Ejemplo n.º 1
0
    def __init__(self, crosserTable, crosserColumn, crosseeTable,
                 crosseeColumn):
        """
        Class Constructor.

        :param crosserTable:
        :param crosserColumn:
        :param crosseeTable:
        :param crosseeColumn:
        """

        # Logger.log(logging.DEBUG, "Log Object Creation", {"scope":__name__, "arguments":" ".join({""})})

        ruleTableName = "Rule %s %s Cross %s %s" % (
            crosserTable, crosserColumn, crosseeTable, crosseeColumn)
        Rule.__init__(self, ruleTableName)

        if crosserTable == crosseeTable:
            self._selectQuery = "select r.Date, r.Code, %s as Crosser, %s as Crossee from %s r" % (
                crosserColumn, crosseeColumn, crosserTable)
        else:
            self._selectQuery = "select r.Date, r.Code, r.%s as Crosser, e.%s as Crossee from %s r inner join %s e on r.Date = e.Date and r.Code = e.Code" % (
                crosserColumn, crosseeColumn, crosserTable, crosseeTable)

        self._crosserColumn = crosserColumn
        self._crosseeColumn = crosseeColumn
Ejemplo n.º 2
0
    def __init__(self,
                 indicatorTable,
                 indicatorColumn,
                 relativeIndex,
                 comparison,
                 multiplier=1.00):
        """
        Class Constructor.

        :param indicatorTable:
        :param indicatorColumn:
        :param relativeIndex: Relative Index to compare the Indicator Column e.g. -1 means previous day and -5 means five days ago
        :param comparison:
        :param multiplier:
        """

        # Logger.log(logging.DEBUG, "Log Object Creation", {"scope":__name__, "arguments":" ".join({""})})

        ruleTableName = "Rule %s %s %s %s %s" % (
            indicatorTable, indicatorColumn, relativeIndex, comparison,
            multiplier)
        Rule.__init__(self, ruleTableName)

        self._selectQuery = "select Date, Code, %s from %s" % (indicatorColumn,
                                                               indicatorTable)

        self._indicatorColumn = indicatorColumn
        self._relativeIndex = relativeIndex
        self._comparison = comparison
        self._multiplier = multiplier
Ejemplo n.º 3
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    def __init__(self, indicatorTable, indicatorRule):
        """
        Class Constructor.

        :param ?
        """

        # Logger.log(logging.DEBUG, "Log Object Creation", {"scope":__name__, "arguments":" ".join({""})})

        ruleTableName = "Rule %s %s" % (indicatorTable, indicatorRule)
        Rule.__init__(self, ruleTableName)

        self._selectQuery = "select Date, Code, %s as Match from %s" % (indicatorRule, indicatorTable)
Ejemplo n.º 4
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    def __init__(self, indicatorTable1, indicatorTable2, indicatorRule):
        """
        Class Constructor.

        :param ?
        :param ?
        :param indicatorRule: Columns should be prefixed with t1 and t2
        """

        # Logger.log(logging.DEBUG, "Log Object Creation", {"scope":__name__, "arguments":" ".join({""})})

        ruleTableName = "Rule %s %s %s" % (indicatorTable1, indicatorTable2, indicatorRule)
        Rule.__init__(self, ruleTableName)

        self._selectQuery = "select t1.Date, t1.Code, %s as Match from %s t1 inner join %s t2 on t1.Date = t2.Date and t1.Code = t2.Code" % (indicatorRule, indicatorTable1, indicatorTable2)
Ejemplo n.º 5
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    def __init__(self, crosserTable, crosserColumn, crosseeTable, crosseeColumn):
        """
        Class Constructor.

        :param crosserTable:
        :param crosserColumn:
        :param crosseeTable:
        :param crosseeColumn:
        """

        # Logger.log(logging.DEBUG, "Log Object Creation", {"scope":__name__, "arguments":" ".join({""})})

        ruleTableName = "Rule %s %s Cross %s %s" % (crosserTable, crosserColumn, crosseeTable, crosseeColumn)
        Rule.__init__(self, ruleTableName)

        if crosserTable == crosseeTable:
            self._selectQuery = "select r.Date, r.Code, %s as Crosser, %s as Crossee from %s r" % (crosserColumn, crosseeColumn, crosserTable)
        else:
            self._selectQuery = "select r.Date, r.Code, r.%s as Crosser, e.%s as Crossee from %s r inner join %s e on r.Date = e.Date and r.Code = e.Code" % (crosserColumn, crosseeColumn, crosserTable, crosseeTable)

        self._crosserColumn = crosserColumn
        self._crosseeColumn = crosseeColumn
Ejemplo n.º 6
0
    def __init__(self, indicatorTable, indicatorColumn, relativeIndex, comparison, multiplier=1.00):
        """
        Class Constructor.

        :param indicatorTable:
        :param indicatorColumn:
        :param relativeIndex: Relative Index to compare the Indicator Column e.g. -1 means previous day and -5 means five days ago
        :param comparison:
        :param multiplier:
        """

        # Logger.log(logging.DEBUG, "Log Object Creation", {"scope":__name__, "arguments":" ".join({""})})

        ruleTableName = "Rule %s %s %s %s %s" % (indicatorTable, indicatorColumn, relativeIndex, comparison, multiplier)
        Rule.__init__(self, ruleTableName)

        self._selectQuery = "select Date, Code, %s from %s" % (indicatorColumn, indicatorTable)

        self._indicatorColumn = indicatorColumn
        self._relativeIndex = relativeIndex
        self._comparison = comparison
        self._multiplier = multiplier