Commit 48b029f8 authored by Dr.李's avatar Dr.李

update scripts to handle the data format

parent 964935b1
......@@ -43,6 +43,10 @@ def process_date(ds):
return ref_date, this_date
def format_data(df):
df['Date'] = pd.to_datetime(df['Date'], format='%Y%m%d')
def data_info_log(df, table):
data_len = len(df)
......@@ -65,6 +69,7 @@ def update_uqer_factors(ds, **kwargs):
engine.execute("delete from {0} where Date = '{1}';".format(table, ref_date))
data_info_log(df, table)
format_data(df)
df.to_sql(table, engine, index=False, if_exists='append')
......@@ -80,6 +85,7 @@ def update_uqer_market(ds, **kwargs):
engine.execute("delete from {0} where Date = '{1}';".format(table, ref_date))
data_info_log(df, table)
format_data(df)
df.to_sql(table, engine, index=False, if_exists='append')
......@@ -97,6 +103,7 @@ def update_uqer_halt_list(ds, **kwargs):
engine.execute("delete from {0} where Date = '{1}';".format(table, ref_date))
data_info_log(df, table)
format_data(df)
df.to_sql(table, engine, index=False, if_exists='append')
......@@ -110,6 +117,7 @@ def update_uqer_universe_hs300(ds, **kwargs):
df['universe'] = 'hs300'
data_info_log(df, table)
format_data(df)
df.to_sql(table, engine, index=False, if_exists='append')
......@@ -123,6 +131,7 @@ def update_uqer_universe_zz500(ds, **kwargs):
df['universe'] = 'zz500'
data_info_log(df, table)
format_data(df)
df.to_sql(table, engine, index=False, if_exists='append')
......@@ -153,6 +162,7 @@ def update_uqer_index_components(ds, **kwargs):
engine.execute("delete from {0} where Date = '{1}';".format(table, ref_date))
data_info_log(total_data, table)
format_data(total_data)
total_data.to_sql(table, engine, index=False, if_exists='append')
......@@ -167,6 +177,7 @@ def update_uqer_risk_model(ds, **kwargs):
del df['secID']
engine.execute("delete from {0} where Date = '{1}';".format(table, ref_date))
data_info_log(df, table)
format_data(df)
df.to_sql(table, engine, index=False, if_exists='append')
table = 'risk_return'
......@@ -174,6 +185,7 @@ def update_uqer_risk_model(ds, **kwargs):
df.rename(columns={'tradeDate': 'Date'}, inplace=True)
engine.execute("delete from {0} where Date = '{1}';".format(table, ref_date))
data_info_log(df, table)
format_data(df)
df.to_sql(table, engine, index=False, if_exists='append')
table = 'specific_return'
......@@ -183,6 +195,7 @@ def update_uqer_risk_model(ds, **kwargs):
del df['secID']
engine.execute("delete from {0} where Date = '{1}';".format(table, ref_date))
data_info_log(df, table)
format_data(df)
df.to_sql(table, engine, index=False, if_exists='append')
table = 'risk_cov_day'
......@@ -190,6 +203,7 @@ def update_uqer_risk_model(ds, **kwargs):
df.rename(columns={'tradeDate': 'Date'}, inplace=True)
engine.execute("delete from {0} where Date = '{1}';".format(table, ref_date))
data_info_log(df, table)
format_data(df)
df.to_sql(table, engine, index=False, if_exists='append')
table = 'risk_cov_short'
......@@ -197,6 +211,7 @@ def update_uqer_risk_model(ds, **kwargs):
df.rename(columns={'tradeDate': 'Date'}, inplace=True)
engine.execute("delete from {0} where Date = '{1}';".format(table, ref_date))
data_info_log(df, table)
format_data(df)
df.to_sql(table, engine, index=False, if_exists='append')
table = 'risk_cov_long'
......@@ -204,6 +219,7 @@ def update_uqer_risk_model(ds, **kwargs):
df.rename(columns={'tradeDate': 'Date'}, inplace=True)
engine.execute("delete from {0} where Date = '{1}';".format(table, ref_date))
data_info_log(df, table)
format_data(df)
df.to_sql(table, engine, index=False, if_exists='append')
table = 'specific_risk_day'
......@@ -213,6 +229,7 @@ def update_uqer_risk_model(ds, **kwargs):
del df['secID']
engine.execute("delete from {0} where Date = '{1}';".format(table, ref_date))
data_info_log(df, table)
format_data(df)
df.to_sql(table, engine, index=False, if_exists='append')
table = 'specific_risk_short'
......@@ -222,6 +239,7 @@ def update_uqer_risk_model(ds, **kwargs):
del df['secID']
engine.execute("delete from {0} where Date = '{1}';".format(table, ref_date))
data_info_log(df, table)
format_data(df)
df.to_sql(table, engine, index=False, if_exists='append')
table = 'specific_risk_long'
......@@ -231,6 +249,7 @@ def update_uqer_risk_model(ds, **kwargs):
del df['secID']
engine.execute("delete from {0} where Date = '{1}';".format(table, ref_date))
data_info_log(df, table)
format_data(df)
df.to_sql(table, engine, index=False, if_exists='append')
......@@ -314,4 +333,4 @@ _ = PythonOperator(
if __name__ == '__main__':
update_uqer_risk_model(ds='2017-06-22')
\ No newline at end of file
update_uqer_index_components(ds='2017-06-22')
\ No newline at end of file
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