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In [11]:



    


#!/Tsan/bin/python
# -*- coding: utf-8 -*-



    











In [12]:



    


# Libraries to use
from __future__ import division 
import numpy as np
import pandas as pd
import statsmodels.api as sm
import matplotlib.pyplot as plt
import seaborn as sns
from datetime import datetime



    











In [13]:



    


# Import My own library for factor testing
from SingleFactorTest import factorFilterFunctions as ff
#from config import *



    











In [14]:



    


%matplotlib inline



    











In [ ]:



    


c.execute('SELECT * FROM stocks WHERE symbol=?', t)



    











In [62]:



    


# GET THE  WEEKLY NET WORTH DATA OF EACH FUND
import mysql.connector 

fundID = 'JR000004'  # fundID 
tableName ='fund_weekly_return' # table to query 

cnx = mysql.connector.connect(user='tai', password='tai2015',
                              host='119.254.153.20',port = 13311,
                              database='PrivateEquityFund',charset = 'utf8')

try:
    #sql_query='select id,name from student where  age > %s' 
    cursor = cnx.cursor()
    sql = "select fund_id,fund_name,statistic_date,week_return from %s where fund_id = '%s'" % (tableName,fundID)
    cursor.execute(sql)
    result = cursor.fetchall()
finally:
    cnx.close()
pdResult = pd.DataFrame(result)
pdResult.columns = ['fund_id','fund_name','date','net_worth']
pdResult = pdResult.drop_duplicates().set_index('date')
pdResult



    


















    
Out[62]:










  
    

      
      fund_id
      fund_name
      net_worth
    

    

      date
      
      
      
    

  
  
    

      2015-02-05
      JR000004
      鹏华资产-长河优势1号D
      None
    

    

      2015-02-13
      JR000004
      鹏华资产-长河优势1号D
      0.004000
    

    

      2015-02-17
      JR000004
      鹏华资产-长河优势1号D
      0.000996
    

    

      2015-02-27
      JR000004
      鹏华资产-长河优势1号D
      0.001990
    

    

      2015-03-06
      JR000004
      鹏华资产-长河优势1号D
      -0.000993
    

    

      2015-03-13
      JR000004
      鹏华资产-长河优势1号D
      0.021869
    

    

      2015-03-20
      JR000004
      鹏华资产-长河优势1号D
      0.048638
    

    

      2015-03-27
      JR000004
      鹏华资产-长河优势1号D
      0.038961
    

    

      2015-04-03
      JR000004
      鹏华资产-长河优势1号D
      0.062500
    

    

      2015-04-10
      JR000004
      鹏华资产-长河优势1号D
      0.052941
    

    

      2015-04-17
      JR000004
      鹏华资产-长河优势1号D
      -0.027933
    

    

      2015-04-24
      JR000004
      鹏华资产-长河优势1号D
      0.071429
    

    

      2015-04-30
      JR000004
      鹏华资产-长河优势1号D
      0.020690
    

    

      2015-05-08
      JR000004
      鹏华资产-长河优势1号D
      0.068318
    

    

      2015-05-15
      JR000004
      鹏华资产-长河优势1号D
      0.093465
    

    

      2015-05-22
      JR000004
      鹏华资产-长河优势1号D
      0.106041
    

    

      2015-05-29
      JR000004
      鹏华资产-长河优势1号D
      -0.070889
    

    

      2015-06-05
      JR000004
      鹏华资产-长河优势1号D
      0.065666
    

    

      2015-06-12
      JR000004
      鹏华资产-长河优势1号D
      0.021714
    

    

      2015-06-19
      JR000004
      鹏华资产-长河优势1号D
      -0.137277
    

    

      2015-06-26
      JR000004
      鹏华资产-长河优势1号D
      -0.079893
    

    

      2015-07-03
      JR000004
      鹏华资产-长河优势1号D
      -0.104920
    

    

      2015-07-10
      JR000004
      鹏华资产-长河优势1号D
      -0.120453
    

    

      2015-07-17
      JR000004
      鹏华资产-长河优势1号D
      0.070772
    

    

      2015-07-24
      JR000004
      鹏华资产-长河优势1号D
      0.061803
    

    

      2015-07-31
      JR000004
      鹏华资产-长河优势1号D
      -0.029103
    

    

      2015-08-07
      JR000004
      鹏华资产-长河优势1号D
      0.009992
    

    

      2015-08-14
      JR000004
      鹏华资产-长河优势1号D
      0.014839
    

    

      2015-08-21
      JR000004
      鹏华资产-长河优势1号D
      -0.036556
    

    

      2015-08-28
      JR000004
      鹏华资产-长河优势1号D
      -0.060708
    

    

      ...
      ...
      ...
      ...
    

    

      2016-11-18
      JR000004
      鹏华资产-长河优势1号D
      0.000000
    

    

      2016-11-25
      JR000004
      鹏华资产-长河优势1号D
      -0.000816
    

    

      2016-11-30
      JR000004
      鹏华资产-长河优势1号D
      -0.006536
    

    

      2016-12-02
      JR000004
      鹏华资产-长河优势1号D
      -0.010621
    

    

      2016-12-09
      JR000004
      鹏华资产-长河优势1号D
      0.003303
    

    

      2016-12-16
      JR000004
      鹏华资产-长河优势1号D
      -0.004115
    

    

      2016-12-23
      JR000004
      鹏华资产-长河优势1号D
      -0.002479
    

    

      2016-12-30
      JR000004
      鹏华资产-长河优势1号D
      0.003314
    

    

      2016-12-31
      JR000004
      鹏华资产-长河优势1号D
      0.003314
    

    

      2017-01-06
      JR000004
      鹏华资产-长河优势1号D
      0.006606
    

    

      2017-01-13
      JR000004
      鹏华资产-长河优势1号D
      -0.022970
    

    

      2017-01-20
      JR000004
      鹏华资产-长河优势1号D
      0.005038
    

    

      2017-01-26
      JR000004
      鹏华资产-长河优势1号D
      0.010860
    

    

      2017-02-03
      JR000004
      鹏华资产-长河优势1号D
      -0.003306
    

    

      2017-02-10
      JR000004
      鹏华资产-长河优势1号D
      0.008292
    

    

      2017-02-17
      JR000004
      鹏华资产-长河优势1号D
      -0.003289
    

    

      2017-02-24
      JR000004
      鹏华资产-长河优势1号D
      0.023927
    

    

      2017-02-28
      JR000004
      鹏华资产-长河优势1号D
      -0.004029
    

    

      2017-03-03
      JR000004
      鹏华资产-长河优势1号D
      0.007252
    

    

      2017-03-10
      JR000004
      鹏华资产-长河优势1号D
      0.005600
    

    

      2017-03-17
      JR000004
      鹏华资产-长河优势1号D
      0.000796
    

    

      2017-03-24
      JR000004
      鹏华资产-长河优势1号D
      0.015898
    

    

      2017-03-31
      JR000004
      鹏华资产-长河优势1号D
      -0.005477
    

    

      2017-04-07
      JR000004
      鹏华资产-长河优势1号D
      0.014162
    

    

      2017-04-14
      JR000004
      鹏华资产-长河优势1号D
      -0.012413
    

    

      2017-04-21
      JR000004
      鹏华资产-长河优势1号D
      0.008641
    

    

      2017-04-28
      JR000004
      鹏华资产-长河优势1号D
      -0.000779
    

    

      2017-05-05
      JR000004
      鹏华资产-长河优势1号D
      -0.010133
    

    

      2017-05-12
      JR000004
      鹏华资产-长河优势1号D
      -0.009449
    

    

      2017-05-19
      JR000004
      鹏华资产-长河优势1号D
      0.020668
    

  



126 rows × 3 columns



















In [59]:



    






    


















    
Out[59]:










  
    

      
      fund_id
      net_worth
    

    

      date
      
      
    

  
  
    

      2015-01-09
      JR000001
      -0.017123
    

    

      2015-01-16
      JR000001
      0.020906
    

    

      2015-01-23
      JR000001
      -0.022184
    

    

      2015-01-30
      JR000001
      0.047120
    

    

      2015-02-06
      JR000001
      -0.020833
    

    

      2015-02-13
      JR000001
      0.082553
    

    

      2015-02-17
      JR000001
      0.012579
    

    

      2015-02-27
      JR000001
      0.010093
    

    

      2015-03-06
      JR000001
      0.036126
    

    

      2015-03-13
      JR000001
      0.096439
    

    

      2015-03-20
      JR000001
      0.104195
    

    

      2015-03-27
      JR000001
      0.061275
    

    

      2015-04-03
      JR000001
      0.032910
    

    

      2015-04-10
      JR000001
      0.088876
    

    

      2015-04-17
      JR000001
      -0.004620
    

    

      2015-04-24
      JR000001
      0.015472
    

    

      2015-04-30
      JR000001
      0.013205
    

    

      2015-05-08
      JR000001
      -0.014035
    

    

      2015-05-15
      JR000001
      0.006101
    

    

      2015-05-22
      JR000001
      0.027792
    

    

      2015-05-29
      JR000001
      0.084562
    

    

      2015-06-05
      JR000001
      0.098368
    

    

      2015-06-12
      JR000001
      0.067685
    

    

      2015-06-19
      JR000001
      -0.144569
    

    

      2015-06-26
      JR000001
      -0.122910
    

    

      2015-07-03
      JR000001
      -0.293148
    

    

      2015-07-10
      JR000001
      -0.155977
    

    

      2015-07-17
      JR000001
      0.089810
    

    

      2015-07-24
      JR000001
      0.073693
    

    

      2015-07-31
      JR000001
      -0.017712
    

    

      ...
      ...
      ...
    

    

      2016-11-04
      JR000001
      0.001529
    

    

      2016-11-11
      JR000001
      0.007634
    

    

      2016-11-18
      JR000001
      -0.000758
    

    

      2016-11-25
      JR000001
      0.004549
    

    

      2016-12-02
      JR000001
      -0.005283
    

    

      2016-12-09
      JR000001
      0.001517
    

    

      2016-12-16
      JR000001
      -0.008333
    

    

      2016-12-23
      JR000001
      -0.003056
    

    

      2016-12-29
      JR000001
      0.000000
    

    

      2016-12-31
      JR000001
      0.001533
    

    

      2017-01-06
      JR000001
      0.010712
    

    

      2017-01-13
      JR000001
      -0.010598
    

    

      2017-01-20
      JR000001
      0.000765
    

    

      2017-01-26
      JR000001
      0.000000
    

    

      2017-02-03
      JR000001
      0.000765
    

    

      2017-02-10
      JR000001
      0.008403
    

    

      2017-02-17
      JR000001
      0.000000
    

    

      2017-02-24
      JR000001
      0.019697
    

    

      2017-03-03
      JR000001
      -0.003715
    

    

      2017-03-10
      JR000001
      -0.001491
    

    

      2017-03-17
      JR000001
      0.002987
    

    

      2017-03-24
      JR000001
      0.016381
    

    

      2017-03-31
      JR000001
      -0.008059
    

    

      2017-04-07
      JR000001
      0.001477
    

    

      2017-04-14
      JR000001
      -0.011799
    

    

      2017-04-21
      JR000001
      -0.001493
    

    

      2017-04-28
      JR000001
      -0.002242
    

    

      2017-05-05
      JR000001
      -0.009738
    

    

      2017-05-12
      JR000001
      -0.012103
    

    

      2017-05-19
      JR000001
      0.003063
    

  



125 rows × 2 columns



















In [ ]:



    


class ConnMysqlDB:

    def __init__(self, host='127.0.0.1', port=3306, user='root', passwd='123456', db='update', charset='utf8'):
        self.host = host
        self.port = port
        self.user = user
        self.passwd = passwd
        self.db = db
        self.charset = charset
        self.conn = None
        self.cursor = None

    def connMysql(self):
        self.conn = mysql.connector.connect(host=self.host, port=self.port, user=self.user, password=self.passwd, database=self.db, charset=self.charset)
        self.cursor = self.conn.cursor(buffered=True)

    def closeConn(self):
        self.cursor.close()
        self.conn.close()

    def queryData(self, sql=''):
        self.cursor.execute(sql)
        st = self.cursor.fetchall()
        return st

    def updateData(self, sql=''):
        self.cursor.execute(sql)
        self.conn.commit()
        return True



    











In [ ]:



    


cnn = ConnMysqlDB()
cnn.connMysql()
sql = "SELECT 语句" 
rec = cnn.queryData(sql)
cnn.closeConn()

Content source: kamiseko/factor-test

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