def QA_fetch_index_day_adv(
code,
start, end=None,
if_drop_index=False,
collections=DATABASE.index_day):
'获取指数日线'
end = start if end is None else end
start = str(start)[0:10]
end = str(end)[0:10]
if isinstance(code, str):
if QA_util_date_valid(end) == True:
__data = []
for item in collections.find({
'code': str(code)[0:6], "date_stamp": {
"$lte": QA_util_date_stamp(end),
"$gte": QA_util_date_stamp(start)}}):
__data.append([str(item['code']), float(item['open']), float(item['high']), float(
item['low']), float(item['close']), float(item['vol']), item['date']])
__data = DataFrame(__data, columns=[
'code', 'open', 'high', 'low', 'close', 'volume', 'date'])
__data['date'] = pd.to_datetime(__data['date'])
return QA_DataStruct_Index_day(__data.query('volume>1').set_index(['date', 'code'], drop=if_drop_index).sort_index())
else:
QA_util_log_info('something wrong with date')
elif isinstance(code, list):
return QA_DataStruct_Index_day(pd.concat(QA_fetch_indexlist_day(code, [start, end])).query('volume>1').set_index(['date', 'code'], drop=if_drop_index).sort_index())
def QA_fetch_index_day_adv(
code,
start,
end=None,
if_drop_index=True,
# 🛠 todo collections 参数没有用到， 且数据库是固定的， 这个变量后期去掉
collections=DATABASE.index_day):
'''
:param code: code: 字符串str eg 600085
:param start: 字符串str 开始日期 eg 2011-01-01
:param end: 字符串str 结束日期 eg 2011-05-01
:param if_drop_index: Ture False ， dataframe drop index or not
:param collections: mongodb 数据库
:return:
'''
'获取指数日线'
end = start if end is None else end
start = str(start)[0:10]
end = str(end)[0:10]
# 🛠 todo 报告错误 如果开始时间 在 结束时间之后
# 🛠 todo 如果相等
res = QA_fetch_index_day(code, start, end, format='pd')
if res is None:
print(
"QA Error QA_fetch_index_day_adv parameter code=%s start=%s end=%s call QA_fetch_index_day return None"
% (code, start, end))
else:
res_set_index = res.set_index(['date', 'code'])
# if res_set_index is None:
# print("QA Error QA_fetch_index_day_adv set index 'date, code' return None")
# return None
return QA_DataStruct_Index_day(res_set_index)
def QA_fetch_index_day_adv(code,
start,
end=None,
if_drop_index=False,
collections=DATABASE.index_day):
'获取指数日线'
end = start if end is None else end
start = str(start)[0:10]
end = str(end)[0:10]
return QA_DataStruct_Index_day(
QA_fetch_index_day(code, start, end,
format='pd').set_index(['date', 'code'],
drop=if_drop_index))
def test_data_struct_index(self):
"""指数（或etf）DataStruture
"""
code = '000001'
days = 365 * 1.2
start = datetime.datetime.now() - datetime.timedelta(days)
end = datetime.datetime.now() - datetime.timedelta(0)
df = qmi.get(code, start, end)
if df is not None:
df = df.set_index(['date', 'code'], drop=True)
ds = qd(type='index').dataStruct(df)
ds2 = QA_DataStruct_Index_day(df)
self.assertIsInstance(ds, QA_DataStruct_Index_day)
self.assertIsInstance(ds2, QA_DataStruct_Index_day)
def get_lof_day(self, codelist, start, end):
codelist = promise_list(codelist)
# if 'XS' not in codelist[0]:
# codelist = pd.Series(codelist).apply(
# lambda x: x+'.XSHG' if x[0] != 6 else x+'.XSHE').tolist()
columns_raw = [
'date', 'order_book_id', 'num_trades', 'open', 'high', 'low',
'close', 'volume', 'total_turnover'
]
res = self.client.query_dataframe(
"SELECT * FROM quantaxis.lof_cn_day WHERE ((`date` >= '{}')) \
AND (`date` <= '{}') AND (`order_book_id` IN ({}))".
format(start, end, "'{}'".format(
"','".join(codelist)))).loc[:, columns_raw].drop_duplicates(
['date', 'order_book_id'])
return QA_DataStruct_Index_day(
res.assign(date=pd.to_datetime(res.date),
code=res.order_book_id,
amount=res.total_turnover).set_index(['date', 'code'
]).sort_index())