def getCode(fileName=None, excludeFileName='zxgExclude.txt'):
"""返回代码 及代码对应的数据
Args:
fileName:
excludeFileName:
Returns:
"""
if fileName is None:
fileName = '/tmp/code.pickle'
try:
code = decompress_pickle(fileName)
except Exception as e:
code = list(qa.QA_fetch_index_list_adv()['code'][:])
codeexclude = read_zxg(excludeFileName)
# 排除某些股票
code = setdiff_sorted(code, codeexclude)
compressed_pickle(fileName, code)
days = 365 * 1.2
# days = 365 * 10
start = datetime.datetime.now() - datetime.timedelta(days)
end = datetime.datetime.now() - datetime.timedelta(0)
fileName = '/tmp/data{}.pickle'.format(days)
data2 = getIndexCalret(fileName, code, start, end)
return code, data2
def getIndexCalret(self, readFromfile, code, startDate, endDate):
try:
# 获取指数数据
dataCalret = decompress_pickle(readFromfile)
except Exception as e:
data = qa.QA_fetch_index_day_adv(code, startDate, endDate)
df = data.add_func(cal_ret)
compressed_pickle(readFromfile, data.data)
dataCalret = decompress_pickle(readFromfile)
data2 = dataCalret
return dataCalret
def setUp(self) -> None:
fileName = '/tmp/code.pickle'
try:
self.code = decompress_pickle(fileName)
except Exception as e:
self.code = list(qa.QA_fetch_index_list_adv()['code'][:])
compressed_pickle(fileName, self.code)
days = 365 * 1.2
# days = 365 * 10
self.start = datetime.datetime.now() - datetime.timedelta(days)
self.end = datetime.datetime.now() - datetime.timedelta(0)
fileName = '/tmp/data{}.pickle'.format(days)
self.data2 = self.getIndexCalret(fileName, self.code, self.start, self.end)
def test_cal_ret(self):
# code = '000300'
fileName = '/tmp/code.pickle'
try:
code = decompress_pickle(fileName)
except Exception as e:
code = list(
qa.QAFetch.QATdx.QA_fetch_get_stock_list('index')['code'][:])
compressed_pickle(fileName, code)
days = 600
rpsday = [20, 50]
start = datetime.datetime.now() - datetime.timedelta(days)
end = datetime.datetime.now() - datetime.timedelta(10)
# 获取指数数据
data = qa.QA_fetch_index_day_adv(code, start, end)
fileName = '/tmp/data.pickle'
full_pickle(fileName, data.data)
data2 = loosen_pickle(fileName)
self.assertTrue(data.data.equals(data2))
qadata = qa.QAData(data2)
def getIndexCalret(fileName, code, startDate, endDate):
"""从本地缓存获取指数。若本地没有，则从数据库读取，并且在本地保存一份
Args:
fileName:文件名
code:代码
startDate:起始日期
endDate:截止日期
Returns:
"""
try:
# 获取指数数据
dataCalret = decompress_pickle(fileName)
except Exception as e:
data = qa.QA_fetch_index_day_adv(code, startDate, endDate)
df = data.add_func(cal_ret)
compressed_pickle(fileName, data.data)
dataCalret = decompress_pickle(fileName)
data2 = dataCalret
return dataCalret
