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hytra mysql_QUANTAXIS.m

龙成仁
2023-12-01

classdef QUANTAXIS

% QUANTAXIS 2.0 alpha

% by yutiansut

% The Best Quantitative Toolbox Based on Matlab Ever

% More Info: http://Quantaxis.yutiansut.com

% recently QUANTAXIS 3.0 with QA Data Center

properties

w=windmatlab;

% the fetch methods FET_

FET %Struct

% FET.Data FET.Codes FET.Fields FET.Times FET.Error Fet.Reqid

FET_MYSQL

FET_BAT

% DATA FILING FIL_

FIL

% Data Analysis ANA_

ANA

% Account information ACC_

ACC

ACC_ID;

ACC_Methods;

ACC_Strategy;

ACC_TotalAssest=1000000;

ACC_Cash=1000000; %initial cash

ACC_Portfolio=0; %portfilio

ACC_Trade;

ACC_Trade_id=2;

ACC_Amount=0;

ACC_Account;

ACC_Account_id=1;

ACC_User;

Custom;

% Message&Logs MES_

MES

% Evaluation EVA_

EVA

% TRADING CORE TRA_

TRA

TRA_Id;

% System Message SYS_

SYS

% Interaction INT_

INT

INT_MYSQL

INT_MYSQL_LOCAL

INT_MYSQL_CLOUD_SZ

INT_MYSQL_CLOUD_QD

INT_MYSQL_CUSTOM

INT_Mail

end

events

MESSAGE

TRADE

ACCOUNT

EVALUATE

MAIL

SQL

ANALYSIS

end

methods %Total

function QA=QUANTAXIS()

fprintf(' Welcome to QUANTAXIS 2.0 Alpha\n CopyRight(c) 2016 yutiansut \n More Info http://quantaxis.yutiansut.com \n')

addlistener(QA,'MESSAGE',@MESSAGEUPDATE);

addlistener(QA,'SQL',@SQLSTATEMENT);

addlistener(QA,'TRADE',@TRADECORE);

addlistener(QA,'ACCOUNT',@ACCOUNTF);

addlistener(QA,'ANALYSIS',@STRATEGY);

addlistener(QA,'EVALUATE',@EVALUATION);

QA.Initial

end

function Initial(QA)

QA.MES.ID=1;

QA.MES.Str='Finish Initial QUNATAXIS';

disp(QA.MES.Str);

notify(QA,'MESSAGE');

QA.Interface_Mysql_Conn;

QA.Login();

disp(QA.MES.History);

end

end

methods %DataFetch

function Fetch(QA)

QA.FET.Methods=input('Methods(1/2/3) \n 1.Custom \n 2.auto\n 3.update\n','s');

QA.FET.Type=input('FETCH TYPE \n ts -get the ts data\n info \n cash\n','s');

switch QA.FET.Methods

case {'1'}

QA.FET.Save=input('SAVE STATUS:\n 1.Save to Local\n 2.Save to Cloud\n ','s');

QA.FET.StockId=input('StockID: ','s');

switch QA.FET.Type

case {'ts'}

[QA.FET.Data,QA.FET.Codes,QA.FET.Fields,QA.FET.Times,QA.FET.Error,QA.FET.Reqid]=QA.w.wsd(QA.FET.StockId,...

'pre_close,open,high,low,close,volume,amt,chg,pct_chg,swing,vwap,turn,rel_ipo_chg,rel_ipo_pct_chg',...

'2000-01-01',datestr(today,'yyyy-mm-dd'),'Fill=Previous','Currency=CNY','PriceAdj=F');

if QA.FET.Save=='1' && QA.INT_MYSQL.Status==1

QA.SYS.SQL.Conn=QA.INT_MYSQL.Conn;

QA.FET.Stockid= regexp(QA.FET.StockId, '.S', 'split');

QA.FET.Stockid=char(QA.FET.Stockid{1,1});

QA.SYS.SQL.Tablename=[QA.FET.Stockid,'_',QA.FET.Type];

QA.SYS.SQL.Databasename=QA.INT_MYSQL.Databasename;

QA.SYS.SQL.Type=QA.FET.Type;

QA.SYS.SQL.Sqlquery=['CREATE TABLE if not exists`',QA.SYS.SQL.Databasename,'`.`',QA.SYS.SQL.Tablename, ...

'` (`DATE`DOUBLE NULL,`PRE_CLOSE` DOUBLE NULL, `OPEN` DOUBLE NULL, `HIGH` DOUBLE NULL,'...

' `LOW` DOUBLE NULL, `CLOSE` DOUBLE NULL, `VOLUME` DOUBLE NULL, `AMT` DOUBLE NULL, '...

' `CHG` DOUBLE NULL,`PCT_CHG` DOUBLE NULL, `SWING` DOUBLE NULL, `VWAP` DOUBLE NULL, '...

'`TURN` DOUBLE NULL, `REL_IPO_CHG` DOUBLE NULL, `REL_IPO_PCT_CHG` DOUBLE NULL);'];

exec(QA.SYS.SQL.Conn,QA.SYS.SQL.Sqlquery);% NEW TABLE

QA.FET.Label=[{'DATE'},QA.FET.Fields'];

QA.FET.Insertdata=[QA.FET.Times,QA.FET.Data];

insert(QA.SYS.SQL.Conn,QA.SYS.SQL.Tablename,QA.FET.Label,QA.FET.Insertdata)

end

case {'AMOUNT'}

[QA.FET.Data,QA.FET.Codes,QA.FET.Fields,QA.FET.Times,QA.FET.Error,QA.FET.Reqid]=QA.w.wsd(QA.FET.StockId,...

'mf_amt,mf_vol,mf_amt_ratio,mf_vol_ratio,mf_amt_close,mf_amt_open','2010-01-06',datestr(today,'yyyy-mm-dd'),'PriceAdj=F');

if QA.FET.Save=='1' && QA.INT_MYSQL.Status==1

QA.SYS.SQL.Conn=QA.INT_MYSQL.Conn;

QA.FET.Stockid= regexp(QA.FET.StockId, '.S', 'split');

QA.FET.Stockid=char(QA.FET.Stockid{1,1});

QA.SYS.SQL.Tablename=[QA.FET.Stockid,'_',QA.FET.Type];

QA.SYS.SQL.Databasename=QA.INT_MYSQL.Databasename;

QA.SYS.SQL.Type=QA.FET.Type;

QA.SYS.SQL.Sqlquery=['CREATE TABLE if not exists`',QA.SYS.SQL.Databasename,'`.`',QA.SYS.SQL.Tablename, ...

'` (`DATE`DOUBLE NULL,`PRE_CLOSE` DOUBLE NULL, `OPEN` DOUBLE NULL, `HIGH` DOUBLE NULL,'...

' `LOW` DOUBLE NULL, `CLOSE` DOUBLE NULL, `VOLUME` DOUBLE NULL, `AMT` DOUBLE NULL, '...

' `CHG` DOUBLE NULL,`PCT_CHG` DOUBLE NULL, `SWING` DOUBLE NULL, `VWAP` DOUBLE NULL, '...

'`TURN` DOUBLE NULL, `REL_IPO_CHG` DOUBLE NULL, `REL_IPO_PCT_CHG` DOUBLE NULL);'];

exec(QA.SYS.SQL.Conn,QA.SYS.SQL.Sqlquery);% NEW TABLE

QA.FET.Label=[{'DATE'},QA.FET.Fields'];

QA.FET.Insertdata=[QA.FET.Times,QA.FET.Data];

insert(QA.SYS.SQL.Conn,QA.SYS.SQL.Tablename,QA.FET.Label,QA.FET.Insertdata)

end

case {'JISHU'}

[QA.FET.Data,QA.FET.Codes,QA.FET.Fields,QA.FET.Times,QA.FET.Error,QA.FET.Reqid]=QA.w.wsd(QA.FET.StockId,...

'ADTM,ATR,BBI,BBIBOLL,BIAS,BOLL,CCI,CDP,DMA,DMI,DPO,ENV,EXPMA,KDJ,slowKD,MA,MACD,MIKE,MTM,PRICEOSC,PVT,RC,ROC,RSI,SAR,SI,SOBV,SRMI,STD,TAPI,TRIX,VHF,VMA,VMACD,VOSC,VSTD,WVAD,vol_ratio',...

'2016-02-06','2016-03-07','ADTM_N1=23','ADTM_N2=8','ADTM_IO=1','ATR_N=14','ATR_IO=1','BBI_N1=3','BBI_N2=6','BBI_N3=12','BBI_N4=24',...

'BBIBOLL_N=10','BBIBOLL_Width=3','BBIBOLL_IO=1','BIAS_N=12','BOLL_N=26','BOLL_Width=2','BOLL_IO=1','CCI_N=14','CDP_IO=1','DMA_S=10',...

'DMA_L=50','DMA_N=10','DMA_IO=1','DMI_N=14','DMI_N1=6','DMI_IO=1','DPO_N=20','DPO_M=6','DPO_IO=1','ENV_N=14','ENV_IO=1','EXPMA_N=12',...

'KDJ_N=9','KDJ_M1=3','KDJ_M2=3','KDJ_IO=1','SlowKD_N1=9','SlowKD_N2=3','SlowKD_N3=3','SlowKD_N4=5','SlowKD_IO=1','MA_N=5','MACD_L=26',...

'MACD_S=12','MACD_N=9','MACD_IO=1','MIKE_N=12','MIKE_IO=1','MTM_interDay=6','MTM_N=6','MTM_IO=1','PRICEOSC_L=26','PRICEOSC_S=12',...

'RC_N=50','ROC_interDay=12','ROC_N=6','ROC_IO=1','RSI_N=6','SAR_N=4','SAR_SP=2','SAR_MP=20','SRMI_N=9','STD_N=26','TAPI_N=6','TAPI_IO=1',...

'TRIX_N1=12','TRIX_N2=20','TRIX_IO=1','VHF_N=28','VMA_N=5','VMACD_S=12','VMACD_L=26','VMACD_N=9','VMACD_IO=1','VOSC_S=12','VOSC_L=26',...

'VSTD_N=10','WVAD_N1=24','WVAD_N2=6','WVAD_IO=1','VolumeRatio_N=5','Fill=Previous','Currency=CNY','PriceAdj=F');

case {'info'}

[QA.FET.Data,QA.FET.Codes,QA.FET.Fields,QA.FET.Times,QA.FET.Error,QA.FET.Reqid]=QA.w.wsd('000001.SZ','industry_gicscode','2016-03-04','2016-03-04','industryType=2','Fill=Previous','PriceAdj=F');

case {'cash'}

[QA.FET.Data,QA.FET.Codes,QA.FET.Fields,QA.FET.Times,QA.FET.Error,QA.FET.Reqid]=QA.w.wsd(QA.FET.StockId,'mf_amt,mf_vol,mf_amt_ratio,mf_vol_ratio,',...

'mf_amt_close,mf_amt_open','2000-01-01',datestr(today,'yyyy-mm-dd'),'Fill=Previous','PriceAdj=F');

if QA.FET.Save=='1' && QA.INT_MYSQL.Status==1

QA.SYS.SQL.Conn=QA.INT_MYSQL.Conn;

QA.FET.Stockid= regexp(QA.FET.StockId, '.S', 'split');

QA.FET.Stockid=char(QA.FET.Stockid{1,1});

QA.SYS.SQL.Tablename=[QA.FET.Stockid,'_',QA.FET.Type];

QA.SYS.SQL.Databasename=QA.INT_MYSQL.Databasename;

QA.SYS.SQL.Type=QA.FET.Type;

QA.SYS.SQL.Sqlquery=['CREATE TABLE if not exists`',QA.SYS.SQL.Databasename,'`.`',QA.SYS.SQL.Tablename, ...

'` (`DATE`DOUBLE NULL,`MF_AMT` DOUBLE NULL, `MF_VOL` DOUBLE NULL, `MF_AMT_RATIO` DOUBLE NULL,'...

' `MF_VOL_RATIO` DOUBLE NULL, `MF_AMT_CLOSE` DOUBLE NULL, `MF_AMT_OPEN` DOUBLE NULL);'];

exec(QA.SYS.SQL.Conn,QA.SYS.SQL.Sqlquery);% NEW TABLE

QA.FET.Label=[{'DATE'},QA.FET.Fields'];

QA.FET.Insertdata=[QA.FET.Times,QA.FET.Data];

insert(QA.SYS.SQL.Conn,QA.SYS.SQL.Tablename,QA.FET.Label,QA.FET.Insertdata)

end

end

case {'2'}

[QA.FET.Data,~,QA.FET.Fields,~,QA.FET.Error,QA.FET.Reqid]=QA.w.wset('SectorConstituent','date=20160304;sectorId=a001010100000000');

QA.MES.Str='Get Stock List';

disp(QA.MES.Str);

notify(QA,'MESSAGE');

QA.FET.Data=QA.FET.Data(:,2:3);

QA.FET.Fields=QA.FET.Fields(2:3,:);

QA.FET_BAT.LIST=QA.FET.Data(:,1);

QA.SYS.SQL.Tablename='StockList';

QA.SYS.SQL.Conn=QA.INT_MYSQL.Conn;

QA.SYS.SQL.Databasename=QA.INT_MYSQL.Databasename;

QA.SYS.SQL.Sqlquery=['DROP TABLE if exists `',QA.SYS.SQL.Databasename,'`.`',QA.SYS.SQL.Tablename,'`'];

exec(QA.SYS.SQL.Conn,QA.SYS.SQL.Sqlquery);

QA.SYS.SQL.Sqlquery=['CREATE TABLE if not exists`',QA.SYS.SQL.Databasename,'`.`',QA.SYS.SQL.Tablename,'` (`wind_code` TEXT NULL, `sec_name` TEXT NULL);'];

exec(QA.SYS.SQL.Conn,QA.SYS.SQL.Sqlquery);

insert(QA.SYS.SQL.Conn,QA.SYS.SQL.Tablename,QA.FET.Fields',QA.FET.Data)

QA.MES.Str='Finish Insert the StockList to SQL';

disp(QA.MES.Str);

notify(QA,'MESSAGE');

switch QA.FET.Type

case {'ts'}

for batid=1:size(QA.FET_BAT.LIST,1)

QA.FET.StockId=QA.FET_BAT.LIST(batid);

[QA.FET.Data,QA.FET.Codes,QA.FET.Fields,QA.FET.Times,QA.FET.Error,QA.FET.Reqid]=QA.w.wsd(QA.FET.StockId,'pre_close,open,high,low,close,volume,amt,chg,pct_chg,swing,vwap,turn,rel_ipo_chg,rel_ipo_pct_chg','2016-03-07','2016-03-09','Fill=Previous','Currency=CNY','PriceAdj=F');

QA.MES.Str=['Finish get the data of',QA.FET.StockId];

disp(QA.MES.Str);

notify(QA,'MESSAGE');

if QA.INT_MYSQL.Status==1

QA.MES.Str='SQL Connection Success, Start Saving';

disp(QA.MES.Str);

notify(QA,'MESSAGE');

QA.SYS.SQL.Conn=QA.INT_MYSQL.Conn;

QA.FET.Stockid= regexp(QA.FET.StockId, '.S', 'split');

QA.FET.Stockid=char(QA.FET.Stockid{1,1}{1,1});

QA.SYS.SQL.Tablename=[QA.FET.Stockid,'_',QA.FET.Type];

QA.SYS.SQL.Databasename=QA.INT_MYSQL.Databasename;

QA.SYS.SQL.Sqlquery=['CREATE TABLE if not exists`',QA.SYS.SQL.Databasename,'`.`',QA.SYS.SQL.Tablename,'` (`DATE`DOUBLE NULL,`PRE_CLOSE` DOUBLE NULL, `OPEN` DOUBLE NULL, `HIGH` DOUBLE NULL, `LOW` DOUBLE NULL, `CLOSE` DOUBLE NULL, `VOLUME` DOUBLE NULL, `AMT` DOUBLE NULL, `CHG` DOUBLE NULL,`PCT_CHG` DOUBLE NULL, `SWING` DOUBLE NULL, `VWAP` DOUBLE NULL, `TURN` DOUBLE NULL, `REL_IPO_CHG` DOUBLE NULL, `REL_IPO_PCT_CHG` DOUBLE NULL);'];

exec(QA.SYS.SQL.Conn,QA.SYS.SQL.Sqlquery);%NEW TABLE

QA.MES.Str=['Create Table',QA.SYS.SQL.Tablename];

disp(QA.MES.Str);

notify(QA,'MESSAGE');

QA.FET.Label=[{'DATE'},QA.FET.Fields'];

QA.FET.Insertdata=[QA.FET.Times,QA.FET.Data];

insert(QA.SYS.SQL.Conn,QA.SYS.SQL.Tablename,QA.FET.Label,QA.FET.Insertdata)

QA.MES.Str=['Insert Data',QA.SYS.SQL.Tablename];

disp(QA.MES.Str);

notify(QA,'MESSAGE');

end

end

case {'cash'}

for batid=613:size(QA.FET_BAT.LIST,1)

QA.FET.StockId=QA.FET_BAT.LIST(batid);

[QA.FET.Data,QA.FET.Codes,QA.FET.Fields,QA.FET.Times,QA.FET.Error,QA.FET.Reqid]=QA.w.wsd(QA.FET.StockId,'mf_amt,mf_vol,mf_amt_ratio,mf_vol_ratio,mf_amt_close,mf_amt_open','2000-01-01','2016-3-14','Fill=Previous','PriceAdj=F');

if QA.INT_MYSQL.Status==1

QA.MES.Str='SQL Connection Success, Start Saving';

disp(QA.MES.Str);

notify(QA,'MESSAGE');

QA.SYS.SQL.Conn=QA.INT_MYSQL.Conn;

QA.FET.Stockid= regexp(QA.FET.StockId, '.S', 'split');

QA.FET.Stockid=char(QA.FET.Stockid{1,1}{1,1});

QA.SYS.SQL.Tablename=[QA.FET.Stockid,'_',QA.FET.Type];

QA.SYS.SQL.Databasename=QA.INT_MYSQL.Databasename;

QA.SYS.SQL.Type=QA.FET.Type;

QA.SYS.SQL.Sqlquery=['CREATE TABLE if not exists`',QA.SYS.SQL.Databasename,'`.`',QA.SYS.SQL.Tablename, ...

'` (`DATE`DOUBLE NULL,`MF_AMT` DOUBLE NULL, `MF_VOL` DOUBLE NULL, `MF_AMT_RATIO` DOUBLE NULL,'...

' `MF_VOL_RATIO` DOUBLE NULL, `MF_AMT_CLOSE` DOUBLE NULL, `MF_AMT_OPEN` DOUBLE NULL);'];

exec(QA.SYS.SQL.Conn,QA.SYS.SQL.Sqlquery);% NEW TABLE

QA.MES.Str=['Create Table',QA.SYS.SQL.Tablename];

disp(QA.MES.Str);

notify(QA,'MESSAGE');

QA.FET.Label=[{'DATE'},QA.FET.Fields'];

QA.FET.Insertdata=[QA.FET.Times,QA.FET.Data];

insert(QA.SYS.SQL.Conn,QA.SYS.SQL.Tablename,QA.FET.Label,QA.FET.Insertdata)

QA.MES.Str=['Insert Data',QA.SYS.SQL.Tablename];

disp(QA.MES.Str);

notify(QA,'MESSAGE');

end

end

end

case {'3'}

switch QA.FET.Type

case {'ts'}

sqlquery='select `DATE` from `000001_ts`';

cursor=fetch(exec(QA.INT_MYSQL.Conn,sqlquery));

QA.FET.Date=cursor.Data;

if today>QA.FET.Date{end,1}

QA.FET.Datestart=datestr(QA.FET.Date{end,1}+1,'yyyy-mm-dd');

QA.FET.Dateend=datestr(today,'yyyy-mm-dd');

[QA.FET.Data,~,QA.FET.Fields,~,QA.FET.Error,QA.FET.Reqid]=QA.w.wset('SectorConstituent','date=20160304;sectorId=a001010100000000');

QA.MES.Str='Get Stock List';

disp(QA.MES.Str);

notify(QA,'MESSAGE');

QA.FET.Data=QA.FET.Data(:,2:3);

QA.FET.Fields=QA.FET.Fields(2:3,:);

QA.FET_BAT.LIST=QA.FET.Data(:,1);

QA.SYS.SQL.Tablename='StockList';

QA.SYS.SQL.Conn=QA.INT_MYSQL.Conn;

QA.SYS.SQL.Databasename=QA.INT_MYSQL.Databasename;

QA.SYS.SQL.Sqlquery=['DROP TABLE if exists `',QA.SYS.SQL.Databasename,'`.`',QA.SYS.SQL.Tablename,'`'];

exec(QA.SYS.SQL.Conn,QA.SYS.SQL.Sqlquery);

QA.SYS.SQL.Sqlquery=['CREATE TABLE if not exists`',QA.SYS.SQL.Databasename,'`.`',QA.SYS.SQL.Tablename,'` (`wind_code` TEXT NULL, `sec_name` TEXT NULL);'];

exec(QA.SYS.SQL.Conn,QA.SYS.SQL.Sqlquery);

insert(QA.SYS.SQL.Conn,QA.SYS.SQL.Tablename,QA.FET.Fields',QA.FET.Data)

QA.MES.Str='Finish Insert the StockList to SQL';

disp(QA.MES.Str);

notify(QA,'MESSAGE');

for batid=1:size(QA.FET_BAT.LIST,1)

QA.FET.StockId=QA.FET_BAT.LIST(batid);

[QA.FET.Data,QA.FET.Codes,QA.FET.Fields,QA.FET.Times,QA.FET.Error,QA.FET.Reqid]=QA.w.wsd(QA.FET.StockId,'pre_close,open,high,low,close,volume,amt,chg,pct_chg,swing,vwap,turn,rel_ipo_chg,rel_ipo_pct_chg',QA.FET.Datestart,QA.FET.Dateend,'Fill=Previous','Currency=CNY','PriceAdj=F');

QA.MES.Str=['Finish get the data of',QA.FET.StockId];

disp(QA.MES.Str);

notify(QA,'MESSAGE');

if QA.INT_MYSQL.Status==1

QA.MES.Str='SQL Connection Success, Start Saving';

disp(QA.MES.Str);

notify(QA,'MESSAGE');

QA.SYS.SQL.Conn=QA.INT_MYSQL.Conn;

QA.FET.Stockid= regexp(QA.FET.StockId, '.S', 'split');

QA.FET.Stockid=char(QA.FET.Stockid{1,1}{1,1});

QA.SYS.SQL.Tablename=[QA.FET.Stockid,'_',QA.FET.Type];

QA.SYS.SQL.Databasename=QA.INT_MYSQL.Databasename;

QA.SYS.SQL.Sqlquery=['CREATE TABLE if not exists`',QA.SYS.SQL.Databasename,'`.`',QA.SYS.SQL.Tablename,'` (`DATE`DOUBLE NULL,`PRE_CLOSE` DOUBLE NULL, `OPEN` DOUBLE NULL, `HIGH` DOUBLE NULL, `LOW` DOUBLE NULL, `CLOSE` DOUBLE NULL, `VOLUME` DOUBLE NULL, `AMT` DOUBLE NULL, `CHG` DOUBLE NULL,`PCT_CHG` DOUBLE NULL, `SWING` DOUBLE NULL, `VWAP` DOUBLE NULL, `TURN` DOUBLE NULL, `REL_IPO_CHG` DOUBLE NULL, `REL_IPO_PCT_CHG` DOUBLE NULL);'];

exec(QA.SYS.SQL.Conn,QA.SYS.SQL.Sqlquery);%NEW TABLE

QA.MES.Str=['Create Table',QA.SYS.SQL.Tablename];

disp(QA.MES.Str);

notify(QA,'MESSAGE');

QA.FET.Label=[{'DATE'},QA.FET.Fields'];

QA.FET.Insertdata=[QA.FET.Times,QA.FET.Data];

insert(QA.SYS.SQL.Conn,QA.SYS.SQL.Tablename,QA.FET.Label,QA.FET.Insertdata)

QA.MES.Str=['Insert Data',QA.SYS.SQL.Tablename];

disp(QA.MES.Str);

notify(QA,'MESSAGE');

end

end

else

disp('Nothing Update')

end

case {'cash'}

end

end

end

end

methods

function SameIndustry(QA)

sqlquery=['select',QA.ANA.Stockid];

exec(sqlquery);

end

function Start(QA)

disp('Welcome to QUANTAXIS Intelligent Analysis System')

notify(QA,'ANALYSIS')

end

end

methods %Interface Function

function Interface_Mysql_Conn(QA)

QA.INT_MYSQL.Choice=input('DataBase:\n1- Local \n2-Shenzhen Cloud \n3-Qingdao Cloud \n4-Custom \n Choose a DataBase: ','s');

QA.MES.Str=['MYSQL.Choice',QA.INT_MYSQL.Choice];

disp(QA.MES.Str);

notify(QA,'MESSAGE');

switch QA.INT_MYSQL.Choice

case {'1'}

QA.INT_MYSQL.Databasename='quantaxis';

QA.INT_MYSQL.Username='root';

QA.INT_MYSQL.Password ='940809';

QA.INT_MYSQL.Driver = 'com.mysql.jdbc.Driver';

QA.INT_MYSQL.Databaseurl = ['jdbc:mysql://localhost:3306/',QA.INT_MYSQL.Databasename];

QA.INT_MYSQL.Conn = database(QA.INT_MYSQL.Databasename,QA.INT_MYSQL.Username,QA.INT_MYSQL.Password,QA.INT_MYSQL.Driver,QA.INT_MYSQL.Databaseurl);

QA.INT_MYSQL.Status=isopen(QA.INT_MYSQL.Conn);

if QA.INT_MYSQL.Status==1

QA.MES.Str='Local Mysql Connection Success';

disp(QA.MES.Str);

notify(QA,'MESSAGE');

QA.INT_MYSQL_LOCAL=QA.INT_MYSQL;

end

case {'2'}

QA.INT_MYSQL.Databasename='quantaxis';

QA.INT_MYSQL.Username='root';

QA.INT_MYSQL.Password ='KlLn0NBkKn';

QA.INT_MYSQL.Driver = 'com.mysql.jdbc.Driver';

QA.INT_MYSQL.Databaseurl = ['jdbc:mysql://112.74.111.65:3306/',QA.INT_MYSQL.Databasename];

QA.INT_MYSQL.Conn = database(QA.INT_MYSQL.Databasename,QA.INT_MYSQL.Username,QA.INT_MYSQL.Password,QA.INT_MYSQL.Driver,QA.INT_MYSQL.Databaseurl);

QA.INT_MYSQL.Status=isopen(QA.INT_MYSQL.Conn);

if QA.INT_MYSQL.Status==1

QA.MES.Str='Shenzhen Cloud Mysql Connection Success';

disp(QA.MES.Str);

notify(QA,'MESSAGE');

QA.INT_MYSQL_CLOUD_SZ=QA.INT_MYSQL;

end

case {'3'}

QA.INT_MYSQL.Databasename='quantaxis';

QA.INT_MYSQL.Username='root';

QA.INT_MYSQL.Password ='940809';

QA.INT_MYSQL.Driver = 'com.mysql.jdbc.Driver';

QA.INT_MYSQL.Databaseurl = ['jdbc:mysql://121.42.215.235:3306/',QA.INT_MYSQL.Databasename];

QA.INT_MYSQL.Conn = database(QA.INT_MYSQL.Databasename,QA.INT_MYSQL.Username,QA.INT_MYSQL.Password,QA.INT_MYSQL.Driver,QA.INT_MYSQL.Databaseurl);

QA.INT_MYSQL.Status=isopen(QA.INT_MYSQL.Conn);

if QA.INT_MYSQL.Status==1

QA.MES.Str='Qingdao Cloud Mysql Connection Success';

disp(QA.MES.Str);

notify(QA,'MESSAGE');

QA.INT_MYSQL_CLOUD_QD=QA.INT_MYSQL;

end

case{'4'}

QA.INT_MYSQL.Databasename=input('Database: ','s');

QA.INT_MYSQL.Username=input('UserName(example:root) \nName: ','s');

QA.INT_MYSQL.Password =input('Password: ','s');

QA.INT_MYSQL.Driver = 'com.mysql.jdbc.Driver';

QA.INT_MYSQL.Url=input('Url: ','s');

QA.INT_MYSQL.Databaseurl = ['jdbc:mysql://',QA.INT_MYSQL.Url,':3306/',QA.INT_MYSQL.Databasename];

QA.INT_MYSQL.Conn = database(QA.INT_MYSQL.Databasename,QA.INT_MYSQL.Username,QA.INT_MYSQL.Password,QA.INT_MYSQL.Driver,QA.INT_MYSQL.Databaseurl);

QA.INT_MYSQL.Status=isopen(QA.INT_MYSQL.Conn);

if QA.INT_MYSQL.Status==1

QA.MES.Str='Custom Mysql Connection Success';

disp(QA.MES.Str);

notify(QA,'MESSAGE');

QA.INT_MYSQL_CUSTOM=QA.INT_MYSQL;

end

end

end

function Interface_Mysql_Initial(QA)

%Initial database

%create table A.userlist 2.DataList

if QA.INT_MYSQL.Status==1

sqlquery=['CREATE TABLE `quantaxis`.`', 'StockList','` (`Name` TEXT NULL COMMENT '''',`FullID` TEXT NULL COMMENT '''',`DoubleID` DOUBLE NULL COMMENT '''');'];

exec(QA.INT_MYSQL.Conn,sqlquery);

sqlquery=['CREATE TABLE `quantaxis`.`', 'userlist','` (`Name` TEXT NULL COMMENT '''',`Password` TEXT NULL COMMENT '''');'];

exec(QA.INT_MYSQL.Conn,sqlquery);

end

end

function Interface_Mysql_Get(QA)

if QA.INT_MYSQL.Status==1

end

end

function Login(QA,varargin)

register=input('QUANTAXIS 2.0 Alpha Login or Register Y-REGISTER N-LOGIN(Y/N): ','s');

sqlquery1=['CREATE TABLE if not exists `quantaxis`.`', 'userlist','` (`Userid` DOUBLE NULL,`Name` TEXT NULL COMMENT '''',`PassWord` TEXT NULL COMMENT '''',`Mail` TEXT NULL);'];

exec(QA.INT_MYSQL.Conn,sqlquery1);

if strcmpi(register,'Y')||strcmpi(register,'y')

disp('========REGISTER========')

QA.ACC_User.LoginName=input('--UserName--','s');

str=['your input user name is: ',QA.ACC_User.LoginName];

disp(str)

sqlquery=['select * from userlist where Name="',QA.ACC_User.LoginName,'"'];

cursor=exec(QA.INT_MYSQL.Conn,sqlquery);

cursor=fetch(cursor);

QA.ACC_User.LoginResult=cursor.Data;

if strcmpi(QA.ACC_User.LoginResult,'No Data')==0 %% NAME unique

QA.MES_Str='The User name is existed! Please Run Again';

disp(QA.MES.Str)

notify(QA,'MESSAGE')

QA.Login();

else

disp('The User Name is OKAY Continue...')

QA.ACC_User.MailAddress=input('Mail Address: ','s');

yanzhengn=ceil(20*rand(1))+1;

a=zeros(1,yanzhengn);

for i=1:yanzhengn

a(i)=ceil(95*rand(1))+32;

end

QA.ACC_User.UniqueName=char(a);

disp(QA.ACC_User.UniqueName)

QA.INT_Mail.subject='QUANTAXIS Code';

QAInterface_Mail(QA.ACC_User.MailAddress,QA.INT_Mail.subject,QA.ACC_User.UniqueName);

disp('QUANTAXIS CODE Sending....')

QA.ACC_User.UniqueNameinput=input('Please Input the Code ','s');

if strcmpi(QA.ACC_User.UniqueName,QA.ACC_User.UniqueNameinput)==1

QA.MES.Str='Code is right!';

disp(QA.MES.Str)

notify(QA,'MESSAGE')

QA.ACC_User.LoginPassword=input('Please Input the Password: ','s');

str=['your input password is: ',QA.ACC_User.LoginPassword];

disp(str)

disp('Connecting to Server.....')

else

QA.MES.Str='Code is wrong';

disp(QA.MES.Str)

notify(QA,'MESSAGE')

QA.Login();

end

if isopen(QA.INT_MYSQL.Conn)==1

sqlquery='select userlist.Userid from userlist';

cursor=fetch(exec(QA.INT_MYSQL.Conn,sqlquery));

QA.ACC_User.id=cursor.Data;

if strcmpi(QA.ACC_User.id,'No Data')==1

QA.ACC_User.id=1000001;

else

QA.ACC_User.id=QA.ACC_User.id{end,1}+1;

Logintext={QA.ACC_User.id,QA.ACC_User.LoginName,QA.ACC_User.LoginPassword,QA.ACC_User.MailAddress};

insert(QA.INT_MYSQL.Conn,'userlist',{'Userid','Name','PassWord','Mail'},Logintext)

end

end

sqlquery=['select * from userlist where Name="',QA.ACC_User.LoginName,'"'];

cursor=exec(QA.INT_MYSQL.Conn,sqlquery);

cursor=fetch(cursor);

QA.ACC_User.LoginResult=cursor.Data;

if strcmpi(QA.ACC_User.LoginResult,'No Data')==1

disp('Registion Failed!')

disp('Run Again');

QA.Login();

end

QA.ACC_User.realpassword=QA.ACC_User.LoginResult(:,3);

if strcmpi(QA.ACC_User.realpassword,QA.ACC_User.LoginPassword)==1

QA.MES.Str='Login Successful ! Any Question please turn to QQ279336410';

disp(QA.MES.Str)

notify(QA,'MESSAGE')

disp('[Email yutiansut@qq.com] [Website www.yutiansut.com] [QuantAxis Project quantaxis.yutiansut.com]')

disp('Please Login');

QA.Login();

clc

else

disp('Registion Failed! Contact QQ 279336410')

disp('System Run again');

QA.Login();

end

end

else

disp('========Login========')

QA.ACC_User.LoginName=input('--UserName--','s');

str=['your input user name is: ',QA.ACC_User.LoginName];

disp(str)

QA.ACC_User.LoginPassword=input('--PassWord--','s');

str=['your input password is: ',QA.ACC_User.LoginPassword];

disp(str)

disp('Connecting to Server.....')

sqlquery=['select * from userlist where Name="',QA.ACC_User.LoginName,'"'];

cursor=exec(QA.INT_MYSQL.Conn,sqlquery);

cursor=fetch(cursor);

QA.ACC_User.LoginResult=cursor.Data;

if strcmpi(QA.ACC_User.LoginResult,'No Data')==1

disp('No User Name in the Database!')

QA.Login();

end

QA.ACC_User.realpassword=QA.ACC_User.LoginResult(:,3);

QA.ACC_User.LoginCompare=strcmpi(QA.ACC_User.realpassword,QA.ACC_User.LoginPassword);

if QA.ACC_User.LoginCompare(1,:)==1

QA.MES.Str='Login Successful ! Any Question please turn to QQ279336410';

disp(QA.MES.Str)

notify(QA,'MESSAGE')

disp('[Email yutiansut@qq.com] [Website www.yutiansut.com] [QuantAxis Project quantaxis.yutiansut.com]')

else

disp('PassWord is Wrong...')

disp('You Still have one chance')

QA.ACC_User.LoginPassword=input('Please Input your Password ','s');

sqlquery=['select * from userlist where Name="',QA.ACC_User.LoginName,'"'];

cursor=exec(QA.INT_MYSQL.Conn,sqlquery);

cursor=fetch(cursor);

QA.ACC_User.LoginResult=cursor.Data;

QA.ACC_User.realpassword=QA.ACC_User.LoginResult(:,3);

QA.ACC_User.LoginCompare=strcmpi(QA.ACC_User.realpassword,QA.ACC_User.LoginPassword);

if QA.ACC_User.LoginCompare(1,:)==0

disp('Login failed!')

QA.Login();

else

QA.MES.Str='Login Successful ! Any Question please turn to QQ279336410';

disp(QA.MES.Str)

notify(QA,'MESSAGE')

disp('[Email yutiansut@qq.com] [Website www.yutiansut.com] [QuantAxis Project quantaxis.yutiansut.com]')

pause

end

end

end

end

end

methods %Listener & Notify

function QA=MESSAGEUPDATE(QA,varargin)

QA.MES.History{QA.MES.ID,1}=datestr(now);

QA.MES.History{QA.MES.ID,2}=QA.MES.Str;

QA.MES.ID=QA.MES.ID+1;

end

function QA=DATAFETCH(QA,varargin)

switch QA.FET.Source

case {'wind'}

case {'sina'}

case {'SQL'}

end

end

function QA=TRADECORE(QA,varargin)

QA.TRA.SQL.Conn=QA.INT_MYSQL.Conn;

QA.TRA.SQL.Tablename=[QA.TRA.id,'_','ts'];

sqlquery=['select ', QA.TRA.SQL.Tablename,'.HIGH ,'...

QA.TRA.SQL.Tablename,'.LOW, '...

QA.TRA.SQL.Tablename,'.CLOSE '...

'from quantaxis.',QA.TRA.SQL.Tablename,...

' where DATE=',num2str(QA.TRA.Date)];

curs = fetch(exec(QA.INT_MYSQL.Conn,sqlquery));

QA.TRA.Price=curs.Data;

if QA.TRA.Bid<=QA.TRA.Price{1,1} && QA.TRA.Bid>=QA.TRA.Price{1,2}

disp('Deal!')

QA.TRA.status=QA.TRA.Position; %-1buy 1sell

if QA.TRA.status==-1

QA.TRA.Status='buy';

end

if QA.TRA.status==1

QA.TRA.Status='sell';

end

QA.MES.Str=['The Trading Varities is:',QA.TRA.id,',The Trading Date is:',datestr(QA.TRA.Date,'yyyymmdd'),...

',Trading Price is:',num2str(QA.TRA.Bid),',Amount is:',num2str(QA.TRA.Amount),',Trading Towards is',QA.TRA.Status];

disp(QA.MES.Str)

end

notify(QA,'ACCOUNT');

notify(QA,'MESSAGE');

end

function QA=ACCOUNTF(QA,varargin)

QA.ACC_Cash=QA.ACC_Cash+QA.TRA.status*QA.TRA.Bid*QA.TRA.Amount;

QA.ACC_Trade{1,1}='Trading Varities';

QA.ACC_Trade{1,2}='Trading Date';

QA.ACC_Trade{1,3}='Price';

QA.ACC_Trade{1,4}='Amount';

QA.ACC_Trade{1,5}='Towards';

QA.ACC_Trade{QA.ACC_Trade_id,1}=QA.TRA.id;

QA.ACC_Trade{QA.ACC_Trade_id,2}=datestr(QA.TRA.Date,'yyyymmdd');

QA.ACC_Trade{QA.ACC_Trade_id,3}=QA.TRA.Bid;

QA.ACC_Trade{QA.ACC_Trade_id,4}=QA.TRA.Amount;

QA.ACC_Trade{QA.ACC_Trade_id,5}=QA.TRA.Status;

QA.ACC_Amount=QA.ACC_Amount-QA.TRA.status*QA.TRA.Amount;

QA.ACC_Account{1,1}='TRA.id';

QA.ACC_Account{1,2}='ACC_Amount';

QA.ACC_Account{1,3}='Close_Price';

QA.ACC_Account{1,4}='ACC_Amount*Close_Price';

if strcmpi(QA.ACC_Account(:,1),QA.TRA.id)==0

QA.ACC_Account_id=QA.ACC_Account_id+1;

end

QA.ACC_Account{QA.ACC_Account_id,1}=QA.TRA.id;

QA.ACC_Account{QA.ACC_Account_id,2}=QA.ACC_Amount;

QA.ACC_Account{QA.ACC_Account_id,3}=QA.TRA.Price{1,3};

QA.ACC_Account{QA.ACC_Account_id,4}=QA.ACC_Amount*QA.TRA.Price{1,3};

% QA.ACC_Portfolio=QA.ACC_Account(2:end,4);

QA.ACC_Portfolio=sum(cell2mat(QA.ACC_Account(2:end,4)));

QA.ACC_TotalAssest(QA.ACC_Trade_id,1)=abs(QA.ACC_Portfolio)+QA.ACC_Cash;

QA.ACC_Trade_id=QA.ACC_Trade_id+1;

end

function QA=STRATEGY(QA,varargin)

QA.MES.Str='Start Strategy';

disp(QA.MES.Str)

notify(QA,'MESSAGE')

QA.ACC_Strategy.type=input('Strategy type \n 1.Example \n 2.Custom \n 3.Custom Files \n','s');

switch QA.ACC_Strategy.type;

case {'1'}

disp('Simple MA Strategy')

sqlquery='select stocklist.wind_code ,stocklist.sec_name from quantaxis.stocklist';

curs = fetch(exec(QA.INT_MYSQL.Conn,sqlquery));

QA.ACC.StockList=curs.Data;

QA.ACC_ID=1;

QA.ACC.Type='ts';

QA.ACC.StockId=char(QA.ACC.StockList(1,1));

notify(QA,'SQL')

QA.ACC.StockId=char(QA.ACC.StockList(2,1));

notify(QA,'SQL')

QA.ACC_Methods.AnalysisID=1;

QA.ACC_Methods.AnalysisName=QA.ACC.UseData{QA.ACC_Methods.AnalysisID,1};

QA.ACC_Methods.AnalysisData=QA.ACC.UseData{QA.ACC_Methods.AnalysisID,2};

QA.ACC_Methods.AnalysisObj=cell2mat(QA.ACC_Methods.AnalysisData(:,2));

QA.ACC_Methods.Date=QA.ACC_Methods.AnalysisData(:,1);

ShortLen = 5;

LongLen = 20;

testx=QA.ACC_Methods.AnalysisObj;

[MA5, MA20] = movavg(testx', ShortLen, LongLen);

MA5(1:ShortLen-1) = QA.ACC_Methods.AnalysisObj(1:ShortLen-1);

MA20(1:LongLen-1) = QA.ACC_Methods.AnalysisObj(1:LongLen-1);

for t = LongLen:length(QA.ACC_Methods.AnalysisObj)

%

SignalBuy = MA5(t)>MA5(t-1) && MA5(t)>MA20(t) && MA5(t-1)>MA20(t-1) && MA5(t-2)<=MA20(t-2);

%

SignalSell = MA5(t)=MA20(t-2);

%

if SignalBuy == 1 && QA.ACC_Cash>0

QA.MES.Str=['Decision -- Buy',QA.ACC_Methods.AnalysisName];

disp(QA.MES.Str)

notify(QA,'MESSAGE')

QA.TRA.id=QA.ACC_Methods.AnalysisName;

QA.TRA.Date=QA.ACC_Methods.Date(t);

QA.TRA.Date=QA.TRA.Date{1,1};

QA.TRA.Bid=QA.ACC_Methods.AnalysisObj(t);

QA.TRA.Amount=10000;

QA.TRA.Position=-1;

notify(QA,'TRADE')

end

%

if SignalSell == 1 && QA.ACC_Account{2,2}>0

%

QA.MES.Str=['Decision -- SELL',QA.ACC_Methods.AnalysisName];

disp(QA.MES.Str)

notify(QA,'MESSAGE')

QA.TRA.id=QA.ACC_Methods.AnalysisName;

QA.TRA.Date=QA.ACC_Methods.Date(t);

QA.TRA.Date=QA.TRA.Date{1,1};

QA.TRA.Bid=QA.ACC_Methods.AnalysisObj(t);

QA.TRA.Amount=10000;

QA.TRA.Position=1;

notify(QA,'TRADE')

end

%

if t == length(QA.ACC_Methods.AnalysisObj) && QA.ACC_Account{2,2}>0

QA.MES.Str=['Decision -- SELL',QA.ACC_Methods.AnalysisName];

disp(QA.MES.Str)

notify(QA,'MESSAGE')

QA.TRA.id=QA.ACC_Methods.AnalysisName;

QA.TRA.Date=QA.ACC_Methods.Date(t);

QA.TRA.Date=QA.TRA.Date{1,1};

QA.TRA.Bid=QA.ACC_Methods.AnalysisObj(t);

QA.TRA.Amount=QA.ACC_Account{2,2};

QA.TRA.Position=1;

notify(QA,'TRADE')

end

end

notify(QA,'EVALUATE');

case {'2'}

QA.MES.Str='Using Custom Strategy';

disp(QA.MES.Str)

notify(QA,'MESSAGE')

QA=QACustomStrategy(QA,varargin);

case {'3'}

QA.MES.Str='Using Custom Strategy';

disp(QA.MES.Str)

notify(QA,'MESSAGE')

[filename, pathname] = uigetfile({'*.m';'*.p';'*.mat';'*.*'},'File Selector');

addpath(genpath(pathname))

savepath

a=regexp(filename,'.m','split');

a=char(a(1));

eval(a)

end

end

function QA=SQLSTATEMENT(QA,varargin)

QA.ACC.Stockid= regexp(QA.ACC.StockId, '.S', 'split');

QA.ACC.Stockid=char(QA.ACC.Stockid{1,1});

QA.ACC.SQL.Tablename=[QA.ACC.Stockid,'_',QA.ACC.Type];

QA.ACC.SQL.Conn=QA.INT_MYSQL.Conn;

sqlquery=['select ', QA.ACC.SQL.Tablename,'.DATE ,'...

QA.ACC.SQL.Tablename,'.OPEN,'...

QA.ACC.SQL.Tablename,'.HIGH,'...

QA.ACC.SQL.Tablename,'.LOW,'...

QA.ACC.SQL.Tablename,'.CLOSE '...

'from quantaxis.',QA.ACC.SQL.Tablename];

curs = fetch(exec(QA.INT_MYSQL.Conn,sqlquery));

QA.ACC.Data=curs.Data;

QA.ACC.UseData{QA.ACC_ID,1}=QA.ACC.Stockid;

QA.ACC.UseData{QA.ACC_ID,2}=QA.ACC.Data;

QA.ACC.UseData{QA.ACC_ID,3}=QA.ACC.StockId;

QA.ACC_ID=QA.ACC_ID+1;

end

function QA=EVALUATION(QA,varargin)

QA.ACC.id=QA.ACC_User.LoginResult{1,1};

sqlquery=['SELECT TABLE_NAME FROM INFORMATION_SCHEMA.TABLES WHERE TABLE_SCHEMA = "quantaxis" and TABLE_NAME like "ac',num2str(QA.ACC.id),'s%" ;'];

curs=fetch(exec(QA.INT_MYSQL.Conn,sqlquery));

if strcmpi(curs.Data,'No Data')

QA.ACC.strategyid=9000001;

else

QA.ACC.list=curs.Data{end,1};

QA.ACC.strategyid=regexp(QA.ACC.list,'s','split');

QA.ACC.strategyid=QA.ACC.strategyid{1,2};

QA.ACC.strategyid=str2double(QA.ACC.strategyid)+1;

end

QA.ACC.strategyname=['ac',num2str(QA.ACC.id),'s',num2str(QA.ACC.strategyid)];

sqlquery=['CREATE TABLE `quantaxis`.`',QA.ACC.strategyname ,'` (`Tradingvarieties` TEXT NULL ,`TradingDate` TEXT NULL ,'...

'`Price` DOUBLE NULL ,`Amount` DOUBLE NULL ,`Towards` TEXT NULL);'];

exec(QA.INT_MYSQL.Conn,sqlquery);

QA.ACC.Trade=QA.ACC_Trade(2:end,:);

insert(QA.INT_MYSQL.Conn,QA.ACC.strategyname,{'Tradingvarieties','TradingDate','Price','Amount','Towards'},QA.ACC.Trade);

end

end

end

function QAInterface_Mail(TargetAddress, subject, content)

SourceAddress='postmaster@yutiansut.com';

password='Yutiansut940809';

%% SMTP_Server Get

%ind = find( SourceAddress == '@', 1);

%temp = SourceAddress(ind+1:end);

FieldName ='mxhichina.com';%temp;

SMTP_Server = ['smtp.',FieldName];

disp('sending soon!');

%%

setpref('Internet','SMTP_Server',SMTP_Server);%SMTP

setpref('Internet','E_mail',SourceAddress);

setpref('Internet','SMTP_Username',SourceAddress);

setpref('Internet','SMTP_Password',password);

props = java.lang.System.getProperties;

props.setProperty('mail.smtp.auth','true');

sendmail(TargetAddress, subject, content);

end

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