JXQuant | 该库主要分享 “ 匠芯量化 ” 公众号内的策略源码,更多策略细节请关注微信公众号: “ 匠芯量化 ” (微信搜索公众号 | SQL Database library

 by   kzil88 Python Version: Current License: No License

kandi X-RAY | JXQuant Summary

kandi X-RAY | JXQuant Summary

JXQuant is a Python library typically used in Database, SQL Database applications. JXQuant has no bugs, it has no vulnerabilities and it has low support. However JXQuant build file is not available. You can download it from GitHub.

Init_StockALL_Sp.py —— 【数据采集】利用tushare接口将日线行情存储到本地数据库。 DC.py —— 【数据预处理】将本地存储的日基础行情整合成一份训练集。 SVM.py —— 【SVM建模】对个股用SVM进行建模,训练和预测。 Model_Evaluate.py —— 【模型评估】通过回测+推进式建模的方式对模型进行评估,主要计算查准率Precision,查全率Recall,F1分值,并存入结果表。 Portfolio.py —— 【仓位管理】基于马科维茨投资组合理论,计算一段时间序列内投资组合的风险、仓位配比和夏普率,有市场方向和最佳收益方向两种结果。 Deal.py.py —— 【模拟交易】封装类,用于模拟交易过程中获取最新的资产账户相关数据。 Operator.py —— 【模拟交易】封装函数,用于模拟交易过程中执行买和卖操作。 Cap_Update_daily.py —— 【模拟交易】封装函数,用于在回测过程中,每日更新资产表中相关数据。 Filter.py —— 【策略回测】封装函数,用于在回测过程中,处理一些简单的逻辑(更新持仓天数,买卖顺序等)。 main.py —— 【策略回测】策略的框架,回测的主函数。 stock_my_capital.sql —— 【策略回测】回测主函数里用到的数据库表,可直接导入。资产账单表,表结构在文章内有介绍,该表内含一条初始数据,用于定义初始资金,可根据回测场景自行修改。 stock_stock_index.sql —— 【策略回测】回测主函数里用到的数据库表,可直接导入。大盘行情表,内含部分大盘行情。 stock_model_ev_mid.sql —— 【模型评估】模型评估过程中用到的中间表,用于暂存回测时间序列内的部分数据,并用于最终计算F1分值。 stock_model_ev_resu.sql —— 【模型评估】模型评估的结果表,用于存储股票在某个时间点上的F1分值。 stock_my_stock_pool.sql —— 【策略回测】当前股票资产详情表,主要字段为:持仓股票代码,成交均价,持仓量,持仓天数。 stock_stock_all.sql —— 【策略回测】股票每日行情数据表,包含所有股票的日线行情。 stock_stock_info.sql —— 【策略回测】表的瘦身版,表结构相同,但删除了冗余数据,用于提高回测运行速度。.
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            kandi-support Support

              JXQuant has a low active ecosystem.
              It has 322 star(s) with 192 fork(s). There are 31 watchers for this library.
              OutlinedDot
              It had no major release in the last 6 months.
              There are 7 open issues and 2 have been closed. On average issues are closed in 190 days. There are no pull requests.
              It has a neutral sentiment in the developer community.
              The latest version of JXQuant is current.

            kandi-Quality Quality

              JXQuant has 0 bugs and 20 code smells.

            kandi-Security Security

              JXQuant has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.
              JXQuant code analysis shows 0 unresolved vulnerabilities.
              There are 11 security hotspots that need review.

            kandi-License License

              JXQuant does not have a standard license declared.
              Check the repository for any license declaration and review the terms closely.
              OutlinedDot
              Without a license, all rights are reserved, and you cannot use the library in your applications.

            kandi-Reuse Reuse

              JXQuant releases are not available. You will need to build from source code and install.
              JXQuant has no build file. You will be need to create the build yourself to build the component from source.
              JXQuant saves you 259 person hours of effort in developing the same functionality from scratch.
              It has 628 lines of code, 11 functions and 10 files.
              It has high code complexity. Code complexity directly impacts maintainability of the code.

            Top functions reviewed by kandi - BETA

            kandi has reviewed JXQuant and discovered the below as its top functions. This is intended to give you an instant insight into JXQuant implemented functionality, and help decide if they suit your requirements.
            • Filter stock data
            • Returns the sell price
            • Get price
            • Get portfolio
            Get all kandi verified functions for this library.

            JXQuant Key Features

            No Key Features are available at this moment for JXQuant.

            JXQuant Examples and Code Snippets

            No Code Snippets are available at this moment for JXQuant.

            Community Discussions

            QUESTION

            psql: error: connection to server on socket "/tmp/.s.PGSQL.5432" failed: No such file or directory
            Asked 2022-Apr-04 at 15:46

            Not really sure what caused this but most likely exiting the terminal while my rails server which was connected to PostgreSQL database was closed (not a good practice I know but lesson learned!)

            I've already tried the following:

            1. Rebooting my machine (using MBA M1 2020)
            2. Restarting PostgreSQL using homebrew brew services restart postgresql
            3. Re-installing PostgreSQL using Homebrew
            4. Updating PostgreSQL using Homebrew
            5. I also tried following this link but when I run cd Library/Application\ Support/Postgres terminal tells me Postgres folder doesn't exist, so I'm kind of lost already. Although I have a feeling that deleting postmaster.pid would really fix my issue. Any help would be appreciated!
            ...

            ANSWER

            Answered 2022-Jan-13 at 15:19
            Resetting PostgreSQL

            My original answer only included the troubleshooting steps below, and a workaround. I now decided to properly fix it via brute force by removing all clusters and reinstalling, since I didn't have any data there to keep. It was something along these lines, on my Ubuntu 21.04 system:

            Source https://stackoverflow.com/questions/69754628

            QUESTION

            How to obtain MongoDB version using Golang library?
            Asked 2022-Mar-28 at 05:54

            I am using Go's MongodDB driver (https://pkg.go.dev/go.mongodb.org/mongo-driver@v1.8.0/mongo#section-documentation) and want to obtain the version of the mongoDB server deployed.

            For instance, if it would been a MySQL database, I can do something like below:

            ...

            ANSWER

            Answered 2022-Mar-26 at 08:04

            The MongoDB version can be acquired by running a command, specifically the buildInfo command.

            Using the shell, this is how you could do it:

            Source https://stackoverflow.com/questions/71616694

            QUESTION

            Issue while trying to set enum data type in MySQL database
            Asked 2022-Mar-22 at 07:40

            What am I trying to do?

            Django does not support setting enum data type in mysql database. Using below code, I tried to set enum data type.

            Error Details

            _mysql.connection.query(self, query) django.db.utils.ProgrammingError: (1064, "You have an error in your SQL syntax; check the manual that corresponds to your MariaDB server version for the right syntax to use near 'NOT NULL, created_at datetime(6) NOT NULL, user_id bigint NOT NULL)' at line 1")

            Am I missing anything?

            Enumeration class with all choices

            ...

            ANSWER

            Answered 2021-Sep-29 at 19:39

            You can print out the sql for that migration to see specifically whats wrong, but defining db_type to return "enum" is definitely not the right way to approach it.

            Source https://stackoverflow.com/questions/69365678

            QUESTION

            Unable to resolve service for type Microsoft.EntityFrameworkCore.Diagnostics.IDiagnosticsLogger
            Asked 2022-Mar-18 at 09:52

            I am having difficulties to scaffold an existing MySQL database using EF core. I have added the required dependencies as mentioned in the oracle doc:

            ...

            ANSWER

            Answered 2021-Dec-12 at 10:11

            I came across the same issue trying to scaffold an existing MySQL database. It looks like the latest version of MySql.EntityFrameworkCore (6.0.0-preview3.1) still uses the EFCore 5.0 libraries and has not been updated to EFCore 6.0.

            It also seems Microsoft.EntityFrameworkCore.Diagnostics was last implemented in EFCore 5 and removed in 6.

            When I downgraded all the packages to the 5 version level, I was able to run the scaffold command without that error.

            Source https://stackoverflow.com/questions/70224907

            QUESTION

            Should I close an RDS Proxy connection inside an AWS Lambda function?
            Asked 2022-Mar-16 at 16:03

            I'm using Lambda with RDS Proxy to be able to reuse DB connections to a MySQL database.

            Should I close the connection after executing my queries or leave it open for the RDS Proxy to handle?

            And if I should close the connection, then what's the point of using an RDS Proxy in the first place?

            Here's an example of my lambda function:

            ...

            ANSWER

            Answered 2021-Dec-11 at 18:10
            TDLR: always close database connections

            The RDS proxy sits between your application and the database & should not result in any application change other than using the proxy endpoint.

            Should I close the connection after executing my queries or leave it open for the RDS Proxy to handle?

            You should not leave database connections open regardless of if you use or don't use a database proxy.

            Connections are a limited and relatively expensive resource.

            The rule of thumb is to open connections as late as possible & close DB connections as soon as possible. Connections that are not explicitly closed might not be added or returned to the pool. Closing database connections is being a good database client.

            Keep DB resources tied up with many open connections & you'll find yourself needing more vCPUs for your DB instance which then results in a higher RDS proxy price tag.

            And if I should close the connection, then what's the point of using an RDS Proxy in the first place?

            The point is that your Amazon RDS Proxy instance maintains a pool of established connections to your RDS database instances for you - it sits between your application and your RDS database.

            The proxy is not responsible for closing local connections that you make nor should it be.

            It is responsible for helping by managing connection multiplexing/pooling & sharing automatically for applications that need it.

            An example of an application that needs it is clearly mentioned in the AWS docs:

            Many applications, including those built on modern serverless architectures, can have a large number of open connections to the database server, and may open and close database connections at a high rate, exhausting database memory and compute resources.

            To prevent any doubt, also feel free to check out an AWS-provided example that closes connections here (linked to from docs), or another one in the AWS Compute Blog here.

            Source https://stackoverflow.com/questions/70317250

            QUESTION

            PostgreSQL conditional select throwing error
            Asked 2022-Feb-13 at 22:21

            I have a PostgreSQL database hosted on Heroku which is throwing me this error that I can't wrap my head around.

            ...

            ANSWER

            Answered 2022-Feb-13 at 22:21

            AUTOINCREMENT is not a valid option for CREATE TABLE in Postgres

            You can use SERIAL or BIGSERIAL:

            Source https://stackoverflow.com/questions/71105172

            QUESTION

            How to programmatically detect auto failover on AWS mysql aurora?
            Asked 2022-Feb-04 at 12:22

            Our stack is nodejs with MySQL we're using MySQL connections pooling our MySQL database is managed on AWS aurora . in case of auto failover the master DB is changed the hostname stays the same but the connections inside the pool stays connected to the wrong DB. The only why we found in order to reset the connection is to roll our servers.

            this is a demonstration of a solution I think could solve this issue but I prefer a solution without the set interval

            ...

            ANSWER

            Answered 2022-Feb-04 at 12:22

            Instead of manually monitoring the DB health, as you have also hinted, ideally we subscribe to failover events published by AWS RDS Aurora.

            There are multiple failover events listed here for the DB cluster: Amazon RDS event categories and event messages

            You can use and test to see which one of them is the most reliable in your use case for triggering poolCluster.end() though.

            Source https://stackoverflow.com/questions/70861875

            QUESTION

            System.NotSupportedException: Character set 'utf8mb3' is not supported by .Net Framework
            Asked 2022-Jan-27 at 00:12

            I am trying to run a server with a MySQL Database, however I keep getting this huge error and I am not sure why.

            ...

            ANSWER

            Answered 2021-Aug-11 at 14:38

            Maybe a solution. Source : https://dba.stackexchange.com/questions/8239/how-to-easily-convert-utf8-tables-to-utf8mb4-in-mysql-5-5

            Change your CHARACTER SET AND COLLATE to utf8mb4.

            For each database:

            Source https://stackoverflow.com/questions/68645324

            QUESTION

            Debugging a Google Dataflow Streaming Job that does not work expected
            Asked 2022-Jan-26 at 19:14

            I am following this tutorial on migrating data from an oracle database to a Cloud SQL PostreSQL instance.

            I am using the Google Provided Streaming Template Datastream to PostgreSQL

            At a high level this is what is expected:

            1. Datastream exports in Avro format backfill and changed data into the specified Cloud Bucket location from the source Oracle database
            2. This triggers the Dataflow job to pickup the Avro files from this cloud storage location and insert into PostgreSQL instance.

            When the Avro files are uploaded into the Cloud Storage location, the job is indeed triggered but when I check the target PostgreSQL database the required data has not been populated.

            When I check the job logs and worker logs, there are no error logs. When the job is triggered these are the logs that logged:

            ...

            ANSWER

            Answered 2022-Jan-26 at 19:14

            This answer is accurate as of 19th January 2022.

            Upon manual debug of this dataflow, I found that the issue is due to the dataflow job is looking for a schema with the exact same name as the value passed for the parameter databaseName and there was no other input parameter for the job using which we could pass a schema name. Therefore for this job to work, the tables will have to be created/imported into a schema with the same name as the database.

            However, as @Iñigo González said this dataflow is currently in Beta and seems to have some bugs as I ran into another issue as soon as this was resolved which required me having to change the source code of the dataflow template job itself and build a custom docker image for it.

            Source https://stackoverflow.com/questions/70703277

            QUESTION

            move Odoo large database (1.2TB)
            Asked 2022-Jan-14 at 16:59

            I have to move a large Odoo(v13) database almost 1.2TB(DATABASE+FILESTORE), I can't use the UI for that(keeps loading for 10h+ without a result) and I dont want to only move postgresql database so I need file store too, What should I do? extract db and copy past the filestore folder? Thanks a lot.

            ...

            ANSWER

            Answered 2022-Jan-14 at 16:59

            You can move database and filestore separately. Move your Odoo PostgreSQL database with normal Postgres backup/restore cycle (not the Odoo UI backup/restore), this will copy the database to your new server. Then move your Odoo filestore to new location as filesystem level copy. This is enough to get the new environment running.

            I assume you mean moving to a new server, not just moving to a new location on same filesystem on the same server.

            Source https://stackoverflow.com/questions/70713796

            Community Discussions, Code Snippets contain sources that include Stack Exchange Network

            Vulnerabilities

            No vulnerabilities reported

            Install JXQuant

            You can download it from GitHub.
            You can use JXQuant like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.

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