def __init__(self, entity_type='stock', exchanges=['sh', 'sz'], entity_ids=None, codes=None, batch_size=10,
force_update=False, sleeping_time=5, default_size=2000, one_shot=False, fix_duplicate_way='add',
start_timestamp=None, end_timestamp=None, contain_unfinished_data=False,
level=IntervalLevel.LEVEL_1DAY, kdata_use_begin_time=False, close_hour=15, close_minute=0,
one_day_trading_minutes=4 * 60) -> None:
self.data_schema = get_kdata_schema(entity_type=entity_type, level=level)
self.jq_trading_level = to_jq_trading_level(level)
super().__init__(entity_type, exchanges, entity_ids, codes, batch_size, force_update, sleeping_time,
default_size, one_shot, fix_duplicate_way, start_timestamp, end_timestamp,
contain_unfinished_data, level, kdata_use_begin_time, close_hour, close_minute,
one_day_trading_minutes)
self.current_factors = {}
for security_item in self.entities:
kdata = get_kdata(entity_id=security_item.id, provider=self.provider,
level=self.level.value, order=self.data_schema.timestamp.desc(),
limit=1,
return_type='domain',
session=self.session)
if kdata:
self.current_factors[security_item.id] = kdata[0].factor
self.logger.info('{} latest factor:{}'.format(security_item.id, kdata[0].factor))
auth(JQ_ACCOUNT, JQ_PASSWD)
def __init__(self,
security_type=SecurityType.stock,
exchanges=['sh', 'sz'],
codes=None,
batch_size=10,
force_update=False,
sleeping_time=5,
fetching_style=TimeSeriesFetchingStyle.end_size,
default_size=2000,
contain_unfinished_data=False,
level=TradingLevel.LEVEL_1DAY,
one_shot=True,
start_timestamp=None) -> None:
self.data_schema = get_kdata_schema(security_type=security_type,
level=level)
self.jq_trading_level = to_jq_trading_level(level)
self.start_timestamp = to_pd_timestamp(start_timestamp)
super().__init__(security_type, exchanges, codes, batch_size,
force_update, sleeping_time, fetching_style,
default_size, contain_unfinished_data, level,
one_shot)
self.current_factors = {}
for security_item in self.securities:
kdata = get_kdata(security_id=security_item.id,
provider=self.provider,
level=self.level.value,
order=self.data_schema.timestamp.desc(),
limit=1,
return_type='domain',
session=self.session)
if kdata:
self.current_factors[security_item.id] = kdata[0].factor
self.logger.info('{} latest factor:{}'.format(
security_item.id, kdata[0].factor))
auth(JQ_ACCOUNT, JQ_PASSWD)