def test_china_stock_reader():
data_reader = DataReader(codes=['002572', '000338'],
data_schema=Stock1dKdata,
entity_schema=Stock,
start_timestamp='2019-01-01',
end_timestamp='2019-06-10',
entity_provider='eastmoney')
categories = data_reader.data_df.index.levels[0].to_list()
df = data_reader.data_df
assert 'stock_sz_002572' in categories
assert 'stock_sz_000338' in categories
assert ('stock_sz_002572', '2019-01-02') in df.index
assert ('stock_sz_000338', '2019-01-02') in df.index
assert ('stock_sz_002572', '2019-06-10') in df.index
assert ('stock_sz_000338', '2019-06-10') in df.index
for timestamp in iterate_timestamps(entity_type='stock',
exchange='sz',
level=IntervalLevel.LEVEL_1DAY,
start_timestamp='2019-06-11',
end_timestamp='2019-06-14'):
data_reader.move_on(to_timestamp=timestamp)
df = data_reader.data_df
assert ('stock_sz_002572', timestamp) in df.index
assert ('stock_sz_000338', to_time_str(timestamp)) in df.index
def update_data_table(n_clicks, provider, schema_name, columns, codes: str, start_date, end_date):
if n_clicks and provider and columns and schema_name:
# TODO:better way to get time_field
if has_report_period(schema_name=schema_name):
time_field = 'report_date'
else:
time_field = 'timestamp'
data_reader = DataReader(data_schema=get_schema_by_name(schema_name), provider=provider, codes=codes,
columns=columns, start_timestamp=start_date, end_timestamp=end_date,
time_field=time_field)
if data_reader.is_empty():
return 'no data,please reselect!', '', [{'label': 'compare_self', 'value': 'compare_self'}], 'compare_self'
data_table = data_reader.data_drawer().draw_data_table(id='data_table_content')
intents = data_reader.normal_data.get_intents()
intent_options = [
{'label': intent.value, 'value': intent.value} for intent in intents
]
intent_value = intents[0].value
return data_table, data_reader.normal_data.get_table_type(), intent_options, intent_value
raise dash.exceptions.PreventUpdate()
def test_china_stock_reader():
data_reader = DataReader(codes=['002572', '000338'], data_schema=Stock1dKdata, provider='joinquant',
start_timestamp='2019-01-01',
end_timestamp='2019-06-10')
categories = data_reader.get_categories()
df = data_reader.get_data_df()
assert 'stock_sz_002572' in categories
assert 'stock_sz_000338' in categories
assert ('stock_sz_002572', '2019-01-02') in df.index
assert ('stock_sz_000338', '2019-01-02') in df.index
assert ('stock_sz_002572', '2019-06-10') in df.index
assert ('stock_sz_000338', '2019-06-10') in df.index
for timestamp in iterate_timestamps(entity_type='stock', exchange='sz',
level=IntervalLevel.LEVEL_1DAY,
start_timestamp='2019-06-11',
end_timestamp='2019-06-14'):
data_reader.move_on(to_timestamp=timestamp, timeout=0)
df = data_reader.get_data_df()
assert ('stock_sz_002572', timestamp) in df.index
assert ('stock_sz_000338', to_time_str(timestamp)) in df.index
data_reader.data_drawer().draw_table()
data_reader.data_drawer().draw_kline()
def properties_to_readers(properties, codes, start_date,
end_date) -> List[DataReader]:
provider_schema_map_cols = {}
for prop in properties:
provider = prop['provider']
schema_name = prop['schema']
key = (provider, schema_name)
if key not in provider_schema_map_cols:
provider_schema_map_cols[key] = []
provider_schema_map_cols[key].append(prop['column'])
readers = []
for item, columns in provider_schema_map_cols.items():
provider = item[0]
schema_name = item[1]
schema = get_schema_by_name(schema_name)
readers.append(
DataReader(data_schema=schema,
provider=provider,
codes=codes,
columns=columns,
start_timestamp=start_date,
end_timestamp=end_date,
time_field=schema.time_field()))
return readers
def update_table_and_graph(page_current, page_size, filter, chart, provider, schema_name, columns, codes, start_date,
end_date):
if provider and columns and schema_name and chart:
if has_report_period(schema_name=schema_name):
time_field = 'report_date'
else:
time_field = 'timestamp'
schema = get_schema_by_name(schema_name)
# <class 'list'>: ['{report_period} = year']
filters = None
if filter:
filters = []
print(filter)
filtering_expressions = filter.split(' && ')
for filter_part in filtering_expressions:
col_name, operator, filter_value = split_filter_part(filter_part)
s = f'schema.{col_name} {operator} "{filter_value}"'
filter = eval(s)
filters.append(filter)
data_reader = DataReader(data_schema=schema, provider=provider, codes=codes,
columns=columns, start_timestamp=start_date, end_timestamp=end_date,
time_field=time_field, filters=filters)
dff = data_reader.data_df.reset_index()
graph_data, graph_layout = data_reader.data_drawer().draw(chart=chart, render=None)
return dff.to_dict('records'), dcc.Graph(
id='chart-content',
figure={
'data': graph_data,
'layout': graph_layout
}
)
raise dash.exceptions.PreventUpdate()
def test_reader_move_on():
data_reader = DataReader(codes=['002572', '000338'], data_schema=Stock1dKdata, provider='joinquant',
start_timestamp='2019-06-13',
end_timestamp='2019-06-14')
data_reader.move_on(to_timestamp='2019-06-15', timeout=0)
assert ('stock_sz_002572', '2019-06-15') not in data_reader.get_data_df().index
assert ('stock_sz_000338', '2019-06-15') not in data_reader.get_data_df().index
start_time = time.time()
changed = data_reader.move_on(to_timestamp='2019-06-16', timeout=5)
assert changed == False
assert time.time() - start_time > 5
def test_reader_move_on():
data_reader = DataReader(codes=['002572', '000338'],
data_schema=Stock1dKdata,
entity_schema=Stock,
start_timestamp='2019-06-13',
end_timestamp='2019-06-14',
entity_provider='eastmoney')
data_reader.move_on(to_timestamp='2019-06-15')
assert ('stock_sz_002572', '2019-06-15') not in data_reader.data_df.index
assert ('stock_sz_000338', '2019-06-15') not in data_reader.data_df.index
start_time = time.time()
data_reader.move_on(to_timestamp='2019-06-20', timeout=5)
assert time.time() - start_time < 5
def test_reader_draw():
data_reader = DataReader(codes=['002572', '000338'], data_schema=Stock1dKdata, provider='joinquant',
start_timestamp='2019-01-01',
end_timestamp='2019-06-14')
data_reader.data_drawer().draw_table()
data_reader.data_drawer().draw_kline()
showarrow=True,
align='center',
arrowhead=2,
arrowsize=1,
arrowwidth=2,
# arrowcolor='#030813',
ax=-10,
ay=-30,
bordercolor='#c7c7c7',
borderwidth=1,
bgcolor=color,
opacity=0.8))
return annotations
if __name__ == '__main__':
data_reader1 = DataReader(codes=['002223'],
data_schema=Stock1dKdata,
entity_schema=Stock)
data_reader2 = DataReader(
codes=['002223'],
data_schema=Stock1dMaStateStats,
entity_schema=Stock,
columns=['ma5', 'ma10', 'current_count', 'current_pct'])
drawer = Drawer(main_df=data_reader1.data_df,
factor_df=data_reader2.data_df[['ma5', 'ma10']],
sub_df=data_reader2.data_df[['current_pct']])
drawer.draw_kline()
