import os
from jt.utils.calendar.api_calendar import TradeCalendarDB
from jt.utils.fs.utils import Utils as fsutils
from jt.utils.misc.log import Logger
calendardb = TradeCalendarDB()
TODAY = calendardb.get_trading_date() # get T0
_logger = Logger(module_name_=__name__)
def decompress_7Z(filePath_, save_dir_=None):
"""
decompress 7z files
input: filepath_ : full path of 7z files
_7z_path_ : .exe of 7z
save_dir_ : save path
"""
_dir, _name = fsutils.extract_file_dir_and_name(filePath_)
save_dir_ = _dir if save_dir_ is None else save_dir_
# os.system(f'decompress.bat {_root} {_7z_path_} {_dir} {_name} {save_dir_}')
os.system(f'7z x {filePath_} -o{save_dir_}')
def save_result(df_, db, table_name, keys_):
_logger.info(f'Save result to DB {table_name}')
db.upsert(table_name, df_=df_, keys_=keys_)
def attach_security_type(df_):
df_copy = df_.copy(deep=True)
df_copy['security_type'] = df_copy['symbol'].apply(get_security_type)
MULTIPLIER_DICT = {'IC': 200, 'IF': 300, 'IH': 300}
BENCHMARK = ['H00016.SH', 'H00300.CSI', 'H00905.CSI', 'H00852.SH']
_sec_type_default = 'UNKNOWN'
_sec_type_stock = 'STOCK'
_sec_type_stock_hk = 'HK'
_sec_type_fund = 'FUND'
_sec_type_oc = 'OC'
_sec_type_repo = 'REPO'
_sec_type_fx = 'FX'
_sec_type_bond = 'BOND'
_sec_type_index = 'INDEX'
_sec_type_future = 'FUTURE'
calendar = TradeCalendarDB()
pgloader = PgSQLLoader()
pgloader.set_db_config(read_cfg('cfg/db.ini', package='ps')['attribution'])
log = Logger(module_name_=__name__)
ALLOCATION = get_alloction()
ALLOCATION = ALLOCATION.loc[ALLOCATION['strategy_id'].isin(
['91_JD1000', '55_ZF502'])]
def get_multiplier():
def _inner(symbol):
if str(symbol)[0:2] in MULTIPLIER_DICT.keys():
return MULTIPLIER_DICT[str(symbol)[0:2]]
else:
return 1 # stock -> 1