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 do_fetch_and_save_bars(self, code, typ: SeType, start, end,
freq: SeFreq):
repo_name = typ.repo_name(freq)
end_date = date_time_utils.Date().as_str()
max_date_in_db = DB_CLIENT.read_max_date_for(code, repo_name)
if max_date_in_db is None:
start_date = MIN_START_TIME
else:
start_date = date_time_utils.Date.from_str(max_date_in_db).as_str()
try:
if start_date != end_date:
df = self.fetcher.fetch_bars(typ, code, start, end, freq)
if len(df) < 1:
self.failed_codes.append(code)
else:
df = self.remove_columns_for_min_data(df, freq)
DB_CLIENT.update_data_append_newer(df, repo_name)
except Exception as e:
print('Failed to fetch bars for {} {}, reason={}'.format(
code, freq, e))
self.failed_codes.append(str(code))
def calc_qfq_and_update(code, start, end):
stock_data = SECURITY_DATA_READ_SERVICE.read_security_data_for_single(
code, start, end)
if stock_data is not None and len(stock_data) > 0:
qfq_data = stock_to_qfq(stock_data)
DB_CLIENT.update_data_append_newer(qfq_data, DAY_QFQ_REPO)
def copy_stock_day_directly(code, start, end):
stock_data = SECURITY_DATA_READ_SERVICE.read_security_data_for_single(
code, start, end)
DB_CLIENT.update_data_append_newer(stock_data, DAY_QFQ_REPO)
def save(self, data):
if data is not None and len(data) > 0:
repo_name = self.repo_name()
df = data.drop(columns=['open', 'low', 'high', 'amount', 'vol'
], axis=1)
DB_CLIENT.update_data_append_newer(df, repo_name)
def do_update_xdxr(self, code):
df = self.fetcher.fetch_xdxr(code)
if len(df) > 0:
DB_CLIENT.update_data_append_newer(df, REPO_XDXR)
def save(self, data):
DB_CLIENT.create_index(self.repo_name(), self.freq.keys_to_index())
if data is not None and len(data) > 0:
repo_name = self.repo_name()
DB_CLIENT.update_data_append_newer(data, repo_name)
