def mgo_extendedCallableBear() -> None:
table = '可展延牛證'
coll = db[table]
firstday = dt.datetime(2014, 7, 31)
lastdate = crawler.dt_to_str([saver.last_datetime(table)])
days_db = days_lite(table)
nPeriods = lastdate + \
crawler.dt_to_str(adjust.days_trade(firstday) - days_db)
dates = [
t.replace('-', '') for t in nPeriods
if coll.find_one({"date": t}) != None
]
for date in dates:
doc = coll.find_one({"date": date})
daily.extendedCallableBear(date, doc['fields1'], doc['data1'])
def mgo_callableBear() -> None:
table = '熊證(不含可展延熊證)'
coll = client['tse'][table]
firstday = dt.datetime(2011, 7, 8)
lastdate = crawler.dt_to_str([saver.last_datetime(table)])
days_db = days_lite(table)
nPeriods = lastdate + \
crawler.dt_to_str(adjust.days_trade(firstday) - days_db)
dates = [
t.replace('-', '') for t in nPeriods
if coll.find_one({"date": t}) != None
]
for date in dates:
doc = coll.find_one({"date": date})
daily.callableBear(date, doc['fields1'], doc['data1'])
def mgo_market(coll) -> None:
firstday = dt.datetime(2009, 1, 5)
lastdate = crawler.dt_to_str([saver.last_datetime('大盤統計資訊')])
days_db = days_lite('大盤統計資訊')
nPeriods = lastdate + \
crawler.dt_to_str(adjust.days_trade(firstday) - days_db)
dates = [
t.replace('-', '') for t in nPeriods
if coll.find_one({"date": t}) != None
]
for date in dates:
doc = coll.find_one({"date": date})
for i in range(1, 6):
field = f'fields{i}'
data = f'data{i}'
if field in doc:
if doc[field] == ['指數', '收盤指數', '漲跌(+/-)', '漲跌點數', '漲跌百分比(%)']:
print(date, '大盤統計資訊')
daily.market(date, doc[field], doc[data])
def mgo_upsAndDown(coll) -> None:
firstday = dt.datetime(2011, 8, 1)
lastdate = crawler.dt_to_str([saver.last_datetime('漲跌證券數合計')])
days_db = days_lite('漲跌證券數合計')
nPeriods = lastdate + \
crawler.dt_to_str(adjust.days_trade(firstday) - days_db)
dates = [
t.replace('-', '') for t in nPeriods
if coll.find_one({"date": t}) != None
]
for date in dates:
doc = coll.find_one({"date": date})
for i in range(1, 6):
field = f'fields{i}'
data = f'data{i}'
if field in doc:
if doc[field] == ['類型', '整體市場', '股票']:
print(date, '漲跌證券數合計')
daily.upsAndDown(date, doc[field], doc[data])
def mgo_composite(coll) -> None:
firstday = dt.datetime(2004, 2, 11)
lastdate = crawler.dt_to_str([saver.last_datetime('大盤成交統計')])
days_db = days_lite('大盤成交統計')
nPeriods = lastdate + \
crawler.dt_to_str(adjust.days_trade(firstday) - days_db)
dates = [
t.replace('-', '') for t in nPeriods
if coll.find_one({"date": t}) != None
]
for date in dates:
doc = coll.find_one({"date": date})
for i in range(1, 6):
field = f'fields{i}'
data = f'data{i}'
if field in doc:
if doc[field] == ['成交統計', '成交金額(元)', '成交股數(股)', '成交筆數']:
print(date, '大盤成交統計')
daily.composite(date, doc[field], doc[data])
def mgo_close(coll) -> None:
firstday = dt.datetime(2004, 2, 11)
lastdate = crawler.dt_to_str([saver.last_datetime('每日收盤行情(全部(不含權證、牛熊證))')])
days_db = days_lite('每日收盤行情(全部(不含權證、牛熊證))')
nPeriods = lastdate + \
crawler.dt_to_str(adjust.days_trade(firstday) - days_db)
dates = [
t.replace('-', '') for t in nPeriods
if coll.find_one({"date": t}) != None
]
for date in dates:
doc = coll.find_one({"date": date})
for i in range(1, 10):
field = f'fields{i}'
data = f'data{i}'
if field in doc:
if doc[field] == [
'證券代號', '證券名稱', '成交股數', '成交筆數', '成交金額', '開盤價', '最高價',
'最低價', '收盤價', '漲跌(+/-)', '漲跌價差', '最後揭示買價', '最後揭示買量',
'最後揭示賣價', '最後揭示賣量', '本益比'
]:
print(date, '每日收盤行情(全部(不含權證、牛熊證))')
daily.close(date, doc[field], doc[data])