def recreate_stock_qfq_data():
start = MIN_START_DATE
end = date_time_utils.Date().as_str()
init_qfq_repo()
print('START recreate QFQ data')
code_list = SECURITY_DATA_READ_SERVICE.read_security_codes()
execute_tasks(code_list, update_qfq_for_single_code, start, end)
print('DONE recreate QFQ data')
def recreate_all_codes(self, start_date, end):
DB_CLIENT.remove_all_from(self.repo_name_for_backtest())
DB_CLIENT.remove_all_from(self.repo_name_for_trade())
DB_CLIENT.create_index_for_collection_with_date_and_code(self.repo_name_for_backtest())
DB_CLIENT.create_index_for_collection_with_date_and_code(self.repo_name_for_trade())
code_list = SECURITY_DATA_READ_SERVICE.read_security_codes()
start = date_time_utils.Date.from_str(start_date)
end = date_time_utils.Date.from_str(end)
executor.execute_tasks(code_list, self.update_for_single_code, start.as_str(), end.as_str())
def recreate_all_codes(self,
codes,
create_start_date=DEFAULT_MIN_START_DATE):
if codes is None:
if self.db_service.confirm_and_drop():
codes = SECURITY_DATA_READ_SERVICE.read_security_codes()
else:
return
else:
self.db_service.remove_all(codes)
end = Date()
start = Date.from_str(create_start_date)
executor.execute_tasks(codes, self.update_for_single_code,
start.as_str(), end.as_str())
def fetch_and_update_min_bars_by_csv():
dataService = CSV_SECURITY_DATA_SERVICE
monitor = SecurityDataUpdateMonitor()
codes = SECURITY_DATA_READ_SERVICE.read_security_codes()
# codes = ['000001']
a = Date()
start = '2018-01-01'
end = '2018-12-31'
# monitor.add_monitor_repo("stock_1min")
# monitor.add_monitor_repo("stock_5min")
# monitor.add_monitor_repo("stock_30min")
# monitor.collect_baseline()
# codes = ['000001', '300343'] + codes[:100]
dataService.update_bars_by_dates(start,
end,
typ=SeType.Stock,
freq=SeFreq.ONE_MIN,
codes=codes)
# dataService.refetch_and_save_bars(typ=SeType.Stock, freq=SeFreq.FIVE_MIN, codes=codes)
# dataService.update_bars(typ=SeType.Stock, freq=SeFreq.THIRTY_MIN, codes=None)
# monitor.collect_info_after_update(a)
b = Date()
print("time used: {} seconds".format(b.delta_to(a).seconds))
def update_stock_qfq_data():
end = date_time_utils.Date()
start = end.get_before(days=15)
code_list = SECURITY_DATA_READ_SERVICE.read_security_codes()
execute_tasks(code_list, update_qfq_for_single_code, start.as_str(),
end.as_str())
def update_all_foot_peak_marks():
codes = SECURITY_DATA_READ_SERVICE.read_security_codes()
for fp_mark_service in DAY_FP_MARK_SERVICES:
fp_mark_service.update_all_codes(codes)
def update_all_codes(self, days_to_update=60):
code_list = SECURITY_DATA_READ_SERVICE.read_security_codes()
end = date_time_utils.Date()
start = end.get_before(days=int(days_to_update * 1.5))
executor.execute_tasks(code_list, self.update_for_single_code, start.as_str(), end.as_str())
