def GetStockSectionValue(self, euSs, strStockWindCode, dtTradingDay):
if (isinstance(euSs, EU_StockSection) == False):
print(
'GetStockSectionValue: euSs is not instance of EU_StockSection: ',
euSs)
return None
nStockId = stockCn.StockWindCode2Int(strStockWindCode)
if (nStockId == None):
print('GetStockSectionValue: strStockWindCode Error: ', nStockId)
return None
nTradingDay = dtTradingDay
if (isinstance(dtTradingDay, int) == False):
strTradingDay = dateTime.ToIso(dtTradingDay)
if (strTradingDay == None):
return None
nTradingDay = int(strTradingDay)
if (nTradingDay == None):
print('GetStockSectionValue: dtTradingDay Error: ', dtTradingDay)
if (nTradingDay not in self.__dictStockSectionsByTd.keys()):
print('GetStockSectionValue: nTradingDay is not in : ',
nTradingDay)
return None
if (nStockId not in self.__dictStockSectionsByTd[nTradingDay].keys()):
print('GetStockSectionValue: nStockId is not in : ', nStockId)
return None
dValue = None
if (euSs == EU_StockSection.euSs_Pe):
dValue = self.__dictStockSectionsByTd[nTradingDay][nStockId].dPe
elif (euSs == EU_StockSection.euSs_Pb):
dValue = self.__dictStockSectionsByTd[nTradingDay][nStockId].dPb
elif (euSs == EU_StockSection.euSs_Pcf):
dValue = self.__dictStockSectionsByTd[nTradingDay][nStockId].dPcf
elif (euSs == EU_StockSection.euSs_Ps):
dValue = self.__dictStockSectionsByTd[nTradingDay][nStockId].dPs
elif (euSs == EU_StockSection.euSs_MarketValueTotal):
dValue = self.__dictStockSectionsByTd[nTradingDay][
nStockId].d_val_mv
elif (euSs == EU_StockSection.euSs_MarketValueFlowing):
dValue = self.__dictStockSectionsByTd[nTradingDay][
nStockId].d_dq_mv
elif (euSs == EU_StockSection.euSs_MarketValueFlowingFree):
dValue = self.__dictStockSectionsByTd[nTradingDay][
nStockId].d_freefloat_mv
elif (euSs == EU_StockSection.euSs_Qfa_yoynetprofit):
dValue = self.__dictStockSectionsByTd[nTradingDay][
nStockId].d_qfa_yoynetprofit
elif (euSs == EU_StockSection.euSs_Qfa_yoysales):
dValue = self.__dictStockSectionsByTd[nTradingDay][
nStockId].d_qfa_yoysales
elif (euSs == EU_StockSection.euSs_Fa_yoyroe):
dValue = self.__dictStockSectionsByTd[nTradingDay][
nStockId].d_fa_yoyroe
elif (euSs == EU_StockSection.euSs_Fa_yoyocf):
dValue = self.__dictStockSectionsByTd[nTradingDay][
nStockId].d_fa_yoyocf
elif (euSs == EU_StockSection.euSs_Fa_yoy_equity):
dValue = self.__dictStockSectionsByTd[nTradingDay][
nStockId].d_fa_yoy_equity
return dValue
def DBReqStockPool(self, strWindCode):
if (len(strWindCode) != 9):
return None
strSelect = "SELECT S_CON_WINDCODE, S_CON_INDATE, S_CON_OUTDATE, CUR_SIGN FROM [WindDB].[dbo].[AINDEXMEMBERS]"
strSelect += " where S_INFO_WINDCODE = '" + strWindCode + "'"
sqlS = sqlServer.CSqlServer(self.__strHost, self.__strUser,
self.__strPwd, self.__strDB)
listResult = sqlS.ExecQuery(strSelect)
# print(listResult)
listStockPool = []
for row in listResult:
if (len(row) != 4):
continue
strStockWindCode = row[0]
nStockId = stockCn.StockWindCode2Int(strStockWindCode)
if (nStockId == None):
print('stockCn.StockWindCode2Int return None: ',
strStockWindCode)
continue
nInDate = int(dateTime.ToIso(row[1]))
nOutDate = -1
nIsIn = int(row[3])
if (nIsIn == 0):
nOutDate = int(dateTime.ToIso(row[2]))
else:
dtToday = datetime.date.today()
nOutDate = int(dateTime.ToIso(dtToday))
listRow = [nStockId, nInDate, nOutDate, nIsIn]
listStockPool.append(listRow)
return listStockPool
def __init__(self, nStockId, nInDate, nOutDate, nIsIn):
self.__nStockId = stockCn.StockWindCode2Int(nStockId)
strInDate = dateTime.ToIso(nInDate)
strOutDate = dateTime.ToIso(nOutDate)
if (strInDate == None or strOutDate == None):
return None
self.__nInDate = int(strInDate)
self.__nOutDate = int(strOutDate)
self.__nIsIn = nIsIn
def __init__(self, nStockId, nTradingDay, euSs, dSectionValue):
self.__nStockId = stockCn.StockWindCode2Int(nStockId)
self.__nTradingDay = nTradingDay
if (isinstance(nTradingDay, int) == False):
strTradingDay = dateTime.ToIso(nTradingDay)
if (strTradingDay == None):
return None
self.__nTradingDay = int(strTradingDay)
self.__euSs = euSs
self.__dValue = dSectionValue
def AddPeriod(self, strStockWindCode, strICode, nFromDate, nToDate):
if (strICode not in self.__dictSipL1.keys()):
self.__dictSipL1[strICode] = {}
nStockId = stockCn.StockWindCode2Int(strStockWindCode)
if (nStockId == None):
return False
if (nStockId not in self.__dictSipL1[strICode].keys()):
self.__dictSipL1[strICode][nStockId] = CStockIndustryPeriod(nStockId, strICode)
bRtnAdd = self.__dictSipL1[strICode][nStockId].Add(nFromDate, nToDate)
if (bRtnAdd == False):
return False
else:
if (nStockId not in self.__dictSipL1BySid.keys()):
self.__dictSipL1BySid[nStockId] = {}
self.__dictSipL1BySid[nStockId][strICode] = self.__dictSipL1[strICode][nStockId]
return True
def Add(self, strStockWindCode, mdBarData):
nStockId = stockCn.StockWindCode2Int(strStockWindCode)
if (nStockId == None):
return False
if (isinstance(mdBarData, CMdBarData) == False):
return False
euMdBi = mdBarData.GetInterval()
if (euMdBi not in self.__dictMdBarData.keys()):
self.__dictMdBarData[euMdBi] = {}
if (nStockId not in self.__dictMdBarData[euMdBi]):
self.__dictMdBarData[euMdBi][nStockId] = {}
dtDateTime = dateTime.ToDateTime(mdBarData.GetDateTime())
if (dtDateTime == None):
return False
self.__dictMdBarData[euMdBi][nStockId][dtDateTime] = mdBarData
return True
def __IsIn(self, euMdbi, strStockWindCode, strTradingDay):
nStockId = stockCn.StockWindCode2Int(strStockWindCode)
if (nStockId == None):
print('nStockId is None')
return False
dtDateTime = dateTime.ToDateTime(strTradingDay)
if (dtDateTime == None):
print('dtDateTime is None')
return False
if (euMdbi not in self.__dictMdBarData.keys()):
print('euMdbi is not in: ', euMdi, self.__dictMdBarData.keys())
return False
if (nStockId not in self.__dictMdBarData[euMdbi].keys()):
# print('nStockId is not in: ', nStockId, self.__dictMdBarData[euMdbi].keys())
return False
if (dtDateTime not in self.__dictMdBarData[euMdbi][nStockId].keys()):
# print('dtDateTime is not in: ', dtDateTime, strStockWindCode, self.__dictMdBarData[euMdbi][nStockId].keys())
return False
return True
def AddValue1(self, strStockWindCode, nTradingDay, dPe, dPb, dPcf, dPs,
d_val_mv, d_dq_mv, d_freeshared_today):
nStockId = stockCn.StockWindCode2Int(strStockWindCode)
if (nStockId == None):
return False
nTradingDayFix = nTradingDay
if (isinstance(nTradingDay, int) == False):
strTradingDay = dateTime.ToIso(nTradingDay)
if (strTradingDay == None):
return False
nTradingDayFix = int(strTradingDay)
if (nTradingDayFix not in self.__dictStockSectionsByTd.keys()):
self.__dictStockSectionsByTd[nTradingDayFix] = {}
if (nStockId
not in self.__dictStockSectionsByTd[nTradingDayFix].keys()):
self.__dictStockSectionsByTd[nTradingDayFix][
nStockId] = CStockSectionRecord()
self.__dictStockSectionsByTd[nTradingDayFix][nStockId].dPe = dPe
self.__dictStockSectionsByTd[nTradingDayFix][nStockId].dPb = dPb
self.__dictStockSectionsByTd[nTradingDayFix][nStockId].dPcf = dPcf
self.__dictStockSectionsByTd[nTradingDayFix][nStockId].dPs = dPs
self.__dictStockSectionsByTd[nTradingDayFix][
nStockId].d_val_mv = d_val_mv
self.__dictStockSectionsByTd[nTradingDayFix][
nStockId].d_dq_mv = d_dq_mv
self.__dictStockSectionsByTd[nTradingDayFix][
nStockId].d_freeshared_today = d_freeshared_today
# print(strStockWindCode, nTradingDayFix, self.__dictStockSectionsByTd[nTradingDayFix][nStockId].dPe \
# , self.__dictStockSectionsByTd[nTradingDayFix][nStockId].dPb \
# , self.__dictStockSectionsByTd[nTradingDayFix][nStockId].dPcf \
# , self.__dictStockSectionsByTd[nTradingDayFix][nStockId].dPs \
# , self.__dictStockSectionsByTd[nTradingDayFix][nStockId].d_val_mv \
# , self.__dictStockSectionsByTd[nTradingDayFix][nStockId].d_dq_mv \
# , self.__dictStockSectionsByTd[nTradingDayFix][nStockId].d_freeshared_today)
return True
def AddValue2(self, strStockWindCode, nTradingDay, d_qfa_yoynetprofit,
d_qfa_yoysales, d_fa_yoy_equity, d_fa_yoyroe, d_fa_yoyocf):
nStockId = stockCn.StockWindCode2Int(strStockWindCode)
if (nStockId == None):
return False
nTradingDayFix = nTradingDay
if (isinstance(nTradingDay, int) == False):
strTradingDay = dateTime.ToIso(nTradingDay)
if (strTradingDay == None):
return False
nTradingDayFix = int(strTradingDay)
if (nTradingDayFix not in self.__dictStockSectionsByTd.keys()):
self.__dictStockSectionsByTd[nTradingDayFix] = {}
if (nStockId
not in self.__dictStockSectionsByTd[nTradingDayFix].keys()):
self.__dictStockSectionsByTd[nTradingDayFix][
nStockId] = CStockSectionRecord()
self.__dictStockSectionsByTd[nTradingDayFix][
nStockId].d_qfa_yoynetprofit = d_qfa_yoynetprofit
self.__dictStockSectionsByTd[nTradingDayFix][
nStockId].d_qfa_yoysales = d_qfa_yoysales
self.__dictStockSectionsByTd[nTradingDayFix][
nStockId].d_fa_yoy_equity = d_fa_yoy_equity
self.__dictStockSectionsByTd[nTradingDayFix][
nStockId].d_fa_yoyroe = d_fa_yoyroe
self.__dictStockSectionsByTd[nTradingDayFix][
nStockId].d_fa_yoyocf = d_fa_yoyocf
# self.__dictStockSectionsByTd[nTradingDayFix][nStockId].d_qfa_roe_deducted = d_qfa_roe_deducted
# print(strStockWindCode, nTradingDayFix, self.__dictStockSectionsByTd[nTradingDayFix][nStockId].d_qfa_yoynetprofit \
# , self.__dictStockSectionsByTd[nTradingDayFix][nStockId].d_qfa_yoysales \
# , self.__dictStockSectionsByTd[nTradingDayFix][nStockId].d_fa_yoy_equity \
# , self.__dictStockSectionsByTd[nTradingDayFix][nStockId].d_fa_yoyroe \
# , self.__dictStockSectionsByTd[nTradingDayFix][nStockId].d_fa_yoyocf)
return True
def GetVolume(self, euMdbi, strStockWindCode, strTradingDay):
dtDateTime = dateTime.ToDateTime(strTradingDay)
nStockId = stockCn.StockWindCode2Int(strStockWindCode)
if (self.__IsIn(euMdbi, nStockId, dtDateTime) == False):
return None
return self.__dictMdBarData[euMdbi][nStockId][dtDateTime].GetVolume()
def Add(self, pos):
if (isinstance(pos, CPosition_Index) == False):
return None
nInstId = stockCn.StockWindCode2Int(pos.nStockId)
pos.nStockId = nInstId
self.dictPositions[nInstId] = pos