Guofu Li
68610470c4
Buf fixes: (`DDBHFTLoader.py`) Mannually close the `ddb_sess` in parallel jobs to avoid memory leaks.
2 years ago
Guofu Li
57d0c7954f
bug fixes
2 years ago
Guofu Li
94314df941
bug fixes
2 years ago
Guofu Li
1764036d81
bug fixes
2 years ago
Guofu Li
0ca31dcd47
1. Re-organize the directory structure, creating sub-packages for `DDBLoader`.
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2. Update `DDBHFTLoader` to better handle the journal file.
3. Move the entrance scripts to `src/run.py`.
2 years ago
Guofu Li
84e89f70aa
Update the README file.
2 years ago
Guofu Li
bd9363f6fc
1. Reorganized the directory structure.
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2. Add `DDBBase` class to decrease repeated class-level constant definitino.
3. Add `DDBExpression` class for single quarter calculation and yoy claculation.
2 years ago
Guofu Li
85522c064c
reorganize the directory structure
2 years ago
Guofu Li
95de99046a
1. `DDBDailyFactor.py` => `DDBFactor.py`
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2. 在`DDBLoader.py`中增加了`DDBPITLoader`类，专门用于向DolphinDB里面添加PIT数据
3. 其他一些优化
2 years ago
Guofu Li
621b38dce3
1. Add `DDBDailyFactor.py`, which creates daily factors from HFT data.
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2. Correct some typo in `DDBLoader.py`, but shouldn't affect its normal behaviour.
2 years ago
Guofu Li
65d667ecab
add .gitignore file
2 years ago
Guofu Li
a479f1c26c
init
2 years ago
Guofu Li