def _save(self, fqFactorDF, codeDF):
logging.info("Saving daily fq factor.")
fqFactorDF.to_sql(name='t_daily_fqFactor', con=utils.getEngine(), if_exists='append', chunksize=20000)
logging.info("Saved daily fq factor.")
logging.info("Saving daily hfq data.")
codeDF.to_sql(name='t_daily_hfq_stock', con=utils.getEngine(), if_exists='append')
logging.info("Saved daily hfq data.")
def _hfq2qfq(beginCode=None):
codes = pd.read_sql('select code from t_stock_basics', utils.getEngine())
if conf.DEBUG:
codes = codes[:1]
if not conf.DEBUG and beginCode is None:
utils.executeSQL('delete from t_daily_qfq_stock')
if beginCode is not None:
codes = codes[codes['code']>=beginCode]
codes['code'].map(_doqfq)
def _doqfq(code):
logging.info("qfq for %s."%code)
hfqDF = pd.read_sql('select * from t_daily_hfq_stock where code="%s"'%code, utils.getEngine()).set_index('date').sort_index(ascending=False)
if hfqDF is None or hfqDF.empty:
return
factors = pd.read_sql('select * from t_daily_fqFactor where code="%s" and date="%s"'%(code, hfqDF.head(1).index.values[0]), utils.getEngine())
# off market
if factors.empty:
return
factor = factors['factor'].values[0]
rt = ts.get_realtime_quotes(code)
if rt is None:
return
if ((float(rt['high']) == 0) & (float(rt['low'])==0)):
preClose = float(rt['pre_close'])
else:
preClose = float(rt['price'])
_rate = factor / preClose
for label in ['open','high','low','close']:
hfqDF[label] /= _rate
hfqDF[label] = hfqDF[label].map(lambda x:'%.2f'%x)
hfqDF[label] = hfqDF[label].astype(float)
if not conf.DEBUG:
logging.info("Saving %s qfq data."%code)
hfqDF.to_sql(name='t_daily_qfq_stock', con=utils.getEngine(), if_exists='append')
logging.info("Saved %s qfq data."%code)
if conf.DEBUG:
print hfqDF.tail(1)
print factor
print _rate
def _downloadFqFactor(codes):
factorDF = DataFrame()
for code in codes:
logging.info("Downloading %s fq factor."%code)
df = ts.stock.trading._parase_fq_factor(code,'','')
df.insert(0,"code",code,True)
df = df.drop_duplicates('date').set_index('date')
factorDF = pd.concat([factorDF, df])
if conf.DEBUG:
break
logging.info("Deleting fq factor.")
utils.executeSQL("delete from t_daily_fqFactor")
logging.info("Saving fq factor.")
factorDF.to_sql(name='t_daily_fqFactor',con=utils.getEngine(), if_exists="append",chunksize=20000)
logging.info("Saved fq factor.")
def _downloadFqFactor(codes):
factorDF = DataFrame()
for code in codes:
logging.info("Downloading %s fq factor." % code)
df = ts.stock.trading._parase_fq_factor(code, '', '')
df.insert(0, "code", code, True)
df = df.drop_duplicates('date').set_index('date')
factorDF = pd.concat([factorDF, df])
if conf.DEBUG:
break
logging.info("Deleting fq factor.")
utils.executeSQL("delete from t_daily_fqFactor")
logging.info("Saving fq factor.")
factorDF.to_sql(name='t_daily_fqFactor',
con=utils.getEngine(),
if_exists="append",
chunksize=20000)
logging.info("Saved fq factor.")
def _save(self, code, codeDF,descStr):
codeDF.insert(0, "code", code, True)
logging.info("Saving %s."%descStr)
codeDF.to_sql(name="t_daily_hfq_stock",con=utils.getEngine(), if_exists="append")
logging.info("Saved %s with shape:%s."%(descStr,codeDF.shape))