def recreate_stock_qfq_data():
start = MIN_START_DATE
end = date_time_utils.Date().as_str()
init_qfq_repo()
print('START recreate QFQ data')
code_list = SECURITY_DATA_READ_SERVICE.read_security_codes()
execute_tasks(code_list, update_qfq_for_single_code, start, end)
print('DONE recreate QFQ data')
def recreate_all_codes(self, codes, create_start_date, end):
DB_CLIENT.remove_all_from(self.repo_name())
DB_CLIENT.create_index_for_collection_with_date_and_code(
self.repo_name())
start = date_time_utils.Date.from_str(create_start_date)
end = date_time_utils.Date.from_str(end)
executor.execute_tasks(codes, self.update_for_single_code,
start.as_str(), end.as_str())
def update_all_codes(self, codes):
end = date_time_utils.Date()
start = end.get_before(days=self.days_to_update())
executor.execute_tasks(
codes,
self.update_for_single_code,
start.as_str(),
end.as_str()
)
def recreate_all_codes(self, start_date, end):
DB_CLIENT.remove_all_from(self.repo_name_for_backtest())
DB_CLIENT.remove_all_from(self.repo_name_for_trade())
DB_CLIENT.create_index_for_collection_with_date_and_code(self.repo_name_for_backtest())
DB_CLIENT.create_index_for_collection_with_date_and_code(self.repo_name_for_trade())
code_list = SECURITY_DATA_READ_SERVICE.read_security_codes()
start = date_time_utils.Date.from_str(start_date)
end = date_time_utils.Date.from_str(end)
executor.execute_tasks(code_list, self.update_for_single_code, start.as_str(), end.as_str())
def update_bars_by_dates(self,
start,
end,
typ: SeType = SeType.Stock,
freq: SeFreq = SeFreq.DAY,
codes=None):
DB_CLIENT.create_index(typ.repo_name(freq), freq.keys_to_index())
if codes is None:
codes = self.read_security_codes(typ)
executor.execute_tasks(codes, self.do_fetch_and_replace_by_dates, typ,
start, end, freq)
print("These codes failed to update: [" + ','.join(self.failed_codes) +
"]")
def update_bars(self,
typ: SeType = SeType.Stock,
freq: SeFreq = SeFreq.DAY,
codes=None,
days_to_update=DAYS_TO_UPDATE):
DB_CLIENT.create_index(typ.repo_name(freq), freq.keys_to_index())
if codes is None:
codes = self.read_security_codes(typ)
end = date_time_utils.Date()
start = end.get_before(days_to_update)
executor.execute_tasks(codes, self.do_fetch_and_save_bars, typ,
start.as_str(), end.as_str(), freq)
print("These codes failed to update: [" + ','.join(self.failed_codes) +
"]")
def recreate_all_codes(self,
codes,
create_start_date=DEFAULT_MIN_START_DATE):
if codes is None:
if self.db_service.confirm_and_drop():
codes = SECURITY_DATA_READ_SERVICE.read_security_codes()
else:
return
else:
self.db_service.remove_all(codes)
end = Date()
start = Date.from_str(create_start_date)
executor.execute_tasks(codes, self.update_for_single_code,
start.as_str(), end.as_str())
def refetch_and_save_bars(self,
typ: SeType,
freq: SeFreq = SeFreq.DAY,
codes=None):
if codes is None:
if self.__confirm_drop():
self.drop_bar_repo(typ, freq)
print('删除完成。')
codes = self.read_security_codes(typ)
else:
print("操作已取消。")
return
else:
DB_CLIENT.remove_all_from(typ.repo_name(freq),
query={'code': {
'$in': codes
}})
DB_CLIENT.create_index(typ.repo_name(freq), freq.keys_to_index())
end = date_time_utils.Date()
start = date_time_utils.Date.from_str(MIN_START_TIME)
executor.execute_tasks(codes, self.do_fetch_and_save_bars, typ,
start.as_str(), end.as_str(), freq)
def verify_xian_backtest():
repo1 = 'xian_backtest'
repo2 = 'xian_stock_day_long_fp'
# codes = ['600158']
execute_tasks(codes, verifier.compare_basic_data_of_repos, start, end, repo1, repo2, ['open', 'close'])
def update_stock_qfq_data():
end = date_time_utils.Date()
start = end.get_before(days=15)
code_list = SECURITY_DATA_READ_SERVICE.read_security_codes()
execute_tasks(code_list, update_qfq_for_single_code, start.as_str(),
end.as_str())
def update_by_dates(self, codes, start, end):
executor.execute_tasks(codes, self.do_update_by_dates_for_code, start,
end)
def verify_chan_fp():
repo1 = 'indicator_chan_current_fp_1min'
repo2 = 'indicator_chan_current_fp_1min_copy'
# codes = ['600158']
execute_tasks(codes, verifier.compare_basic_data_of_repos, start, end, repo1, repo2, ['pFpTime', 'pFpType', 'pFpPrice'])
def verify_chan_zs():
repo1 = 'indicator_chan_current_zs_1min'
repo2 = 'indicator_chan_current_zs_1min_copy'
# codes = ['600158']
execute_tasks(codes, verifier.compare_basic_data_of_repos, start, end, repo1, repo2, ['xd_time', 'zs_time', 'zs_low', 'zs_high'])
def verify_fp_marks_data():
for fpd in [20, 50, 120]:
repo1 = 'fp_marks_' + str(fpd)
repo2 = 'indicator_fp_marks_' + str(fpd) + '_day'
cols = ['fp_type', 'fp_around_' + str(fpd)]
execute_tasks(codes, verifier.compare_basic_data_of_repos, start, end, repo1, repo2, cols)
def update_all_codes(self, days_to_update=60):
code_list = SECURITY_DATA_READ_SERVICE.read_security_codes()
end = date_time_utils.Date()
start = end.get_before(days=int(days_to_update * 1.5))
executor.execute_tasks(code_list, self.update_for_single_code, start.as_str(), end.as_str())
def verify_qfq_data():
repo1 = 'stock_day_qfq'
repo2 = 'stock_day_qfq_new_stock_day_with_old_xdxr'
# codes = ['600158']
execute_tasks(codes, verifier.compare_basic_data_of_repos, start, end, repo1, repo2, BASIC_DATA_COLUMNS)
def recreate_for_codes(self, codes, start_date, end):
DB_CLIENT.remove_by_codes_from(self.repo_name_for_backtest(), codes)
DB_CLIENT.remove_by_codes_from(self.repo_name_for_trade(), codes)
start = date_time_utils.Date.from_str(start_date)
end = date_time_utils.Date.from_str(end)
executor.execute_tasks(codes, self.update_for_single_code, start.as_str(), end.as_str())
