def bankrisk(innercode, checkdate):
innercodeCalc, result = ca.reshape_innercode(innercode=innercode, checkdate=checkdate, cache=ca.bankRiskCache)
#innercodeCalc=innercode
result = df(result,columns=('innercode', 'es'))
if len(innercodeCalc) != 0:
query="""SELECT
financedata.bank_fin_prd.INNER_CODE,
financeprd.bank_risk.VAR
FROM
financedata.bank_fin_prd,
financeprd.bank_risk
WHERE
financedata.bank_fin_prd.INNER_CODE IN ( %s )
AND
financeprd.bank_risk.BANK_ID = financedata.bank_fin_prd.BANK_ID """ % ','.join(innercodeCalc)
result_new = GetDataFromDB(config, query)
result_new.columns = ['innercode', 'es']
innercode_empty=df(columns=['innercode', 'es'])
innercode_empty['innercode']=list(set(innercodeCalc)-set(result_new['innercode'].astype(str)))
innercode_empty['es']=''
innercode_empty.columns=['innercode','es']
result_new=result_new.append(innercode_empty,ignore_index=1)
#save cache for new data
ca.set_cache(result_new=result_new, checkdate=checkdate,cache=ca.bankRiskCache)
result=result.append(result_new,ignore_index=1)
result['checkdate'] = checkdate
else:
result['checkdate'] = checkdate
return (result.to_json(orient='index'))
def bankrisk(innercode, checkdate):
innercodeCalc, result = ca.reshape_innercode(innercode=innercode, checkdate=checkdate, cache=ca.bankRiskCache)
if len(innercodeCalc) != 0:
ro.r.assign("innercode", innercode)
ro.r("innercode=as.character(innercode)")
ro.r("res=bankRisk(innercode)")
innercode = list(ro.r("as.character(res$innercode)"))
es = list(ro.r("as.character(res$es)"))
# result = [innercode, es]
ca.set_cache(innercode=innercode, checkdate=checkdate, es=es, cache=ca.bankRiskCache)
result[0] = result[0] + innercode
result[1] = result[1] + es
else:
pass
return result
def fundrisk(innercode, checkdate):
"""
innercode from url:param innercode:
checkdate from url:param checkdate:
reult fundrisk with json type:return:
"""
innercodeCalc, result = ca.reshape_innercode(innercode=innercode, checkdate=checkdate, cache=ca.fundRiskCache)
"""
check the cache for the expected short fall already existed
"""
#innercodeCalc=innercode
result = df(result,columns=('innercode', 'es'))
if len(innercodeCalc) != 0:
startdate = datetime.strptime(checkdate, '%Y-%m-%d') - timedelta(days=730)
query = """select
financedata.ana_fnd_nav_calc.TRADEDATE,
financedata.ana_fnd_nav_calc.fac_unit_net,
financedata.ana_fnd_nav_calc.INNER_CODE
from
financedata.ana_fnd_nav_calc
where
financedata.ana_fnd_nav_calc.inner_code in ( %s )
and
financedata.ana_fnd_nav_calc.tradedate<= '%s'
and
financedata.ana_fnd_nav_calc.tradedate>= '%s'
""" % (','.join(innercodeCalc), checkdate, startdate.strftime('%Y-%m-%d'))
"""
asseemble the query
"""
indexPrice = GetDataFromDB(config, query)
indexPrice.columns = ['tradedate', 'close', 'innercode']
"""
get date from db
"""
grouped = indexPrice.groupby('innercode')
result_new = df(columns=('innercode', 'es'))
for i in innercodeCalc:
try:
dataForCalc = grouped.get_group(int(i))
es = cr.es(dataForCalc['tradedate'], dataForCalc['close'])
result_new.loc[len(result_new.index)]=[i,es]
except KeyError:
es = ''
result_new.loc[len(result_new.index)]=[i,es]
"""
constract the result maxtrix which innercode cannot be found in database
with empty es
"""
#save cache for new data
ca.set_cache(result_new=result_new, checkdate=checkdate,cache=ca.fundRiskCache)
"""
save the result in cache
"""
result = result.append(result_new,ignore_index=1)
result['checkdate'] = checkdate
else:
result['checkdate'] = checkdate
return (result.to_json(orient='index'))
