def test_get_day_dynamic_fields(self):
""""测试动态字段"""
# 昨日收盘价
data = sq.get_day('000001', date='2017-11-01', fields='prev_price')
self.assertEqual(11.54, data)
# 涨幅
data = sq.get_day('000001', date='2017-11-01', fields='pt_price')
self.assertEqual(-1.21, data)
data = sq.get_day('000001',
date='2017-11-01',
fields=['prev_price', 'close'])
self.assertTrue(isinstance(data, pd.Series))
self.assertEqual(2, len(data))
self.assertEqual({'prev_price': 11.54, 'close': 11.4}, data.to_dict())
# 震幅
data = sq.get_day('000001', date='2017-11-01', fields='pt_ampl')
self.assertEqual(2.34, data)
data = sq.get_day('000001',
date='2017-11-01',
fields=['close', 'pt_ampl'])
self.assertTrue(isinstance(data, pd.Series))
self.assertEqual(2, len(data))
self.assertEqual({'close': 11.4, 'pt_ampl': 2.34}, data.to_dict())
def test_get_day_backs(self):
"""测试回溯模式"""
# '000001' 2017-10-30 2017-10-31 2017-11-01
# '600469' 2017-10-27 2017-10-30 2017-11-01 中间有停牌
# 1. 中间有停牌数据的直接丢弃该股票全部数据 drop_suspended=True
data = sq.get_day(['000001', '600469'],
date='2017-11-01',
backs=2,
drop_suspended=True,
fields='close')
self.assertTrue(isinstance(data, pd.DataFrame))
self.assertEqual(3, len(data))
self.assertEqual(['2017-10-30', '2017-10-31', '2017-11-01'],
data.index.strftime('%Y-%m-%d').tolist())
self.assertEqual(
[['000001', 11.56], ['000001', 11.54], ['000001', 11.4]],
data.values.tolist())
# 2. 中间有停牌数据的往前回溯补足数据个数（数据从缓存中获取）
sq.cache.reset_day_cache()
sq.get_day(['000001'],
start_date='2017-10-27',
end_date='2017-11-01',
fields='close')
data = sq.get_day(['000001', '600469'],
date='2017-11-01',
backs=2,
fields='close')
self.assertTrue(isinstance(data, pd.DataFrame))
self.assertEqual(6, len(data))
self.assertEqual([
'2017-10-30', '2017-10-31', '2017-11-01', '2017-10-27',
'2017-10-30', '2017-11-01'
],
data.index.strftime('%Y-%m-%d').tolist())
self.assertEqual(
[['000001', 11.56], ['000001', 11.54], ['000001', 11.4],
['600469', 8.11], ['600469', 7.98], ['600469', 7.44]],
data.values.tolist())
# 3. 中间有停牌数据的往前回溯补足数据个数（数据从数据库中获取）
sq.cache.reset_day_cache()
data = sq.get_day(['000001', '600469'],
date='2017-11-01',
backs=2,
fields='close')
self.assertTrue(isinstance(data, pd.DataFrame))
self.assertEqual(6, len(data))
self.assertEqual([
'2017-10-30', '2017-10-31', '2017-11-01', '2017-10-27',
'2017-10-30', '2017-11-01'
],
data.index.strftime('%Y-%m-%d').tolist())
self.assertEqual(
[['000001', 11.56], ['000001', 11.54], ['000001', 11.4],
['600469', 8.11], ['600469', 7.98], ['600469', 7.44]],
data.values.tolist())
def test_get_day_start_date(self):
"""测试开始日期模式"""
# '000001' 2017-10-30 2017-10-31 2017-11-01
# '600469' 2017-10-27 2017-10-30 2017-11-01 中间有停牌
# 2. 中间有停牌数据的不做其他处理
data = sq.get_day(['000001', '600469'],
start_date='2017-10-30',
end_date='2017-11-01',
fields='close')
self.assertTrue(isinstance(data, pd.DataFrame))
self.assertEqual(5, len(data))
self.assertEqual([
'2017-10-30', '2017-10-30', '2017-10-31', '2017-11-01',
'2017-11-01'
],
data.index.strftime('%Y-%m-%d').tolist())
self.assertEqual(
[['000001', 11.56], ['600469', 7.98], ['000001', 11.54],
['000001', 11.4], ['600469', 7.44]], data.values.tolist())
# 2. 中间有停牌数据的直接丢弃该股票全部数据 drop_suspended=True
data = sq.get_day(['000001', '600469'],
start_date='2017-10-30',
end_date='2017-11-01',
fields='close',
drop_suspended=True)
self.assertTrue(isinstance(data, pd.DataFrame))
self.assertEqual(3, len(data))
self.assertEqual(['2017-10-30', '2017-10-31', '2017-11-01'],
data.index.strftime('%Y-%m-%d').tolist())
self.assertEqual(
[['000001', 11.56], ['000001', 11.54], ['000001', 11.4]],
data.values.tolist())
def test_get_day_argument(self):
"""测试错误参数"""
try:
sq.get_day('000001', date='2017-11-01', end_date='2017-11-01')
self.assertTrue(False)
except sq.IllegalArgumentError:
pass
try:
sq.get_day('000001', adjust_type='None')
self.assertTrue(False)
except Exception:
pass
def test_get_day_filed_alias(self):
"""测试字段别名"""
self.assertEqual(
11.4, sq.get_day('000001', date='2017-11-01', fields='close'))
self.assertEqual(
11.4, sq.get_day('000001', date='2017-11-01', fields='price'))
self.assertEqual(
11.54, sq.get_day('000001', date='2017-11-01',
fields='prev_close'))
self.assertEqual(
11.54, sq.get_day('000001', date='2017-11-01',
fields='prev_price'))
self.assertEqual(
-1.21, sq.get_day('000001', date='2017-11-01', fields='pt_close'))
self.assertEqual(
-1.21, sq.get_day('000001', date='2017-11-01', fields='pt_price'))
self.assertEqual(
792881043.0, sq.get_day('000001',
date='2017-11-01',
fields='money'))
self.assertEqual(
792881043.0,
sq.get_day('000001', date='2017-11-01', fields='amount'))
def test_get_day_dynamic_fields_complex(self):
""""测试动态字段"""
# 单个股票，单日，单字段
data = sq.get_day('000001', date='2017-11-01', fields='pt_price')
self.assertEqual(-1.21, data)
data = sq.get_day('000002', date='2017-11-01', fields='pt_price')
self.assertEqual(0.66, data)
# 多个股票，单日，单字段
data = sq.get_day(['000001', '000002'],
date='2017-11-01',
fields='pt_price')
self.assertTrue(isinstance(data, pd.Series))
self.assertEqual(2, len(data))
self.assertEqual({'000001': -1.21, '000002': 0.66}, data.to_dict())
# 单个股票，多日(回溯模式)，单字段
# '000001' 2017-10-30 2017-10-31 2017-11-01
# '600469' 2017-10-27 2017-10-30 2017-11-01 中间有停牌
data = sq.get_day('000001',
date='2017-11-01',
backs=2,
fields='pt_price')
self.assertTrue(isinstance(data, pd.Series))
self.assertEqual(3, len(data))
self.assertEqual(['2017-10-30', '2017-10-31', '2017-11-01'],
data.index.strftime('%Y-%m-%d').tolist())
self.assertEqual([0.0, -0.17, -1.21], data.values.tolist())
data = sq.get_day('600469',
date='2017-11-01',
backs=2,
fields='pt_price')
self.assertTrue(isinstance(data, pd.Series))
self.assertEqual(3, len(data))
self.assertEqual(['2017-10-27', '2017-10-30', '2017-11-01'],
data.index.strftime('%Y-%m-%d').tolist())
self.assertEqual([-0.86, -1.6, -6.77], data.values.tolist())
data = sq.get_day('600469',
start_date='2017-10-30',
end_date='2017-11-01',
fields='pt_price')
self.assertTrue(isinstance(data, pd.Series))
self.assertEqual(2, len(data))
self.assertEqual(['2017-10-30', '2017-11-01'],
data.index.strftime('%Y-%m-%d').tolist())
self.assertEqual([-1.6, -6.77], data.values.tolist())
def test_get_day_empty(self):
"""测试数据不存在"""
self.assertEqual(None,
sq.get_day('001', date='2017-10-31', fields='price'))
self.assertEqual(
None, sq.get_day('001', date='2017-10-31', fields='pt_close'))
self.assertEqual(
None, sq.get_day('600469', date='2017-10-31', fields='close'))
self.assertEqual(
None,
sq.get_day('600469', date='2017-10-31', fields=['open', 'close']))
self.assertEqual(
None, sq.get_day(['600469'], date='2017-10-31', fields='close'))
data = sq.get_day(['600469'],
date='2017-10-31',
fields=['open', 'close'])
self.assertTrue(isinstance(data, pd.DataFrame))
self.assertEqual(0, len(data))
self.assertEqual(['open', 'close'], data.columns.tolist())
# coding=utf-8
import sixquant as sq
import pandas as pd
log = sq.logger.get(__name__)
# sq.daily_updater.update(start_date='2017-01-06')
print(sq.get_used_memory_size_str())
# df = sq.get_day('000001', date='2017-11-01', fields=['prev_price'])
df = sq.get_day(['000001', '000002'],
date='2017-11-01',
fields=['close', 'pt_close'])
#df = sq.get_day(['600469'], date='2017-11-15', fields=['open', 'close'])
print(type(df))
print(df)
if isinstance(df, pd.Series):
print(df.to_dict())
print(sq.get_used_memory_size_str())
def test_get_day_base_fields(self):
"""测试基本字段"""
# 1. 传入一个code、单日date、一个field，返回一个数据，数据类型为 np.float64
data = sq.get_day('000001', date='2017-11-01', fields='close')
self.assertTrue(isinstance(data, np.float64))
self.assertEqual(11.4, data)
# 2. 传入一个code、单日date、多个field，返回一行数据，数据类型为 Pandas Series
data = sq.get_day('000001',
date='2017-11-01',
fields=['open', 'close'])
self.assertTrue(isinstance(data, pd.Series))
self.assertEqual(2, len(data))
self.assertEqual({'open': 11.56, 'close': 11.4}, data.to_dict())
# 3. 传入一个code、多日date、一个field，返回一列数据，数据类型为 Pandas Series
data = sq.get_day('000001',
start_date='2017-11-01',
end_date='2017-11-02',
fields='close')
self.assertTrue(isinstance(data, pd.Series))
self.assertEqual(2, len(data))
self.assertEqual(['2017-11-01', '2017-11-02'],
data.index.strftime('%Y-%m-%d').tolist())
self.assertEqual([11.4, 11.54], data.values.tolist())
# 4. 传入一个code、多日date、多个field，返回一列数据，数据类型为 Pandas DataFrame
data = sq.get_day('000001',
start_date='2017-11-01',
end_date='2017-11-02',
fields=['open', 'close'])
self.assertTrue(isinstance(data, pd.DataFrame))
self.assertEqual(2, len(data))
self.assertEqual(['2017-11-01', '2017-11-02'],
data.index.strftime('%Y-%m-%d').tolist())
self.assertEqual([[11.56, 11.4], [11.36, 11.54]], data.values.tolist())
# --------
# 5. 传入多个code、单日date、一个field，返回一列数据，数据类型为 Pandas Series
data = sq.get_day(['000001', '000002'],
date='2017-11-01',
fields='close')
self.assertTrue(isinstance(data, pd.Series))
self.assertEqual(2, len(data))
self.assertEqual({'000001': 11.4, '000002': 29.15}, data.to_dict())
# 6. 传入多个code、单日date、多个field，返回多行数据，数据类型为 Pandas DataFrame
data = sq.get_day(['000001', '000002'],
date='2017-11-01',
fields=['open', 'close'])
self.assertTrue(isinstance(data, pd.DataFrame))
self.assertEqual(2, len(data))
self.assertEqual(['000001', '000002'], data.index.tolist())
self.assertEqual([[11.56, 11.4], [28.96, 29.15]], data.values.tolist())
# 7. 传入多个code、多日date、一个field，返回多行数据，数据类型为 Pandas DataFrame
data = sq.get_day(['000001', '000002'],
start_date='2017-11-01',
end_date='2017-11-02',
fields='close')
self.assertTrue(isinstance(data, pd.DataFrame))
self.assertEqual(4, len(data))
self.assertEqual(
['2017-11-01', '2017-11-01', '2017-11-02', '2017-11-02'],
data.index.strftime('%Y-%m-%d').tolist())
self.assertEqual([['000001', 11.4], ['000002', 29.15],
['000001', 11.54], ['000002', 29.45]],
data.values.tolist())
# 8. 传入多个code、多日date、多个field，返回多行数据，数据类型为 Pandas DataFrame
data = sq.get_day(['000001', '000002'],
start_date='2017-11-01',
end_date='2017-11-02',
fields=['open', 'close'])
self.assertTrue(isinstance(data, pd.DataFrame))
self.assertEqual(4, len(data))
self.assertEqual(
['2017-11-01', '2017-11-01', '2017-11-02', '2017-11-02'],
data.index.strftime('%Y-%m-%d').tolist())
self.assertEqual([['000001', 11.56, 11.4], ['000002', 28.96, 29.15],
['000001', 11.36, 11.54], ['000002', 29.3, 29.45]],
data.values.tolist())
# --------
# 因为有可能股票个数是动态变化的，希望处理结果时统一处理
# 因此 '000001' 和['000001'] 是不同的，前者表示单个股票，后者表示多个股票
# 5. 传入多个code、单日date、一个field，返回一列数据，数据类型为 Pandas Series
data = sq.get_day(['000001'], date='2017-11-01', fields='close')
self.assertTrue(isinstance(data, pd.Series))
self.assertEqual(1, len(data))
self.assertEqual({'000001': 11.4}, data.to_dict())
# 6. 传入多个code、单日date、多个field，返回多行数据，数据类型为 Pandas DataFrame
data = sq.get_day(['000001'],
date='2017-11-01',
fields=['open', 'close'])
self.assertTrue(isinstance(data, pd.DataFrame))
self.assertEqual(1, len(data))
self.assertEqual(['000001'], data.index.tolist())
self.assertEqual([[11.56, 11.4]], data.values.tolist())
# 7. 传入多个code、多日date、一个field，返回多行数据，数据类型为 Pandas DataFrame
data = sq.get_day(['000001'],
start_date='2017-11-01',
end_date='2017-11-02',
fields='close')
self.assertTrue(isinstance(data, pd.DataFrame))
self.assertEqual(2, len(data))
self.assertEqual(['2017-11-01', '2017-11-02'],
data.index.strftime('%Y-%m-%d').tolist())
self.assertEqual([['000001', 11.4], ['000001', 11.54]],
data.values.tolist())
# 8. 传入多个code、多日date、多个field，返回多行数据，数据类型为 Pandas DataFrame
data = sq.get_day(['000001'],
start_date='2017-11-01',
end_date='2017-11-02',
fields=['open', 'close'])
self.assertTrue(isinstance(data, pd.DataFrame))
self.assertEqual(2, len(data))
self.assertEqual(['2017-11-01', '2017-11-02'],
data.index.strftime('%Y-%m-%d').tolist())
self.assertEqual([['000001', 11.56, 11.4], ['000001', 11.36, 11.54]],
data.values.tolist())
# coding=utf-8
import objgraph
import sixquant as sq
log = sq.logger.get(__name__)
import pandas as pd
df = pd.DataFrame()
objgraph.show_refs(df,
refcounts=True,
filename='profile-memory-leak-graph.png')
print(objgraph.show_most_common_types())
print('used memory', sq.get_used_memory_size_str())
df = sq.get_day('600648', start_date='2017-09-01', end_date='2017-11-06')
del df
print('used memory', sq.get_used_memory_size_str())
print(objgraph.show_growth(limit=3))
df = sq.get_day('600648', start_date='2017-09-01', end_date='2017-11-06')
del df
print('used memory', sq.get_used_memory_size_str())
print(objgraph.show_growth(limit=3))
#roots = objgraph.get_leaking_objects()
#objgraph.show_refs(roots[:3], refcounts=True, filename='profile-memory-leak-graph.png')
