def moving_average(start, end, codelist):
start_time = dateutil.parser.parse(start)
end_time = dateutil.parser.parse(end)
sqlfolder = SQL_FOLDER + str(uuid.uuid1()) + '/'
if not os.path.exists(sqlfolder):
os.mkdir(sqlfolder)
f = FileHelper(sqlfolder)
for code in codelist:
print "calculating ma30 of...", code
prices = StockPrice.query \
.filter_by(code=code) \
.filter(StockPrice.marketday <= end_time) \
.order_by(StockPrice.marketday) \
.all()
#.filter(StockPrice.marketday >= '2012-01-01') \
#print len(prices), prices[0], prices[-1]
sqls = ""
for i in range(0, len(prices)):
if prices[i].marketday.date() >= start_time.date():
if i < 29:
continue
else:
#print i, len(prices[i - 29: i + 1]), prices[i - 29], prices[i]
#print i, prices[i], calculator.mean([x.close for x in prices[i - 29: i + 1]])
assert len(prices[i - 29: i + 1]) == 30
list_x = [float(x.close) for x in prices[i - 29: i + 1]]
list_w = [float(x.volume) for x in prices[i - 29: i + 1]]
sql = "UPDATE `stock_price` SET `ma30`=%f, `ma30w`=%f WHERE `id` = %d;\n" % \
(calculator.mean(list_x), calculator.mean(list_x, list_w), prices[i].id)
sqls += sql
else:
continue
#print sqls
f.write(sqls, "%06d" % code, ".sql")
sqlhelper = SqlHelper(MYSQL_CONFIG)
sqlhelper.execFolder(sqlfolder)
shutil.rmtree(sqlfolder)
def yahoo_price_to_db(start, end, codelist):
tempfolder = TEMP_FOLDER + str(uuid.uuid1()) + '/'
if not os.path.exists(tempfolder):
os.mkdir(tempfolder)
sqlfolder = SQL_FOLDER + str(uuid.uuid1()) + '/'
if not os.path.exists(sqlfolder):
os.mkdir(sqlfolder)
y = Yahoo(tempfolder, sqlfolder)
for code in codelist:
y.getPrice(code, start, end)
for code in codelist:
y.parsePrice(code)
sqlhelper = SqlHelper(MYSQL_CONFIG)
sqlhelper.execFolder(sqlfolder)
shutil.rmtree(tempfolder)
shutil.rmtree(sqlfolder)
