def run_standard_deviation(self):
fund_code = self.get_fund_code()
# fund_code = fund_code[0: 100]
run_cnt = 0
fd_num = len(fund_code)
logging.info('funds number: {}'.format(fd_num))
for code in fund_code:
run_cnt += 1
logging.info('code: {} pct: {} / {}'.format(code, run_cnt, fd_num))
for date_list in self.run_date_list:
report_date = date_list[0]
start_date = self.find_fund_clr(code)
if start_date > report_date:
continue
try:
std_value = standard_deviation(code, start_date, report_date)
logging.debug('start_date: {} end_date: {}'.format(start_date, report_date))
logging.debug('code {} year_lag {} std_value {}'.format(code, "", std_value))
except Exception as err:
logging.warning(err)
std_value = None
rec = (code, 'StandardDeviationAll', str(std_value), None, self.algid,
report_date, self.thisfilename, self.todaydate)
# print(rec)
self.db_insert_session.add_info(rec)
self.db_insert_session.finish()
def run_standard_deviation(self):
fund_code = self.get_fund_code()
# fund_code = fund_code[0: 100]
rec = []
run_cnt = 0
fd_num = len(fund_code)
logging.info('funds number: {}'.format(fd_num))
for code in fund_code:
run_cnt += 1
logging.info('code: {} pct: {} / {}'.format(code, run_cnt, fd_num))
for date_list in self.run_date_list:
report_date = date_list[0]
for year_lag in range(1, 4):
tmp_date = date_list[4 - year_lag]
start_date = pd.date_range(start=tmp_date, periods=2, freq='D').strftime('%Y%m%d').tolist()[-1]
try:
std_value = standard_deviation(code, start_date, report_date)
logging.debug('start_date: {} end_date: {}'.format(start_date, report_date))
logging.debug('code {} year_lag {} std_value {}'.format(code, year_lag, std_value))
except Exception as err:
logging.warning(err)
std_value = None
rec.append((code, 'StandardDeviation%dYear' % (year_lag), str(std_value), None, self.algid,
report_date, self.thisfilename, self.todaydate))
if len(rec) > 500:
# self.db_insert_session.DBInsert(sql_index_insert, rec)
rec = []
# self.db_insert_session.DBInsert(sql_index_insert, rec)
return
def compute_std(code, start_date, end_date):
''' 计算基金周波动年化
'''
try:
std = standard_deviation(code, start_date, end_date)
except Exception as err:
print(err)
logging.debug(err)
std = None
logging.info('\t std: {}'.format(std))
return std
def test_standard_deviation():
# 测试普通接口
print(start)
code, start, end = '163807', '20170101', '20171231'
for i in range(10):
res = standard_deviation(code, start, end)
print('res: {}'.format(res))
"""
code, start, end = '163807', '20170101', '20180110'
res = standard_deviation(code, start, end)
print('res: {}'.format(res))
code, start, end = '163807', '20180101', '20181231'
res = standard_deviation(code, start, end)
print('res: {}'.format(res))
code, start, end = '163807', '20170101', '20181231'
res = standard_deviation(code, start, end)
print('res: {}'.format(res))
code, start, end = '163807', '20160101', '20181231'
res = standard_deviation(code, start, end)
print('res: {}'.format(res))
code, start, end = '005757', '20180101', '20181231'
res = standard_deviation(code, start, end)
print('res: {}'.format(res))
# 测试返回为nah
# 净值数据缺失，周发布
code, start, end = '004940', '20170630', '20180630'
res = standard_deviation(code, start, end)
print('res: {}'.format(res))
"""
"""