update codes

fof/utility.py

@@ -302,7 +302,7 @@ def fd_skdetail(security_ids, trade_dt):
     groups = read_sql(query).sort_values("security_code").groupby("pid")
     dfs = []
     for k, g in groups:
-        g = g[g.PUBLISHDATE == np.max(g.PUBLISHDATE)]
+        # g = g[g.PUBLISHDATE == np.max(g.PUBLISHDATE)]
         total_value = g.HOLDMKTCAP.sum()
         g["weight"] = g.HOLDMKTCAP / total_value
         dfs.append(g)
@@ -423,7 +423,7 @@ def sw_industry_daily(start_date, end_date, level=1, security_ids=None):
     sec_id_strs = _join_ids(security_ids)
     if sec_id_strs:
         query = f"""
-        SELECT trade_date, security_code, industry_code{level} as industry_code, industry_name{level} as industry_name FROM sw_industry_daily
+        SELECT trade_date, security_code, industry_code{level} as industry_code, industry_name{level} as industry_name FROM sw_industry_daily_2021
         WHERE
           trade_date >= '{_to_yyyy_mm_dd(start_date)}' AND
           trade_date <= '{_to_yyyy_mm_dd(end_date)}' AND
@@ -432,7 +432,7 @@ def sw_industry_daily(start_date, end_date, level=1, security_ids=None):
         """
     else:
         query = f"""
-        SELECT trade_date, security_code, industry_code{level} as industry_code, industry_name{level} as industry_name FROM sw_industry_daily
+        SELECT trade_date, security_code, industry_code{level} as industry_code, industry_name{level} as industry_name FROM sw_industry_daily_2021
         WHERE
           trade_date >= '{_to_yyyy_mm_dd(start_date)}' AND
           trade_date <= '{_to_yyyy_mm_dd(end_date)}' AND
@@ -445,24 +445,26 @@ def stk_return(start_date, end_date, security_ids=None):
     sec_id_strs = _join_ids(security_ids)
     if sec_id_strs:
         query = f"""
-        SELECT security_code, min(trade_date) as start_date, max(trade_date) as end_date, exp(sum(ln(1.0 + change_pct / 100.))) - 1.0 AS chg_pct FROM stk_daily_price_pro
+        SELECT security_code, trade_date, `close`, lat_factor FROM stk_daily_price_pro
         WHERE
-              trade_date >= '{_to_yyyy_mm_dd(start_date)}' AND
-              trade_date <= '{_to_yyyy_mm_dd(end_date)}' AND
+              trade_date in ('{_to_yyyy_mm_dd(start_date)}', '{_to_yyyy_mm_dd(end_date)}') AND
               security_code IN ({sec_id_strs}) AND
               flag = 1
-        GROUP BY security_code;
         """
     else:
         query = f"""
-        SELECT security_code, min(trade_date) as start_date, max(trade_date) as end_date, exp(sum(ln(1.0 + change_pct / 100.))) - 1.0 AS chg_pct FROM stk_daily_price_pro
+        SELECT security_code, trade_date, `close` * lat_factor AS lat_price  FROM stk_daily_price_pro
         WHERE
-              trade_date >= '{_to_yyyy_mm_dd(start_date)}' AND
-              trade_date <= '{_to_yyyy_mm_dd(end_date)}' AND
+              trade_date in ('{_to_yyyy_mm_dd(start_date)}', '{_to_yyyy_mm_dd(end_date)}') AND
               flag = 1
-        GROUP BY security_code;
         """
-    return read_sql(query, source="mysql").sort_values("security_code").reset_index(drop=True)
+        
+    df  = read_sql(query, source="mysql").sort_values("security_code")
+    df["trade_date"] = df["trade_date"].astype(str)
+    df = df.pivot(index="security_code", columns="trade_date", values="lat_price").dropna()
+    df.rename(columns={f'{_to_yyyy_mm_dd(start_date)}': "start_date", f'{_to_yyyy_mm_dd(end_date)}': "end_date"}, inplace=True)
+    df["chg_pct"] = df["end_date"] / df["start_date"] - 1.0
+    return df.reset_index()
 
 
 def fd_manager(manager_ids=None, manager_names=None, start_date=None, end_date=None):