m_db.py 文件源码

def pre_data(self,stick_code, ktype='D', beginday='',endday=''):
        # ktype in ('D','W','M')
        # today='2010-01-01'
        if '' == beginday:
            begindaytmp = datetime.date.today() - datetime.timedelta(days=13)
            beginday = begindaytmp.strftime('%Y-%m-%d')
        if '' == endday:
            endday = datetime.date.today().strftime('%Y-%m-%d')

        df =''
        print(beginday,endday)
        try:
            if ktype == 'D':
                df = self.get_data(
                    "select * from t_stick_data_d \
                    where code = '" + stick_code + "'  and date > '"+beginday+"' \
                    and date <='" + endday + "' order by date asc;")  # and date>'2015-05-01'
            elif ktype == 'W':
                df = self.get_data(
                    "select * from t_stick_data_w \
                    where code = '" + stick_code + "'  and date > '"+beginday+"' \
                    and date <='" + endday + "' order by date asc;")  # and date>'2015-05-01'
            elif ktype == 'M':
                df = self.get_data(
                    "select * from t_stick_data_m \
                    where code = '" + stick_code + "'  and date > '"+beginday+"' \
                    and date <='" + endday + "' order by date asc;")  # and date>'2015-05-01'

        except Exception as e:
            # print('ERR:',e)
            return
        df['cci'] = ta.CCI(df['high'].values.astype('double'), df['low'].values.astype('double'),
                           df['close'].values.astype('double'))
        df['diff'], df['dea'], df['macd'] = ta.MACD(df['close'].values.astype('double'), fastperiod=12, slowperiod=26,
                                                    signalperiod=9)
        df['obv'] = ta.OBV(df['close'].values.astype('double'), df['vol'].values.astype('double'))
        df['volma5'] = ta.MA(df['vol'].values.astype('double'), 5);
        df['volma20'] = ta.MA(df['vol'].values.astype('double'), 20);
        df['MA20'] = ta.MA(df['close'].values.astype('double'), 20)
        df['MA60'] = ta.MA(df['close'].values.astype('double'), 60)
        df['cwbili'] = 0
        df['pricebili'] = 0
        return df
# xx=m_db2();
# df=xx.pre_data('000157',ktype='W')
# print(df)
# xx.insert_data('t_stick_data_m_test',df.head(20).as_matrix())
# xx.commit()