# coding=UTF-8
import os, imp
import common as cm
imp.reload(cm)
import lib.dblib as dl
imp.reload(dl)
import s01
imp.reload(s01)
try:
dbstr = db.connstr
datecount = td.DateCount
except:
db = dl.DBConn(host="127.0.0.1",
uid="sa",
pwd="geniustom",
cata="FutureHis")
td = dl.TradeData(db.conn)
def daytrade(s):
return cm.runDayTrade(db,
td,
fName=s.FName,
cName=__name__,
sName=s.s1,
sTittle=s.STittle)
daytrade(s01)
import lib.dblib as dl
import lib.indicator as il
import lib.strategy_lib as sl
import lib.tracking as tl
import lib.analytics as an
import numpy as np
import pylab as pl
import scipy as sc
import matplotlib.pyplot as plt
Market = 'TX00'
DorN = 'N'
dbt = dl.DBConn(host="192.168.1.102",
uid="sa",
pwd="geniustom",
cata="FutureData")
tdt = dl.TradeData(dbt.conn, Market, DorN)
dayindi = il.indicatorGroup()
#=========================================================================
#dayindi=tdt.FetchDateByDB("20/03/13") #D:
#dayindi=tdt.FetchDateByDB("20/03/16") #D:
#dayindi=tdt.FetchDateByDB("20/03/17") #D:
#dayindi=tdt.FetchDateByDB("20/03/18") #D:
#dayindi=tdt.FetchDateByDB("20/03/20") #D:
#dayindi=tdt.FetchDateByDB("20/03/23") #D:
#dayindi=tdt.FetchDateByDB("20/03/24") #D:
#dayindi=tdt.FetchDateByDB("20/03/25") #D:
#dayindi=tdt.FetchDateByDB("20/03/26") #D:
#dayindi=tdt.FetchDateByDB("20/03/27") #D:
t0 = time.time()
sorted_feature_key.sort()
sorted_option_key.sort()
print('sort time:', time.time() - t0)
print('future data cnt:', len(sorted_feature_key))
print('option data cnt:', len(sorted_option_key))
###################################################################
for i in range(len(sorted_feature_key)):
kDate, kTime, kName = sorted_feature_key[i].split(',')
sorted_feature_key[i] = ','.join([kName, kTime, kDate])
for i in range(len(sorted_option_key)):
kDate, kTime, kName = sorted_option_key[i].split(',')
sorted_option_key[i] = ','.join([kName, kTime, kDate])
dbcf = ldb.DBConn('127.0.0.1', 'sa', 'geniustom', 'FutureData')
dbco = ldb.DBConn('127.0.0.1', 'sa', 'geniustom', 'OptionData')
qf = ldb.Query(dbcf.conn)
qc = ldb.Query(dbco.conn)
###################################################################
t0 = time.time()
fk_invalid_cnt = 0
for fk in sorted_feature_key:
fdata = cache.hgetall(fk)
if len(fdata) < 37:
if CheckKeyIsInvalid(fk) == True: cache.delete(fk)
fk_invalid_cnt += 1
#print('------------------- ',fk,' error -------------------')
#print(fdata)
else: