예제 #1
0
 def local_run(self, trade_date):
     total_data = self.loadon_data(trade_date)
     storage_engine = StorageEngine(self._url)
     result = self.process_calc_factor(total_data, trade_date)
     storage_engine.update_destdb('factor_earning_expectation', trade_date,
                                  result)
     print('----')
예제 #2
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    def local_run(self, trade_date):
        print('当前交易日: %s' % trade_date)
        tic = time.time()
        tp_solvency = self.loading_data(trade_date)
        print('data load time %s' % (time.time() - tic))

        storage_engine = StorageEngine(self._url)
        result = self.process_calc_factor(trade_date, tp_solvency)
        print('cal_time %s' % (time.time() - tic))
        storage_engine.update_destdb(str(self._methods[-1]['packet'].split('.')[-1]), trade_date, result)
예제 #3
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 def local_run(self, trade_date):
     total_data = self.loadon_data(trade_date)
     mkt_df = self.calc_factor_by_date(total_data, trade_date)
     storage_engine = StorageEngine(self._url)
     for method in self._methods:
         result = self.process_calc_factor(method['packet'],
                                           method['class'], mkt_df,
                                           trade_date)
         storage_engine.update_destdb(str(method['packet'].split('.')[-1]),
                                      trade_date, result)
예제 #4
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 def local_run(self, trade_date):
     print('当前交易日; %s' % trade_date)
     tic = time.time()
     valuation_sets, sw_industry, pe_sets = self.loading_data(trade_date)
     print('data load time %s' % (time.time() - tic))
     # 保存
     storage_engine = StorageEngine(self._url)
     result = self.process_calc_factor(trade_date, valuation_sets, pe_sets, sw_industry)
     print('cal_time %s' % (time.time() - tic))
     storage_engine.update_destdb(str(self._methods[-1]['packet'].split('.')[-1]), trade_date, result)
     print('----------------->')
예제 #5
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    def local_run(self, trade_date):
        print('当前交易日: %s' % trade_date)
        tic = time.time()
        ttm_operation_capacity = self.loading_data(trade_date)
        print('data load time %s' % (time.time() - tic))

        storage_engine = StorageEngine(self._url)
        result = self.process_calc_factor(trade_date, ttm_operation_capacity)
        print('cal_time %s' % (time.time() - tic))
        storage_engine.update_destdb(
            str(self._methods[-1]['packet'].split('.')[-1]), trade_date,
            result)
        # storage_engine.update_destdb('factor_operation_capacity', trade_date, result)

    # def remote_run(self, trade_date):
    #     total_data = self.loading_data(trade_date)
    #     #存储数据
    #     session = str(int(time.time() * 1000000 + datetime.datetime.now().microsecond))
    #     cache_data.set_cache(session, 'alphax', total_data.to_json(orient='records'))
    #     distributed_factor.delay(session, json.dumps(self._methods), self._name)
    #
    # def distributed_factor(self, total_data):
    #     mkt_df = self.calc_factor_by_date(total_data,trade_date)
    #     result = self.calc_factor('alphax.alpha191','Alpha191',mkt_df,trade_date)


# @app.task
# def distributed_factor(session, trade_date, packet_sets, name):
#     calc_engines = CalcEngine(name, packet_sets)
#     content = cache_data.get_cache(session, factor_name)
#     total_data = json_normalize(json.loads(content))
#     calc_engines.distributed_factor(total_data)
#

# # @app.task()
# def factor_calculate(**kwargs):
#     print("management_kwargs: {}".format(kwargs))
#     date_index = kwargs['date_index']
#     session = kwargs['session']
#     content1 = cache_data.get_cache(session + str(date_index) + "1", date_index)
#     ttm_operation_capacity = json_normalize(json.loads(str(content1, encoding='utf8')))
#     ttm_operation_capacity.set_index('security_code', inplace=True)
#     print("len_tp_management_data {}".format(len(ttm_operation_capacity)))
#     calculate(date_index, ttm_operation_capacity)
예제 #6
0
파일: calc_engine.py 프로젝트: dxcv/panther
 def distributed_factor(self, total_data, trade_date):
     storage_engine = StorageEngine(self._url)
     result = self.process_calc_factor(total_data, trade_date)
     storage_engine.update_destdb('factor_earning_expectation', trade_date, result)
     print('----')