OZ.py 文件源码

def calc_oz_series_pandas(symbol, numWeeksBack=20, averageTf='W'):
    timeFrameMap={'W':(1*numWeeksBack),
                  '3M':(numWeeksBack*15),
                  'Q':(numWeeksBack*15),
                  'M':(numWeeksBack*4)}
    print(Constants.StockHDF)
    store = pd.HDFStore(Constants.StockHDF)
    symbolKey = symbol + '_'+ averageTf

    today = datetime.datetime.now()  # - datetime.timedelta(days=1)
    day_of_week = today.weekday()
    weekStart = today - datetime.timedelta(days=day_of_week + 1)

    if not (symbolKey in store.keys()):
        print('Symbol:'+symbol)
        weekly_DF = getWeeklyDF(timeFrameMap[averageTf], symbol)
        #print(weekly_DF)
        newDF=calc_OZ_pandas(weekly_DF,averageTf=averageTf)
        store[symbolKey] = newDF
        store.flush()
        #print('READ')


    lenStore = len(store[symbolKey]) - 1
    if not (store[symbolKey].index[lenStore].date() == weekStart.date()):
        weekly_DF = getWeeklyDF(timeFrameMap[averageTf], symbol)
        newDF=calc_OZ_pandas(weekly_DF,averageTf=averageTf)
        store[symbolKey] = newDF
        store.flush()

    return store[symbolKey]