Commit e5f0d2aa authored by Dr.李's avatar Dr.李

added fetch trade status

parent 42144eac
......@@ -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
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