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@@ -29,44 +29,42 @@ import threading
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engine2 = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/stocks?charset=utf8')
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stocks = list(get_all_securities(['stock'], date='2021-12-31').index)
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-stocks =stocks[0:40]
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+
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thd = threading.local()
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def qbh(stocks, engine, engine_backup):
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for stock in stocks:
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- print(engine)
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- print(engine_backup)
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+ thd.new_df = pd.DataFrame(columns=('date', 'open', 'close', 'high', 'low', 'volume', 'money', 'HL'))
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+
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+ thd.df_day = stk['stk' + stock[:6]]
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+ for i in thd.df_day.index:
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+ if i == 0 or i == 1:
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+ thd.new_df = pd.concat([thd.new_df, thd.df_day.iloc[[i]]], ignore_index=True)
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+
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+ elif (thd.new_df.iloc[-1, 3] > thd.df_day.loc[i, 'high']
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+ and thd.new_df.iloc[-1, 4] > thd.df_day.loc[i, 'low']) \
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+ or (thd.new_df.iloc[-1, 3] < thd.df_day.loc[i, 'high']
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+ and thd.new_df.iloc[-1, 4] < thd.df_day.loc[i, 'low']):
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+ thd.new_df = pd.concat([thd.new_df, thd.df_day.iloc[[i]]], ignore_index=True)
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+
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+ else:
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+
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+ if thd.new_df.iloc[-2, 3] > thd.new_df.iloc[-1, 3]:
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+ thd.new_df.iloc[-1, 3] = min(thd.new_df.iloc[-1, 3], thd.df_day.loc[i, 'high'])
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+ thd.new_df.iloc[-1, 4] = min(thd.new_df.iloc[-1, 4], thd.df_day.loc[i, 'low'])
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+ else:
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+
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+ thd.new_df.iloc[-1, 3] = max(thd.new_df.iloc[-1, 3], thd.df_day.loc[i, 'high'])
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+ thd.new_df.iloc[-1, 4] = max(thd.new_df.iloc[-1, 4], thd.df_day.loc[i, 'low'])
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+ thd.new_df.to_sql('stk%s_%s' % (stock[:6], u), con=engine, index=True, if_exists='replace')
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+ with engine.connect() as con:
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+ con.execute('ALTER TABLE stk%s_%s ADD PRIMARY KEY (`date`);' % (stock[:6], u))
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+ thd.new_df.to_sql('stk%s_%s' % (stock[:6], u), con=engine_backup, index=True, if_exists='replace')
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+ with engine_backup.connect() as con_backup:
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+ con_backup.execute('ALTER TABLE stk%s_%s ADD PRIMARY KEY (`date`);' % (stock[:6], u))
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