def do_update_xdxr(self, code):
df = self.fetcher.fetch_xdxr(code)
if len(df) > 0:
DB_CLIENT.update_data_append_newer(df, REPO_XDXR)
def recreate_for_codes(self, codes, start_date, end):
DB_CLIENT.remove_by_codes_from(self.repo_name_for_backtest(), codes)
DB_CLIENT.remove_by_codes_from(self.repo_name_for_trade(), codes)
start = date_time_utils.Date.from_str(start_date)
end = date_time_utils.Date.from_str(end)
executor.execute_tasks(codes, self.update_for_single_code, start.as_str(), end.as_str())
def drop_bar_repo(self, typ: SeType, freq: SeFreq):
DB_CLIENT.drop(typ.repo_name(freq))
def read_for_trade(self):
return DB_CLIENT.read_all_data(
self.repo_name_for_trade()
)
def read_all_codes(self):
return DB_CLIENT.read_codes_from_db(self.repo_name_for_backtest())
def read_test_for_backtest(self, codes, start, end):
return DB_CLIENT.read_data_by_codes_and_date(
self.repo_name_for_backtest(),
codes, start, end=end, extra_filter={'train': False}
)
def read_for_backtest(self, codes, start, end):
return DB_CLIENT.read_data_by_codes_and_date(
self.repo_name_for_backtest(),
codes, start, end=end
)
def remove_all(self, codes):
DB_CLIENT.remove_all_from(self.repo_name(),
query={'code': {
'$in': codes
}})
def collect_baseline(self):
for repo_name in self.repos_to_monitor:
cnt = DB_CLIENT.count_of(repo_name)
self.baseline[repo_name] = cnt
def read_all_codes(self):
repo_name = self.repo_name()
return DB_CLIENT.read_codes_from_db(repo_name)
def read_by_dates(self, codes, start='all', end=None):
repo_name = self.repo_name()
return DB_CLIENT.read_data_by_codes_and_date(repo_name,
codes,
start,
end=end)
def save(self, data):
DB_CLIENT.create_index(self.repo_name(), self.freq.keys_to_index())
if data is not None and len(data) > 0:
repo_name = self.repo_name()
DB_CLIENT.update_data_append_newer(data, repo_name)
def replace_by_dates(self, data, code, start, end):
DB_CLIENT.delete_by_code_and_dates(self.repo_name(), code, start, end)
if data is not None and len(data) > 0:
DB_CLIENT.create_index(self.repo_name(), self.freq.keys_to_index())
repo_name = self.repo_name()
DB_CLIENT.replace_data_by_date_range(data, repo_name, start, end)
def save(self, data):
if data is not None and len(data) > 0:
repo_name = self.repo_name()
df = data.drop(columns=['open', 'low', 'high', 'amount', 'vol'],
axis=1)
DB_CLIENT.update_data_append_newer(df, repo_name)
