def QA_fetch_future_day_adv(
code,
start,
end=None,
if_drop_index=True,
# 🛠 todo collections 参数没有用到， 且数据库是固定的， 这个变量后期去掉
collections=DATABASE.index_day):
'''
:param code: code: 字符串str eg 600085
:param start: 字符串str 开始日期 eg 2011-01-01
:param end: 字符串str 结束日期 eg 2011-05-01
:param if_drop_index: Ture False ， dataframe drop index or not
:param collections: mongodb 数据库
:return:
'''
'获取期货日线'
end = start if end is None else end
start = str(start)[0:10]
end = str(end)[0:10]
# 🛠 todo 报告错误 如果开始时间 在 结束时间之后
# 🛠 todo 如果相等
res = QA_fetch_future_day(code, start, end, format='pd')
if res is None:
print(
"QA Error QA_fetch_future_day_adv parameter code=%s start=%s end=%s call QA_fetch_future_day return None"
% (code, start, end))
else:
res_set_index = res.set_index(['date', 'code'])
# if res_set_index is None:
# print("QA Error QA_fetch_index_day_adv set index 'date, code' return None")
# return None
return QA_DataStruct_Future_day(res_set_index)
def get_future_day(self, codelist, start, end):
codelist = promise_list(codelist)
columns_raw = [
'date', 'order_book_id', 'limit_up', 'limit_down', 'open_interest',
'prev_settlement', 'settlement', 'open', 'high', 'low', 'close',
'volume', 'total_turnover'
]
res = self.client.query_dataframe(
"SELECT * FROM quantaxis.future_cn_day WHERE ((`date` >= '{}')) \
AND (`date` <= '{}') AND (`order_book_id` IN ({}))".
format(start, end, "'{}'".format(
"','".join(codelist)))).loc[:, columns_raw].drop_duplicates(
['date', 'order_book_id'])
return QA_DataStruct_Future_day(
res.assign(date=pd.to_datetime(res.date),
code=res.order_book_id,
amount=res.total_turnover,
position=res.open_interest,
price=res.settlement).set_index(['date', 'code']))