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Dr.李
alpha-mind
Commits
48b029f8
Commit
48b029f8
authored
Jun 29, 2017
by
Dr.李
Browse files
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Plain Diff
update scripts to handle the data format
parent
964935b1
Changes
1
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Showing
1 changed file
with
20 additions
and
1 deletion
+20
-1
update_uqer_data.py
scripts/update_uqer_data.py
+20
-1
No files found.
scripts/update_uqer_data.py
View file @
48b029f8
...
@@ -43,6 +43,10 @@ def process_date(ds):
...
@@ -43,6 +43,10 @@ def process_date(ds):
return
ref_date
,
this_date
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
):
def
data_info_log
(
df
,
table
):
data_len
=
len
(
df
)
data_len
=
len
(
df
)
...
@@ -65,6 +69,7 @@ def update_uqer_factors(ds, **kwargs):
...
@@ -65,6 +69,7 @@ def update_uqer_factors(ds, **kwargs):
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
data_info_log
(
df
,
table
)
data_info_log
(
df
,
table
)
format_data
(
df
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
...
@@ -80,6 +85,7 @@ def update_uqer_market(ds, **kwargs):
...
@@ -80,6 +85,7 @@ def update_uqer_market(ds, **kwargs):
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
data_info_log
(
df
,
table
)
data_info_log
(
df
,
table
)
format_data
(
df
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
...
@@ -97,6 +103,7 @@ def update_uqer_halt_list(ds, **kwargs):
...
@@ -97,6 +103,7 @@ def update_uqer_halt_list(ds, **kwargs):
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
data_info_log
(
df
,
table
)
data_info_log
(
df
,
table
)
format_data
(
df
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
...
@@ -110,6 +117,7 @@ def update_uqer_universe_hs300(ds, **kwargs):
...
@@ -110,6 +117,7 @@ def update_uqer_universe_hs300(ds, **kwargs):
df
[
'universe'
]
=
'hs300'
df
[
'universe'
]
=
'hs300'
data_info_log
(
df
,
table
)
data_info_log
(
df
,
table
)
format_data
(
df
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
...
@@ -123,6 +131,7 @@ def update_uqer_universe_zz500(ds, **kwargs):
...
@@ -123,6 +131,7 @@ def update_uqer_universe_zz500(ds, **kwargs):
df
[
'universe'
]
=
'zz500'
df
[
'universe'
]
=
'zz500'
data_info_log
(
df
,
table
)
data_info_log
(
df
,
table
)
format_data
(
df
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
...
@@ -153,6 +162,7 @@ def update_uqer_index_components(ds, **kwargs):
...
@@ -153,6 +162,7 @@ def update_uqer_index_components(ds, **kwargs):
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
data_info_log
(
total_data
,
table
)
data_info_log
(
total_data
,
table
)
format_data
(
total_data
)
total_data
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
total_data
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
...
@@ -167,6 +177,7 @@ def update_uqer_risk_model(ds, **kwargs):
...
@@ -167,6 +177,7 @@ def update_uqer_risk_model(ds, **kwargs):
del
df
[
'secID'
]
del
df
[
'secID'
]
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
data_info_log
(
df
,
table
)
data_info_log
(
df
,
table
)
format_data
(
df
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
table
=
'risk_return'
table
=
'risk_return'
...
@@ -174,6 +185,7 @@ def update_uqer_risk_model(ds, **kwargs):
...
@@ -174,6 +185,7 @@ def update_uqer_risk_model(ds, **kwargs):
df
.
rename
(
columns
=
{
'tradeDate'
:
'Date'
},
inplace
=
True
)
df
.
rename
(
columns
=
{
'tradeDate'
:
'Date'
},
inplace
=
True
)
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
data_info_log
(
df
,
table
)
data_info_log
(
df
,
table
)
format_data
(
df
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
table
=
'specific_return'
table
=
'specific_return'
...
@@ -183,6 +195,7 @@ def update_uqer_risk_model(ds, **kwargs):
...
@@ -183,6 +195,7 @@ def update_uqer_risk_model(ds, **kwargs):
del
df
[
'secID'
]
del
df
[
'secID'
]
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
data_info_log
(
df
,
table
)
data_info_log
(
df
,
table
)
format_data
(
df
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
table
=
'risk_cov_day'
table
=
'risk_cov_day'
...
@@ -190,6 +203,7 @@ def update_uqer_risk_model(ds, **kwargs):
...
@@ -190,6 +203,7 @@ def update_uqer_risk_model(ds, **kwargs):
df
.
rename
(
columns
=
{
'tradeDate'
:
'Date'
},
inplace
=
True
)
df
.
rename
(
columns
=
{
'tradeDate'
:
'Date'
},
inplace
=
True
)
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
data_info_log
(
df
,
table
)
data_info_log
(
df
,
table
)
format_data
(
df
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
table
=
'risk_cov_short'
table
=
'risk_cov_short'
...
@@ -197,6 +211,7 @@ def update_uqer_risk_model(ds, **kwargs):
...
@@ -197,6 +211,7 @@ def update_uqer_risk_model(ds, **kwargs):
df
.
rename
(
columns
=
{
'tradeDate'
:
'Date'
},
inplace
=
True
)
df
.
rename
(
columns
=
{
'tradeDate'
:
'Date'
},
inplace
=
True
)
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
data_info_log
(
df
,
table
)
data_info_log
(
df
,
table
)
format_data
(
df
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
table
=
'risk_cov_long'
table
=
'risk_cov_long'
...
@@ -204,6 +219,7 @@ def update_uqer_risk_model(ds, **kwargs):
...
@@ -204,6 +219,7 @@ def update_uqer_risk_model(ds, **kwargs):
df
.
rename
(
columns
=
{
'tradeDate'
:
'Date'
},
inplace
=
True
)
df
.
rename
(
columns
=
{
'tradeDate'
:
'Date'
},
inplace
=
True
)
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
data_info_log
(
df
,
table
)
data_info_log
(
df
,
table
)
format_data
(
df
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
table
=
'specific_risk_day'
table
=
'specific_risk_day'
...
@@ -213,6 +229,7 @@ def update_uqer_risk_model(ds, **kwargs):
...
@@ -213,6 +229,7 @@ def update_uqer_risk_model(ds, **kwargs):
del
df
[
'secID'
]
del
df
[
'secID'
]
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
data_info_log
(
df
,
table
)
data_info_log
(
df
,
table
)
format_data
(
df
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
table
=
'specific_risk_short'
table
=
'specific_risk_short'
...
@@ -222,6 +239,7 @@ def update_uqer_risk_model(ds, **kwargs):
...
@@ -222,6 +239,7 @@ def update_uqer_risk_model(ds, **kwargs):
del
df
[
'secID'
]
del
df
[
'secID'
]
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
data_info_log
(
df
,
table
)
data_info_log
(
df
,
table
)
format_data
(
df
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
table
=
'specific_risk_long'
table
=
'specific_risk_long'
...
@@ -231,6 +249,7 @@ def update_uqer_risk_model(ds, **kwargs):
...
@@ -231,6 +249,7 @@ def update_uqer_risk_model(ds, **kwargs):
del
df
[
'secID'
]
del
df
[
'secID'
]
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
engine
.
execute
(
"delete from {0} where Date = '{1}';"
.
format
(
table
,
ref_date
))
data_info_log
(
df
,
table
)
data_info_log
(
df
,
table
)
format_data
(
df
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
df
.
to_sql
(
table
,
engine
,
index
=
False
,
if_exists
=
'append'
)
...
@@ -314,4 +333,4 @@ _ = PythonOperator(
...
@@ -314,4 +333,4 @@ _ = PythonOperator(
if
__name__
==
'__main__'
:
if
__name__
==
'__main__'
:
update_uqer_risk_model
(
ds
=
'2017-06-22'
)
update_uqer_index_components
(
ds
=
'2017-06-22'
)
\ No newline at end of file
\ No newline at end of file
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