def createDatabase(dbName, dbType):
logging.info("Creating " + dbName + " equity data base")
dbMgr = DBMgr.DBMgr()
f_index = open(indexPath, "r")
# TODO: trim extra spaces
for company_name in f_index:
parseAndCreateDB(dbMgr, dbName, dbType, company_name)
logging.info("Successfully created " + dbName + " equity data base")
import DBMgr
import argparse
import datetime
import calendar
import csv
db = DBMgr.DBMgr()
csvFilePath = "exampleFootprints/footprint1.csv"
def main():
args = parser.parse_args()
days = args.days
user = args.user
if days > 0:
print("Days: " + str(days))
days = 100
start = datetime.datetime.now() - datetime.timedelta(days=days)
start = calendar.timegm(start.utctimetuple())
end = calendar.timegm(datetime.datetime.now().utctimetuple())
print("Querying database for footprint...")
D = db.getFootprintData(user, start, end)
print("Received footprint data")
footprints = D["footprint"]
timestamps = D["timestamp"]
energies = D["energy"]
with open(csvFilePath, mode='w') as csvFile:
csvWriter = csv.writer(csvFile, delimiter=',')
def GET(self):
return DBMgr.dump_recent_raw_submission()
def GET(self):
return DBMgr.dump_debug_log()
def GET(self):
return DBMgr.constructParameterValue()
# if sn=='1':
# return yr + '-' + '01'
# elif sn=='2':
# return yr + '-' + '04'
# elif sn=='3':
# return yr + '-' + '07'
# elif sn=='4':
# return yr + '-' + '10'
#for ifd in fdlist:
# fddata = pd.read_pickle(ifd)
# fddata.date = fddata.date.apply(toDate)
# fddata.to_pickle(ifd)
#%% factor selection:
dataMgr = DBMgr()
dataMgr.compSeasonRetLong(basic.code.values)
with open('./dataMgr.pickle','wb') as f:
pickle.dump(dataMgr,f)
#%%
ind_ret = dataMgr.seasonalRet.mean(axis=1)
yrlist = [str(i) for i in range(2007,2018)]
seasonlist = ['01','04','07','10']
mapSeason = {'01':'04','04':'07','07':'10','10':'01'}
fdlist = glob.glob('./fundamental/*.pkl')
res = defaultdict(list)
wkDone = []
fdlist.remove('./fundamental/performance_all_quarter.pkl')
for ifd in fdlist: