1)add dragon and tiger data 2)add currency entity and kdata 3)improve…

… compare intent

examples/data_runner/trading_runner.py

@@ -0,0 +1,36 @@
+# -*- coding: utf-8 -*-
+import logging
+
+from apscheduler.schedulers.background import BackgroundScheduler
+
+from examples.recorder_utils import run_data_recorder
+from zvt import init_log
+from zvt.domain import (
+    DragonAndTiger,
+)
+
+logger = logging.getLogger(__name__)
+
+sched = BackgroundScheduler()
+
+
+@sched.scheduled_job("cron", hour=18, minute=00, day_of_week="mon-fri")
+def record_dragon_tiger(data_provider="em", entity_provider="em", sleeping_time=2):
+    # 龙虎榜数据
+    run_data_recorder(
+        domain=DragonAndTiger,
+        data_provider=data_provider,
+        entity_provider=entity_provider,
+        day_data=True,
+        sleeping_time=sleeping_time,
+    )
+
+
+if __name__ == "__main__":
+    init_log("trading_runner.log")
+
+    record_dragon_tiger()
+
+    sched.start()
+
+    sched._thread.join()

examples/intent/intent.py

@@ -1,15 +1,65 @@
 # -*- coding: utf-8 -*-
-def compare_kline():
-    from zvt.api.intent import compare
-    from zvt.domain import Index, Indexus, Index1dKdata, Indexus1dKdata
+from zvt.api.intent import compare
+from zvt.domain import Indexus1dKdata, Index, Indexus, Index1dKdata
+from zvt.domain import TreasuryYield
 
+
+def china_vs_us_stock():
+    # 上证，道琼斯指数
     Index.record_data()
     Indexus.record_data()
     Index1dKdata.record_data(entity_id="index_sh_000001")
     Indexus1dKdata.record_data(entity_id="indexus_us_SPX")
+    compare(entity_ids=["index_sh_000001", "indexus_us_SPX"], start_timestamp="2000-01-01", scale_value=100)
+
+
+def us_yield_and_stock():
+    # 美债收益率，道琼斯指数
+    entity_ids = ["country_galaxy_US", "indexus_us_SPX"]
+    compare(
+        entity_ids=entity_ids,
+        start_timestamp="1990-01-01",
+        scale_value=None,
+        schema_map_columns={TreasuryYield: ["yield_2", "yield_5"], Indexus1dKdata: ["close"]},
+    )
+
+
+def commodity_and_stock():
+    # 江西铜业，沪铜
+    entity_ids = ["stock_sh_600362", "future_shfe_CU"]
+    compare(
+        entity_ids=entity_ids,
+        start_timestamp="2005-01-01",
+        scale_value=100,
+    )
+
+
+def compare_metal():
+    # 沪铜,沪铝,螺纹钢
+    entity_ids = ["future_shfe_CU", "future_shfe_AL", "future_shfe_RB"]
+    compare(
+        entity_ids=entity_ids,
+        start_timestamp="2009-04-01",
+        scale_value=100,
+    )
+
 
-    compare(entity_ids=["index_sh_000001", "indexus_us_SPX"])
+def compare_udi_and_stock():
+    # 美股指数
+    # Indexus.record_data()
+    entity_ids = ["indexus_us_NDX", "indexus_us_SPX", "indexus_us_UDI"]
+    # Indexus1dKdata.record_data(entity_ids=entity_ids, sleeping_time=0)
+    compare(
+        entity_ids=entity_ids,
+        start_timestamp="2015-01-01",
+        scale_value=100,
+        schema_map_columns={Indexus1dKdata: ["close"]},
+    )
 
 
 if __name__ == "__main__":
-    compare_kline()
+    # compare_kline()
+    # us_yield_and_stock()
+    # commodity_and_stock()
+    # compare_metal()
+    compare_udi_and_stock()

src/zvt/api/intent.py

@@ -16,6 +16,8 @@ def compare(
     columns=None,
     schema_map_columns: dict = None,
     chart_type: ChartType = ChartType.line,
+    start_timestamp=None,
+    scale_value: int = None,
 ):
     """
     compare indicators(columns) of entities
@@ -26,34 +28,37 @@ def compare(
     :param columns:
     :param schema_map_columns: key represents schema, value represents columns
     :param chart_type: "line", "area", "scatter", default "line"
+    :param start_timestamp: "
+    :param scale_value: compare with same value which scaled to scale_value
     """
 
-    # compare
     dfs = []
     # default compare kdata
     if schema_map_columns is None and schema is None:
         entity_type_map_ids = _group_entity_ids(entity_ids=entity_ids)
         for entity_type in entity_type_map_ids:
             schema = get_kdata_schema(entity_type=entity_type)
-            df = schema.query_data(entity_ids=entity_type_map_ids.get(entity_type))
+            df = schema.query_data(entity_ids=entity_type_map_ids.get(entity_type), start_timestamp=start_timestamp)
             dfs.append(df)
         all_df = pd.concat(dfs)
         drawer = Drawer(main_df=all_df, sub_df_list=[all_df[["entity_id", "timestamp", "turnover"]].copy()])
-        drawer.draw_kline(show=True)
+        drawer.draw_kline(show=True, scale_value=scale_value)
     else:
         if schema_map_columns:
             for schema in schema_map_columns:
                 columns = ["entity_id", "timestamp"] + schema_map_columns.get(schema)
-                df = schema.query_data(entity_ids=entity_ids, codes=codes, columns=columns)
+                df = schema.query_data(
+                    entity_ids=entity_ids, codes=codes, columns=columns, start_timestamp=start_timestamp
+                )
                 dfs.append(df)
         elif schema:
             columns = ["entity_id", "timestamp"] + columns
-            df = schema.query_data(entity_ids=entity_ids, codes=codes, columns=columns)
+            df = schema.query_data(entity_ids=entity_ids, codes=codes, columns=columns, start_timestamp=start_timestamp)
             dfs.append(df)
 
         all_df = pd.concat(dfs)
         drawer = Drawer(main_df=all_df)
-        drawer.draw(main_chart=chart_type, show=True)
+        drawer.draw(main_chart=chart_type, show=True, scale_value=scale_value)
 
 
 def compare_df(df: pd.DataFrame, chart_type: ChartType = ChartType.line):

src/zvt/contract/__init__.py

@@ -182,6 +182,9 @@ class TradableType(Enum):
     #: 基金(中国)
     #: China fund
     fund = "fund"
+    #: 货币汇率
+    #: currency exchange rate
+    currency = "currency"
 
 
 class Exchange(Enum):
@@ -219,6 +222,10 @@ class Exchange(Enum):
     #: 上海国际能源交易中心
     ine = "ine"
 
+    #: 外汇交易所(虚拟)
+    #: currency exchange(virtual)
+    forex = "forex"
+
 
 tradable_type_map_exchanges = {
     TradableType.block: [Exchange.cn],
@@ -228,6 +235,7 @@ class Exchange(Enum):
     TradableType.indexus: [Exchange.us],
     TradableType.future: [Exchange.shfe, Exchange.dce, Exchange.czce, Exchange.cffex, Exchange.ine],
     TradableType.coin: [Exchange.binance, Exchange.huobipro],
+    TradableType.currency: [Exchange.forex],
 }