def __init__(self):
# print("Setting configurations")
config = GlobalConfig()
self.host = config.getConfig('Oracle', 'host')
self.user = config.getConfig('Oracle', 'user')
self.passwd = config.getConfig('Oracle', 'passwd')
self.db = config.getConfig('Oracle', 'db')
def __init__(self):
# print("Setting configurations")
config = GlobalConfig()
self.host = config.getConfig('mysql', 'host')
self.port = config.getIntConfig('mysql', 'port')
self.user = config.getConfig('mysql', 'user')
self.passwd = config.getConfig('mysql', 'passwd')
self.db = config.getConfig('mysql', 'db')
self.use_unicode = config.getBooleanConfig('mysql', 'use_unicode')
self.charset = config.getConfig('mysql', 'charset')
def getProductDurationSinceFounded(self, productid, enddate=None):
gc = GlobalConfig()
start_temp = gc.getConfig(productid, 'Start_date')
start = start_temp.replace("-", "")
end_temp = gc.getConfig(productid, 'End_date')
end_temp2 = end_temp.replace("-", "")
lasttradeday = self.getLastTradingDay()
if enddate is None:
if end_temp2 == "notyet":
end = lasttradeday
elif lasttradeday > end_temp2:
end = end_temp2
else:
end = enddate
tradedays = self.getDuration(start, end)
return tradedays
def __init__(self):
gc = GlobalConfig()
path = gc.getConfig('SubConfigPath', 'BPI_conf_win')
# path = gc.getConfig('SubConfigPath', 'BPI_conf_linux')
# print(path)
self.cp = configparser.ConfigParser()
self.cp.read(path, encoding='utf-8-sig')
def __init__(self):
config = GlobalConfig()
path = config.getConfig('SubConfigPath', 'StressTesting_win')
self.cp = configparser.ConfigParser()
self.cp.read(path, encoding='utf-8-sig')
td = TradingDay()
self.ltd = td.getLastTradingDay()
def __init__(self):
config = GlobalConfig()
self.table = config.getConfig('mysql_tables', 'product')
self.sqlStatement = "select * from %s" % self.table
# print(self.sqlStatement)
self.df = pd.DataFrame()
self.mysql = MySQLConnector()
self.conn = self.mysql.getConn()
def singleImport(pid):
m = GlobalConfig()
start_temp = m.getConfig(pid, 'Start_date')
start = start_temp.replace("-", "")
end_temp = m.getConfig(pid, 'End_date')
end_temp2 = end_temp.replace("-", "")
today = time.strftime("%Y%m%d") #TODO use yeaterday tmp = (datetime.date.today() - datetime.timedelta(days = 1)).strftime("%Y%m%d")
if end_temp2 is "notyet":
end = today
elif today > end_temp2:
end = end_temp2
tradedays = tradeDayCollect(start, end)
print(tradedays)
for td in tradedays:
array = DGBPI.composeArray(pid, td)
print(array)
DGBPI.insertArray(array)
def __init__(self):
# get threshold
config = GlobalConfig()
path = config.getConfig('SubConfigPath', 'monitor_win')
# path = config.getConfig('SubConfigPath', 'monitor_linux')
# print(path)
self.cp = configparser.ConfigParser()
self.cp.read(path, encoding='utf-8-sig')
def __init__(self):
config = GlobalConfig()
path = config.getConfig('SubConfigPath', 'StressTesting_win')
self.cp = configparser.ConfigParser()
self.cp.read(path, encoding='utf-8-sig')
td = TradingDay()
self.ltd = td.getLastTradingDay()
print("---- %s has been initialized! ----" % self.__class__.__name__)
def __init__(self):
config = GlobalConfig()
path = config.getConfig('SubConfigPath', 'API_conf_win')
# path = config.getConfig('SubConfigPath', 'API_conf_linux')
# print(path)
self.cp = configparser.ConfigParser()
self.cp.read(path, encoding='utf-8-sig')
td = TradingDay()
self.ltd = td.getLastTradingDay()
def getProductNaturalDurationSinceFounded(self, productid, enddate=None):
gc = GlobalConfig()
start_temp = gc.getConfig(productid, 'Start_date')
start = start_temp.replace("-", "")
end_temp = gc.getConfig(productid, 'End_date')
end_temp2 = end_temp.replace("-", "")
lasttradeday = self.getLastTradingDay()
if enddate is None:
if end_temp2 == "notyet":
end = lasttradeday
elif lasttradeday > end_temp2:
end = end_temp2
else:
end = enddate
date1 = datetime.datetime.strptime(start, "%Y%m%d")
date2 = datetime.datetime.strptime(end, "%Y%m%d")
num = (date2 - date1).days
return num + 1
def __init__(self, productID, EndDate=None):
config = GlobalConfig()
path = config.getConfig('SubConfigPath', 'StressTesting_win')
self.cp = configparser.ConfigParser()
self.cp.read(path, encoding='utf-8-sig')
td = TradingDay()
self.ltd = td.getLastTradingDay()
self.productID = productID
self.EndDate = EndDate
def __init__(self):
config = GlobalConfig()
path = config.getConfig('SubConfigPath', 'StressTesting_win')
self.cp = configparser.ConfigParser()
self.cp.read(path, encoding='utf-8-sig')
# database init
self.oc = OracleConnector()
self.oracle_connection = self.oc.getConn()
self.ms = MySQLConnector()
self.mysql_connection = self.ms.getConn()
def __init__(self):
config = GlobalConfig()
self.mailserver = config.getConfig('email', 'mailserver')
self.from_addr = config.getConfig('email', 'from_addr')
self.sender_password = config.getConfig('email', 'sender_password')
self.recipient = config.getConfig('email', 'recipient')
td = TradingDay()
self.date_of_subject = td.getLastTradingDay()
self.subject = config.getConfig('email', 'subject') + self.date_of_subject
self.attachmentFilePath = config.getConfig('email', 'attachmentFilePath')
from StressTesting.StockFilter import StockFilter
import pandas as pd
import numpy as np
from Common.GlobalConfig import GlobalConfig
from Common.MySQLConnector import MySQLConnector
from Common.OracleConnector import OracleConnector
from StressTesting.BondFilter import BondFilter
from StressTesting.Bond_CategorySum import Bond_CategorySum
pd.set_option('display.max_columns', 10000, 'display.max_rows', 10000)
np.set_printoptions(suppress=True)
from StressTesting.FutureFilter import FutureFilter
gc = GlobalConfig()
product_list_tmp = gc.getConfig('product', 'list')
product_list = product_list_tmp.split(", ")
# product_list.append('700001')
# print(product_list)
# product = "FB0003"
date = "20190228"
# print(index_list)
# print(stock_df_list)
df_beta = pd.read_excel(
"E:\\风控合规\\20190319_2019上半年压力测试\\压力测试-2019年上半年(已填写基础数据)\\beta.xlsx",
sheetname="Sheet1")
# print(df_beta)
def stockbeta(product, date):
def getProduct(self, product_number):
config = GlobalConfig()
self.ProductID = config.getConfig(product_number, 'ID')
self.StartDate = config.getConfig(product_number, 'Start_date')
self.EndDate = config.getConfig(product_number, 'End_date')
return self.ProductID, self.StartDate, self.EndDate
def singleImport(pid):
m = GlobalConfig()
start_temp = m.getConfig(pid, 'Start_date')
start = start_temp.replace("-", "")
end_temp = m.getConfig(pid, 'End_date')
end_temp2 = end_temp.replace("-", "")
today = time.strftime("%Y%m%d") #TODO use yeaterday tmp = (datetime.date.today() - datetime.timedelta(days = 1)).strftime("%Y%m%d")
if end_temp2 is "notyet":
end = today
elif today > end_temp2:
end = end_temp2
tradedays = tradeDayCollect(start, end)
print(tradedays)
for td in tradedays:
array = DGBPI.composeArray(pid, td)
print(array)
DGBPI.insertArray(array)
pid = 'FB0004'
singleImport(pid)
m = GlobalConfig()
product_list = m.getConfig('product', 'list')
for p in product_list:
singleImport(p)