def initDB():
"""初始化数据库
"""
global mydb
if os.path.exists('test.sqlite'):
mydb = MyDB("test.sqlite")
else:
mydb = MyDB("test.sqlite")
mydb.sql('''
CREATE TABLE Quotes
(ID INTEGER PRIMARY KEY AUTOINCREMENT,
md5 TEXT NOT NULL,
Quote TEXT NOT NULL
);''')
def get_province_currentConfirmedCount():
mydb = MyDB('localhost', 'root', 'kfq991122', 'covid19')
results = mydb.get_province_currentConfirmedCount()
return jsonify(provinceShortName=[x[0] for x in results],
currentConfirmedCount=[x[1] for x in results],
pub_date=results[0][2])
def get_history(self):
try:
mylock.lock.acquire()
conn = MyDB().get_db()
df = pd.read_sql_query(
"""select
symbol
, business_date
, open
, high
, low
, close
, volume
from ohlc
where symbol = '%s'
and business_date between '%s' and '%s'
order by business_date
""" %
(self.symbol, self.start_date, self.end_date), conn)
df = df.fillna(method='ffill')
except Exception as err:
print(err)
finally:
if conn:
self.quotes = df
conn.close
else:
self.quotes = None
mylock.lock.release()
def get_home_realtime_datas():
mydb = MyDB('localhost', 'root', 'kfq991122', 'covid19')
results = mydb.get_home_realtime_datas()
return jsonify(curConfirm =[x[0] for x in results] ,curConfirmRelative=[x[1] for x in results],asymptomatic=[x[2] for x in results], asymptomaticRelative=[x[3] for x in results], \
unconfirmed=[x[4] for x in results], unconfirmedRelative=[x[5] for x in results], icu=[x[6] for x in results], icuRelative=[x[7] for x in results],confirmed=[x[8] for x in results],confirmedRelative=[x[9] for x in results],\
overseasInput=[x[10] for x in results],overseasInputRelative=[x[11] for x in results],cured=[x[12] for x in results],curedRelative=[x[13] for x in results],died=[x[14] for x in results],diedRelative=[x[15] for x in results])
def main():
args = parse_arg()
outdir, src_path, db_path = mk_dirs(args.outdir)
with MyDB(os.path.join(db_path, db_file_name)) as db:
db.createdb()
for lang in args.langs:
for i in range(args.p_start, args.p_end + 1):
print "Processing [{now}/{all}].".format(now=i, all=args.p_end)
url = construct_url(query,
p=i,
per_page=per_page,
langs=[lang])
print url
data = get_json_from_url(url)
if not data:
continue
useful_count = 0
for r in data['results']:
posts = get_posts_from(r['lines'])
# store file and repo info into db
para = extract_para(r, posts)
db.insertfile(**para)
if len(posts) > 0:
# code has some real SO links
write_code_to_file(para['fid'], src_path)
useful_count += 1
print "{useful}/{total} are useful files on this page." \
.format(useful=useful_count, total=len(data['results']))
def test_employ_query2():
db = MyDB()
conn = db.connect("server")
cur = conn.cursor()
id = cur.execute("select id from employee where name=tom")
assert id == 789
cur.close()
conn.close()
def cur():
print("setting up")
db = MyDB()
conn = db.connect("server")
curs = conn.cursor()
yield curs
curs.close()
conn.close()
print("closing DB")
def cur():
print "\nopen DB"
db = MyDB()
conn = db.connect("server")
curs = conn.cursor()
yield curs
conn.close()
curs.close()
print "\nclose DB"
def cursorFixture():
print("setting up")
db = MyDB()
conn = db.connect('server')
cursor = conn.cursor()
yield cursor #we will get to this point only after all references of cursor are passed to the relavant tests.
conn.close()
cursor.close()
print(" teardown complete")
def cur():
print("Setting up.....")
db = MyDB()
conn = db.connect("server")
cur_ = conn.cursor()
yield cur_
cur_.close()
conn.close()
print("closing database....")
def get_maxdrawdown(self, symbol, strategy_id, strategy_option, start_date,
end_date):
conn = MyDB().get_db()
c = conn.cursor()
#cash+建玉(取得価格)
c.execute("""
select
business_date
,cash
,pos_price
,pos_vol
from backtest_history
where symbol = '{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date}' and '{end_date}'
order by business_date
""".format(symbol=symbol,
strategy_id=strategy_id,
strategy_option=strategy_option,
start_date=start_date,
end_date=end_date))
rs = c.fetchall()
conn.close()
maxv = 0
minv = 0
max_drawdown = 0
business_date = ''
drawdown = 0
count = 0
if rs:
for r in rs:
v = r[1] + (r[2] * r[3])
if count == 0:
maxv = v
minv = v
elif maxv < v:
maxv = v
minv = v
elif minv > v:
minv = v
diff = maxv - minv
drawdown = self.round(diff / maxv)
if max_drawdown < drawdown:
max_drawdown = drawdown
business_date = r[0]
count += 1
self.logger.info(
"maxdrawdown:{symbol},{strategy_id},{strategy_option},{start_date},{end_date},{business_date},{max_drawdown}"
.format(symbol=symbol,
strategy_id=strategy_id,
strategy_option=strategy_option,
start_date=start_date,
end_date=end_date,
business_date=business_date,
max_drawdown=max_drawdown))
return max_drawdown
def get_province_daily_datas():
mydb = MyDB('localhost', 'root', 'kfq991122', 'covid19')
results = mydb.get_province_daily_datas()
return jsonify(provinceName=[x[0] for x in results],
provinceShortName=[x[1] for x in results],
currentConfirmedCount=[x[2] for x in results],
confirmedCount=[x[3] for x in results],
suspectedCount=[x[4] for x in results],
curedCount=[x[5] for x in results],
deadCount=[x[6] for x in results])
def get_outside_realtime_datas():
mydb = MyDB('localhost', 'root', 'kfq991122', 'covid19')
results = mydb.get_outside_realtime_datas()
return jsonify(confirmedCount=[x[0] for x in results],
currentConfirmedCount=[x[1] for x in results],
confirmedIncr=[x[2] for x in results],
curedCount=[x[3] for x in results],
curedIncr=[x[4] for x in results],
deadCount=[x[5] for x in results],
deadIncr=[x[6] for x in results])
def __init__(self):
wordpress_detector = WPDetector()
joomla_detector = JoomlaDetector()
squarespace_detector = SquarspaceDetector()
drupal_detector = drupalDetector()
detectors = [
wordpress_detector, joomla_detector, squarespace_detector,
drupal_detector
]
self._mydb = MyDB()
self._mydb.connect()
self._model = Model(detectors)
def get_max_businessdate_from_ohlc(symbols):
conn = MyDB().get_db()
c = conn.cursor()
#ohlcの最終登録日を取得
c.execute(
"""
select
max(business_date)
from ohlc
where symbol in ({0})""".format(', '.join('?' for _ in symbols)), symbols)
max_date = c.fetchone()
conn.close()
return max_date[0]
def main():
def process_data(r):
db.update_repo(**r)
# print r
args = parse_arg()
outdir, src_path, db_path = mk_dirs(args.outdir)
with MyDB(os.path.join(db_path, db_file_name)) as db:
rows = db.select_all_repos()
gc = GitHubCrawler(rows, process_data, config['login'],
config['password'])
gc.start(args.force_commits, args.force_stars)
def get_bollingerband_closeondaily_settings(symbol):
conn = MyDB().get_db()
c = conn.cursor()
c.execute("""
select
symbol
,sma
,sigma1
from bollingerband_closeondaily
where symbol = '{symbol}'
""".format(symbol=symbol))
rs = c.fetchall()
conn.close()
return rs
def insert_history(self, quotes):
try:
conn = MyDB().get_db()
c = conn.cursor()
c.executemany(
'INSERT OR REPLACE INTO ohlc(symbol, business_date, open, high, low, close, volume) VALUES(?,?,?,?,?,?,?)',
quotes)
except Exception as err:
self.logger.error('error dayo. {0}'.format(err))
if conn: conn.rollback()
finally:
if conn:
conn.commit()
conn.close
def cur():
print("setting up dB")
# create the database object--this will give me DB object
db = MyDB()
# you always need to connect your DB to a server -- this would normally be acutal server
conn = db.connect("server")
# next we will get a cursor object
curs = conn.cursor()
# it will create the cursor object only once, and then it will pass the cursor object to test cases
# after this is complete, it will close the cursor and connection
yield curs
curs.close()
conn.close()
print("closing dB")
def cur():
print("Setting up")
db = MyDB() # instance of the class of MDB
conn = db.connect("127.0.0.1")
curs = conn.cursor()
return curs
def update_maxdrawdown(self, symbols, strategy_id):
(end_date, start_date, start_date_3month, start_date_1year,
start_date_3year, start_date_15year) = self.get_dates()
#バックテスト結果を取得
conn = MyDB().get_db()
c = conn.cursor()
c.execute(
"""
select
symbol
,strategy_id
,strategy_option
from backtest_result
where symbol in ({symbols})
and strategy_id = {strategy_id}
""".format(symbols=', '.join('?' for _ in symbols),
strategy_id=strategy_id), symbols)
rs = c.fetchall()
conn.close()
#ドローダウン算出
for r in rs:
symbol = r[0]
strategy_id = r[1]
strategy_option = r[2]
drawdown = self.get_maxdrawdown(symbol, strategy_id,
strategy_option, start_date,
end_date)
drawdown_3month = self.get_maxdrawdown(symbol, strategy_id,
strategy_option,
start_date_3month, end_date)
drawdown_1year = self.get_maxdrawdown(symbol, strategy_id,
strategy_option,
start_date_1year, end_date)
drawdown_3year = self.get_maxdrawdown(symbol, strategy_id,
strategy_option,
start_date_3year, end_date)
drawdown_15year = self.get_maxdrawdown(symbol, strategy_id,
strategy_option,
start_date_15year, end_date)
#DB更新
conn = MyDB().get_db()
c = conn.cursor()
c.execute("""
update backtest_result set
drawdown = {drawdown}
,drawdown_3month = {drawdown_3month}
,drawdown_1year = {drawdown_1year}
,drawdown_3year = {drawdown_3year}
,drawdown_15year = {drawdown_15year}
where symbol = '{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
""".format(symbol=symbol,
strategy_id=strategy_id,
strategy_option=strategy_option,
drawdown=drawdown,
drawdown_3month=drawdown_3month,
drawdown_1year=drawdown_1year,
drawdown_3year=drawdown_3year,
drawdown_15year=drawdown_15year))
self.logger.info(
"update_drawdown() {symbol},{strategy_id},{strategy_option}".
format(symbol=symbol,
strategy_id=strategy_id,
strategy_option=strategy_option))
conn.commit()
conn.close()
def update_expected_rate(self, symbols, strategy_id):
self.logger.info("update_expected_rate()")
(end_date, start_date, start_date_3month, start_date_1year,
start_date_3year, start_date_15year) = self.get_dates()
#backtest_result table取得
conn = MyDB().get_db()
c = conn.cursor()
c.execute(
"""
select
symbol
,strategy_id
,strategy_option
from backtest_result
where symbol in ({symbols})
and strategy_id = {strategy_id}
""".format(symbols=', '.join('?' for _ in symbols),
strategy_id=strategy_id), symbols)
rs = c.fetchall()
conn.close()
for r in rs:
self.logger.info("{symbol},{strategy_id},{strategy_option}".format(
symbol=r[0], strategy_id=r[1], strategy_option=r[2]))
conn = MyDB().get_db()
c = conn.cursor()
c.execute("""
update backtest_result
set
profit_rate_3month =
(
select
round(sum(profit_rate) ,4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_3month}' and '{end_date}'
group by symbol, strategy_id, strategy_option
)
,profit_rate_1year =
(
select
round(sum(profit_rate) ,4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_1year}' and '{end_date}'
group by symbol, strategy_id, strategy_option
)
,profit_rate_3year =
(
select
round(sum(profit_rate) ,4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_3year}' and '{end_date}'
group by symbol, strategy_id, strategy_option
)
,profit_rate_15year =
(
select
round(sum(profit_rate) ,4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_15year}' and '{end_date}'
group by symbol, strategy_id, strategy_option
)
,long_profit_rate_3month =
(
select
round(sum(profit_rate) ,4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_3month}' and '{end_date}'
and execution_order_type in (5,7,11)
group by symbol, strategy_id, strategy_option
)
,long_profit_rate_1year =
(
select
round(sum(profit_rate) ,4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_1year}' and '{end_date}'
and execution_order_type in (5,7,11)
group by symbol, strategy_id, strategy_option
)
,long_profit_rate_3year =
(
select
round(sum(profit_rate) ,4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_3year}' and '{end_date}'
and execution_order_type in (5,7,11)
group by symbol, strategy_id, strategy_option
)
,long_profit_rate_15year =
(
select
round(sum(profit_rate) ,4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_15year}' and '{end_date}'
and execution_order_type in (5,7,11)
group by symbol, strategy_id, strategy_option
)
,short_profit_rate_3month =
(
select
round(sum(profit_rate) ,4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_3month}' and '{end_date}'
and execution_order_type in (6,8,12)
group by symbol, strategy_id, strategy_option
)
,short_profit_rate_1year =
(
select
round(sum(profit_rate) ,4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_1year}' and '{end_date}'
and execution_order_type in (6,8,12)
group by symbol, strategy_id, strategy_option
)
,short_profit_rate_3year =
(
select
round(sum(profit_rate) ,4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_3year}' and '{end_date}'
and execution_order_type in (6,8,12)
group by symbol, strategy_id, strategy_option
)
,short_profit_rate_15year =
(
select
round(sum(profit_rate) ,4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_15year}' and '{end_date}'
and execution_order_type in (6,8,12)
group by symbol, strategy_id, strategy_option
)
,expected_rate_3month =
(
select
round(sum(profit_rate) / count(profit_rate), 4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_3month}' and '{end_date}'
group by symbol, strategy_id, strategy_option
)
,expected_rate_1year =
(
select
round(sum(profit_rate) / count(profit_rate), 4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_1year}' and '{end_date}'
group by symbol, strategy_id, strategy_option
)
,expected_rate_3year =
(
select
round(sum(profit_rate) / count(profit_rate), 4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_3year}' and '{end_date}'
group by symbol, strategy_id, strategy_option
)
,expected_rate_15year =
(
select
round(sum(profit_rate) / count(profit_rate), 4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_15year}' and '{end_date}'
group by symbol, strategy_id, strategy_option
)
,long_expected_rate_3month =
(
select
round(sum(profit_rate) / count(profit_rate), 4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_3month}' and '{end_date}'
and execution_order_type in (5,7,11)
group by symbol, strategy_id, strategy_option
)
,long_expected_rate_1year =
(
select
round(sum(profit_rate) / count(profit_rate), 4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_1year}' and '{end_date}'
and execution_order_type in (5,7,11)
group by symbol, strategy_id, strategy_option
)
,long_expected_rate_3year =
(
select
round(sum(profit_rate) / count(profit_rate), 4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_3year}' and '{end_date}'
and execution_order_type in (5,7,11)
group by symbol, strategy_id, strategy_option
)
,long_expected_rate_15year =
(
select
round(sum(profit_rate) / count(profit_rate), 4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_15year}' and '{end_date}'
and execution_order_type in (5,7,11)
group by symbol, strategy_id, strategy_option
)
,short_expected_rate_3month =
(
select
round(sum(profit_rate) / count(profit_rate), 4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_3month}' and '{end_date}'
and execution_order_type in (6,8,12)
group by symbol, strategy_id, strategy_option
)
,short_expected_rate_1year =
(
select
round(sum(profit_rate) / count(profit_rate), 4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_1year}' and '{end_date}'
and execution_order_type in (6,8,12)
group by symbol, strategy_id, strategy_option
)
,short_expected_rate_3year =
(
select
round(sum(profit_rate) / count(profit_rate), 4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_3year}' and '{end_date}'
and execution_order_type in (6,8,12)
group by symbol, strategy_id, strategy_option
)
,short_expected_rate_15year =
(
select
round(sum(profit_rate) / count(profit_rate), 4)
from backtest_history
where symbol='{symbol}'
and strategy_id = {strategy_id}
and strategy_option = '{strategy_option}'
and business_date between '{start_date_15year}' and '{end_date}'
and execution_order_type in (6,8,12)
group by symbol, strategy_id, strategy_option
)
where symbol = '{symbol}' and strategy_id = {strategy_id} and strategy_option = '{strategy_option}'
""".format(symbol=r[0],
strategy_id=r[1],
strategy_option=r[2],
end_date=end_date,
start_date_3month=start_date_3month,
start_date_1year=start_date_1year,
start_date_3year=start_date_3year,
start_date_15year=start_date_15year))
conn.commit()
conn.close()
def save_history(self, backtest_history):
try:
mylock.lock.acquire()
conn = MyDB().get_db()
c = conn.cursor()
c.executemany(
"""
insert or replace into backtest_history
(
symbol,
strategy_id,
strategy_option,
business_date,
open,
high,
low,
close,
volume,
sma,
upper_sigma1,
lower_sigma1,
upper_sigma2,
lower_sigma2,
vol_sma,
vol_upper_sigma1,
vol_lower_sigma1,
order_create_date,
order_type,
order_vol,
order_price,
call_order_date,
call_order_type,
call_order_vol,
call_order_price,
execution_order_date,
execution_order_type,
execution_order_status,
execution_order_vol,
execution_order_price,
position,
cash,
pos_vol,
pos_price,
total_value,
profit_value,
profit_rate,
leverage
)
values
(
?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
,?
)
""", backtest_history)
except Exception as err:
if conn:
conn.rollback()
self.logger.error(err)
finally:
if conn:
conn.commit()
conn.close
mylock.lock.release()
def save_simulate_result(
self, symbol, strategy_id, strategy_option, start_date, end_date,
market_start_date, market_end_date, backtest_period,
trading_period, average_period_per_trade, initial_assets,
last_assets, rate_of_return, win_count, loss_count, win_value,
loss_value, win_rate, payoffratio, expected_rate,
expected_rate_per_1day, long_win_count, long_loss_count,
long_win_value, long_loss_value, long_win_rate, long_payoffratio,
long_expected_rate, long_expected_rate_per_1day, short_win_count,
short_loss_count, short_win_value, short_loss_value,
short_win_rate, short_payoffratio, short_expected_rate,
short_expected_rate_per_1day, regist_date):
try:
mylock.lock.acquire()
conn = MyDB().get_db()
c = conn.cursor()
c.execute(
"""
insert or replace into backtest_result
(
symbol
,strategy_id
,strategy_option
,start_date
,end_date
,market_start_date
,market_end_date
,backtest_period
,trading_period
,average_period_per_trade
,initial_assets
,last_assets
,rate_of_return
,win_count
,loss_count
,win_value
,loss_value
,win_rate
,payoffratio
,expected_rate
,expected_rate_per_1day
,long_win_count
,long_loss_count
,long_win_value
,long_loss_value
,long_win_rate
,long_payoffratio
,long_expected_rate
,long_expected_rate_per_1day
,short_win_count
,short_loss_count
,short_win_value
,short_loss_value
,short_win_rate
,short_payoffratio
,short_expected_rate
,short_expected_rate_per_1day
,regist_date
)
values
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""",
(symbol, strategy_id, strategy_option, start_date, end_date,
market_start_date, market_end_date, backtest_period,
trading_period, average_period_per_trade, initial_assets,
last_assets, rate_of_return, win_count, loss_count, win_value,
loss_value, win_rate, payoffratio, expected_rate,
expected_rate_per_1day, long_win_count, long_loss_count,
long_win_value, long_loss_value, long_win_rate,
long_payoffratio, long_expected_rate,
long_expected_rate_per_1day, short_win_count,
short_loss_count, short_win_value, short_loss_value,
short_win_rate, short_payoffratio, short_expected_rate,
short_expected_rate_per_1day, regist_date))
except Exception as err:
if conn:
conn.rollback()
self.logger.error(err)
finally:
if conn:
conn.commit()
conn.close
mylock.lock.release()
@author dolphin
@description
- Allow the user to input the list of phrases via a Swagger.
- Request product info to B and get info from it.
- Allow the user to check to view the results.
"""
from fastapi import FastAPI, Query
from models import SearchTerms, ProductInfo, _SERVER_A_URL, _SERVER_B_URL
from typing import List
import requests
import aiohttp
import asyncio
from mydb import MyDB
mydb = MyDB()
app = FastAPI()
prodInfo = ProductInfo("test title", 41.6, 192.6)
@app.get("/")
def read_root():
return {"Success": "This is server A on my test project using FastAPI."}
"""
Send asynchronous request to server B to scrap search_terms.
"""
def send_async_req(search_terms):
req_sent = 0
def setup_module(module):
global conn
global cur
db = MyDB()
conn = db.connect("server")
cur = conn.cursor()
def get_db_handler():
if not get_db_handler.handler:
get_db_handler.handler = MyDB(DB_NAME)
return get_db_handler.handler
import urllib.parse
from mydb import MyDB
from lxml import etree
from ScanProxy import ScanProxy
import pdb
############## Config ################################
keyword = "手机赚钱软件" #搜索的关键词
maxPage = 100 #抓取的最大列表页页码
############## End Config ############################
############## Public Var ############################
urlList = []
proxyList = []
history_urlList = []
db = MyDB()
############## End Public ############################
############## Function ##############################
def userAgentRand():
l = []
l.append(
"Mozilla/5.0 (Windows NT 6.1; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/67.0.3396.99 Safari/537.36"
)
l.append("Mozilla/5.0 (Windows NT 6.1; W…) Gecko/20100101 Firefox/61.0")
l.append("Mozilla/4.0(compatible;MSIE8.0;WindowsNT6.0;Trident/4.0)")
l.append("Mozilla/5.0(WindowsNT6.1;rv:2.0.1)Gecko/20100101Firefox/4.0.1")
l.append("Mozilla/4.0(compatible;MSIE7.0;WindowsNT5.1;TencentTraveler4.0)")
l.append("Mozilla/4.0(compatible;MSIE7.0;WindowsNT5.1;TheWorld)")
def __init__(s):
s.mydb=MyDB()
s.myf=MyFile()
def toget_home_daily_datas():
mydb = MyDB('localhost', 'root', 'kfq991122', 'covid19')
results = mydb.get_home_daily_datas()
return jsonify(curConfirm=[x[0] for x in results],
time=[x[1] for x in results])
