{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "7246e0c8-61cd-4cbf-a978-aa0dc0172d6d",
   "metadata": {},
   "outputs": [],
   "source": [
    "import dolphindb as ddb"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "5d0f471e-682e-43cc-abdb-7e52f3bbd707",
   "metadata": {},
   "outputs": [],
   "source": [
    "sess = ddb.session('localhost', 8848)\n",
    "sess.login('admin', '123456')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "fca58bdc-2aa1-4610-9a94-67d55f97a6e1",
   "metadata": {},
   "outputs": [],
   "source": [
    "sess.run(\"\"\"\n",
    "    migrate('/data/dolphindb/backup/', \"dfs://hft_stock_ts\", \"OrderPartitioned\")\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 67,
   "id": "ed17fd0b-9b36-47e4-9ab6-11459a3621fb",
   "metadata": {},
   "outputs": [],
   "source": [
    "# backup(backup_path, sql_obj, force, parallel)\n",
    "code = \"\"\"\n",
    "    backup('/data/dolphindb/backup/', <select * from loadTable(\"dfs://hft_stock_ts\", \"OrderPartitioned\")>, true, true)\n",
    "\"\"\""
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 32,
   "id": "c8d07fc8-d80c-490f-9220-0d3e8e4c72a4",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "50"
      ]
     },
     "execution_count": 32,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess = ddb.session('localhost', 8848)\n",
    "sess.login('admin', '123456')\n",
    "\n",
    "# backup(backup_path, sql_obj, force, parallel)\n",
    "code = \"\"\"\n",
    "    backup('/data/dolphindb/backup/', <select * from loadTable(\"dfs://pit_stock_ts\", \"bs_common_ori\")>, true, false);\n",
    "    backup('/data/dolphindb/backup/', <select * from loadTable(\"dfs://pit_stock_ts\", \"bs_common_adj\")>, true, false);\n",
    "    \n",
    "    backup('/data/dolphindb/backup/', <select * from loadTable(\"dfs://pit_stock_ts\", \"cfs_common_ori\")>, true, false);\n",
    "    backup('/data/dolphindb/backup/', <select * from loadTable(\"dfs://pit_stock_ts\", \"cfs_common_adj\")>, true, false);\n",
    "    \n",
    "    backup('/data/dolphindb/backup/', <select * from loadTable(\"dfs://pit_stock_ts\", \"is_common_adj\")>, true, false);\n",
    "    backup('/data/dolphindb/backup/', <select * from loadTable(\"dfs://pit_stock_ts\", \"is_common_adj\")>, true, false);\n",
    "    \n",
    "    backup('/data/dolphindb/backup/', <select * from loadTable(\"dfs://pit_stock_ts\", \"divident\")>, true, false);\n",
    "    backup('/data/dolphindb/backup/', <select * from loadTable(\"dfs://pit_stock_ts\", \"earnings_preannouncement\")>, true, false);\n",
    "    backup('/data/dolphindb/backup/', <select * from loadTable(\"dfs://pit_stock_ts\", \"preliminary_earnings_estimate\")>, true, false);\n",
    "\"\"\"\n",
    "\n",
    "sess.run(code)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 33,
   "id": "8b7dae3d-aef1-4c50-92b2-460d4fea0a96",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>tableName</th>\n",
       "      <th>physicalIndex</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>daily_kline</td>\n",
       "      <td>uoH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>hft_daily_factor</td>\n",
       "      <td>u6J</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "          tableName physicalIndex\n",
       "0       daily_kline           uoH\n",
       "1  hft_daily_factor           u6J"
      ]
     },
     "execution_count": 33,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess.run(\"\"\"\n",
    "    listTables(\"dfs://daily_stock_ts\");\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 34,
   "id": "8af3381d-9fdc-4cb0-b3a9-d6538db97476",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "50"
      ]
     },
     "execution_count": 34,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess.run(\"\"\"\n",
    "    backup('/data/dolphindb/backup/', <select * from loadTable(\"dfs://daily_stock_ts\", \"daily_kline\") >, true, false);\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 69,
   "id": "bf3bc38e-74cb-4549-bdca-6a3d2a601488",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "2287.0"
      ]
     },
     "execution_count": 69,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "114350 / 50"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "id": "11275975-af43-4123-973a-f75096eb4e43",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "2311.0"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "115550 / 50"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "id": "155735c7-bdad-4c64-a2a1-514fe54e088c",
   "metadata": {},
   "outputs": [],
   "source": [
    "import dolphindb as ddb\n",
    "\n",
    "sess = ddb.session('localhost', 8848)\n",
    "sess.login('admin', '123456')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "id": "a2e95bc5-c1d5-47f5-9488-9b8702947afc",
   "metadata": {},
   "outputs": [],
   "source": [
    "# migrate(backupDir, [backupDBPath], [backupTableName], [newDBPath=backupDBPath], [newTableName=backupTableName])\n",
    "code = \"\"\"\n",
    "    migrate('/data/dolphindb/backup/',\"dfs://hft_stock_ts\", \"KLinePartitioned\")\n",
    "\"\"\""
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "8a6198ef-e7f1-4f58-ba24-32dc429c9803",
   "metadata": {},
   "outputs": [],
   "source": [
    "sess.run(code)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "id": "60f71516-33fc-4147-9740-c493ccb6b6a8",
   "metadata": {},
   "outputs": [],
   "source": [
    "def make_kurto_code_partition(partition_num):\n",
    "    code = \"\"\"\n",
    "        tbl = loadTable(\"dfs://hft_stock_ts\", \"KLinePartitioned\");\n",
    "        ret = select \n",
    "            code, m_nDate, eachPre(\\, m_nClose)-1.0 as ret \n",
    "            from tbl \n",
    "            where partition(code, {partition_num}) \n",
    "            context by m_nDate;\n",
    "        kurto = select \n",
    "            code, m_nDate, sqrt(239) * sum(pow(ret, 3)) / pow(sum(pow(ret, 2)), 1.5) as kurto \n",
    "            from ret \n",
    "            group by code, m_nDate;\n",
    "    \"\"\".format(\n",
    "        partition_num = partition_num\n",
    "    )\n",
    "    sess.run(code)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 32,
   "id": "1397c1b7-f81a-465e-868a-894b3ef818fc",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>code</th>\n",
       "      <th>count</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2305</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>000558.SZ</td>\n",
       "      <td>2063</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>000602.SZ</td>\n",
       "      <td>47</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>000677.SZ</td>\n",
       "      <td>2009</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>000731.SZ</td>\n",
       "      <td>2311</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>94</th>\n",
       "      <td>688039.SH</td>\n",
       "      <td>624</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>95</th>\n",
       "      <td>688052.SH</td>\n",
       "      <td>52</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>96</th>\n",
       "      <td>688091.SH</td>\n",
       "      <td>198</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>97</th>\n",
       "      <td>688368.SH</td>\n",
       "      <td>656</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>98</th>\n",
       "      <td>688396.SH</td>\n",
       "      <td>575</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>99 rows × 2 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "         code  count\n",
       "0   000400.SZ   2305\n",
       "1   000558.SZ   2063\n",
       "2   000602.SZ     47\n",
       "3   000677.SZ   2009\n",
       "4   000731.SZ   2311\n",
       "..        ...    ...\n",
       "94  688039.SH    624\n",
       "95  688052.SH     52\n",
       "96  688091.SH    198\n",
       "97  688368.SH    656\n",
       "98  688396.SH    575\n",
       "\n",
       "[99 rows x 2 columns]"
      ]
     },
     "execution_count": 32,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess.run(\"\"\"\n",
    "    select code, count(*) from kurto group by code\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "id": "59758901-3728-4355-bbb8-15b3eb537cdf",
   "metadata": {},
   "outputs": [],
   "source": [
    "def create_daily_ddb_database():\n",
    "    code = \"\"\"\n",
    "        daily_stock_ts = database(\n",
    "            \"dfs://daily_stock_ts\", \n",
    "            HASH, [SYMBOL, 50], \n",
    "            engine = 'TSDB'\n",
    "        )\n",
    "    \"\"\"\n",
    "    sess.run(code)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 38,
   "id": "d8fa94ae-6ca4-41f3-8b13-47ab8876ba95",
   "metadata": {},
   "outputs": [],
   "source": [
    "def load_daily_ddb_database():\n",
    "    code = \"\"\"\n",
    "        daily_stock_ts = database(\"dfs://daily_stock_ts\")\n",
    "    \"\"\"\n",
    "    sess.run(code)\n",
    "\n",
    "load_daily_ddb_database()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 43,
   "id": "84eb237e-959c-419f-bce1-6779acda86d4",
   "metadata": {},
   "outputs": [],
   "source": [
    "def create_kurto_partition_table():\n",
    "    # createPartitionedTable(dbHandle, table, tableName, [partitionColumns], [compressMethods], [sortColumns], [keepDuplicates=ALL], [sortKeyMappingFunction])\n",
    "    code = \"\"\"\n",
    "        dropTable(daily_stock_ts, \"kurto_partitioned\");\n",
    "        kurto_partitioned = createPartitionedTable(\n",
    "            daily_stock_ts,\n",
    "            kurto, \n",
    "            \"kurto_partitioned\",\n",
    "            partitionColumns = 'code',\n",
    "            compressMethods = {'m_nDate' : 'delta'},\n",
    "            sortColumns = `code`m_nDate\n",
    "        );\n",
    "    \"\"\"\n",
    "    sess.run(code)\n",
    "    \n",
    "create_kurto_partition_table()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 40,
   "id": "0d93b3d1-39b7-4e23-8abf-eda86dcd2a23",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>code</th>\n",
       "      <th>m_nDate</th>\n",
       "      <th>kurto</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2013-01-04</td>\n",
       "      <td>-0.317991</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>000558.SZ</td>\n",
       "      <td>2013-01-04</td>\n",
       "      <td>-15.387820</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>000677.SZ</td>\n",
       "      <td>2013-01-04</td>\n",
       "      <td>-15.459625</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>000731.SZ</td>\n",
       "      <td>2013-01-04</td>\n",
       "      <td>15.443339</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>000752.SZ</td>\n",
       "      <td>2013-01-04</td>\n",
       "      <td>15.396262</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>000789.SZ</td>\n",
       "      <td>2013-01-04</td>\n",
       "      <td>-14.801720</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>000903.SZ</td>\n",
       "      <td>2013-01-04</td>\n",
       "      <td>-15.405085</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>000912.SZ</td>\n",
       "      <td>2013-01-04</td>\n",
       "      <td>14.755241</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>000935.SZ</td>\n",
       "      <td>2013-01-04</td>\n",
       "      <td>15.413214</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>000970.SZ</td>\n",
       "      <td>2013-01-04</td>\n",
       "      <td>15.458413</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "        code    m_nDate      kurto\n",
       "0  000400.SZ 2013-01-04  -0.317991\n",
       "1  000558.SZ 2013-01-04 -15.387820\n",
       "2  000677.SZ 2013-01-04 -15.459625\n",
       "3  000731.SZ 2013-01-04  15.443339\n",
       "4  000752.SZ 2013-01-04  15.396262\n",
       "5  000789.SZ 2013-01-04 -14.801720\n",
       "6  000903.SZ 2013-01-04 -15.405085\n",
       "7  000912.SZ 2013-01-04  14.755241\n",
       "8  000935.SZ 2013-01-04  15.413214\n",
       "9  000970.SZ 2013-01-04  15.458413"
      ]
     },
     "execution_count": 40,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess.run(\"\"\"\n",
    "    kurto_partitioned.tableInsert(kurto);\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 41,
   "id": "eea5cb0b-8452-41a9-a0ad-7cf52c856c25",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>count</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>154953</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "    count\n",
       "0  154953"
      ]
     },
     "execution_count": 41,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess.run(\"\"\"\n",
    "    select count(*) from kurto_partitioned;\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 45,
   "id": "9e7bc856-517b-4bf9-866d-4fe85b9705a3",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'partitionType': 5,\n",
       " 'partitionColumnType': 17,\n",
       " 'partitionColumnIndex': 0,\n",
       " 'chunkPath': None,\n",
       " 'colDefs':       name typeString  typeInt comment\n",
       " 0     code     SYMBOL       17        \n",
       " 1  m_nDate       DATE        6        \n",
       " 2    kurto     DOUBLE       16        ,\n",
       " 'chunkGranularity': 'TABLE',\n",
       " 'partitionTypeName': 'HASH',\n",
       " 'keepDuplicates': 'ALL',\n",
       " 'engineType': 'TSDB',\n",
       " 'partitionColumnName': 'code',\n",
       " 'partitionSchema': 50,\n",
       " 'sortColumns': array(['code', 'm_nDate'], dtype=object),\n",
       " 'partitionSites': None}"
      ]
     },
     "execution_count": 45,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess.run(\"\"\"\n",
    "    schema(loadTable(\"dfs://daily_stock_ts\", \"kurto_partitioned\"));\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 46,
   "id": "94ae00b5-ba42-48b9-b114-012cf306d871",
   "metadata": {},
   "outputs": [],
   "source": [
    "sess.run(\"m_table = table(kurto)\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 47,
   "id": "e30134f9-5110-421d-8f71-1bef25e7ef17",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>code</th>\n",
       "      <th>m_nDate</th>\n",
       "      <th>kurto</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2013-01-04</td>\n",
       "      <td>-0.317991</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2013-01-07</td>\n",
       "      <td>0.790872</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2013-01-08</td>\n",
       "      <td>0.655005</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2013-01-09</td>\n",
       "      <td>0.965054</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>000400.SZ</td>\n",
       "      <td>2013-01-10</td>\n",
       "      <td>-0.116488</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>154948</th>\n",
       "      <td>688396.SH</td>\n",
       "      <td>2022-07-04</td>\n",
       "      <td>-15.420192</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>154949</th>\n",
       "      <td>688396.SH</td>\n",
       "      <td>2022-07-05</td>\n",
       "      <td>-15.426922</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>154950</th>\n",
       "      <td>688396.SH</td>\n",
       "      <td>2022-07-06</td>\n",
       "      <td>-15.389434</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>154951</th>\n",
       "      <td>688396.SH</td>\n",
       "      <td>2022-07-07</td>\n",
       "      <td>-15.411602</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>154952</th>\n",
       "      <td>688396.SH</td>\n",
       "      <td>2022-07-08</td>\n",
       "      <td>-15.401453</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>154953 rows × 3 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "             code    m_nDate      kurto\n",
       "0       000400.SZ 2013-01-04  -0.317991\n",
       "1       000400.SZ 2013-01-07   0.790872\n",
       "2       000400.SZ 2013-01-08   0.655005\n",
       "3       000400.SZ 2013-01-09   0.965054\n",
       "4       000400.SZ 2013-01-10  -0.116488\n",
       "...           ...        ...        ...\n",
       "154948  688396.SH 2022-07-04 -15.420192\n",
       "154949  688396.SH 2022-07-05 -15.426922\n",
       "154950  688396.SH 2022-07-06 -15.389434\n",
       "154951  688396.SH 2022-07-07 -15.411602\n",
       "154952  688396.SH 2022-07-08 -15.401453\n",
       "\n",
       "[154953 rows x 3 columns]"
      ]
     },
     "execution_count": 47,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess.run(\"m_table\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 51,
   "id": "947e3346-15f6-4fb5-b2d6-b97b013a3b36",
   "metadata": {},
   "outputs": [],
   "source": [
    "code = \"\"\"\n",
    "    // 保证创建新的分区表不会和已经存在表冲突\n",
    "    if (existsTable(\"{ddb_daily_path}\", \"{partition_tbl_name}\")) {{\n",
    "        dropTable({ddb_daily_dbname}, \"{partition_tbl_name}\");\n",
    "    }}\n",
    "\n",
    "    {partition_tbl_name} = createPartitionedTable(\n",
    "        dbHandle = {ddb_daily_dbname},\n",
    "        table = {memory_tbl_name}, \n",
    "        \"{partition_tbl_name}\",\n",
    "        partitionColumns = 'code',\n",
    "        compressMethods = {{'m_nDate' : 'delta'}},\n",
    "        sortColumns = `code`m_nDate\n",
    "    );\n",
    "\"\"\".format(\n",
    "    ddb_daily_path = \"A\",\n",
    "    ddb_daily_dbname = \"B\",\n",
    "    partition_tbl_name = \"C\",\n",
    "    memory_tbl_name = \"D\",\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 53,
   "id": "5d758c68-301a-47a7-9cd2-b7dd7edf1a55",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "('\\n'\n",
      " '    // 保证创建新的分区表不会和已经存在表冲突\\n'\n",
      " '    if (existsTable(\"A\", \"C\")) {\\n'\n",
      " '        dropTable(B, \"C\");\\n'\n",
      " '    }\\n'\n",
      " '\\n'\n",
      " '    C = createPartitionedTable(\\n'\n",
      " '        dbHandle = B,\\n'\n",
      " '        table = D, \\n'\n",
      " '        \"C\",\\n'\n",
      " \"        partitionColumns = 'code',\\n\"\n",
      " \"        compressMethods = {'m_nDate' : 'delta'},\\n\"\n",
      " '        sortColumns = `code`m_nDate\\n'\n",
      " '    );\\n')\n"
     ]
    }
   ],
   "source": [
    "from pprint import pprint\n",
    "pprint(code)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 56,
   "id": "400424d9-9c58-4417-94e4-fe1569522b03",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "{'chunkGranularity': 'TABLE',\n",
      " 'chunkPath': None,\n",
      " 'colDefs':       name typeString  typeInt comment\n",
      "0     code     SYMBOL       17        \n",
      "1  m_nDate       DATE        6        \n",
      "2    kurto     DOUBLE       16        ,\n",
      " 'engineType': 'TSDB',\n",
      " 'keepDuplicates': 'ALL',\n",
      " 'partitionColumnIndex': 0,\n",
      " 'partitionColumnName': 'code',\n",
      " 'partitionColumnType': 17,\n",
      " 'partitionSchema': 50,\n",
      " 'partitionSites': None,\n",
      " 'partitionType': 5,\n",
      " 'partitionTypeName': 'HASH',\n",
      " 'sortColumns': array(['code', 'm_nDate'], dtype=object)}\n"
     ]
    }
   ],
   "source": [
    "pprint(\n",
    "    sess.run(\"\"\"\n",
    "        schema(loadTable(\"dfs://daily_stock_ts\", \"hft_daily_factor\"));\n",
    "    \"\"\")\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 62,
   "id": "68e74de8-359c-4c47-a361-2c006896211c",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>count</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>309906</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "    count\n",
       "0  309906"
      ]
     },
     "execution_count": 62,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess.run(\"\"\"\n",
    "    select count(*) from loadTable(\"dfs://daily_stock_ts\", \"hft_daily_factor\");\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "id": "b1bd7605-c347-44f2-a90f-bc949cde0ef0",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>code</th>\n",
       "      <th>report_period</th>\n",
       "      <th>appear_in_period</th>\n",
       "      <th>appear_at_date</th>\n",
       "      <th>TOT_OPER_REV</th>\n",
       "      <th>OPER_REV</th>\n",
       "      <th>INT_INC</th>\n",
       "      <th>INSUR_PREM_UNEARNED</th>\n",
       "      <th>HANDLING_CHRG_COMM_INC</th>\n",
       "      <th>NET_INC_OTHER_OPS</th>\n",
       "      <th>...</th>\n",
       "      <th>OTHER_INCOME</th>\n",
       "      <th>MEMO</th>\n",
       "      <th>ASSET_DISPOSAL_INCOME</th>\n",
       "      <th>CONTINUED_NET_PROFIT</th>\n",
       "      <th>END_NET_PROFIT</th>\n",
       "      <th>CREDIT_IMPAIRMENT_LOSS</th>\n",
       "      <th>RD_EXPENSE</th>\n",
       "      <th>STMNOTE_FINEXP</th>\n",
       "      <th>FIN_EXP_INT_INC</th>\n",
       "      <th>TOT_OPER_COST2</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>000677.SZ</td>\n",
       "      <td>2009-12-31</td>\n",
       "      <td>2009-12-31</td>\n",
       "      <td>2010-04-26</td>\n",
       "      <td>3.514495e+09</td>\n",
       "      <td>3.514495e+09</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>26392229.68</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>nan</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3.474455e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>000677.SZ</td>\n",
       "      <td>2009-12-31</td>\n",
       "      <td>2009-12-31</td>\n",
       "      <td>2011-12-10</td>\n",
       "      <td>3.514495e+09</td>\n",
       "      <td>3.514495e+09</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>26392229.68</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>nan</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3.460335e+09</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>2 rows × 69 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "        code report_period appear_in_period appear_at_date  TOT_OPER_REV  \\\n",
       "0  000677.SZ    2009-12-31       2009-12-31     2010-04-26  3.514495e+09   \n",
       "1  000677.SZ    2009-12-31       2009-12-31     2011-12-10  3.514495e+09   \n",
       "\n",
       "       OPER_REV  INT_INC  INSUR_PREM_UNEARNED  HANDLING_CHRG_COMM_INC  \\\n",
       "0  3.514495e+09      0.0                  0.0                     0.0   \n",
       "1  3.514495e+09      0.0                  0.0                     0.0   \n",
       "\n",
       "   NET_INC_OTHER_OPS  ...  OTHER_INCOME  MEMO  ASSET_DISPOSAL_INCOME  \\\n",
       "0        26392229.68  ...           0.0   nan                    0.0   \n",
       "1        26392229.68  ...           0.0   nan                    0.0   \n",
       "\n",
       "   CONTINUED_NET_PROFIT  END_NET_PROFIT  CREDIT_IMPAIRMENT_LOSS  RD_EXPENSE  \\\n",
       "0                   0.0             0.0                     0.0         0.0   \n",
       "1                   0.0             0.0                     0.0         0.0   \n",
       "\n",
       "   STMNOTE_FINEXP  FIN_EXP_INT_INC  TOT_OPER_COST2  \n",
       "0             0.0              0.0    3.474455e+09  \n",
       "1             0.0              0.0    3.460335e+09  \n",
       "\n",
       "[2 rows x 69 columns]"
      ]
     },
     "execution_count": 21,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "import dolphindb as ddb \n",
    "\n",
    "sess = ddb.session('192.168.1.167', 8848)\n",
    "sess.login('admin', '123456')\n",
    "\n",
    "sess.run(\"\"\"\n",
    "    is_common_adj = loadTable(\"dfs://pit_stock_ts\", \"is_common_adj\")\n",
    "    is_common_ori = loadTable(\"dfs://pit_stock_ts\", \"is_common_ori\")\n",
    "    select * from is_common_ori where code='000677.SZ' and report_period=2009.12.31\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "id": "f0b3928d-c06f-4976-b568-091d98293a6e",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>code</th>\n",
       "      <th>report_period</th>\n",
       "      <th>appear_in_period</th>\n",
       "      <th>appear_at_date</th>\n",
       "      <th>TOT_OPER_REV</th>\n",
       "      <th>OPER_REV</th>\n",
       "      <th>INT_INC</th>\n",
       "      <th>INSUR_PREM_UNEARNED</th>\n",
       "      <th>HANDLING_CHRG_COMM_INC</th>\n",
       "      <th>NET_INC_OTHER_OPS</th>\n",
       "      <th>...</th>\n",
       "      <th>OTHER_INCOME</th>\n",
       "      <th>MEMO</th>\n",
       "      <th>ASSET_DISPOSAL_INCOME</th>\n",
       "      <th>CONTINUED_NET_PROFIT</th>\n",
       "      <th>END_NET_PROFIT</th>\n",
       "      <th>CREDIT_IMPAIRMENT_LOSS</th>\n",
       "      <th>RD_EXPENSE</th>\n",
       "      <th>STMNOTE_FINEXP</th>\n",
       "      <th>FIN_EXP_INT_INC</th>\n",
       "      <th>TOT_OPER_COST2</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>000677.SZ</td>\n",
       "      <td>2009-12-31</td>\n",
       "      <td>2010-12-31</td>\n",
       "      <td>2011-04-29</td>\n",
       "      <td>3.514495e+09</td>\n",
       "      <td>3.514495e+09</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>26392229.68</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>nan</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3.474455e+09</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1 rows × 69 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "        code report_period appear_in_period appear_at_date  TOT_OPER_REV  \\\n",
       "0  000677.SZ    2009-12-31       2010-12-31     2011-04-29  3.514495e+09   \n",
       "\n",
       "       OPER_REV  INT_INC  INSUR_PREM_UNEARNED  HANDLING_CHRG_COMM_INC  \\\n",
       "0  3.514495e+09      0.0                  0.0                     0.0   \n",
       "\n",
       "   NET_INC_OTHER_OPS  ...  OTHER_INCOME  MEMO  ASSET_DISPOSAL_INCOME  \\\n",
       "0        26392229.68  ...           0.0   nan                    0.0   \n",
       "\n",
       "   CONTINUED_NET_PROFIT  END_NET_PROFIT  CREDIT_IMPAIRMENT_LOSS  RD_EXPENSE  \\\n",
       "0                   0.0             0.0                     0.0         0.0   \n",
       "\n",
       "   STMNOTE_FINEXP  FIN_EXP_INT_INC  TOT_OPER_COST2  \n",
       "0             0.0              0.0    3.474455e+09  \n",
       "\n",
       "[1 rows x 69 columns]"
      ]
     },
     "execution_count": 25,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess.run(\"select * from is_common_adj where code='000677.SZ' and report_period=2009.12.31\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "id": "d68ea326-82c3-4a7c-97cf-c04dd8aee56b",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>sum_cnt</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>1468390810</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      sum_cnt\n",
       "0  1468390810"
      ]
     },
     "execution_count": 29,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess = ddb.session('192.168.1.7', 8848)\n",
    "sess.login('admin', '123456')\n",
    "sess.run(\"\"\"\n",
    "tbl = loadTable(\"dfs://hft_stock_ts\", 'TickPartitioned');\n",
    "select sum(cnt) from (select count(*) as cnt from tbl map);\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 38,
   "id": "7cbc4906-7756-424a-9ce5-9d2b6d1bab4b",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>sum_cnt</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
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       "      sum_cnt\n",
       "0  4991926704"
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     "execution_count": 38,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess = ddb.session('192.168.1.7', 8848)\n",
    "sess.login('admin', '123456')\n",
    "sess.run(\"\"\"\n",
    "    tbl = loadTable(\"dfs://hft_stock_ts\", 'TickPartitioned');\n",
    "    select sum(cnt) from (select count(*) as cnt from tbl map);\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 39,
   "id": "e9ab5e57-dce5-4426-9bac-4238cd067197",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "\n",
       "    .dataframe thead th {\n",
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>sum_cnt</th>\n",
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       "   sum_cnt\n",
       "0  9388749"
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     "execution_count": 39,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess.run(\"\"\"\n",
    "    select sum(cnt) from (select count(*) as cnt from tbl where code='002182.SZ' map);\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 43,
   "id": "4ba45027-bbb5-4b27-99da-3452cc8d2f1c",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
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       "      <th>count</th>\n",
       "    </tr>\n",
       "  </thead>\n",
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       "      <th>0</th>\n",
       "      <td>2298</td>\n",
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      "text/plain": [
       "   count\n",
       "0   2298"
      ]
     },
     "execution_count": 43,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess.run(\"\"\"\n",
    "    select count(*) from (\n",
    "    select code, m_nDate, count(*) as cnt from tbl where code='002182.SZ' group by code, m_nDate map\n",
    "    );\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 57,
   "id": "29ab8af5-e571-4064-b691-a186d9fb4d08",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
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       "      <th>m_nDate</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2013-01-04</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-07</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-01-08</th>\n",
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       "    <tr>\n",
       "      <th>2013-01-09</th>\n",
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       "    <tr>\n",
       "      <th>2013-01-10</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-07-04</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-07-05</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-07-06</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-07-07</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-07-08</th>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>2298 rows × 0 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "Empty DataFrame\n",
       "Columns: []\n",
       "Index: [2013-01-04 00:00:00, 2013-01-07 00:00:00, 2013-01-08 00:00:00, 2013-01-09 00:00:00, 2013-01-10 00:00:00, 2013-01-11 00:00:00, 2013-01-14 00:00:00, 2013-01-15 00:00:00, 2013-01-16 00:00:00, 2013-01-17 00:00:00, 2013-01-18 00:00:00, 2013-01-21 00:00:00, 2013-01-22 00:00:00, 2013-01-23 00:00:00, 2013-01-24 00:00:00, 2013-01-25 00:00:00, 2013-01-28 00:00:00, 2013-01-29 00:00:00, 2013-01-30 00:00:00, 2013-01-31 00:00:00, 2013-02-01 00:00:00, 2013-02-04 00:00:00, 2013-02-05 00:00:00, 2013-02-06 00:00:00, 2013-02-07 00:00:00, 2013-02-08 00:00:00, 2013-02-18 00:00:00, 2013-02-19 00:00:00, 2013-02-20 00:00:00, 2013-02-21 00:00:00, 2013-02-22 00:00:00, 2013-02-25 00:00:00, 2013-02-26 00:00:00, 2013-02-27 00:00:00, 2013-02-28 00:00:00, 2013-03-01 00:00:00, 2013-03-04 00:00:00, 2013-03-05 00:00:00, 2013-03-06 00:00:00, 2013-03-07 00:00:00, 2013-03-08 00:00:00, 2013-03-11 00:00:00, 2013-03-12 00:00:00, 2013-03-13 00:00:00, 2013-03-14 00:00:00, 2013-03-15 00:00:00, 2013-03-18 00:00:00, 2013-03-19 00:00:00, 2013-03-20 00:00:00, 2013-03-21 00:00:00, 2013-03-22 00:00:00, 2013-03-25 00:00:00, 2013-03-26 00:00:00, 2013-03-27 00:00:00, 2013-03-28 00:00:00, 2013-03-29 00:00:00, 2013-04-01 00:00:00, 2013-04-02 00:00:00, 2013-04-03 00:00:00, 2013-04-08 00:00:00, 2013-04-09 00:00:00, 2013-04-10 00:00:00, 2013-04-11 00:00:00, 2013-04-12 00:00:00, 2013-04-15 00:00:00, 2013-04-16 00:00:00, 2013-04-17 00:00:00, 2013-04-18 00:00:00, 2013-04-19 00:00:00, 2013-04-22 00:00:00, 2013-04-23 00:00:00, 2013-04-24 00:00:00, 2013-04-25 00:00:00, 2013-04-26 00:00:00, 2013-05-02 00:00:00, 2013-05-03 00:00:00, 2013-05-06 00:00:00, 2013-05-07 00:00:00, 2013-05-08 00:00:00, 2013-05-09 00:00:00, 2013-05-10 00:00:00, 2013-05-13 00:00:00, 2013-05-14 00:00:00, 2013-05-15 00:00:00, 2013-05-16 00:00:00, 2013-05-17 00:00:00, 2013-05-20 00:00:00, 2013-05-21 00:00:00, 2013-05-22 00:00:00, 2013-05-23 00:00:00, 2013-05-24 00:00:00, 2013-05-27 00:00:00, 2013-05-28 00:00:00, 2013-05-29 00:00:00, 2013-05-30 00:00:00, 2013-05-31 00:00:00, 2013-06-03 00:00:00, 2013-06-04 00:00:00, 2013-06-05 00:00:00, 2013-06-06 00:00:00, ...]\n",
       "\n",
       "[2298 rows x 0 columns]"
      ]
     },
     "execution_count": 57,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df = sess.run(\"\"\"\n",
    "    select m_nDate from tbl where code='002182.SZ' group by m_nDate map;\n",
    "\"\"\").set_index('m_nDate')\n",
    "df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 51,
   "id": "013d191b-2a41-4d7b-8382-b6ee8764c2d0",
   "metadata": {},
   "outputs": [],
   "source": [
    "import sqlalchemy as sa\n",
    "engine = sa.create_engine(\n",
    "    'mssql+pyodbc://sa:passw0rd!@192.168.1.7/master?driver=ODBC+Driver+18+for+SQL+Server',\n",
    "    connect_args = {\n",
    "        \"TrustServerCertificate\": \"yes\"\n",
    "    }, echo=False)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 54,
   "id": "c90e8e9d-cde0-4a7a-afd3-ea771483f001",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'20130104'"
      ]
     },
     "execution_count": 54,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "with engine.connect() as conn:\n",
    "    rows = conn.execute(\"select * from [Level2BytesTick].dbo.[Tick] where S_INFO_WINDCODE='002182.SZ'\").fetchall()\n",
    "    rows = [row for row in rows]\n",
    "    "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 58,
   "id": "525dfcf1-720a-4b65-90b5-28d0c2118cf5",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "True"
      ]
     },
     "execution_count": 58,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "import pandas as pd\n",
    "dt = pd.to_datetime(rows[0][1], format='%Y%m%d')\n",
    "dt in df.index"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 31,
   "id": "0e6e949b-ff25-40eb-a70a-72a3a6639aec",
   "metadata": {},
   "outputs": [
    {
     "ename": "RuntimeError",
     "evalue": "<Exception> in run: Failed to read response header from the socket with IO error type 13",
     "output_type": "error",
     "traceback": [
      "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[0;31mRuntimeError\u001b[0m                              Traceback (most recent call last)",
      "Input \u001b[0;32mIn [31]\u001b[0m, in \u001b[0;36m<cell line: 15>\u001b[0;34m()\u001b[0m\n\u001b[1;32m      1\u001b[0m code \u001b[38;5;241m=\u001b[39m \u001b[38;5;124m\"\"\"\u001b[39m\n\u001b[1;32m      2\u001b[0m \u001b[38;5;124mtbl = loadTable(\u001b[39m\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mdfs://hft_stock_ts\u001b[39m\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124m, \u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mTickPartitioned\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124m)\u001b[39m\n\u001b[1;32m      3\u001b[0m \n\u001b[0;32m   (...)\u001b[0m\n\u001b[1;32m     13\u001b[0m \u001b[38;5;124m}\u001b[39m\n\u001b[1;32m     14\u001b[0m \u001b[38;5;124m\"\"\"\u001b[39m\n\u001b[0;32m---> 15\u001b[0m \u001b[43msess\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mrun\u001b[49m\u001b[43m(\u001b[49m\u001b[43mcode\u001b[49m\u001b[43m)\u001b[49m\n",
      "File \u001b[0;32m~/.venv/tinysoft/lib/python3.8/site-packages/dolphindb/session.py:161\u001b[0m, in \u001b[0;36msession.run\u001b[0;34m(self, script, *args, **kwargs)\u001b[0m\n\u001b[1;32m    159\u001b[0m     \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mfetchSize\u001b[39m\u001b[38;5;124m\"\u001b[39m \u001b[38;5;129;01min\u001b[39;00m kwargs\u001b[38;5;241m.\u001b[39mkeys():\n\u001b[1;32m    160\u001b[0m         \u001b[38;5;28;01mreturn\u001b[39;00m BlockReader(\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mcpp\u001b[38;5;241m.\u001b[39mrunBlock(script, \u001b[38;5;241m*\u001b[39m\u001b[38;5;241m*\u001b[39mkwargs))\n\u001b[0;32m--> 161\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mcpp\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mrun\u001b[49m\u001b[43m(\u001b[49m\u001b[43mscript\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43margs\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43mkwargs\u001b[49m\u001b[43m)\u001b[49m\n",
      "\u001b[0;31mRuntimeError\u001b[0m: <Exception> in run: Failed to read response header from the socket with IO error type 13"
     ]
    }
   ],
   "source": [
    "code = \"\"\"\n",
    "tbl = loadTable(\"dfs://hft_stock_ts\", 'TickPartitioned')\n",
    "\n",
    "for (code in ['000666.SZ' , '000667.SZ', '000668.SZ', '000669.SZ']) {\n",
    "\tdel_date = 2013.01.01\n",
    "\t//end_date = 2013.01.31\n",
    "\tdo {\n",
    "\t\t//print('Deleting ' + code + ' from ' + start_date + ' to ' + end_date);\n",
    "\t\tprint('Deleting ' + code + ' of ' + del_date);\n",
    "\t\tdelete from tbl where m_nDate=del_date, code=code;\n",
    "\t\tdel_date = temporalAdd(del_date, 1, \"d\");\n",
    "\t} while (del_date <= 2022.12.31)\n",
    "}\n",
    "\"\"\"\n",
    "# 这段代码运行好赶紧注释掉，非常危险\n",
    "# sess.run(code)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 37,
   "id": "ea0501e7-d416-45ce-add5-e443c55f158c",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "\n",
       "    .dataframe tbody tr th {\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>code</th>\n",
       "      <th>industry_code</th>\n",
       "      <th>industry_name</th>\n",
       "      <th>industry_level</th>\n",
       "      <th>enter_date</th>\n",
       "      <th>exit_date</th>\n",
       "      <th>is_new</th>\n",
       "      <th>industry_class</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>000017.SZ</td>\n",
       "      <td>SWHY310000</td>\n",
       "      <td>申万交运设备</td>\n",
       "      <td>1</td>\n",
       "      <td>1992-03-31</td>\n",
       "      <td>2011-10-10</td>\n",
       "      <td>0</td>\n",
       "      <td>SWHY</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>000017.SZ</td>\n",
       "      <td>SWHY310300</td>\n",
       "      <td>申万非汽车交运设备</td>\n",
       "      <td>2</td>\n",
       "      <td>1992-03-31</td>\n",
       "      <td>2011-10-10</td>\n",
       "      <td>0</td>\n",
       "      <td>SWHY</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>000017.SZ</td>\n",
       "      <td>SWHY310301</td>\n",
       "      <td>申万摩托车</td>\n",
       "      <td>3</td>\n",
       "      <td>1992-03-31</td>\n",
       "      <td>2011-10-10</td>\n",
       "      <td>0</td>\n",
       "      <td>SWHY</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>000017.SZ</td>\n",
       "      <td>SWHY310000</td>\n",
       "      <td>申万交运设备</td>\n",
       "      <td>1</td>\n",
       "      <td>2011-10-10</td>\n",
       "      <td>2014-02-21</td>\n",
       "      <td>0</td>\n",
       "      <td>SWHY</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>000017.SZ</td>\n",
       "      <td>SWHY310300</td>\n",
       "      <td>申万非汽车交运设备</td>\n",
       "      <td>2</td>\n",
       "      <td>2011-10-10</td>\n",
       "      <td>2014-02-21</td>\n",
       "      <td>0</td>\n",
       "      <td>SWHY</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>95</th>\n",
       "      <td>000157.SZ</td>\n",
       "      <td>SWHY260202</td>\n",
       "      <td>申万工程机械</td>\n",
       "      <td>3</td>\n",
       "      <td>2000-10-12</td>\n",
       "      <td>2014-02-21</td>\n",
       "      <td>0</td>\n",
       "      <td>SWHY</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>96</th>\n",
       "      <td>000157.SZ</td>\n",
       "      <td>SWHY640000</td>\n",
       "      <td>申万机械设备</td>\n",
       "      <td>1</td>\n",
       "      <td>2014-02-21</td>\n",
       "      <td>2021-12-13</td>\n",
       "      <td>0</td>\n",
       "      <td>SWHY</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>97</th>\n",
       "      <td>000157.SZ</td>\n",
       "      <td>SWHY640200</td>\n",
       "      <td>申万专用设备</td>\n",
       "      <td>2</td>\n",
       "      <td>2014-02-21</td>\n",
       "      <td>2021-12-13</td>\n",
       "      <td>0</td>\n",
       "      <td>SWHY</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>98</th>\n",
       "      <td>000157.SZ</td>\n",
       "      <td>SWHY640201</td>\n",
       "      <td>申万工程机械</td>\n",
       "      <td>3</td>\n",
       "      <td>2014-02-21</td>\n",
       "      <td>2021-12-13</td>\n",
       "      <td>0</td>\n",
       "      <td>SWHY</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>99</th>\n",
       "      <td>000157.SZ</td>\n",
       "      <td>SWHY640000</td>\n",
       "      <td>申万机械设备</td>\n",
       "      <td>1</td>\n",
       "      <td>2021-12-13</td>\n",
       "      <td>NaT</td>\n",
       "      <td>1</td>\n",
       "      <td>SWHY</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>100 rows × 8 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "         code industry_code industry_name  industry_level enter_date  \\\n",
       "0   000017.SZ    SWHY310000        申万交运设备               1 1992-03-31   \n",
       "1   000017.SZ    SWHY310300     申万非汽车交运设备               2 1992-03-31   \n",
       "2   000017.SZ    SWHY310301         申万摩托车               3 1992-03-31   \n",
       "3   000017.SZ    SWHY310000        申万交运设备               1 2011-10-10   \n",
       "4   000017.SZ    SWHY310300     申万非汽车交运设备               2 2011-10-10   \n",
       "..        ...           ...           ...             ...        ...   \n",
       "95  000157.SZ    SWHY260202        申万工程机械               3 2000-10-12   \n",
       "96  000157.SZ    SWHY640000        申万机械设备               1 2014-02-21   \n",
       "97  000157.SZ    SWHY640200        申万专用设备               2 2014-02-21   \n",
       "98  000157.SZ    SWHY640201        申万工程机械               3 2014-02-21   \n",
       "99  000157.SZ    SWHY640000        申万机械设备               1 2021-12-13   \n",
       "\n",
       "    exit_date  is_new industry_class  \n",
       "0  2011-10-10       0           SWHY  \n",
       "1  2011-10-10       0           SWHY  \n",
       "2  2011-10-10       0           SWHY  \n",
       "3  2014-02-21       0           SWHY  \n",
       "4  2014-02-21       0           SWHY  \n",
       "..        ...     ...            ...  \n",
       "95 2014-02-21       0           SWHY  \n",
       "96 2021-12-13       0           SWHY  \n",
       "97 2021-12-13       0           SWHY  \n",
       "98 2021-12-13       0           SWHY  \n",
       "99        NaT       1           SWHY  \n",
       "\n",
       "[100 rows x 8 columns]"
      ]
     },
     "execution_count": 37,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sess.run(\"\"\"\n",
    "tbl = loadTable(\"dfs://info_stock_ts\", 'info_industry');\n",
    "select top 100 * from tbl map;\n",
    "\"\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "16dd860d-049f-420e-8d04-d1f8969e5ed1",
   "metadata": {},
   "outputs": [],
   "source": []
  }
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