def updateStock(stock_id, date_start, date_end, incremental):
getDailyHFQ(stock_id=stock_id,
is_index=False,
date_start=date_start,
date_end=date_end,
time_to_market=None,
incremental=incremental)
print('Update Price:', stock_id)
def updatePriceIndex(incremental=False):
for index_id in c.index_list:
getDailyHFQ(stock_id=index_id,
is_index=True,
date_start=date_start,
date_end=date_end,
time_to_market=None,
incremental=incremental)
print('Update Price:', index_id)
def updatePriceStock(incremental=False):
# Check pre-requisite
basics = loadStockBasics()
if u.isNoneOrEmpty(basics):
print('Need to have stock basics!')
raise SystemExit
# Iterate over all stocks
basics_number = len(basics)
for i in range(basics_number):
stock_id = u.stockID(basics.loc[i, 'code'])
time_to_market = u.dateFromStr(basics.loc[i, 'timeToMarket'])
getDailyHFQ(stock_id=stock_id,
is_index=False,
date_start=time_to_market,
date_end=date_end,
time_to_market=time_to_market,
incremental=incremental)
print('Update Price:', stock_id)
def updatePriceCXG(incremental=False):
# Check pre-requisite
cxg = loadCXG()
if u.isNoneOrEmpty(cxg):
print('Need to have CXG data!')
raise SystemExit
# Iterate over all CXG stocks
cxg_number = len(cxg)
print('Number of CXG:', cxg_number)
for i in range(cxg_number):
stock_id = u.stockID(cxg.ix[i, 'code'])
time_to_market = u.dateFromStr(cxg.loc[i, 'timeToMarket'])
getDailyHFQ(stock_id=stock_id,
is_index=False,
date_start=time_to_market,
date_end=date_end,
time_to_market=time_to_market,
incremental=incremental)
print('Update Price:', stock_id)
def generateIndex(index_name, base_date, base_point, weight_method,
benchmark_id):
# Load Index Component Stocks
component = load_component(index_name)
if u.isNoneOrEmpty(component):
print('Index Component Not Available:', index_name)
raise SystemExit
if gs.is_debug:
print(component.head(10))
# Update Benchmark Index LSHQ to Latest
date_start = u.dateFromStr(base_date)
date_end = u.today()
getDailyHFQ(stock_id=benchmark_id,
is_index=True,
date_start=date_start,
date_end=date_end,
time_to_market=None,
incremental=True)
print('Update Price:', benchmark_id)
# Update Component Stock LSHQ to Latest
component_number = len(component)
for i in range(component_number):
stock_id = u.stockID(component.ix[i, 'code'])
getDailyHFQ(stock_id=stock_id,
is_index=False,
date_start=date_start,
date_end=date_end,
time_to_market=None,
incremental=True)
print('Update Price:', stock_id)
# Generate Index
generate_index(index_name, base_date, base_point, weight_method,
benchmark_id)