def buy(self, strategy_code, date):
sql = """
select a.ts_code, b.name from strategy_result a inner join future_basic_info_data b
on a.ts_code=b.ts_code
where a.bs_flag='B' and a.date=(select max(date) from strategy_result where strategy_code=:strategy_code and date <= :date)
and strategy_code=:strategy_code order by a.ts_code
"""
args = {"date": date, "strategy_code": strategy_code}
result = get_multi_data(self._session, sql, args)
return result
def get_future_info_by_symbol(self, symbol_code_list):
index_dict = dict(zip([i for i in symbol_code_list], count()))
sql = """
select ts_code, name from future_basic_info_data
where symbol in ({0})
""".format("'" + "','".join(symbol_code_list) + "'")
args = {}
result = get_multi_data(self._session, sql, args)
result = sorted(result, key=lambda x: index_dict[x[0].split('.')[0]])
return result
def get_future_interval_point_data_by_main_code(self, ts_code, end_date):
sql = """select a.close, a.trade_date, b.mapping_ts_code as ts_code from
future_daily_point_data a inner join
(select trade_date, mapping_ts_code from future_main_code_data where ts_code=(
select ts_code from future_main_code_data where mapping_ts_code= :ts_code limit 1)) b
on a.ts_code=b.mapping_ts_code and a.trade_date=b.trade_date
where a.trade_date >= :start_date and a.trade_date <= :end_date
order by a.trade_date"""
args = {
"ts_code": ts_code,
"start_date": end_date - datetime.timedelta(days=1800),
"end_date": end_date
}
result = get_multi_data(self._session, sql, args)
result = pd.DataFrame(result,
columns=['close', 'trade_date', 'ts_code'])
return result
def get_future_interval_point_data(self, ts_code, start_date, end_date):
sql = '''
select ts_code, trade_date, `open`, high, low, close, settle, change1, change2, vol, amount from future_daily_point_data where
ts_code = :ts_code and trade_date >= :start_date and trade_date <= :end_date
order by trade_date
'''
args = {
"ts_code": ts_code,
"start_date": start_date,
"end_date": end_date
}
result = get_multi_data(self._session, sql, args)
result = pd.DataFrame(result,
columns=[
'ts_code', 'trade_date', 'open', 'high',
'low', 'close', 'settle', 'change1',
'change2', 'vol', 'amount'
])
return result