def createFakeSignalData(addr): signalData = SourceDataDao.load_signal_data(addr) startDate = signalData.index[0][0] endDate = signalData.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) subSignalData = SourceDataDao.select_by_date( signalData, exportStartDate, exportEndDate) print('exportStartDate:' + exportStartDate) print('exportEndDate:' + exportEndDate) print('subSignalData:' + str(len(subSignalData))) if (len(subSignalData) > 0): newSubSignalData = subSignalData.copy() newSubSignalData['Mom2'] = subSignalData['Mom'] newSubSignalData['Mom3'] = subSignalData['Mom'] SourceDataDao.export_to_hdfstore( newSubSignalData, StockConst.ROOT + StockConst.FAKE_SIGNAL_DATA_H5)
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)