#%%
if __name__ == '__main__':
bm = df.dbLite(dbLoc,'k200')
bmBasket = bm.getBulk('k200') # get benchmark data
dateList = list(sorted(set(bmBasket.date)))
dbFile = dh.getAlldatabase(saveLoc)
trd = dh.getTradingDate()
eom = utils.getEomTrdDate(trd)
# get descriptor and adjust data
raw = df.dbLite(saveLoc,'descriptor')
rawData = raw.getDateBulk('descriptor', eom[72])
sFactor = dh.descriptorAdjustment(rawData)
sFactor.toDataFrame()
sFactor.conHandling()
sFactor.winsorization()
sFactor.normalization()
# get all stock inforamation
stockInfo = dh.getStockCrossSectional(eom[72], dbs =['stock_sizeIndustry'])
stockInfo = stockInfo.getStockCrossSectional
scoreAdj.insert(0, 'date', ret.index[j])
finalScore = finalScore.append(scoreAdj)
else:
pass
print('-----------' + ret.index[j] + '-------------')
self.factorRet = finalRet
self.factorScore = finalScore
#%% desc return bulk update
if __name__ == '__main__':
database1 = dh.getAlldatabase(saveLoc)
database2 = dh.getAlldatabase(dbLoc)
tradingDate = dh.getTradingDate()
eom = utils.getEomTrdDate(tradingDate)
# dbs = dh.stockDatabaseOrder(dbLoc)
descriptor = df.dbLite(saveLoc, 'descriptor')
dbsTech = ['stock_tech_ohlc']
dummyList = descriptor.getList('descriptor', 'industry')
starting = 126
ending = len(eom)
# get timeSeries
for i in range(starting, ending - 1):
# get timeSeries
timeSeries = dh.getStockTimeSeries(eom[i], eom[i + 1], dbs=dbsTech)
ret = timeSeries.getPivotedTimeSeries('ret')
import ml_v1.database_setting as ds
'''
monthly descriptor update
using excel converter raw descriptor update
'''
os.chdir('C:/Users/nine/pythonFiles/ml_v1')
dbLoc = 'C:/Users/nine/dbLocKgh/db_ml_v1/'
saveLoc = 'C:/Users/nine/dbLocKgh/saveLoc/'
excelLoc = 'D:/pythonFiles/analyzer_excel/'
excelName = 'stocks_analyzer'
print('hi')
if __name__ == '__main__':
trd_date = dh.getTradingDate()
eom = utils.getEomTrdDate(trd_date, False)
db_descriptor = df.dbLite(saveLoc, 'descriptor')
db_date = db_descriptor.getList('descriptor', 'date')
need_update = [[eom.index(date_), date_] for date_ in eom[72:]
if date_ not in db_date]
i = 0
if need_update:
for i in range(0, len(need_update)):
ec.excel_stocks_analyze(
need_update[i][1],
utils.get_offset_day(trd_date, need_update[i][1], 20),
utils.get_offset_day(trd_date, need_update[i][1], 120),
utils.get_offset_day(trd_date, need_update[i][1], 250),
utils.get_offset_day(trd_date, need_update[i][1], 251))
excel = ec.excelHandler(excelLoc, excelName)
excel.readData('descriptor_spot',