def history_exists(c):
return False
if c.offers_at:
first_date_before = c.offers_at + timedelta(days=7)
q = Quote.query_one({
'exchange': c.exchange,
'symbol': c.symbol,
'quote_type': '1d',
'quote_at': {
'$lte': first_date_before
}
})
count = Quote.count({
'exchange': c.exchange,
'symbol': c.symbol,
'quote_type': '1d'
})
past_days = (datetime.utcnow() - c.offers_at).days
if past_days <= 2:
return True
trades_ratio = 1. * count / past_days
if q and trades_ratio > 3 / 7.:
return True
return False
def sync_collections():
from ybk.config import setup_config
from ybk.models import Collection as C1
from ybk.models import Quote as Q1
setup_config()
for c in C1.query():
print(c.exchange, c.symbol)
td = Q1.count({'exchange': c.exchange,
'symbol': c.symbol,
'type_': '1d'}) + 1
if td == 1:
if not c.offers_at:
# 没录入过, 基本上会挂
continue
# 如果K线不存在, 可能是交易行情无法获取, 直接用估算数字
td = (datetime.utcnow() - c.offers_at).days - 1
c2 = Collection({
'exchange': c.exchange,
'symbol': c.symbol,
'name': c.name,
'trade_day': td,
})
c2.upsert()
def history_exists(c):
return False
if c.offers_at:
first_date_before = c.offers_at + timedelta(days=7)
q = Quote.query_one({'exchange': c.exchange,
'symbol': c.symbol,
'quote_type': '1d',
'quote_at': {'$lte':
first_date_before}})
count = Quote.count({'exchange': c.exchange,
'symbol': c.symbol,
'quote_type': '1d'})
past_days = (datetime.utcnow() - c.offers_at).days
if past_days <= 2:
return True
trades_ratio = 1. * count / past_days
if q and trades_ratio > 3 / 7.:
return True
return False
