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target_path.py
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target_path.py
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# -*- coding: utf-8 -*-
"""
Created on Sun Sep 10 10:48:40 2017
@author: Administrator
"""
import numpy as np
import pymysql
import sys
def sqlByType(type_kind, lamda=5, count=8):
if type_kind == 1:
fund_type = 'type1=\'债券型\' or type1= \'债券指数\' or type1= \'保本型\''
elif type_kind == 2:
fund_type = 'type1= \'股票型\' or type1= \'股票指数\' or type1= \'QDII-指数\' '
elif type_kind == 3:
fund_type = 'type1= \'混合型\' '
else:
print("invalid type")
try:
conn = pymysql.connect(host='101.132.182.30', user='reaper', passwd='reaper112233', db='reaper', port=3306,
charset='utf8')
cur1 = conn.cursor() # 获取一个游标
cur1.execute('SELECT code FROM reaper.fund WHERE ' + fund_type)
data = cur1.fetchall()
data_code = []
for d in data:
data_code.append(int(d[0]))
# data_date.append(str(d[1]))
cur2 = conn.cursor()
cur2.execute('SELECT code,rank' + str(int(lamda)) + ' FROM reaper.fund_rank WHERE 1')
data = cur2.fetchall()
data_score = []
for d in data:
if int(d[0]) in data_code:
data_score.append([int(d[0]), float(d[1])])
data_score = np.array(data_score)
data_score = data_score[np.lexsort(-data_score.T)]
code = data_score[0:count, 0]
code = code.tolist()
except Exception:
print("查询失败")
finally:
cur1.close()
cur2.close()
conn.close()
return code
def sqlByFactor(factor_kind, lamda=5, count=8):
data_code = []
try:
conn = pymysql.connect(host='101.132.182.30', user='reaper', passwd='reaper112233', db='reaper', port=3306,
charset='utf8')
cur1 = conn.cursor() # 获取一个游标
cur1.execute('SELECT code FROM reaper.factor_result WHERE max2=' + str(int(factor_kind)))
data = cur1.fetchall()
for d in data:
data_code.append(int(d[0]))
cur2 = conn.cursor() # 获取一个游标
cur2.execute('SELECT code,rank' + str(int(lamda)) + ' FROM reaper.fund_rank WHERE 1')
data = cur2.fetchall()
data_score = []
for d in data:
if int(d[0]) in data_code:
data_score.append([int(d[0]), float(d[1])])
data_score = np.array(data_score)
data_score = data_score[np.lexsort(-data_score.T)]
code = data_score[0:count, 0]
code = code.tolist()
except Exception:
print("查询失败")
finally:
cur1.close()
cur2.close()
conn.close()
return code
# lamda是彩虹条的那个选择
# count资产间分散为10，因子间分散为3
# sqlkind 1为资产减分散，2为因子间分散
# typekind只在资产减分散的时候要用，1债券型，2股票型，3混合型 要分三次调用
# factorkind只在因子间分散时要用，要分10次调用
def sqlCode(lamda=5, count=8, sqlkind=1, type_kind=1, factor_kind=1):
# count 输出基金的数量
# lamda 风险偏好 范围 整数1-10
# sqlkind 筛选方式 1：按基金类型筛选（资产间分散） 2：因子间分散
# type_kind 资产种类 范围 整数1-3
# factor_kind 因子种类 范围 整数1-10
if sqlkind == 1:
code = sqlByType(type_kind, lamda, count)
elif sqlkind == 2:
code = sqlByFactor(factor_kind, lamda, count)
return code
lamda = int(sys.argv[1])
count = int(sys.argv[2])
sqlkind = int(sys.argv[3])
type_kind = int(sys.argv[4])
factor_kind = int(sys.argv[5])
print sqlCode(lamda, count, sqlkind, type_kind, factor_kind)
# print sqlCode(5, 10, 1, 1, 0)
# print sqlCode(5, 10, 1, 2, 0)
# print sqlCode(5, 10, 1, 3, 0)