Commit b4e50fc1 authored by 李煜's avatar 李煜

code update

parent d90df3fe
import time import time
import collections import collections
from datetime import datetime, timedelta from datetime import datetime, timedelta
from factor import factor_growth, historical_value, factor_per_share_indicators, factor_cash_flow, factor_contrarian, factor_earning from factor import factor_growth, historical_value, factor_per_share_indicators, factor_cash_flow, factor_constrain, factor_earning
from factor.ttm_fundamental import * from factor.ttm_fundamental import *
from vision.file_unit.balance import Balance from vision.file_unit.balance import Balance
from vision.file_unit.cash_flow import CashFlow from vision.file_unit.cash_flow import CashFlow
...@@ -527,7 +527,7 @@ if __name__ == '__main__': ...@@ -527,7 +527,7 @@ if __name__ == '__main__':
cash_flow.create_dest_tables() cash_flow.create_dest_tables()
# constrain # constrain
constrain = factor_contrarian.FactorContrarian('factor_constrain') constrain = factor_constrain.FactorConstrain('factor_constrain')
constrain.create_dest_tables() constrain.create_dest_tables()
# earning # earning
...@@ -577,7 +577,7 @@ if __name__ == '__main__': ...@@ -577,7 +577,7 @@ if __name__ == '__main__':
balance_sets, ttm_factors_sets = get_basic_constrain(date_index) balance_sets, ttm_factors_sets = get_basic_constrain(date_index)
cache_data.set_cache(session5 + '1', date_index, balance_sets.to_json(orient='records')) cache_data.set_cache(session5 + '1', date_index, balance_sets.to_json(orient='records'))
cache_data.set_cache(session5 + '2', date_index, ttm_factors_sets.to_json(orient='records')) cache_data.set_cache(session5 + '2', date_index, ttm_factors_sets.to_json(orient='records'))
factor_contrarian.factor_calculate(date_index=date_index, session=session5) factor_constrain.factor_calculate(date_index=date_index, session=session5)
time5 = time.time() time5 = time.time()
print('constrain_cal_time:{}'.format(time5 - time4)) print('constrain_cal_time:{}'.format(time5 - time4))
......
...@@ -14,9 +14,9 @@ from vision.utillities.calc_tools import CalcTools ...@@ -14,9 +14,9 @@ from vision.utillities.calc_tools import CalcTools
from ultron.cluster.invoke.cache_data import cache_data from ultron.cluster.invoke.cache_data import cache_data
class FactorContrarian(FactorBase): class FactorConstrain(FactorBase):
def __init__(self, name): def __init__(self, name):
super(FactorContrarian, self).__init__(name) super(FactorConstrain, self).__init__(name)
# 构建因子表 # 构建因子表
def create_dest_tables(self): def create_dest_tables(self):
...@@ -36,7 +36,7 @@ class FactorContrarian(FactorBase): ...@@ -36,7 +36,7 @@ class FactorContrarian(FactorBase):
`IntBDToCap` decimal(19,4), `IntBDToCap` decimal(19,4),
PRIMARY KEY(`id`,`trade_date`,`symbol`) PRIMARY KEY(`id`,`trade_date`,`symbol`)
)ENGINE=InnoDB DEFAULT CHARSET=utf8;""".format(self._name) )ENGINE=InnoDB DEFAULT CHARSET=utf8;""".format(self._name)
super(FactorContrarian, self)._create_tables(create_sql, drop_sql) super(FactorConstrain, self)._create_tables(create_sql, drop_sql)
# 销售成本率=营业成本(TTM)/营业收入(TTM) # 销售成本率=营业成本(TTM)/营业收入(TTM)
@staticmethod @staticmethod
...@@ -189,7 +189,7 @@ def factor_calculate(**kwargs): ...@@ -189,7 +189,7 @@ def factor_calculate(**kwargs):
print("constrain_kwargs: {}".format(kwargs)) print("constrain_kwargs: {}".format(kwargs))
date_index = kwargs['date_index'] date_index = kwargs['date_index']
session = kwargs['session'] session = kwargs['session']
constrain = FactorContrarian('factor_constrain') # 注意, 这里的name要与client中新建table时的name一致, 不然回报错 constrain = FactorConstrain('factor_constrain') # 注意, 这里的name要与client中新建table时的name一致, 不然回报错
content1 = cache_data.get_cache(session + '1', date_index) content1 = cache_data.get_cache(session + '1', date_index)
content2 = cache_data.get_cache(session + '2', date_index) content2 = cache_data.get_cache(session + '2', date_index)
balance_sets = json_normalize(json.loads(str(content1, encoding='utf8'))) balance_sets = json_normalize(json.loads(str(content1, encoding='utf8')))
......
...@@ -15,7 +15,6 @@ from factor import app ...@@ -15,7 +15,6 @@ from factor import app
from factor.factor_base import FactorBase from factor.factor_base import FactorBase
from factor.ttm_fundamental import * from factor.ttm_fundamental import *
from vision.fm.signletion_engine import * from vision.fm.signletion_engine import *
from factor.utillities import trade_date as td
from ultron.cluster.invoke.cache_data import cache_data from ultron.cluster.invoke.cache_data import cache_data
......
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