0607 update using database

TPM.py

@@ -4,7 +4,8 @@ import numpy as np
 import pandas as pd
 from scipy.optimize import minimize
 import yfinance as yf
-
+import psycopg2
+from config import SQL_CONFIG
 class MVO(object):
     @staticmethod
     def portfolio_info(w, ret, market_ret, rf=0):
@@ -188,13 +189,38 @@ def get_Data(tickers,start_date,end_date):
   all_data_cleaned.set_index('Date', inplace=True)
   all_data_cleaned.index = pd.to_datetime(all_data_cleaned.index, format='%Y-%m-%d')
   return all_data_cleaned
-
+def get_stock(stock_list: list,start_date , end_date):
+    conn = psycopg2.connect(**SQL_CONFIG)
+    sql1="SELECT ticker, date, price FROM stock_price where ticker = ANY(%s)"
+    sql2="SELECT ticker, date, price FROM stock_price_tw where ticker = ANY(%s) ;"
+    tw = []
+    us = []
+    for stock in stock_list:
+        if stock[0].isdigit():
+            tw.append(stock)
+        else:
+            us.append(stock)
+    with conn:
+        with conn.cursor() as curs:
+            curs.execute(sql1, (us,))
+            data_us= curs.fetchall()
+            curs.execute(sql2, (tw,))
+            data_tw= curs.fetchall()
+            data = data_us+data_tw
+    dfStock = pd.DataFrame(data, columns=['ticker', 'date', 'price'])
+    dfStock['date'] = pd.to_datetime(dfStock['date'])
+    dfStock = dfStock.drop_duplicates()
+    g = dfStock.groupby('ticker')
+    port = pd.concat([g.get_group(t).set_index('date')['price'] for t in stock_list], axis=1, join='inner')
+    port.columns=stock_list
+    df = port.loc[start_date:end_date]
+    return df
 
 
 
 def main(tickers, role, start_date, end_date, lookback, backtest, gamma = 0):
   try:
-    data = get_Data(tickers,start_date,end_date)
+    data = get_stock(tickers,start_date,end_date)
   except:
     print("股票資料不合")
     return False

config.py

@@ -0,0 +1,10 @@
+
+
+
+SQL_CONFIG = dict(
+        database="portfolio_platform",
+        user="postgres",
+        host="localhost",
+        port="5432",
+        password="password"
+)

function_calling.py

@@ -114,6 +114,6 @@ def backest_main(query):
         result_messages =  chat_completion_request(sec_message)
     return result_messages.choices[0].message.content
 
-query = "我想要使用GOOGLE和台積電來進行最大夏普比率2019/7/1至2023/9/22的回測"
+query = "我想要使用GOOGLE和台積電來進行最大夏普比率2022/7/1至2024/6/01的回測"
 article = backest_main(query)
 print(article)