コード例 #1
0
def addBuySellFlgAndExport(addr):
    dailyQuote = SourceDataDao.load_daily_quote(addr)
    startDate = dailyQuote.index[0][0]
    endDate = dailyQuote.index[-1][0]
    startYear = DateUtil.datetime2_year_str(startDate)
    endYear = DateUtil.datetime2_year_str(endDate)
    FORMAT = "%d-%d-%d"
    # c = time.strftime('%Y%m%d', time.strptime(y, '%Y-%m-%d'))
    for year in range(int(startYear), int(endYear) + 1, 1):
        for month in range(1 ,13):
            d = calendar.monthrange(year, month)
            exportStartDate = FORMAT % (year, month, 1)
            exportEndDate = FORMAT % (year, month, d[1])
            # exportStartDate = str(year)+'-'+addZero(month)+'-'+'01'
            # exportEndDate = str(year) + '-' + addZero(month) + '-' + getMonthEndDay(month)
            subDailyQuote = SourceDataDao.select_by_date(dailyQuote, exportStartDate, exportEndDate)
            print('exportStartDate:' + exportStartDate)
            print('exportEndDate:' + exportEndDate)
            print( 'dailyQuote:' +str(len(subDailyQuote)))
            if(len(subDailyQuote) > 0):
                newSubDailyQuote = addBuySellFlg(subDailyQuote)
                SourceDataDao.export_to_hdfstore(newSubDailyQuote, StockConst.ROOT + StockConst.NEW_DAILY_QUOTE_H5)
コード例 #2
0
def addDelistFlgAndExport(sourceAddr,targetAddr):
    dailyQuote = SourceDataDao.load_daily_quote(sourceAddr)

    # print(dailyQuote)

    lastTradingDay = max(list(dailyQuote.index.get_level_values(0).unique()))
    # lastTradingDayTsp = pd.Timestamp(DateUtil.datetime2Str(lastTradingDay))
    # print('lastTradingDay:'+lastTradingDayTsp)

    # 全部退市股
    delistDf = dailyQuote.groupby(level=StockConst.INNERCODE).apply(getDelist, lastTradingDay)  # False True
    # print(delistDf)

    # 退市标记
    dailyQuote.insert(len(dailyQuote.columns),'delistFlg', None) # 退市股delistFlg=1
    for index, row in delistDf.iterrows():
        tradingDay = index[1]
        innerCode = index[2]
        dailyQuote.ix[(tradingDay,innerCode), 'delistFlg'] = '1'
        # print(dailyQuote.ix[(tradingDay,innerCode)])

    # 导出到h5
    SourceDataDao.export_to_hdfstore(dailyQuote, StockConst.ROOT + '/' + targetAddr + '.h5') # dailyQuote.to_csv(StockConst.root + '\export\'+targetAddr+'.csv')
コード例 #3
0
def printByInnerCodeAndDate(addr):
    dailyQuote = SourceDataDao.load_daily_quote(addr)
    dailyQuote = SourceDataDao.select_by_inner_code_and_date(dailyQuote, '2004-01-17', '000049.SZ')
    print(dailyQuote)
コード例 #4
0
 def testLoadDailyQuote(self):
     dailyQuote = SourceDataDao.load_daily_quote('')
     # self.assertEqual(self.sum(1, 2), 3)
     print('dailyQuote:'+str(len(dailyQuote)))
     self.assertNotEqual(len(dailyQuote), 0)