def re_calc_qfq_and_overwrite(code, start, end):
start = MIN_START_DATE
end = date_time_utils.Date().as_str()
stock_data = SECURITY_DATA_READ_SERVICE.read_security_data_for_single(
code, start, end)
qfq_data = stock_to_qfq(stock_data)
DB_CLIENT.replace_data_by_codes(qfq_data, DAY_QFQ_REPO)
def update_for_single_code(self, code, start, end):
data = SECURITY_DATA_READ_SERVICE.read_qfq_security_data_for_single(code, start, end)
if data is not None and len(data) > 1:
data = dummy_appender.append_dummy_rows(data, 1)
data = self.indicator_func(data)
if data is None or data.shape[0] < 1:
pass
else:
df_without_dummy = dummy_appender.exclude_dummy_rows(data)
DB_CLIENT.update_data_append_newer(df_without_dummy, self.repo_name_for_backtest())
df_with_dummy_for_trade = data.tail(self.dummy_rows)
min_start_date = date_time_utils.Date.from_str(end). \
get_before(days=MasterIndicatorDB.MAX_CALENDAR_DAYS_TO_KEEP)
df_with_dummy_for_trade = df_with_dummy_for_trade.reset_index(level=0)
df_with_dummy_for_trade = df_with_dummy_for_trade.loc[df_with_dummy_for_trade.date > min_start_date.as_str()]
DB_CLIENT.replace_data_by_codes(df_with_dummy_for_trade, self.repo_name_for_trade())
def update_code_list(self):
data = self.fetcher.fetch_security_list()
DB_CLIENT.replace_data_by_codes(data, REPO_SECURITY_LIST)
