fundamental.py 文件源码

def fill(self):
        self.init_db(self.engine)
        df = pd.read_sql("select * from fundamental", self.engine).sort_values(['report_date', 'quarter'])
        df['trade_date'] = df['report_date'] = pd.to_datetime(df['report_date'])

        with click.progressbar(df.groupby('code'),
                               label='writing data',
                               item_show_func=lambda x: x[0] if x else None) as bar:
            bar.is_hidden = False
            for stock, group in bar:
                group = group.drop_duplicates(subset='trade_date', keep="last").set_index('trade_date')
                sessions = pd.date_range(group.index[0], group.index[-1])
                d = group.reindex(sessions, copy=False).fillna(method='pad')
                d.to_sql('full', self.engine, if_exists='append', index_label='trade_date')