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Dr.李
fof
Commits
f2aadaad
Commit
f2aadaad
authored
Feb 26, 2022
by
Dr.李
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enable filter manager by name
parent
94e941a0
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31 additions
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13 deletions
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-13
utility.py
fof/utility.py
+31
-13
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fof/utility.py
View file @
f2aadaad
import
datetime
as
dt
import
calendar
import
pymssql
import
sqlalchemy
as
sa
import
pandas
as
pd
...
...
@@ -52,7 +54,7 @@ INDUSTRY_STYLES = [
def
read_sql
(
query
,
source
=
"mssql"
):
if
source
==
"mssql"
:
engine
=
sa
.
create_engine
(
MSSQL_CONN
,
connect_args
=
{
"charset"
:
"GBK"
})
engine
=
sa
.
create_engine
(
MSSQL_CONN
,
encoding
=
"utf8"
,
connect_args
=
{
"charset"
:
"GBK"
})
elif
source
==
"mysql"
:
engine
=
sa
.
create_engine
(
MYSQL_CONN
)
return
pd
.
read_sql
(
query
,
con
=
engine
)
...
...
@@ -83,7 +85,6 @@ def fd_alive_funds(trade_dt, class_code=None):
condition
.
append
(
f
" CLASSCODE like '{c}
%
' "
)
condition
=
"OR"
.
join
(
condition
)
condition
=
"("
+
condition
+
") AND"
query
=
f
"""
select SECODE as SECURITYID, BEGINDATE, ENDDATE, CLASSCODE FROM TQ_FD_TYPE
...
...
@@ -432,15 +433,32 @@ def stk_return(start_date, end_date, security_ids=None):
return
read_sql
(
query
,
source
=
"mysql"
)
.
sort_values
(
"security_code"
)
.
reset_index
(
drop
=
True
)
def
fd_manager
(
manager_ids
,
start_date
,
end_date
):
manager_ids
=
_join_ids
(
manager_ids
)
query
=
f
"""
SELECT MANAGERCODE, MANAGERNAME, COMPCODE, COMPNAME, SECODE as SECURITYID, BEGINDATE, ENDDATE FROM TQ_FD_MGPERFORMANCE
WHERE
BEGINDATE <= '{_to_yyyymmdd(end_date)}' AND
ENDDATE >= '{_to_yyyymmdd(start_date)}' AND
MANAGERCODE in ({manager_ids}) AND
ISVALID = 1
"""
def
fd_manager
(
manager_ids
,
manager_names
=
None
,
start_date
=
None
,
end_date
=
None
):
if
manager_ids
:
manager_ids
=
_join_ids
(
manager_ids
)
elif
manager_names
:
manager_names
=
_join_ids
(
manager_names
)
else
:
raise
ValueError
(
"manager_ids and manager_names can't be set empty both"
)
if
manager_ids
:
query
=
f
"""
SELECT MANAGERCODE, MANAGERNAME, COMPCODE, COMPNAME, SECODE as SECURITYID, BEGINDATE, ENDDATE FROM TQ_FD_MGPERFORMANCE
WHERE
BEGINDATE <= '{_to_yyyymmdd(end_date)}' AND
ENDDATE >= '{_to_yyyymmdd(start_date)}' AND
MANAGERCODE in ({manager_ids}) AND
ISVALID = 1
"""
elif
manager_names
:
query
=
f
"""
SELECT MANAGERCODE, MANAGERNAME, COMPCODE, COMPNAME, SECODE as SECURITYID, BEGINDATE, ENDDATE FROM TQ_FD_MGPERFORMANCE
WHERE
BEGINDATE <= '{_to_yyyymmdd(end_date)}' AND
ENDDATE >= '{_to_yyyymmdd(start_date)}' AND
MANAGERNAME in ({manager_names}) AND
ISVALID = 1
"""
print
(
query
)
return
read_sql
(
query
)
.
sort_values
(
"MANAGERCODE"
)
.
reset_index
(
drop
=
True
)
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