def QA_fetch_stock_realtime_adv(code=None,
num=1,
collections=DATABASE.get_collection('realtime_{}'.format(datetime.date.today()))):
'''
返回当日的上下五档, code可以是股票可以是list, num是每个股票获取的数量
:param code:
:param num:
:param collections: realtime_XXXX-XX-XX 每天实时时间
:return: DataFrame
'''
if code is not None:
# code 必须转换成list 去查询数据库
if isinstance(code, str):
code = [code]
elif isinstance(code, list):
pass
else:
print(
"QA Error QA_fetch_stock_realtime_adv parameter code is not List type or String type")
items_from_collections = [item for item in collections.find(
{'code': {'$in': code}}, limit=num*len(code), sort=[('datetime', pymongo.DESCENDING)])]
if items_from_collections is None:
print("QA Error QA_fetch_stock_realtime_adv find parameter code={} num={} collection={} return NOne".format(
code, num, collections))
return
data = pd.DataFrame(items_from_collections)
data_set_index = data.set_index(
['datetime', 'code'], drop=False).drop(['_id'], axis=1)
return data_set_index
else:
print("QA Error QA_fetch_stock_realtime_adv parameter code is None")
def QA_fetch_stock_realtime_adv(code=None,
num=1,
collections=DATABASE.get_collection(
'realtime_{}'.format(
datetime.date.today()))):
"""
返回当日的上下五档, code可以是股票可以是list, num是每个股票获取的数量
"""
if code is not None:
if isinstance(code, str):
code = list(code)
elif isinstance(code, list):
pass
data = pd.DataFrame([
item for item in collections.find({'code': {
'$in': code
}},
limit=num * len(code),
sort=[('datetime',
pymongo.DESCENDING)])
]).set_index(['datetime', 'code'], drop=False).drop(['_id'], axis=1)
return data
else:
pass
def QA_fetch_stock_realtime_adv(code=None,
num=1,
collections=DATABASE.get_collection('realtime_{}'.format(datetime.date.today()))):
'''
返回当日的上下五档, code可以是股票可以是list, num是每个股票获取的数量
:param code:
:param num:
:param collections: realtime_XXXX-XX-XX 每天实时时间
:return: DataFrame
'''
if code is not None:
# code 必须转换成list 去查询数据库
if isinstance(code, str):
code = [code]
elif isinstance(code, list):
pass
else:
print(
"QA Error QA_fetch_stock_realtime_adv parameter code is not List type or String type")
items_from_collections = [item for item in collections.find(
{'code': {'$in': code}}, limit=num*len(code), sort=[('datetime', pymongo.DESCENDING)])]
if items_from_collections is None:
print("QA Error QA_fetch_stock_realtime_adv find parameter code={} num={} collection={} return NOne".format(
code, num, collections))
return
data = pd.DataFrame(items_from_collections)
data_set_index = data.set_index(
['datetime', 'code'], drop=False).drop(['_id'], axis=1)
return data_set_index
else:
print("QA Error QA_fetch_stock_realtime_adv parameter code is None")
def collections_of_today():
database = DATABASE.get_collection('realtime_{}'.format(
datetime.date.today()))
database.create_index([('code', QA_util_sql_mongo_sort_ASCENDING)])
database.create_index([('datetime', QA_util_sql_mongo_sort_ASCENDING)])
database.create_index([("code", QA_util_sql_mongo_sort_ASCENDING),
("datetime", QA_util_sql_mongo_sort_ASCENDING)],
#unique=True,
)
return database