is generated
 __all__ = [