def get_data(self, code, table_name, crawler):
values = om.df_from_mongo(table_name, {'code':code},
translate_types=crawler.get_translate_types())
if not base.is_df_validate(values):
values = crawler.excute(code)
values['code'] = code
om.df_to_mongo(table_name, values, crawler.get_keys())
values = om.df_from_mongo(table_name, {'code': code},
translate_types=crawler.get_translate_types())
return values
def do_get_from(self, code, table_name, fun_query, translate_types=None):
df_rtn = mongobase.df_from_mongo(
table_name,
{'code': self.jqDataCrawlerManagerPrivate.format_code_db(code)},
translate_types)
if len(df_rtn) is 0:
self.jqDataCrawlerManagerPrivate.do_get_from_jq(
code, table_name, fun_query)
df_rtn = mongobase.df_from_mongo(table_name, {
'code':
self.jqDataCrawlerManagerPrivate.format_code_db(code)
}, translate_types)
return df_rtn
def getLastDf(date):
date_str = date.strftime("%Y-%m-%d")
resDf = om.df_from_mongo(constant.table_name_k_data, {'date': date_str}, translate_types={'date': datetime.date})
if not base.is_df_validate(resDf) or len(resDf) < 10:
date -= datetime.timedelta(days=1)
return getLastDf(date)
return resDf
def modify_k_data_history():
df_company = om.df_from_mongo(constant.table_name_company)
codes = df_company['code'].to_list()
for code in codes:
start = time.perf_counter()
df = om.df_from_mongo(constant.table_name_k_data, {'code': code})
if base.is_df_validate(df):
df = df.sort_values(by=['date'], ascending=True)
date = df.head(1)['date'].iloc[0]
om.update(constant.table_name_k_data_history,
{'$set': {
'code': code,
'start_date': date
}}, {'code': code})
print((time.perf_counter() - start))
def filter(self, codes):
df_task_history = om.df_from_mongo(
constant.table_name_task_order_graham_tendency)
for code in codes:
row = None
if base.is_df_validate(df_task_history):
row = df_task_history.loc[df_task_history['code'] == code]
for key, value in self.grahams.items():
if not self.excute_one(key, value, code, row):
break
def regress(date, trade):
#sql = 'select * from k_data where code = \'{}\' '.format(code)
resDf = om.df_from_mongo(constant.table_name_k_data, {'date': date}, translate_types={'date': datetime.date})
if not base.is_df_validate(resDf):
return None
df = resDf.sort_values(by=['psTTM'], ascending=False)
logging.info('regress :{}'.format(date))
for index, row in df.iterrows():
if _is_support(row['peTTM']):
trade.buy(row)
else:
trade.sell(row)
last_last_year_total_profit = get_value_year(incomes, year - 1,
'report_date',
['total_profit'])
if last_year_total_profit is None or last_last_year_total_profit is None:
return False
last_year_total_profit = last_year_total_profit.get('total_profit')
last_last_year_total_profit = last_last_year_total_profit.get(
'total_profit')
if last_year_total_profit is None or last_last_year_total_profit is None:
return False
return (float(last_year_total_profit) - float(last_last_year_total_profit)) \
/ float(last_last_year_total_profit) > (-5 / 100)
if __name__ == '__main__':
base.init_applicaiton()
stockTendency = GrahamTendency()
df_company = om.df_from_mongo(constant.table_name_company)
codes = df_company['code'].to_list()
codes = ['sh.600606']
#orderGrahamTendency = OrderGrahamTendency()
#orderGrahamTendency.filter(codes)
#GrahamBalance().filter(codes)
#GrahamBalance().filter(codes)
for Tendency in GrahamTendency.__subclasses__():
Tendency().filter(codes)