update api

fof/utility.py

@@ -239,7 +239,10 @@ def fd_skdetail(security_ids, trade_dt):
         ISVALID = 1 AND
         SECODE in ({sec_id_strs})
     """
-    return read_sql(query).sort_values("SECURITYID")
+    df = read_sql(query).sort_values("SECURITYID")
+    total_value = df.HOLDMKTCAP.sum()
+    df["pct"] = df.HOLDMKTCAP / total_value
+    return df
 
 
 def _to_yyyy_mm_dd(trade_dt):
@@ -249,7 +252,7 @@ def _to_yyyy_mm_dd(trade_dt):
         return f"{trade_dt[0:4]}-{trade_dt[4:6]}-{trade_dt[6:8]}"
 
 
-def risk_exposure(security_ids, trade_dt):
+def risk_exposure(security_ids, start_date, end_date):
     if isinstance(security_ids, str):
         sec_id_strs = security_ids
     else:
@@ -258,26 +261,54 @@ def risk_exposure(security_ids, trade_dt):
     query = f"""
     SELECT trade_date, security_code, {','.join(RISK_STYLES)}, {','.join(INDUSTRY_STYLES)} FROM risk_exposure
     WHERE 
-        trade_date = '{_to_yyyy_mm_dd(trade_dt)}' AND
-        is_verify = 1 AND 
+        trade_date >= '{_to_yyyy_mm_dd(start_date)}' AND
+        trade_date <= '{_to_yyyy_mm_dd(end_date)}' AND
         flag = 1 AND
         security_code IN ({sec_id_strs})
     """
-    return read_sql(query, source="mysql").sort_values("security_code")
+    return read_sql(query, source="mysql").sort_values(["trade_date", "security_code"])
 
 
-def risk_cov(trade_dt, model="short"):
+def risk_return(start_date, end_date):
     query = f"""
-        SELECT * FROM risk_cov_{model}
+            SELECT trade_date, {','.join(RISK_STYLES)}, {','.join(INDUSTRY_STYLES)} FROM risk_return
             WHERE 
-            trade_date = '{_to_yyyy_mm_dd(trade_dt)}' AND
-            is_verify = 1 AND 
+                trade_date >= '{_to_yyyy_mm_dd(start_date)}' AND
+                trade_date <= '{_to_yyyy_mm_dd(end_date)}' AND
                 flag = 1
             """
-    return read_sql(query, source="mysql").sort_values("FactorID")
+    return read_sql(query, source="mysql").sort_values(["trade_date"])
 
 
-def special_risk(security_ids, trade_dt, model="short"):
+def specific_return(security_ids, start_date, end_date):
+    if isinstance(security_ids, str):
+        sec_id_strs = security_ids
+    else:
+        sec_id_strs = ",".join(["'" + s + "'" for s in security_ids])
+
+    query = f"""
+              SELECT trade_date, security_code,  secShortName, symbol, spret FROM specific_return
+              WHERE 
+                trade_date >= '{_to_yyyy_mm_dd(start_date)}' AND
+                trade_date <= '{_to_yyyy_mm_dd(end_date)}' AND
+                flag = 1 AND
+                  security_code IN ({sec_id_strs})
+              """
+    return read_sql(query, source="mysql").sort_values(["trade_date", "security_code"])
+
+
+def risk_cov(start_date, end_date, model="short"):
+    query = f"""
+        SELECT trade_date, FactorID, {','.join(RISK_STYLES)}, {','.join(INDUSTRY_STYLES)} FROM risk_cov_{model}
+        WHERE 
+            trade_date >= '{_to_yyyy_mm_dd(start_date)}' AND
+            trade_date <= '{_to_yyyy_mm_dd(end_date)}' AND
+            flag = 1
+        """
+    return read_sql(query, source="mysql").sort_values(["trade_date", "FactorID"])
+
+
+def special_risk(security_ids, start_date, end_date, model="short"):
     if isinstance(security_ids, str):
         sec_id_strs = security_ids
     else:
@@ -286,15 +317,15 @@ def special_risk(security_ids, trade_dt, model="short"):
     query = f"""
           SELECT trade_date, security_code, secShortName, symbol, SRISK FROM specific_risk_{model}
           WHERE 
-              trade_date = '{_to_yyyy_mm_dd(trade_dt)}' AND
-              is_verify = 1 AND 
+              trade_date >= '{_to_yyyy_mm_dd(start_date)}' AND
+              trade_date <= '{_to_yyyy_mm_dd(end_date)}' AND
               flag = 1 AND
               security_code IN ({sec_id_strs})
           """
-    return read_sql(query, source="mysql").sort_values("security_code")
+    return read_sql(query, source="mysql").sort_values(["trade_date", "security_code"])
 
 
-def index_component(index_code, trade_dt):
+def index_component(index_code, start_date, end_date):
     query = f"""
             SELECT index_component.trade_date, index_component.security_code, `index`.sname, `index`.weighing FROM `index`
             JOIN index_component ON
@@ -302,17 +333,16 @@ def index_component(index_code, trade_dt):
               `index`.isymbol = index_component.isymbol AND
               `index`.symbol = index_component.symbol
             WHERE
-              `index`.trade_date = '{_to_yyyy_mm_dd(trade_dt)}' AND
-              `index`.is_verify = 1 AND
+              `index`.trade_date >= '{_to_yyyy_mm_dd(start_date)}' AND
+              `index`.trade_date <= '{_to_yyyy_mm_dd(end_date)}' AND
               `index`.flag = 1 AND
-              index_component.is_verify = 1 AND
               index_component.flag = 1 AND
               index_component.isecurity_code = '{index_code}';
               """
-    return read_sql(query, source="mysql").sort_values("security_code")
+    return read_sql(query, source="mysql").sort_values(["trade_date", "security_code"])
 
 
-def sw_industry_daily(security_ids, trade_dt, level=1):
+def sw_industry_daily(security_ids, start_date, end_date, level=1):
     if isinstance(security_ids, str):
         sec_id_strs = security_ids
     else:
@@ -321,27 +351,26 @@ def sw_industry_daily(security_ids, trade_dt, level=1):
     query = f"""
     SELECT trade_date, security_code, industry_code{level} as industry_code, industry_name{level} as industry_name FROM sw_industry_daily
     WHERE
-      trade_date = '{_to_yyyy_mm_dd(trade_dt)}' AND
-      is_verify = 1 AND
+      trade_date >= '{_to_yyyy_mm_dd(start_date)}' AND
+      trade_date <= '{_to_yyyy_mm_dd(end_date)}' AND
       flag = 1 AND
       security_code IN ({sec_id_strs})
     """
-    return read_sql(query, source="mysql").sort_values("security_code")
+    return read_sql(query, source="mysql").sort_values(["trade_date", "security_code"])
 
 
-def stk_return_range(security_ids, start_date, end_date):
+def stk_return(security_ids, start_date, end_date):
     if isinstance(security_ids, str):
         sec_id_strs = security_ids
     else:
         sec_id_strs = ",".join(["'" + s + "'" for s in security_ids])
 
     query = f"""
-    SELECT security_code, min(trade_date) as start_date, max(trade_date) as end_date, exp(sum(log(change_pct / 100.0 + 1.0))) - 1.0 as rtn FROM stk_daily_price_pro
+    SELECT trade_date, security_code, change_pct / 100. FROM stk_daily_price_pro
     WHERE
           trade_date >= '{_to_yyyy_mm_dd(start_date)}' AND
           trade_date <= '{_to_yyyy_mm_dd(end_date)}' AND
           security_code IN ({sec_id_strs}) AND
           flag = 1
-    GROUP BY security_code;
     """
-    return read_sql(query, source="mysql").sort_values("security_code")
+    return read_sql(query, source="mysql").sort_values(["trade_date", "security_code"])