update data loader

main
yzlocal 2 years ago
parent 1da5b089bf
commit b94beef451

@ -29,7 +29,7 @@ def run_add_1day_code_init_minKline(date, code_list):
tsl.get_mkt_min_k(date, date, code_list_filtered)) tsl.get_mkt_min_k(date, date, code_list_filtered))
if not df.empty: if not df.empty:
logger.info( logger.info(
f'Getting a df of {df.shape}: {code_list[0][:-4]} on {date}') f'Getting a df of {df.shape}: {"+".join(code_list)} on {date}')
ddb.append_hft_table(ddb.ddf_hft_mink_tbname, df) ddb.append_hft_table(ddb.ddf_hft_mink_tbname, df)
@ -121,7 +121,7 @@ def run():
too slow. depracated. too slow. depracated.
""" """
all_code_dict_by_init = {} all_code_dict_by_init = {}
for c in code_list_pickel: for c in code_list_pickel_from_file:
init = c[:-4] init = c[:-4]
if init in all_code_dict_by_init: if init in all_code_dict_by_init:
all_code_dict_by_init[init].append(c) all_code_dict_by_init[init].append(c)
@ -146,7 +146,7 @@ def run():
def run_pool_dates_by_code_init_n_group(typ='mink', code_gp_amt=10, date_gp_amt=10, start_date='20220101', end_date='20221031', if_check=1, code_dict_by='init'): def run_pool_dates_by_code_init_n_group(typ='mink', code_gp_amt=10, date_gp_amt=10, start_date='20220101', end_date='20221031', if_check=1, code_dict_by='init'):
logger.info("Running run_pool_dates_by_group") logger.info("Running run_pool_dates_by_group")
code_list_pickel=code_list_pickel_from_file code_list_pickel=code_list_pickel_from_file
code_list_pickel=sorted(list(set())) code_list_pickel=sorted(list(set(code_list_pickel)))
all_code_dict_by_init = {} all_code_dict_by_init = {}
for c in code_list_pickel: for c in code_list_pickel:
if c[-4:] < start_date[2:6]: if c[-4:] < start_date[2:6]:
@ -194,8 +194,6 @@ def run_pool_dates_by_code_init_n_group(typ='mink', code_gp_amt=10, date_gp_amt=
logger.info(code_list) logger.info(code_list)
if typ == 'mink': if typ == 'mink':
# logger.info('Running mink') # logger.info('Running mink')
logger.info(date_list)
logger.info(code_list)
run_pool_add_by_datelist_codeinit( run_pool_add_by_datelist_codeinit(
'mink', date_list, code_list, if_check) 'mink', date_list, code_list, if_check)
@ -226,12 +224,12 @@ if __name__ == '__main__':
split_code_into_howmany_groups_no = int(split_code_into_howmany_groups_no) split_code_into_howmany_groups_no = int(split_code_into_howmany_groups_no)
split_date_into_howmany_groups=int(split_date_into_howmany_groups) split_date_into_howmany_groups=int(split_date_into_howmany_groups)
else: else:
typ = 'mink' typ = 'tick'
st_d = '20210104' st_d = '20211201'
en_d = '20211231' en_d = '20211231'
if_check = 0 if_check = 1
split_code_into_howmany_groups_no = 5 split_code_into_howmany_groups_no = 20
split_date_into_howmany_groups = 20 split_date_into_howmany_groups = 5
logger.add(ROOT_DIR+"/logs/{time:YYYYMMDD-HHmmss}"+f"_{running_which_env}_{typ}_{st_d}_{en_d}_{if_check}_{split_code_into_howmany_groups_no}_{split_date_into_howmany_groups}.log", logger.add(ROOT_DIR+"/logs/{time:YYYYMMDD-HHmmss}"+f"_{running_which_env}_{typ}_{st_d}_{en_d}_{if_check}_{split_code_into_howmany_groups_no}_{split_date_into_howmany_groups}.log",

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