Filter_Stock_Cashflow_CHN.py 文件源码

def process_data(root_path, symbols, dates):

    negative_pect = {}
    stock_memory = {}
    symbol_memory = {}
    range_len = 3

    my_range = range(-1, -200, -1)
    #pbar = tqdm(total=len(my_range))
    pbar = trange(len(my_range))

    out_path = root_path + "/Data/CSV/target/"
    if os.path.exists(out_path) == False:
        os.mkdir(out_path)

    for index in my_range:
        day_range = [ dates[idx] for idx in range(index-range_len, index+1) ]
        file_name = out_path + day_range[-1] + ".csv"

        if os.path.exists(file_name):
            stock_filter = pd.read_csv(file_name, index_col=0)
        else:
            db_cashflow = process_all_stocks_data(root_path, symbols, day_range, stock_memory, symbol_memory, index, range_len)
            stock_filter = filter_cashflow(db_cashflow)

            if len(stock_filter) > 0: 
                stock_filter.to_csv(file_name)

        negative_pect[day_range[-1]] = get_result(stock_filter)

        # outMessage = '%-*s processed in:  %.4s seconds' % (6, index, (time.time() - startTime))
        # pbar.set_description(outMessage)    
        pbar.update(1)

    pbar.close()

    print(negative_pect)