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def test_weights_producer(): | ||
import pandas as pd | ||
from czsc.traders import RedisWeightsClient | ||
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redis_url = 'redis://20.205.5.**:9103/1' | ||
rwc = RedisWeightsClient('test', redis_url, key_prefix='WeightsA') | ||
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# 如果需要清理 redis 中的数据,执行 | ||
rwc.clear_all() | ||
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# 首次写入,建议设置一些策略元数据 | ||
rwc.set_metadata(description='测试策略:仅用于读写redis测试', base_freq='1分钟', author='ZB', outsample_sdt='20220101') | ||
print(rwc.metadata) | ||
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# 写入策略持仓权重,样例数据下载:https://s0cqcxuy3p.feishu.cn/wiki/Pf1fw1woQi4iJikbKJmcYToznxb | ||
weights = pd.read_feather(r"C:\Users\zengb\Downloads\weight_example.feather") | ||
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# 写入单条数据 | ||
rwc.publish(**weights.iloc[0].to_dict()) | ||
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# 批量写入整个dataframe;样例超300万行,写入耗时约5分钟 | ||
rwc.publish_dataframe(weights, overwrite=False, batch_size=1000000) | ||
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# 获取redis中该策略有持仓权重的品种列表 | ||
symbols = rwc.get_symbols() | ||
print(symbols) | ||
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# 获取指定品种在某个时间段的持仓权重数据 | ||
dfw = rwc.get_hist_weights('ZZSF9001', '20210101', '20230101') | ||
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# 获取所有品种最近一个时间的持仓权重 | ||
dfr = rwc.get_last_weights(symbols=symbols) |