def add_missing_data(self, symbol='SVXY', validate_date=None):
if validate_date is None:
validate_date = TradeTime.get_latest_trade_date()
start_time = datetime.datetime.fromordinal(validate_date.toordinal())
end_time = start_time + datetime.timedelta(days=1)
rows = self.get_time_and_price(symbol, start_time, end_time)
j = 0
missing_records = []
for i, time in enumerate(TradeTime.get_all_trade_min(validate_date)):
if j >= len(rows) or rows[j][0] > time:
if j > 0:
price = rows[j - 1][1]
else:
price = rows[0][1]
missing_records.append(
Equity(symbol, time, price, price, price, price, 0, 0))
else:
j = j + 1
if len(missing_records) > 0:
self.insert(missing_records)
return len(missing_records)
def add_missing_data(self, symbol='SVXY', validate_date=None):
if validate_date is None:
validate_date = TradeTime.get_latest_trade_date()
start_time = datetime.datetime.fromordinal(validate_date.toordinal())
end_time = start_time + datetime.timedelta(days=1)
rows = self.get_min_time_and_price(symbol, start_time, end_time)
j = 0
missing_records = []
for i, time in enumerate(TradeTime.get_all_trade_min(validate_date)):
# if i == 390:
# print time
if j >= len(rows) or rows[j][0].minute > time.minute or rows[j][0].hour > time.hour:
if j > 0:
# price = rows[j-1][1]
price = self.get_nearest_price(time, symbol)
else:
price = rows[0][1]
missing_records.append((symbol, time, price))
else:
j = j+1
if len(missing_records) > 0:
for record in missing_records:
self.insert(*record)
return len(missing_records)
