import requests,json

# 获取六个月内的每天累计收益率
def get_return_rate_six_month(gid, cookie):
    headers = {
        'authority': 'tc.xueqiu.com',
        'sec-ch-ua': '" Not A;Brand";v="99", "Chromium";v="96", "Google Chrome";v="96"',
        'accept': 'application/json, text/plain, */*',
        'sec-ch-ua-mobile': '?0',
        'user-agent': 'Mozilla/5.0 (Windows NT 6.1; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/96.0.4664.45 Safari/537.36',
        'sec-ch-ua-platform': '"Windows"',
        'origin': 'https://xueqiu.com',
        'sec-fetch-site': 'same-site',
        'sec-fetch-mode': 'cors',
        'sec-fetch-dest': 'empty',
        'referer': 'https://xueqiu.com/performance',
        'accept-language': 'zh-CN,zh;q=0.9,en;q=0.8,zh-TW;q=0.7',
        'cookie': cookie,
    }

    params = ( 
        ('gid', gid),  
        ('period', '6m'), # 每次取最大就行, 时间再长不给返回每天的累计收益率...
        ('market', 'ALL'),
    )

    response = requests.get('https://tc.xueqiu.com/tc/snowx/MONI/forchart/roa.json', headers=headers, params=params)
    content = json.loads(response.text)
    return content['result_data']['list']

res= pd.DataFrame()
gid = 'your gid'
cookie = 'your cookies'
data = get_return_rate(gid)
for element in data:
    value_dict = dict()
    value_dict['return_rate'] = element['value']
    value_dict['date'] = element['date']  
    res= ers.append(value_dict, ignore_index = True)
res.head()


# 获取每天的累积收益率
def get_accum_rate_each_day(gid, cookie):
    headers = {
        'authority': 'tc.xueqiu.com',
        'sec-ch-ua': '" Not A;Brand";v="99", "Chromium";v="96", "Google Chrome";v="96"',
        'accept': 'application/json, text/plain, */*',
        'sec-ch-ua-mobile': '?0',
        'user-agent': 'Mozilla/5.0 (Windows NT 6.1; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/96.0.4664.45 Safari/537.36',
        'sec-ch-ua-platform': '"Windows"',
        'origin': 'https://xueqiu.com',
        'sec-fetch-site': 'same-site',
        'sec-fetch-mode': 'cors',
        'sec-fetch-dest': 'empty',
        'referer': 'https://xueqiu.com/performance',
        'accept-language': 'zh-CN,zh;q=0.9,en;q=0.8,zh-TW;q=0.7',
        'cookie': cookie,
    }

    params = (
        ('gid', gid),
    )

    response = requests.get('https://tc.xueqiu.com/tc/snowx//MONI/performances.json', headers=headers, params=params)

    response.encoding = "utf-8"
    content = json.loads(response.text)
    if content['msg'] == '请求超时，请检查网络并重试':
        print("请求错误...需要更新 cookies... ")
        return

    accum_rate = content['result_data']['performances'][1]['accum_rate']
    return accum_rate

value = get_accum_rate_each_day(gid, cookie)

import requests
import json

# 使用前需要替换 cookie 和 组合 id, 怎么找见下边截图/链接
cookie = your_cookies
group_id = yout_group_id

# 持仓查询函数
def hold_stock():
    headers = {
        ‘authority’: ‘tc.xueqiu.com’,
        ‘sec-ch-ua’: ‘” Not A;Brand”;v=“99”, “Chromium”;v=“96”, “Google Chrome”;v=“96”’,
        ‘accept’: ‘application/json, text/plain, */*’,
    #    ‘accept’: ‘application/json, charset=UTF-8’,
        ‘sec-ch-ua-mobile’: ‘?0’,
        ‘user-agent’: ‘Mozilla/5.0 (Windows NT 6.1; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/96.0.4664.45 Safari/537.36’,
        ‘sec-ch-ua-platform’: ‘”Windows”’,
        ‘origin’: ‘https://xueqiu.com’,
        ‘sec-fetch-site’: ‘same-site’,
        ‘sec-fetch-mode’: ‘cors’,
        ‘sec-fetch-dest’: ‘empty’,
        ‘referer’: ‘https://xueqiu.com/performance’,
        ‘accept-language’: ‘zh-CN,zh;q=0.9,en;q=0.8,zh-TW;q=0.7’,
        ‘cookie’: cookie,
    }

    params = (
        (‘gid’, group_id),
    )
    response = requests.get(‘https://tc.xueqiu.com/tc/snowx//MONI/performances.json’, headers=headers, params=params)
    response.encoding = “utf-8”
    content = json.loads(response.text)
    res_stock = content[‘result_data’][‘performances’][1][‘list’]
    res_asset = content[‘result_data’][‘performances’][1][‘assets’]
    return res_asset, res_stock

# 交易函数
def trade(direction, date, comment, stock_code, price, shares, tax_rate):
    headers = {
        ‘authority’: ‘tc.xueqiu.com’,
        ‘sec-ch-ua’: ‘” Not A;Brand”;v=“99”, “Chromium”;v=“96”, “Google Chrome”;v=“96”’,
        ‘accept’: ‘application/json, text/plain, */*’,
        ‘content-type’: ‘application/x-www-form-urlencoded’,
        ‘sec-ch-ua-mobile’: ‘?0’,
        ‘user-agent’: ‘Mozilla/5.0 (Windows NT 6.1; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/96.0.4664.45 Safari/537.36’,
        ‘sec-ch-ua-platform’: ‘”Windows”’,
        ‘origin’: ‘https://xueqiu.com’,
        ‘sec-fetch-site’: ‘same-site’,
        ‘sec-fetch-mode’: ‘cors’,
        ‘sec-fetch-dest’: ‘empty’,
        ‘referer’: ‘https://xueqiu.com/performance’,
        ‘accept-language’: ‘zh-CN,zh;q=0.9,en;q=0.8,zh-TW;q=0.7’,
        ‘cookie’: cookie,
    }
    data = {
      ‘type’: direction, # 1 是买 2 是卖
      ‘date’: date,
      ‘comment’: comment, # 备注
      ‘gid’: group_id,
      ‘symbol’: stock_code,
      ‘price’: price,
      ‘shares’: shares,
      ‘tax_rate’: tax_rate, # 卖是千一, 买是 0
      ‘commission_rate’: ‘0.1’, # 买卖都是万一

    }
    response = requests.post(‘https://tc.xueqiu.com/tc/snowx/MONI/transaction/add.json’, headers=headers, data=data)

import requests
headers = {
    'authority': 'tc.xueqiu.com',
    'sec-ch-ua': '" Not A;Brand";v="99", "Chromium";v="96", "Google Chrome";v="96"',
    'accept': 'application/json, text/plain, */*',
    'content-type': 'application/x-www-form-urlencoded',
    'sec-ch-ua-mobile': '?0',
    'user-agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/96.0.4664.110 Safari/537.36',
    'sec-ch-ua-platform': '"macOS"',
    'origin': 'https://xueqiu.com',
    'sec-fetch-site': 'same-site',
    'sec-fetch-mode': 'cors',
    'sec-fetch-dest': 'empty',
    'referer': 'https://xueqiu.com/performance',
    'accept-language': 'zh-CN,zh;q=0.9,en;q=0.8,ja;q=0.7,zh-TW;q=0.6',
    'cookie': 'your cookie here',
}

data = {
  'type': '1', # 1是买，2是卖
  'date': '2021-12-15',
  'gid': '4383054580870984',
  'symbol': 'SZ002714',
  'price': '9.49',
  'shares': '100',
  'tax_rate': '0',
  'commission_rate': '0.1'
}

response = requests.post('https://tc.xueqiu.com/tc/snowx/MONI/transaction/add.json', headers=headers, data=data)

import os,re
 
from selenium import webdriver #引入自动化登录模块
import time,datetime #时间模块
import json
import requests #抓取信息
import random
from selenium.webdriver.common.by import By #引入定位寻找模块
from selenium.webdriver.common.keys import Keys #引入键盘动作模块
from selenium.webdriver import ActionChains #引入鼠标行为模块
 
 
# 微信公众号账号
user=""
#公众号密码
password=""
#设置要爬取的公众号列表
gzlist=['彭博环球财经']
#保存的结果文件地址
fileName="articles.xls"

#登录微信公众号，获取登录之后的cookies信息，并保存到本地文本中
def weChat_login():
    #定义一个空的字典，存放cookies内容
    post={}
 
    #用webdriver启动谷歌浏览器
    print("启动浏览器，打开微信公众号登录界面")
    #CHROME_DRIVER=r"F:\\chromedriver.exe"
    op = webdriver.ChromeOptions()
    # macos 使用的语句
    driver = webdriver.Chrome(options=op)
    #driver = webdriver.Chrome(executable_path=CHROME_DRIVER)
    #driver.set_window_position(0,0)
    #driver.maximize_window()
    #打开微信公众号登录页面
    driver.get('https://mp.weixin.qq.com/')
    #等待5秒钟
    time.sleep(10)
    print("正在输入微信公众号登录账号和密码......")
    driver.find_element_by_xpath("./*//a[@class='login__type__container__select-type']").click() #鼠标放到使用账号密码登录键上
     
    #清空账号框中的内容
    driver.find_element_by_xpath('//*[@id="header"]/div[2]/div/div/div[1]/form/div[1]/div[1]/div/span/input').clear()
    #自动填入登录用户名
    driver.find_element_by_xpath('//*[@id="header"]/div[2]/div/div/div[1]/form/div[1]/div[1]/div/span/input').send_keys(user)
    #清空密码框中的内容
    driver.find_element_by_xpath('//*[@id="header"]/div[2]/div/div/div[1]/form/div[1]/div[2]/div/span/input').clear()
    #自动填入登录密码
    driver.find_element_by_xpath('//*[@id="header"]/div[2]/div/div/div[1]/form/div[1]/div[2]/div/span/input').send_keys(password)
 
     
    #自动点击登录按钮进行登录
    driver.find_element_by_xpath('//*[@id="header"]/div[2]/div/div/div[1]/form/div[4]/a').click()
    # 拿手机扫二维码！
    print("请拿手机扫码二维码登录公众号")
    time.sleep(20)
    print("登录成功")
    #重新载入公众号登录页，登录之后会显示公众号后台首页，从这个返回内容中获取cookies信息
    driver.get('https://mp.weixin.qq.com/')
    #获取cookies
    cookie_items = driver.get_cookies()
 
    #获取到的cookies是列表形式，将cookies转成json形式并存入本地名为cookie的文本中
    for cookie_item in cookie_items:
        post[cookie_item['name']] = cookie_item['value']
    cookie_str = json.dumps(post)
    with open('cookie.txt', 'w+', encoding='utf-8') as f:
        f.write(cookie_str)
    print("cookies信息已保存到本地")


def get_content(query):
    #query为要爬取的公众号名称
    #公众号主页
    url = 'https://mp.weixin.qq.com/'
    #设置headers
    header = {
        "HOST": "mp.weixin.qq.com",
        "User-Agent": "Mozilla/5.0 (Windows NT 6.1; WOW64; rv:53.0) Gecko/20100101 Firefox/53.0"
        }
 
    #读取上一步获取到的cookies
    with open('cookie.txt', 'r', encoding='utf-8') as f:
        cookie = f.read()
    cookies = json.loads(cookie)
 
    #登录之后的微信公众号首页url变化为：https://mp.weixin.qq.com/cgi-bin/home?t=home/index&lang=zh_CN&token=1849751598，从这里获取token信息
    response = requests.get(url=url, cookies=cookies)
    token = re.findall(r'token=(\d+)', str(response.url))[0]
 
    #搜索微信公众号的接口地址
    search_url = 'https://mp.weixin.qq.com/cgi-bin/searchbiz?'
    #搜索微信公众号接口需要传入的参数，有三个变量：微信公众号token、随机数random、搜索的微信公众号名字
    query_id = {
        'action': 'search_biz',
        'token' : token,
        'lang': 'zh_CN',
        'f': 'json',
        'ajax': '1',
        'random': random.random(),
        'query': query,
        'begin': '0',
        'count': '5'
        } 
    #打开搜索微信公众号接口地址，需要传入相关参数信息如：cookies、params、headers
    search_response = requests.get(search_url, cookies=cookies, headers=header, params=query_id)
    #print(search_response)
    #取搜索结果中的第一个公众号
    lists = search_response.json().get('list')[0]
    print(lists)
    #获取这个公众号的fakeid，后面爬取公众号文章需要此字段
    fakeid = lists.get('fakeid')
 
    #微信公众号文章接口地址
    appmsg_url = 'https://mp.weixin.qq.com/cgi-bin/appmsg?'
    #搜索文章需要传入几个参数：登录的公众号token、要爬取文章的公众号fakeid、随机数random
    query_id_data = {
        'token': token,
        'lang': 'zh_CN',
        'f': 'json',
        'ajax': '1',
        'random': random.random(),
        'action': 'list_ex',
        'begin': '0',#不同页，此参数变化，变化规则为每页加5
        'count': '5',
        'query': '',
        'fakeid': fakeid,
        'type': '9'
        }
    #打开搜索的微信公众号文章列表页
    appmsg_response = requests.get(appmsg_url, cookies=cookies, headers=header, params=query_id_data)
    print(appmsg_response.json())
    #获取文章总数
    max_num = appmsg_response.json().get('app_msg_cnt')
    print(max_num)
    #print(max_num)
    #每页至少有5条，获取文章总的页数，爬取时需要分页爬
    num = int(int(max_num) / 5)
    #print(num)
    #起始页begin参数，往后每页加5
    begin = 0
    while num + 1 > 0 :
        query_id_data = {
            'token': token,
            'lang': 'zh_CN',
            'f': 'json',
            'ajax': '1',
            'random': random.random(),
            'action': 'list_ex',
            'begin': '{}'.format(str(begin)),
            'count': '5',
            'query': '',
            'fakeid': fakeid,
            'type': '9'
            }
        print('正在翻页：--------------',begin)
 
        #获取每一页文章的标题和链接地址，并写入本地文本中
        query_fakeid_response = requests.get(appmsg_url, cookies=cookies, headers=header, params=query_id_data)
        print(query_fakeid_response)
        fakeid_list = query_fakeid_response.json().get('app_msg_list')
        #print(fakeid_list)
        for item in fakeid_list:
            content_link=item.get('link') #链接
            content_title=item.get('title') #题目
			   # 我只需要盘前简报
            if re.search('彭博盘前简报', content_title):
                print(content_title)
                update_time=time.strftime("%Y-%m-%d %H:%M:%S", time.localtime(item.get('update_time'))) #发布时间
                #print(content_title+"\t"+content_link+"\t""+update_time+"\n"))
                with open(fileName,'a',encoding='utf-8') as fh:
                    fh.write(content_title+"\t"+content_link+"\t"+update_time+"\n")
        num -= 1
        begin = int(begin)
        begin+=5
        time.sleep(2)


if __name__=='__main__':
    try:
        #登录微信公众号，获取登录之后的cookies信息，并保存到本地文本中
        weChat_login()
        #登录之后，通过微信公众号后台提供的微信公众号文章接口爬取文章
        for query in gzlist:
            #爬取微信公众号文章，并存在本地文本中
            print("开始爬取公众号："+query)
            get_content(query)
            print("爬取完成")
    except Exception as e:
        print(str(e))

import pandas as pd
from bs4 import BeautifulSoup
import numpy as np


dt = pd.read_table('articles.csv', header = None)

# 按需处理数据
dt = dt.drop_duplicates()
dt = dt[[ True if re.search('彭博盘前简报', x) else False for x in dt[0]]]

df = pd.DataFrame(columns = ['date', 'change'])
for index in range(0, dt.shape[0]):    
    #print(dt[1])
    url = list(dt[1])[index]
    date = list(dt[2])[index][:10]
    res = requests.get(url)
    soup = BeautifulSoup(res.content, "html.parser")
    content = soup.get_text()
    #match = re.search('(中概股：.*)美国债市', content)
    # 这里我只使用了金龙中国指数作为测试
    match1 = re.search('金龙中国指数上涨(\d\.\d?)%', content)
    match2 = re.search('金龙中国指数下跌(\d\.\d?)%', content)
    row = dict()
    change = 0
    if match1:
        change = float(match1.group(1))
        
    if match2:
        change = 0 - float(match2.group(1))
        
    row = {'date': date, 'change': change}
    df = df.append(row, ignore_index=True)

df['date'] = pd.to_datetime(df['date'])
df  = df.set_index('date')
df = df[df.change != 0]
df = df.drop_duplicates()

# etf 行情
price = pd.read_table('513050.xls')
new_column = [x.strip() for x in price.columns]
price.columns = new_column
price['date'] = pd.to_datetime(price['时间'], format='%Y/%m/%d')
# 计算每日开盘买入，收盘价卖出的话，收益率多少
price['etf_change'] = (price['收盘'] - price['开盘'])/price['开盘']*100
price = price[['date', '开盘', '收盘', 'etf_change']]
price = price.set_index('date')

# 合并数据，看下信合和场内的etf日涨跌幅是否有关系？
# 这边看效果不太好，可能和有缺失值相关
dm = pd.concat([price, df], join = 'inner', axis = 1)
fig = plt.figure(figsize = (20,8))
dm.change.plot(color = 'blue',kind = 'bar', alpha = 0.2)
dm.etf_change.plot(color = 'red', kind = 'bar', alpha = 0.2)

# 输出信号文件
# 信号日期往前推一天
dm['date'] = [x - np.timedelta64(1, 'D') for x in dm.index]
dm = dm.set_index('date')
dm['instrument'] = '510500.HOF'
dm.to_csv('signal.csv')

# 期现套利
import pandas as pd
start = '2017-01-01'                  # 回测起始时间
end = '2021-09-22'                    # 回测结束时间
benchmark = 'ZZ500'                   # 策略参考标准
universe = ['510500.XSHG'] + ['ICM0']              # 证券池，也可以在这里添加多个证券, M0 主力合约, L0 当月合约
capital_base = 1000000                 # 起始资金, 期货和etf各100w
freq = 'm'                         # 日线策略
refresh_rate = 1                     # 每个交易日调仓

# 账户初始化配置
stock_commission = Commission(buycost=0, sellcost=0, unit='perValue')
futures_commission = Commission(buycost=0.000023, sellcost=0.000023, unit='perValue')
slippage = Slippage(value=0, unit='perValue')
#argin_rate = {'IC': 0.20}

accounts = {
    'stock_account': AccountConfig(account_type='security', capital_base=capital_base, commission=stock_commission, slippage=slippage),
    'futures_account': AccountConfig(account_type='futures', capital_base=capital_base, commission=futures_commission, slippage=slippage)
}

# 读取文件
dt = pd.read_csv('基差_etf1.csv')
dt = dt.set_index('date') 

date_list = list()

stock_buy_date = list()
fut_buy_date = list()

stock_sell_date = list()
fut_sell_date = list()

# 贴水阈值
low_value = -20
# 升水阈值
high_value = 15

# 移仓日ic不交易
change_date = list()

def initialize(account): 
    pass

def handle_data(account): 
    stock_account = account.get_account('stock_account')
    future_account = account.get_account("futures_account")
    today = account.now.strftime('%Y-%m-%d')
    minu = account.now.strftime('%Y-%m-%d %H:%M:%S')
    #print(minu)
    #print(type(minu))
    if minu not in dt.index:
        return
    else:
        basis = dt.loc[minu].basis
    stock_pos = stock_account.get_positions()   
    future_pos = future_account.get_positions()    
    
    # etf 
    etf = '510500.XSHG'
    
    # 获取主连, 映射
    main_contract_IC = account.get_symbol('ICM0')
    
    # 检查是否换合约
    if account.mapping_changed('ICM0'):
        symbol_before, symbol_after = account.get_rolling_tuple('ICM0')
        #rint(symbol_before, 'changed to', symbol_after)
        Position = future_account.get_position(symbol_before)
        if Position> 0:
            
            #print(minu, ': switch', symbol_before, symbol_after)

            future_account.switch_position(symbol_before, symbol_after) #移仓指令
            change_date.append(today)
    
    #basis = DataAPI.MktFutIdxBasisGet(secID=u"",ticker=main_contract_IC,beginDate=today,endDate=today,field=['basis'],pandas="1")['basis'].iloc[0]
    # 买卖etf
    # 升水的时候买etf, 买入后
    if basis >= high_value and etf not in stock_account.get_positions() and today not in stock_buy_date:
        #print(minu, 'buy etf', basis, account.current_price(etf))
        amount = int(stock_account.cash/account.current_price(etf) / 100) * 100 
        # 计算买入数量
        #print('numbers:', amount)
        stock_account.order_pct(etf, 0.99)
        stock_buy_date.append(today)
        #stock_account.order(etf, 10000) 
    # 贴水的时候卖etf , 卖出后不再卖出 
    elif basis <= low_value and etf in stock_account.get_positions() and today not in stock_buy_date and today not in stock_sell_date:
        #print(minu, 'sell etf', basis, account.current_price(etf))
        stock_account.order_to(etf, 0)

        stock_sell_date.append(today)
       
    # 买卖期货, 分开写,逻辑清晰一些
    if basis >= high_value and main_contract_IC in future_account.get_positions() and today not in fut_sell_date and today not in fut_buy_date and today not in change_date:
        # 当天买入后，不再卖出
        # 当天卖出后，不再卖出..
        #print(minu, 'sell ic', basis, account.current_price(main_contract_IC))
        future_account.order(main_contract_IC, -1, 'close')
        fut_sell_date.append(today)
    elif basis <= low_value and main_contract_IC not in future_account.get_positions() and today not in fut_buy_date and today not in change_date:  
        # 当天买入后，不再买入
        #print(minu, 'buy ic', basis, account.current_price(main_contract_IC))
        future_account.order(main_contract_IC, 1, 'open')
        fut_buy_date.append(today)
    '''
    stock_pos = stock_account.get_positions() 
    
    print('==========================', minu , '============================================')
    print('stock position:')
    print(stock_pos)
    print('stock cash:')
    fut_pos = future_account.get_positions() 
    print('future position:')
    print(fut_pos)
    print(stock_account.pending_blotter)
    print(account.current_price(etf))
    print('---------------------------------------------------------------------------------')
    '''