imaging.py 文件源码

python
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项目:Quantrade 作者: quant-trade 项目源码 文件源码
def qindex_heatmap(broker):
    try:
        info = {"broker": broker, "symbol": "AI50", "period": "1440", \
            "system": "AI50", "direction": "longs"}
        filename = join(settings.DATA_PATH, 'portfolios', '{}_qndx'.format(broker))
        image_filename = filename_constructor(info=info, folder="heatmap")
        data = await df_multi_reader(filename=filename)

        info["direction"] = 1
        returns = await convert_to_perc(data=data.last('108M').LONG_PL, info=info)

        if not returns is None:
            returns.columns = ['LONG_PL']
            if (not isfile(image_filename)) | (datetime.fromtimestamp(getmtime(image_filename)) < \
                    (datetime.now() - timedelta(days=30))):
                await save_qindex_heatmap(data=returns, image_filename=image_filename)
        await make_yearly_returns(returns=returns, info=info)
    except Exception as err:
        print(colored.red("At qindex_heatmap {}".format(err)))
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