Guofu Li
544f50e8e4
Bug fixes: create python processor pool dynamically, which solves the issue of memory leak for good.
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add asset file
2 years ago
Guofu Li
bcb45b8f5f
Attempted to use DBConnection Pool to reduce memory consumption, but it does not work well with the multi-processing architecture of Python.
2 years ago
Guofu Li
a34dee0175
bug fixes
2 years ago
Guofu Li
731a15bb01
Merge branch 'main' of http://192.168.1.7:3000/guofu/dolphin-dev
2 years ago
Guofu Li
3c403adb4c
1. Make adjustments on `src/run.py`
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2. Minor changes on `DDBPITLoader.py`
2 years ago
Guofu Li
5af38a6421
1. `DDBHFTLoader.py`: Mannually remove some in-memory objects to reduce memory consumption, but mem-consumption still keeps growing...
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2. `DDBPITLoader.py`: Add support for specifying `SYMBOL` typed columns.
2 years ago
Guofu Li
99798262f3
Merge branch 'main' of http://192.168.1.7:3000/guofu/dolphin-dev
2 years ago
Guofu Li
59b970532e
Update , move connection out of the loop, so that it can be reused, fixing another memory leak issue.
2 years ago
Guofu Li
1f53e14564
Update README.md
2 years ago
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