示例#1
0
def createFakeSignalData(addr):
    signalData = SourceDataDao.load_signal_data(addr)
    startDate = signalData.index[0][0]
    endDate = signalData.index[-1][0]
    startYear = DateUtil.datetime2_year_str(startDate)
    endYear = DateUtil.datetime2_year_str(endDate)
    FORMAT = "%d-%d-%d"
    # c = time.strftime('%Y%m%d', time.strptime(y, '%Y-%m-%d'))
    for year in range(int(startYear), int(endYear) + 1, 1):
        for month in range(1, 13):
            d = calendar.monthrange(year, month)
            exportStartDate = FORMAT % (year, month, 1)
            exportEndDate = FORMAT % (year, month, d[1])
            # exportStartDate = str(year)+'-'+addZero(month)+'-'+'01'
            # exportEndDate = str(year) + '-' + addZero(month) + '-' + getMonthEndDay(month)
            subSignalData = SourceDataDao.select_by_date(
                signalData, exportStartDate, exportEndDate)
            print('exportStartDate:' + exportStartDate)
            print('exportEndDate:' + exportEndDate)
            print('subSignalData:' + str(len(subSignalData)))
            if (len(subSignalData) > 0):
                newSubSignalData = subSignalData.copy()
                newSubSignalData['Mom2'] = subSignalData['Mom']
                newSubSignalData['Mom3'] = subSignalData['Mom']
                SourceDataDao.export_to_hdfstore(
                    newSubSignalData,
                    StockConst.ROOT + StockConst.FAKE_SIGNAL_DATA_H5)
示例#2
0
def addBuySellFlgAndExport(addr):
    dailyQuote = SourceDataDao.load_daily_quote(addr)
    startDate = dailyQuote.index[0][0]
    endDate = dailyQuote.index[-1][0]
    startYear = DateUtil.datetime2_year_str(startDate)
    endYear = DateUtil.datetime2_year_str(endDate)
    FORMAT = "%d-%d-%d"
    # c = time.strftime('%Y%m%d', time.strptime(y, '%Y-%m-%d'))
    for year in range(int(startYear), int(endYear) + 1, 1):
        for month in range(1 ,13):
            d = calendar.monthrange(year, month)
            exportStartDate = FORMAT % (year, month, 1)
            exportEndDate = FORMAT % (year, month, d[1])
            # exportStartDate = str(year)+'-'+addZero(month)+'-'+'01'
            # exportEndDate = str(year) + '-' + addZero(month) + '-' + getMonthEndDay(month)
            subDailyQuote = SourceDataDao.select_by_date(dailyQuote, exportStartDate, exportEndDate)
            print('exportStartDate:' + exportStartDate)
            print('exportEndDate:' + exportEndDate)
            print( 'dailyQuote:' +str(len(subDailyQuote)))
            if(len(subDailyQuote) > 0):
                newSubDailyQuote = addBuySellFlg(subDailyQuote)
                SourceDataDao.export_to_hdfstore(newSubDailyQuote, StockConst.ROOT + StockConst.NEW_DAILY_QUOTE_H5)