def init_securities(df, security_type='stock', provider=Provider.EASTMONEY):
df = df.drop_duplicates(subset=['id'])
data_schema = get_security_schema(security_type)
store_category = get_store_category(data_schema=data_schema)
db_engine = get_db_engine(provider, store_category=store_category)
security_schema = get_security_schema(security_type)
current = get_securities(security_type=security_type,
columns=[security_schema.id],
provider=provider)
df = df[~df['id'].isin(current['id'])]
df.to_sql(security_schema.__tablename__,
db_engine,
index=False,
if_exists='append')
def get_securities(security_type='stock',
exchanges=None,
codes=None,
columns=None,
return_type='df',
session=None,
start_timestamp=None,
end_timestamp=None,
filters=None,
order=None,
limit=None,
provider='eastmoney'):
local_session = False
data_schema = get_security_schema(security_type)
store_category = get_store_category(data_schema=data_schema)
if not session:
session = get_db_session(provider=provider,
store_category=store_category)
local_session = True
if not order:
order = data_schema.code.asc()
try:
if columns:
query = session.query(*columns)
else:
query = session.query(data_schema)
# filters
if exchanges:
query = query.filter(data_schema.exchange.in_(exchanges))
if codes:
query = query.filter(data_schema.code.in_(codes))
query = common_filter(query,
data_schema=data_schema,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp,
filters=filters,
order=order,
limit=limit)
if return_type == 'df':
# TODO:add indices info
return pd.read_sql(query.statement, query.session.bind)
elif return_type == 'domain':
return query.all()
elif return_type == 'dict':
return [item.to_json() for item in query.all()]
except Exception as e:
raise
finally:
if local_session:
session.close()
def init_securities(df, security_type='stock', provider=Provider.EASTMONEY):
db_engine = get_db_engine(store_category=StoreCategory.meta)
security_schema = get_security_schema(security_type)
current = get_securities(columns=[security_schema.id], provider=provider)
df = df[~df['id'].isin(current['id'])]
df.to_sql(security_schema.__tablename__,
db_engine,
index=False,
if_exists='append')
def get_securities(security_list: List[str] = None,
security_type: Union[SecurityType, str] = 'stock',
exchanges: List[str] = None,
codes: List[str] = None,
columns: List = None,
return_type: str = 'df',
session: Session = None,
start_timestamp: Union[str, pd.Timestamp] = None,
end_timestamp: Union[str, pd.Timestamp] = None,
filters: List = None,
order: object = None,
limit: int = None,
provider: Union[str, Provider] = 'eastmoney',
index: str = 'code',
index_is_time: bool = False) -> object:
data_schema = get_security_schema(security_type)
if not order:
order = data_schema.code.asc()
if exchanges:
if filters:
filters.append(data_schema.exchange.in_(exchanges))
else:
filters = [data_schema.exchange.in_(exchanges)]
return get_data(data_schema=data_schema,
security_list=security_list,
security_id=None,
codes=codes,
level=None,
provider=provider,
columns=columns,
return_type=return_type,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp,
filters=filters,
session=session,
order=order,
limit=limit,
index=index,
index_is_time=index_is_time)
