def read_binance_log(db, symbols, start, end):
results = {}
fields = ["start", "end", "symbol", "date", "count", "inserted"]
data = read(db["binance"],
fields=fields,
symbol=symbols,
date=(start, end)).sort_values(["date", "symbol"])
for name, table in data.groupby(data["symbol"]):
results[name] = table.groupby(table["date"])[["count",
"inserted"]].sum()
return data[fields], results
def find(self, *contracts, start=None, end=None, **value):
value["date"] = (start, end)
if len(contracts):
value["contract"] = list(contracts)
return read(self.collection, ["contract", "date"], ["1M"],
**value).sort_index()
def diff(col1, col2, date):
f1 = read(col1, "datetime", FIELDS, **{"date": date})
f2 = read(col2, "datetime", FIELDS, **{"date": date})
return compare(f1, f2)
def read(self, index=None, fields=None, hint=None, **filters):
return read(self.collection, index, fields, hint, **filters)
def indicator_status(self, start=None, end=None):
status = read(self.daily_indicator,
index="trade_date",
trade_date=(start, end))
return status.prod(axis=1)
def factor_status(self, start=None, end=None):
status = read(self.factor,
index="date",
date=(self._expand_date(start), self._expand_date(end)),
local=2)
return status["local"].rename_axis(lambda s: s.replace("-", ""))