def read_signals(cls, model_from=None, field=None, **kw):
"""
query signals from DB
:param model_from:
:param field:属性域
:return:
"""
try:
sql = dict()
if model_from is not None:
sql = {"model_from": model_from}
sql = dict(sql, **kw)
cursor = MODEL_TABLE(cls.location, cls.dbname,
'signals').query(sql, field)
if cursor.count():
data = pd.DataFrame(list(cursor))
# data['date'] = pd.to_datetime(data.date)
# data = cls.merge_time(data)
data = data.sort_values(['open_date'], ascending=False)
data = data.reset_index(drop=True)
# data.drop(['_id', 'classtype'], axis=1, inplace=True)
# data = data.drop_duplicates(['stock_code', 'date', 'time'])
# data.stock_code.astype('int')
cursor.close()
return data
else:
cursor.close()
return pd.DataFrame([])
except Exception:
raise MongoIOError('query signals from db raise a error')
def read_his_signals(cls, field=None, **kw):
"""
读取持有过的股票数据，包括在回测中买入过的股票
:param kw:
:return:
"""
try:
sql = kw
cursor = MODEL_TABLE(cls.location, cls.dbname, 'signals_his').query(sql, field)
if cursor.count():
data = pd.DataFrame(list(cursor))
return data
else:
return pd.DataFrame([])
except Exception:
raise MongoIOError('query positions from db raise a error')
# @classmethod
# def push_macd_signals(cls, model_name='traitor_a', date='2017-12-25'):
# try:
# data = md.get_signals(model_from=MODEL_WEB_NAME[model_name], date=date)
# bins = [0, 50, 100, 200, 500, 1000, 2000, 5000, 10000, 100000]
# group_index = [1, 2, 3, 4, 5, 6, 7, 8, 0]
# data['rmd'] = pd.cut(data.confidence, bins=bins, labels=group_index, right=False)
# data['status'] = 1
# print(data.head())
# return data.loc[:, ['stock_code', 'date', 'buy_price', 'rmd', 'status']]
# except Exception:
# ExceptionInfo()
# return pd.DataFrame()
def read_account_info(cls, **kw):
"""
读取账户-订阅
:return:
"""
try:
cursor = MODEL_TABLE(cls.location, cls.dbname,
'accounts').query(kw)
if cursor.count():
data = pd.DataFrame(list(cursor))
return data
else:
return pd.DataFrame()
except Exception as e:
ExceptionInfo(e)
return pd.DataFrame()
pass
def read_his_signals(cls, field=None, **kw):
"""
读取持有过的股票数据，包括在回测中买入过的股票
:param kw:
:return:
"""
try:
sql = kw
cursor = MODEL_TABLE(cls.location, cls.dbname,
'signals_his').query(sql, field)
if cursor.count():
data = pd.DataFrame(list(cursor))
return data
else:
return pd.DataFrame([])
except Exception:
raise MongoIOError('query positions from db raise a error')
def read_finance_index(cls, model_from, field=None, **kwargs):
"""
读取模型回测的财务指标数据
:return:
"""
try:
sql = {'model_from': model_from}
sql = dict(sql, **kwargs)
cursor = MODEL_TABLE(cls.location, cls.dbname,
'financeindex').query(sql, field)
if cursor.count():
fis = pd.DataFrame(list(cursor))
fis.drop(['_id', 'classtype'], axis=1, inplace=True)
return fis
return pd.DataFrame()
except Exception:
raise MongoIOError(
'query finance indicators from db raise a error')
def read_orders(cls, table_name='orders', field=None, **kw):
"""
读取持仓信息，可以读取包括orders,orders_simulated,orders_his三个表的数据
:param table_name:
:param field:
:param kw:
:return:
"""
try:
cursor = MODEL_TABLE(cls.location, cls.dbname,
table_name).query(kw, field)
if cursor.count():
ods = pd.DataFrame(list(cursor))
return ods
return pd.DataFrame()
except Exception:
raise MongoIOError('query orders data from db raise a error')
def read_his_orders(cls,
model_from,
start_date=None,
end_date=None,
field=None,
**kw):
"""
读取持仓的数据
:param end_date:
:param start_date:
:param model_from:
:param kw:
:return:
"""
try:
sql = {'model_from': model_from}
if start_date is None and end_date is None:
pass
else:
if start_date is not None and end_date is None:
date = {'close_date': {'$gte': start_date}}
elif end_date is not None and start_date is None:
date = {'close_date': {'$lte': end_date}}
else:
date = {
'close_date': {
'$gte': start_date,
'$lte': end_date
}
}
sql = dict(sql, **date)
sql = dict(sql, **kw)
cursor = MODEL_TABLE(cls.location, cls.dbname,
'orders_his').query(sql, field)
if cursor.count():
ods = pd.DataFrame(list(cursor))
# ods.drop(['_id', 'classtype'], axis=1, inplace=True)
return ods
return pd.DataFrame()
except Exception:
raise MongoIOError('query orders data from db raise a error')
def read_client_info(cls, model_from, field=None, **kw):
"""
:param model_from:
:return:
"""
try:
sql = {'model_from': model_from}
sql = dict(sql, **kw)
cursor = MODEL_TABLE(cls.location, cls.dbname,
'clients').query(sql, field)
if cursor.count():
clis = pd.DataFrame(list(cursor))
cursor.close()
return clis
cursor.close()
return pd.DataFrame()
except Exception as e:
ExceptionInfo(e)
return pd.DataFrame()
def read_account_info(cls, model_from, field=None, **kw):
"""
读取现有的账户信息
:return:
"""
try:
sql = {'model_from': model_from}
sql = dict(sql, **kw)
cursor = MODEL_TABLE(cls.location, cls.dbname,
'asset').query(sql, field)
if cursor.count():
ai = pd.DataFrame(list(cursor))
ai.drop(['classtype'], axis=1, inplace=True)
ai = ai.sort_values(['date'], ascending=False)
ai = ai.drop_duplicates(['client_no'], keep='first')
cursor.close()
return ai
cursor.close()
return pd.DataFrame()
except Exception as e:
ExceptionInfo(e)
return pd.DataFrame()
def read_orders_(cls, model_from=None, **kw):
"""
读取持仓的数据,一个特殊的实现
:param model_from:
:param kw:
:return:
"""
try:
sql = dict()
if model_from is not None:
sql = {'model_from': model_from}
sql = dict(sql, **kw)
cursor = MODEL_TABLE(cls.location, cls.dbname, 'orders').query(sql)
if cursor.count():
ods = pd.DataFrame(list(cursor))
ods = cls.merge_time(ods, 'date', 'time')
ods = cls.merge_time(ods, 'max_pst_date', 'pst_time')
ods.drop(['_id', 'classtype'], axis=1, inplace=True)
return ods
return pd.DataFrame()
except Exception:
raise MongoIOError('query orders data from db raise a error')