def copy(ctx, optsrc, optdst, optoverride):
''' create new stock portfolio by copying existing one
'''
if optsrc is None or optdst is None:
click.echo(
click.style(
f'\n Both source id and destination id are required to perform copy.',
fg='red'))
return
src_portfolio_id = optsrc
dst_portfolio_id = optdst
if asset_sp_stock_portfolio.load_by_id(
portfolio_ids=[src_portfolio_id]).shape[0] == 0:
click.echo(
click.style(
f'\n Stock portfolio {src_portfolio_id} doesn\'t exist.',
fg='red'))
return
if not optoverride and asset_sp_stock_portfolio.load_by_id(
portfolio_ids=[dst_portfolio_id]).shape[0] > 0:
click.echo(
click.style(
f'\n Stock portfolio {dst_portfolio_id} already exists.',
fg='red'))
return
df_stock_portfolio_info = asset_sp_stock_portfolio.load_by_id(
portfolio_ids=[src_portfolio_id])
df_stock_portfolio_info.rename(index={src_portfolio_id: dst_portfolio_id},
inplace=True)
asset_sp_stock_portfolio.save(dst_portfolio_id, df_stock_portfolio_info)
df_stock_portfolio_argv = asset_sp_stock_portfolio_argv.load(
portfolio_id=src_portfolio_id)
df_stock_portfolio_argv.rename(index={src_portfolio_id: dst_portfolio_id},
level='globalid',
inplace=True)
asset_sp_stock_portfolio_argv.save(dst_portfolio_id,
df_stock_portfolio_argv)
click.echo(
click.style(
f'\n Successfully created stock portfolio {dst_portfolio_id}!',
fg='green'))
def pos_n_nav(ctx, optid, opttype, begin_date, end_date, cpu_count):
''' calculate pos and nav of stock portfolio to update
'''
if optid is not None:
list_portfolio_id = [s.strip() for s in optid.split(',')]
else:
list_portfolio_id = None
if opttype is not None:
list_type = [s.strip() for s in opttype.split(',')]
else:
list_type = None
if list_portfolio_id is None and list_type is None:
click.echo(
click.style(
f'\n Either stock portfolio id or type is required to perform pos n nav.',
fg='red'))
return
if list_portfolio_id is not None:
df_stock_portfolio_info = asset_sp_stock_portfolio.load_by_id(
portfolio_ids=list_portfolio_id)
else:
df_stock_portfolio_info = asset_sp_stock_portfolio.load_by_type(
types=list_type)
for _, stock_portfolio_info in df_stock_portfolio_info.iterrows():
pos_n_nav_update(stock_portfolio_info, begin_date, end_date)
def create(ctx, optid, optname, opttype, optalgo, optargv, optoverride):
''' create new stock portfolio
'''
if optid is None:
click.echo(
click.style(
f'\n Stock portfolio id is required to perform create.',
fg='red'))
return
portfolio_id = optid
portfolio_name = optname
portfolio_type = opttype
portfolio_algo = optalgo
list_portfolio_argv = [[s2.strip() for s2 in s1.split(':')]
for s1 in optargv.split(',')]
if not optoverride and asset_sp_stock_portfolio.load_by_id(
portfolio_ids=[portfolio_id]).shape[0] > 0:
click.echo(
click.style(f'\n Stock portfolio {portfolio_id} already exists.',
fg='red'))
return
df_stock_portfolio_info = pd.DataFrame(
[[portfolio_name, portfolio_type, portfolio_algo]],
columns=['sp_name', 'sp_type', 'sp_algo'])
df_stock_portfolio_info['globalid'] = portfolio_id
df_stock_portfolio_info = df_stock_portfolio_info.set_index('globalid')
asset_sp_stock_portfolio.save(portfolio_id, df_stock_portfolio_info)
df_stock_portfolio_argv = pd.DataFrame(
list_portfolio_argv, columns=['sp_key', 'sp_value', 'sp_desc'])
df_stock_portfolio_argv['globalid'] = portfolio_id
df_stock_portfolio_argv = df_stock_portfolio_argv.set_index(
['globalid', 'sp_key'])
asset_sp_stock_portfolio_argv.save(portfolio_id, df_stock_portfolio_argv)
click.echo(
click.style(f'\n Successfully created stock portfolio {portfolio_id}!',
fg='green'))
def remove(ctx, optid, optexcept):
if optid is None:
click.echo(
click.style(
f'\n Stock portfolio id is required to perform remove.',
fg='red'))
return
if optexcept is not None:
list_except_portfolio_id = [s.strip() for s in optexcept.split(',')]
else:
list_except_portfolio_id = []
list_portfolio_id = list(
asset_sp_stock_portfolio.load_by_id(portfolio_ids=[optid]).index)
list_portfolio_id = list(
set(list_portfolio_id) - set(list_except_portfolio_id))
engine = database.connection('asset')
metadata = MetaData(bind=engine)
table_sp = Table('sp_stock_portfolio', metadata, autoload=True)
table_sp_argv = Table('sp_stock_portfolio_argv', metadata, autoload=True)
table_sp_pos = Table('sp_stock_portfolio_pos', metadata, autoload=True)
table_sp_nav = Table('sp_stock_portfolio_nav', metadata, autoload=True)
for portfolio_id in list_portfolio_id:
table_sp.delete(table_sp.c.globalid == portfolio_id).execute()
table_sp_argv.delete(
table_sp_argv.c.globalid == portfolio_id).execute()
table_sp_pos.delete(table_sp_pos.c.globalid == portfolio_id).execute()
table_sp_nav.delete(table_sp_nav.c.globalid == portfolio_id).execute()
click.echo(
click.style(
f'\n Successfully remove stock portfolios {list_portfolio_id}!',
fg='green'))
def devide(ctx, optsrc, optoverride):
''' create new stock portfolio for industries
'''
if optsrc is None:
click.echo(
click.style(f'\n Src id is required to perform devide.', fg='red'))
return
src_portfolio_id = optsrc
if src_portfolio_id[-2:] != '00':
click.echo(
click.style(f'\n Source id {src_portfolio_id} is invalid.',
fg='red'))
return
if asset_sp_stock_portfolio.load_by_id(
portfolio_ids=[src_portfolio_id]).shape[0] == 0:
click.echo(
click.style(
f'\n Stock portfolio {src_portfolio_id} doesn\'t exist.',
fg='red'))
return
if not optoverride and asset_sp_stock_portfolio.load_by_id(
portfolio_ids=[src_portfolio_id[:-2]]).shape[0] > 1:
click.echo(
click.style(
f'\n Stock portfolio for industries {src_portfolio_id[:-2]} already exists.',
fg='red'))
return
sw_industry_code_pool = caihui_tq_sk_basicinfo.load_sw_industry_code_info()
num_sw_industry = sw_industry_code_pool.shape[0]
list_dst_portfolio_id = [
f'{src_portfolio_id[:-2]}{sw_industry_code[:2]}'
for sw_industry_code in sw_industry_code_pool.index
]
for dst_portfolio_id in list_dst_portfolio_id:
df_stock_portfolio_info = asset_sp_stock_portfolio.load_by_id(
portfolio_ids=[src_portfolio_id])
df_stock_portfolio_info.rename(
index={src_portfolio_id: dst_portfolio_id}, inplace=True)
asset_sp_stock_portfolio.save(dst_portfolio_id,
df_stock_portfolio_info)
df_stock_portfolio_argv = asset_sp_stock_portfolio_argv.load(
portfolio_id=src_portfolio_id)
df_stock_portfolio_argv.rename(
index={src_portfolio_id: dst_portfolio_id},
level='globalid',
inplace=True)
asset_sp_stock_portfolio_argv.save(dst_portfolio_id,
df_stock_portfolio_argv)
click.echo(
click.style(
f'\n Successfully created stock portfolios for industries {list_dst_portfolio_id}!',
fg='green'))