Commit e5dc9c53 authored by Dr.李's avatar Dr.李

added strategy api

parent d18cf28c
...@@ -75,6 +75,17 @@ class SqlEngine(object): ...@@ -75,6 +75,17 @@ class SqlEngine(object):
sql = "select * from factor_master" sql = "select * from factor_master"
return pd.read_sql(sql, self.engine) return pd.read_sql(sql, self.engine)
def fetch_strategy(self, ref_date: str, strategy: str) -> pd.DataFrame():
sql = "select strategyName, factor, weight from strategy " \
"where Date = '{ref_date}' and strategyName = '{strategy}'".format(ref_date=ref_date, strategy=strategy)
return pd.read_sql(sql, self.engine)
def fetch_strategy_names(self):
sql = "select distinct strategyName from strategy"
cursor = self.engine.execute(sql)
strategy_names = {c[0] for c in cursor.fetchall()}
return strategy_names
def fetch_codes(self, ref_date: str, univ: Universe) -> List[int]: def fetch_codes(self, ref_date: str, univ: Universe) -> List[int]:
def get_universe(univ, ref_date): def get_universe(univ, ref_date):
......
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