def read_test_for_backtest(self, codes, start, end):
return DB_CLIENT.read_data_by_codes_and_date(
self.repo_name_for_backtest(),
codes,
start,
end=end,
extra_filter={'train': False})
def read_by_dates(
self,
codes,
start='all',
end=None
):
repo_name = self.repo_name()
return DB_CLIENT.read_data_by_codes_and_date(repo_name, codes, start, end=end)
def read_security_data_for_list(self,
codes,
start,
end,
typ: SeType = SeType.Stock,
freq: SeFreq = SeFreq.DAY):
return DB_CLIENT.read_data_by_codes_and_date(typ.repo_name(freq),
codes, start, end)
def read_qfq_security_data_for_single(self,
code,
start,
end,
typ: SeType = SeType.Stock,
freq: SeFreq = SeFreq.DAY):
codes = [code]
data = DB_CLIENT.read_data_by_codes_and_date(
typ.repo_name(freq) + REPO_QFQ_SUFFIX, codes, start, end)
if data is None:
return None
return data[data.vol > 1]
def compare_basic_data_of_repos(self, code, start, end, repo1, repo2, cols):
df1 = DB_CLIENT.read_data_by_codes_and_date(repo1, [code], start, end)
if df1 is None:
print("no data from {} for {}".format(repo1, code))
return None
df1 = df1[cols]
df2 = DB_CLIENT.read_data_by_codes_and_date(repo2, [code], start, end)
if df2 is None:
print("no data from {} for {}".format(repo2, code))
return None
df2 = df2[cols]
res = self.do_compare(df1, df2, cols)
if res is None:
print("Something is wrong")
return
l, r, d = res
if len(l) > 0:
print("### {} Left only ###: \n".format(code), l)
if len(r) > 0:
print('### {} Right only ###: \n'.format(code), r)
if len(d) > 0:
print('### {} Not matched ###: \n'.format(code), d)
if len(l) == 0 and len(r) == 0 and len(d) == 0:
print("{} All matched".format(code))
def read_security_data_for_single(self,
code,
start,
end,
typ: SeType = SeType.Stock,
freq: SeFreq = SeFreq.DAY):
codes = [code]
data = DB_CLIENT.read_data_by_codes_and_date(typ.repo_name(freq),
codes, start, end)
if data is None:
return None
if 'vol' in data.columns:
return data[data.vol > 1]
else:
return data
def read_fq_info(self, code, start, end):
data = DB_CLIENT.read_data_by_codes_and_date(
REPO_XDXR, [code], start, end=end, extra_filter={'category': 1})
return data
def read_for_backtest(self, codes, start, end):
return DB_CLIENT.read_data_by_codes_and_date(
self.repo_name_for_backtest(),
codes, start, end=end
)
