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from .DDBLoader import DDBLoader
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class DDBEntityLoader(DDBLoader):
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ddb_path = "dfs://daily_stock_ts"
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ddb_dbname = "db_daily_stock_ts"
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def __init__(self, dtype, **kwargs):
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pass
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from DDBIndexLoader import DDBIndexLoader
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class DDBIndexLoaderWind(DDBIndexLoader):
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def __init__(self, dtype, **kwargs):
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# TODO: 后续版本中，父类的构造函数里可能会增加一些设置项
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super().__init__(**kwargs)
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self.dtype = dtype
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if dtype == "concept":
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self.mem_tbl_name = "mem_idx_daily_concept_wind"
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self.part_tbl_name ="idx_daily_concept_wind"
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elif dtype == "kline":
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self.mem_tbl_name = "mem_idx_daily_kline_wind"
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self.part_tbl_name ="idx_daily_kline_wind"
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else:
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raise NotImplementedError(f"Unsupported `dtype` argument: {dtype}")
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self.make_fields()
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self.make_calendar_df()
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def make_fields(self):
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if self.dtype == "concept":
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with self.mssql_engine.connect() as conn:
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rs = conn.execute("select [WIND_SEC_CODE] from [IndexInfo].[dbo].[Constituents] group by IndexID")
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self.fields = [index_id for (index_id,) in rs.fetchall()]
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elif self.dtype == "kline":
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self.fields = ['open', 'high', 'low', 'close', 'vol', 'amount', 'yclose']
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def make_calendar_df(self):
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# 这里我们使用天软日K先数据表来构造交易日历
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with self.mssql_engine.connect() as conn:
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if self.dtype == "concept":
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stat = "select [StockID], [date] from [StockDaily].[dbo].[DailyKLine] group by [StockID], [date]"
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elif self.dtype == "kline":
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stat = "select [StockID], [date] from [IndexDaily].[dbo].[DailyKLine] group by [StockID], [date]"
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else:
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raise NotImplementedError(f"Unsupported dtype: {self.dtype}")
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rs = conn.execute(stat)
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stock_date_list = [(stock_name, date) for stock_name, date in rs.fetchall()]
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self.df_calendar = pd.DataFrame(stock_date_list, columns=['code', 'm_nDate'])
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self.df_calendar['m_nDate'] = self.make_date(self.df_calendar['m_nDate'])
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self.df_calendar['code'] = self.tscode_to_windcode(self.df_calendar['code'])
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print('Did make the DataFrame for calendar')
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print(self.df_calendar.head())
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