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 _read_bm_data(self, bm_code):
return SECURITY_DATA_READ_SERVICE.read_security_data_for_single(
bm_code,
self.account.start_date,
self.account.end_date,
typ=SeType.Index
).reset_index().\
drop(columns=['code', 'open', 'high', 'low', 'vol', 'amount',
'up_count', 'down_count']).\
set_index('date')
def read_data_and_calc_indicators(self, code, start, end):
if self.freq.is_minutes():
data = SECURITY_DATA_READ_SERVICE.read_security_data_for_single(
code, start, end, freq=self.freq, typ=SeType.Stock)
else:
data = SECURITY_DATA_READ_SERVICE.read_qfq_security_data_for_single(
code, start, end)
if data is None or data.shape[0] < 10:
return
data = self.indicator_func(data)
if data is None or len(data) < 1:
return None
else:
return self.pre_save(data)
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 _read_bm_data(self):
self.bm_data = SECURITY_DATA_READ_SERVICE.read_security_data_for_single(
self.bm_code,
self.account.start_date,
self.account.end_date,
typ=SeType.Index)
