def __init__(self):
self.field = [
'open', 'high', 'low', 'close', 'volume', 'amount', 'match_items'
]
self.end = ''
self.calendar_SZ = []
self.adj_factor_obj = GetAdjFactor()
class GetKlineData(object):
def __init__(self):
self.field = ['open', 'high', 'low', 'close', 'volume', 'amount', 'match_items']
self.end = ''
self.calendar_SZ = []
self.adj_factor_obj = GetAdjFactor()
def cache_all_stock_data(self, period=Period.DAILY.value, dividend_type=RightsAdjustment.NONE.value):
folder_name = LocalDataFolderName.MARKET_DATA.value
sub_folder_name = LocalDataFolderName.KLINE_DAILY.value
sub_sub_folder_name = LocalDataFolderName.A_SHARE.value
path = LocalDataPath.path + folder_name + '/' + sub_folder_name + '/' + sub_sub_folder_name + '/'
all_market_date = {}
adj_factor = 1
if dividend_type == RightsAdjustment.FROWARD.value:
adj_factor = self.adj_factor_obj.get_adj_factor(RightsAdjustment.FROWARD.value)
elif dividend_type == RightsAdjustment.BACKWARD.value:
adj_factor = self.adj_factor_obj.get_adj_factor(RightsAdjustment.BACKWARD.value)
for i in self.field:
data_name = i + '.h5'
data = pd.read_hdf(path + data_name)
if isinstance(adj_factor, int):
all_market_date[i] = data
else:
if i in ['open', 'high', 'low', 'close']:
all_market_date[i] = data.multiply(adj_factor)
else:
all_market_date[i] = data
return all_market_date
def get_market_data(self, market_data, stock_code=None, field=None, start=None, end=None, count=-1):
result = None
if len(stock_code) == 1 and len(field) == 1 and start < end and count == -1:
result = market_data[field[0]][stock_code[0]][start: end]
elif len(stock_code) == 1 and len(field) == 1 and start == end and count == -1:
result = market_data[field[0]][stock_code[0]][start]
elif len(stock_code) > 1 and (start == end and start is not None) and count == -1:
result = {i: market_data[i].reindex(columns=stock_code).loc[start] for i in field}
elif len(stock_code) > 1 and (end is None and start is None) and count == -1:
result = {i: market_data[i].reindex(columns=stock_code) for i in field}
elif start != end and count == -1:
result = {i: market_data[i].reindex(columns=stock_code).loc[start: end] for i in field}
return result
def cache_all_index_data(self, period=Period.DAILY.value):
folder_name = LocalDataFolderName.MARKET_DATA.value
sub_folder_name = LocalDataFolderName.KLINE_DAILY.value
sub_sub_folder_name = LocalDataFolderName.INDEX.value
path = LocalDataPath.path + folder_name + '/' + sub_folder_name + '/' + sub_sub_folder_name + '/'
index_date = {}
for i in self.field:
data_name = i + '.h5'
index_date[i] = pd.read_hdf(path + data_name)
return index_date
def get_index_data(self, index_data, index_code=None, field=None, start=None, end=None, period=Period.DAILY.value, count=-1):
return self.get_market_data(index_data, stock_code=index_code, field=field, start=start, end=end, count=count)