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import importlib
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import pickle
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import functools
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import abc
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from pprint import pprint
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from pathlib import Path
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import numpy as np
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import pandas as pd
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import dolphindb as ddb
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import dolphindb.settings as keys
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import sqlalchemy as sa
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from DDBBase import DDBBase
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class DDBLoader(DDBBase):
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"""
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- 放了几个公用的配置字段，包括：
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1. SQL-Server的链接参数
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2. DolphinDB的链接参数
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- 放了几个@abstractmethod在里面，不过如果不需要使用多态特性，那应该用处不大：
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1. create_ddb_database
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2. create_ddb_partition_table
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"""
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mssql_config = {
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'host' : '192.168.1.7',
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'username' : 'sa',
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'password' : 'passw0rd!'
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}
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def __init__(self):
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super().__init__()
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self.mssql_engine = sa.create_engine(
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"mssql+pyodbc://{username}:{password}@{host}/master?driver=ODBC+Driver+18+for+SQL+Server".format(**self.mssql_config),
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connect_args = {
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"TrustServerCertificate": "yes"
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}, echo=False
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)
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@abc.abstractmethod
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def create_ddb_database(self, *args, **kwargs):
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"""
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创建database函数，需要被子类具体实现。
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"""
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return
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@abc.abstractmethod
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def create_ddb_partition_table(self, *args, **kwargs):
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"""
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创建分区表函数，需要被子类具体实现。
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"""
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return
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@staticmethod
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def tscode_to_windcode(series):
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return series.apply(lambda x : x[2:] + '.' + x[:2])
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@staticmethod
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def make_symbol(series):
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return series.astype('int32').astype('str')\
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.apply(str.zfill, args=(6,))\
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.apply(lambda code : \
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code + '.SH' if code[0] == '6' \
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else code + '.SZ')
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@staticmethod
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def make_date(series):
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# 特别是对于分红表，如果某些关键日期还未公布，则会填充0，导致日期解析失败
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series.loc[series == 0] = np.nan
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return pd.to_datetime(
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series.astype(str), format='%Y%m%d')
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@staticmethod
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def make_nparray(series):
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return series.apply(lambda x : np.array(x))
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@staticmethod
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def make_time(series):
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s_hr = series // 10000000 * 3600000
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s_min = series % 10000000 // 100000 * 60000
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s_sec = series % 100000 // 1000
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s_ms = series % 1000
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return pd.to_timedelta(s_hr + s_min + s_sec + s_ms, unit='ms')
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