Example #1
0
    def set_all_data(self, quantity_change_info, price_change_info,
                     index_info):
        df, _ = self.read()
        if df.empty:
            logger.error("read empty file for:%s" % self.code)
            return False

        #modify price and quanity for all split-adjusted share prices
        df = self.adjust_share(df, quantity_change_info)
        if df.empty:
            logger.error("adjust share %s failed" % self.code)
            return False

        df = self.qfq(df, price_change_info)
        if df.empty:
            logger.error("qfq %s failed" % self.code)
            return False

        #transfer data to split-adjusted share prices
        df = self.transfer2adjusted(df)

        #compute strength relative index
        df = self.relative_index_strength(df, index_info)
        if df is None:
            logger.error("length of code %s is not equal to index." %
                         self.code)
            return False

        #set chip distribution
        dist_data = self.compute_distribution(df)
        if dist_data.empty:
            logger.error("%s is empty distribution." % self.code)
            return False

        if not self.set_chip_distribution(dist_data):
            logger.error("store %s distribution failed" % self.code)
            return False

        df['uprice'] = mac(dist_data, 0)
        df['sprice'] = mac(dist_data, 5)
        df['mprice'] = mac(dist_data, 13)
        df['lprice'] = mac(dist_data, 37)
        df = pro_nei_chip(df, dist_data)

        if is_df_has_unexpected_data(df):
            logger.error("data for %s is not clean." % self.code)
            return False

        day_table = self.get_day_table()
        if not self.mysql_client.delsert(df, day_table):
            logger.error("save %s data to mysql failed." % self.code)
            return False

        self.redis.sadd(day_table, *set(df.date.tolist()))
        return True
Example #2
0
    def set_today_data(self, df, index_df, pre_date, cdate):
        day_table = self.get_day_table()
        if self.is_date_exists(day_table, cdate):
            logger.debug("existed data for code:%s, date:%s" %
                         (self.code, cdate))
            return True

        index_df = index_df.loc[index_df.date == cdate]

        preday_df = self.get_k_data(date=pre_date)

        if preday_df is None:
            logger.error("%s get pre date data failed." % self.code)
            return False

        if preday_df.empty:
            logger.error("%s get pre date data empty." % self.code)
            return False

        df['adj'] = 1.0
        df['preclose'] = preday_df['close'][0]
        df['totals'] = preday_df['totals'][0]
        df['outstanding'] = preday_df['outstanding'][0]

        #transfer data to split-adjusted share prices
        df = self.transfer2adjusted(df)

        df = self.relative_index_strength(df, index_df, cdate)
        if df is None: return False

        #set chip distribution
        dist_df = df.append(preday_df, sort=False)
        dist_df = dist_df.sort_values(by='date', ascending=True)

        dist_data = self.compute_distribution(dist_df, cdate)
        if dist_data.empty:
            logger.error("%s chip distribution compute failed." % self.code)
            return False
        if self.set_chip_distribution(dist_data, zdate=cdate):
            df['uprice'] = mac(dist_data, 0)
            df['sprice'] = mac(dist_data, 5)
            df['mprice'] = mac(dist_data, 13)
            df['lprice'] = mac(dist_data, 37)
            df = pro_nei_chip(df, dist_data, preday_df, cdate)
            if is_df_has_unexpected_data(df):
                logger.error("data for %s is not clean." % self.code)
                return False
            if self.mysql_client.set(df, self.get_day_table()):
                return self.redis.sadd(day_table, cdate)
        return False