Merge branch 'main' of http://192.168.1.7:3000/guofu/dolphin-dev

src/loader/DDBHFTLoader.py

@@ -119,12 +119,15 @@ class DDBHFTLoader(DDBLoader):
 
         # 不能重复创建Pool对象，因此需要在循环的最外侧创建好Pool对象，然后传参进去
         with Pool(self.num_workers if num_workers is None else num_workers) as pool:
+            # Always reuse the connection object, to reduce the memory consumption. 
+            with self.mssql_engine.connect() as conn:
+                # Loop through the stock list.
                 for hft_type_name in self.hft_type_list:
                     print('Will work on hft type:', hft_type_name)
                     with tqdm(stock_list) as pbar:
                         for stock_id in pbar:
                             pbar.set_description(f"Working on stock {stock_id}")
-                        self.dump_hft_to_ddb(hft_type_name, stock_id, pbar=pbar, pool=pool)
+                            self.dump_hft_to_ddb(hft_type_name, stock_id, conn, pbar=pbar, pool=pool)
 
 
     def _get_stock_date_list(self, cache=False):
@@ -354,7 +357,7 @@ class DDBHFTLoader(DDBLoader):
         print('-' * 80)
 
     
-    def dump_hft_to_ddb(self, type_name, stock_id, trade_date=None, pbar=None, pool=None):
+    def dump_hft_to_ddb(self, type_name, stock_id, conn, trade_date=None, pbar=None, pool=None):
         if (type_name, stock_id, 'OK') in self.dump_journal_df.index:
             message = f"Will skip ({type_name}, {stock_id}) as it appears in the dump journal."
             if pbar is None:
@@ -376,7 +379,6 @@ class DDBHFTLoader(DDBLoader):
         
         # 经过尝试，按个股来做batch查询效率还是可以接受的
         # mssql中，索引字段是(S_INFO_WINDCODE, TRADE_DT)
-        with self.mssql_engine.connect() as conn:
         stat = """
             select * from [Level2Bytes{mssql_type_name}].dbo.[{mssql_type_name}] 
             where S_INFO_WINDCODE='{stock_id}'
@@ -392,6 +394,7 @@ class DDBHFTLoader(DDBLoader):
             row_list = [row for row in row_list 
                     if pd.to_datetime(row[1]) not in _journal_dt.index]
             print(f"Resume job for {stock_id}, with {len(row_list)} rows left.")
+            del(_journal_dt)
 
         num_rows = len(row_list)
         # 如果行数为0，则说明是空数据，可以直接返回
@@ -424,6 +427,7 @@ class DDBHFTLoader(DDBLoader):
             ):
                 sub_pbar.update()
 
+        del(row_list)
         self.dump_journal_writer.write(f"{type_name},{stock_id},OK\n")
         self.dump_journal_writer.flush()
 
@@ -475,8 +479,8 @@ class DDBHFTLoader(DDBLoader):
 
         ddb_sess.upload({df_table_name : df})
         # 因为在做Tick数据的时候，偶然发生'CHUNK[xxx] does not exist.'，所以在这里使用`append!`函数代换一下试试
-        ddb_sess.run("append!(loadTable('{dbPath}', `{partitioned_table_name}), {df_table_name})".format(
-        #ddb_sess.run("tableInsert(loadTable('{dbPath}', `{partitioned_table_name}), {df_table_name})".format(
+        #ddb_sess.run("append!(loadTable('{dbPath}', `{partitioned_table_name}), {df_table_name})".format(
+        ddb_sess.run("tableInsert(loadTable('{dbPath}', `{partitioned_table_name}), {df_table_name})".format(
             dbPath = DDBHFTLoader.ddb_path,
             partitioned_table_name = type_name + DDBHFTLoader.ddb_partition_table_suffix,
             df_table_name = df_table_name
@@ -484,5 +488,6 @@ class DDBHFTLoader(DDBLoader):
 
         # 由于不是复用`DDBHFTLoader`对象内部的Session，因此如果不手动关闭就会造成内存逐渐泄漏
         ddb_sess.close()
+        del(df)
 
 

src/loader/DDBPITLoader.py

@@ -46,6 +46,10 @@ class DDBPITLoader(DDBLoader):
         'AppearAtDate' : ('appear_at_date', 'DATE')
     }
 
+    symbol_col_set = {
+        'S_PROFITNOTICE_STYLE'
+    }
+
     date_col_set = {
         'report_period',
         'appear_in_period',
@@ -136,6 +140,11 @@ class DDBPITLoader(DDBLoader):
                     mssql_col_name_list.append(_col_name)
                     ddb_col_name_list.append(_col_name)
                     ddb_col_type_list.append('DATE')
+                # 需要被转换成SYMBOL的字段
+                elif _col_name in self.symbol_col_set:
+                    mssql_col_name_list.append(_col_name)
+                    ddb_col_name_list.append(_col_name)
+                    ddb_col_type_list.append('SYMBOL')
                 # 按照对照表进行类型转换
                 elif _col_type in self.ddb_type_mapping:
                     mssql_col_name_list.append(_col_name)