def request_kline(symbol, freq , **kwargs):
query = kline.KlineQuery(symbol)
log.debug('begin to request [%s]' % symbol)
if query.isEmpty(freq):
## TODO request all
info = composite.get_basic().info(symbol)
if info is None:
raise ValueError('%s not exist'% symbol)
born = info['timeToMarket']
return request_kline_core(symbol, start_date=trade_calendar.create_v2(born, freq), end_date = trade_calendar.last_trade_date(freq), freq = freq, **kwargs)
else:
db_start, db_end = query.duration(freq)
if db_start is None and db_end is None:
log.error('duration in db is error')
raise RuntimeError('[%s] isn\'t exist, but duration ???' % symbol)
last_date = trade_calendar.last_trade_date(freq)
if trade_calendar.compare_v2(db_end, last_date, freq) == 0:
## TODO check suspend stock
log.info('%s needn\'t update' % symbol)
return 1
elif trade_calendar.compare_v2(db_end, last_date, freq) < 0:
db_end.shift(count = 1)
return request_kline_core(symbol, db_end, last_date, freq, **kwargs)
else:
raise RuntimeError("????")
def request_stock_basic(saveDB = True, **kwargs):
basic = composite.get_basic()
if basic.newest():
log.info('stocks list needn\'t update')
return basic
if day_sync_time('request_stock_basic'):
log.info('request stock basic')
df = request.request_stock_basic()
composite.update_stocks(df)
return basic
else:
return None
def test_stock_basic():
basic = composite.get_basic()
basic.clear()
date1 = basic.date()
assert date1 is None
df1 = pd.read_csv('./debug/get_stock_basic_action.csv')
date2 = trade_calendar.last_trade_date(util.FREQ_DAY)
df1 = df1[df1['timeToMarket'] != 0]
df1['timeToMarket'] = pd.to_datetime(df1['timeToMarket'].astype(str),
format='%Y%m%d').astype(str)
basic.save(df1)
print(date2)
print(basic.date())
assert date2 == basic.date()
assert basic.count() == 3499
assert basic.info('000002')['name'] == '万 科Ａ'
assert basic.info('000002')['timeToMarket'] == '1991-01-29'
def get_stock_list():
return composite.get_basic().df().index.values
def get_basic():
return composite.get_basic()