def recreate_stock_qfq_data(): start = MIN_START_DATE end = date_time_utils.Date().as_str() init_qfq_repo() print('START recreate QFQ data') code_list = SECURITY_DATA_READ_SERVICE.read_security_codes() execute_tasks(code_list, update_qfq_for_single_code, start, end) print('DONE recreate QFQ data')
def recreate_all_codes(self, start_date, end): DB_CLIENT.remove_all_from(self.repo_name_for_backtest()) DB_CLIENT.remove_all_from(self.repo_name_for_trade()) DB_CLIENT.create_index_for_collection_with_date_and_code(self.repo_name_for_backtest()) DB_CLIENT.create_index_for_collection_with_date_and_code(self.repo_name_for_trade()) code_list = SECURITY_DATA_READ_SERVICE.read_security_codes() start = date_time_utils.Date.from_str(start_date) end = date_time_utils.Date.from_str(end) executor.execute_tasks(code_list, self.update_for_single_code, start.as_str(), end.as_str())
def recreate_all_codes(self, codes, create_start_date=DEFAULT_MIN_START_DATE): if codes is None: if self.db_service.confirm_and_drop(): codes = SECURITY_DATA_READ_SERVICE.read_security_codes() else: return else: self.db_service.remove_all(codes) end = Date() start = Date.from_str(create_start_date) executor.execute_tasks(codes, self.update_for_single_code, start.as_str(), end.as_str())
def fetch_and_update_min_bars_by_csv(): dataService = CSV_SECURITY_DATA_SERVICE monitor = SecurityDataUpdateMonitor() codes = SECURITY_DATA_READ_SERVICE.read_security_codes() # codes = ['000001'] a = Date() start = '2018-01-01' end = '2018-12-31' # monitor.add_monitor_repo("stock_1min") # monitor.add_monitor_repo("stock_5min") # monitor.add_monitor_repo("stock_30min") # monitor.collect_baseline() # codes = ['000001', '300343'] + codes[:100] dataService.update_bars_by_dates(start, end, typ=SeType.Stock, freq=SeFreq.ONE_MIN, codes=codes) # dataService.refetch_and_save_bars(typ=SeType.Stock, freq=SeFreq.FIVE_MIN, codes=codes) # dataService.update_bars(typ=SeType.Stock, freq=SeFreq.THIRTY_MIN, codes=None) # monitor.collect_info_after_update(a) b = Date() print("time used: {} seconds".format(b.delta_to(a).seconds))
def update_stock_qfq_data(): end = date_time_utils.Date() start = end.get_before(days=15) code_list = SECURITY_DATA_READ_SERVICE.read_security_codes() execute_tasks(code_list, update_qfq_for_single_code, start.as_str(), end.as_str())
def update_all_foot_peak_marks(): codes = SECURITY_DATA_READ_SERVICE.read_security_codes() for fp_mark_service in DAY_FP_MARK_SERVICES: fp_mark_service.update_all_codes(codes)
def update_all_codes(self, days_to_update=60): code_list = SECURITY_DATA_READ_SERVICE.read_security_codes() end = date_time_utils.Date() start = end.get_before(days=int(days_to_update * 1.5)) executor.execute_tasks(code_list, self.update_for_single_code, start.as_str(), end.as_str())