loader.py 文件源码

def load_data(indexes=None,stockList=None,start=None,end=None,adjusted=True):
    """
    load stocks from Mongo
    """


    assert indexes is not None or stockList is not None, """
must specify stockList or indexes"""

    if start is None:
        start = "1990-01-01"

    if start is not None and end is not None:
        startdate = datetime.datetime.strptime(start, "%Y-%m-%d")
        enddate=datetime.datetime.strptime(end, "%Y-%m-%d")
        assert startdate < enddate, "start date is later than end date."

    data = OrderedDict()


    l=LoadDataCVS(constants.IP,constants.PORT)
    l.Conn()

    if stockList=="hs300" or stockList=="zz500" or stockList=="sz50" or stockList=="all":
        stocks=l.getstocklist(stockList)
    else:
        stocks=stockList

    #print stocks

    if stocks is not None:
        for stock in stocks:
            stkd= l.getstockdaily(stock,start,end)
            data[stock] = stkd

    if indexes is not None:
        for name, ticker in iteritems(indexes):
            logger.info('Loading index: {} ({})'.format(name, ticker))
            stkd= l.getindexdaily(indexes,start,end)
            data[name] = stkd


    panel = pd.Panel(data)
    panel.minor_axis = ['open', 'high', 'low', 'close', 'volume', 'price','change','code']
    panel.major_axis = panel.major_axis.tz_localize(pytz.utc)


    #close the connection
    l.Close()

    # Adjust data
    if adjusted:
        adj_cols = ['open', 'high', 'low', 'close']
        for ticker in panel.items:
            ratio = (panel[ticker]['price'] / panel[ticker]['close'])
            ratio_filtered = ratio.fillna(0).values
            for col in adj_cols:
                panel[ticker][col] *= ratio_filtered

    return panel