Skip to content
Projects
Groups
Snippets
Help
Loading...
Help
Submit feedback
Sign in
Toggle navigation
A
alpha-mind
Project
Project
Details
Activity
Releases
Cycle Analytics
Repository
Repository
Files
Commits
Branches
Tags
Contributors
Graph
Compare
Charts
Issues
0
Issues
0
List
Board
Labels
Milestones
Merge Requests
0
Merge Requests
0
CI / CD
CI / CD
Pipelines
Jobs
Schedules
Charts
Wiki
Wiki
Snippets
Snippets
Members
Members
Collapse sidebar
Close sidebar
Activity
Graph
Charts
Create a new issue
Jobs
Commits
Issue Boards
Open sidebar
Dr.李
alpha-mind
Commits
e5f0d2aa
Commit
e5f0d2aa
authored
Feb 08, 2018
by
Dr.李
Browse files
Options
Browse Files
Download
Email Patches
Plain Diff
added fetch trade status
parent
42144eac
Changes
1
Show whitespace changes
Inline
Side-by-side
Showing
1 changed file
with
15 additions
and
5 deletions
+15
-5
sqlengine.py
alphamind/data/engines/sqlengine.py
+15
-5
No files found.
alphamind/data/engines/sqlengine.py
View file @
e5f0d2aa
...
...
@@ -616,7 +616,20 @@ class SqlEngine(object):
res
=
res
.
assign
(
**
dict
(
zip
(
out_s
,
[
0
]
*
len
(
out_s
))))
return
res
def
fetch_data
(
self
,
ref_date
:
str
,
def
fetch_trade_status
(
self
,
ref_date
:
str
,
codes
:
Iterable
[
int
]):
query
=
select
([
Market
.
code
,
Market
.
isOpen
])
.
where
(
and_
(
Market
.
trade_date
==
ref_date
,
Market
.
code
.
in_
(
codes
)
)
)
return
pd
.
read_sql
(
query
,
self
.
engine
)
.
sort_values
([
'code'
])
def
fetch_data
(
self
,
ref_date
:
str
,
factors
:
Iterable
[
str
],
codes
:
Iterable
[
int
],
benchmark
:
int
=
None
,
...
...
@@ -909,8 +922,5 @@ if __name__ == '__main__':
engine
=
SqlEngine
()
ref_date
=
'2017-12-28'
codes
=
universe
.
query
(
engine
,
dates
=
[
ref_date
])
df
=
engine
.
fetch_industry_matrix
(
ref_date
,
codes
.
code
.
tolist
(),
'dx'
,
1
)
print
(
df
)
df
=
engine
.
fetch_industry_matrix_range
(
universe
,
'2017-12-28'
,
'2017-12-31'
,
category
=
'zz'
,
level
=
2
)
df
=
engine
.
fetch_trade_status
(
ref_date
,
codes
.
code
.
tolist
())
print
(
df
)
\ No newline at end of file
Write
Preview
Markdown
is supported
0%
Try again
or
attach a new file
Attach a file
Cancel
You are about to add
0
people
to the discussion. Proceed with caution.
Finish editing this message first!
Cancel
Please
register
or
sign in
to comment