# trader-feature-master

**Repository Path**: dec_nono/trader-feature-master

## Basic Information

- **Project Name**: trader-feature-master
- **Description**: 主要计算各种策略因子，为前端服务提供数据支撑
- **Primary Language**: Unknown
- **License**: Not specified
- **Default Branch**: master
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 0
- **Created**: 2024-02-07
- **Last Updated**: 2024-04-15

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

# paultrader

> trading system based on paul's trading rules

## Ready

## databend deploy

下面是使用本地存储进行query:

```docker
# you need to create a directory to store the data
mkdir -p ${HOME}/container/databend/meta
mkdir -p ${HOME}/container/databend/query
mkdir -p ${HOME}/container/databend/log

docker run -d \
    -p 8000:8000 \
    -v ${HOME}/container/databend/meta:/var/lib/databend/meta \
    -v ${HOME}/container/databend/query:/var/lib/databend/query \
    -v ${HOME}/container/databend/log:/var/log/databend \
    -e QUERY_DEFAULT_USER=databend \
    -e QUERY_DEFAULT_PASSWORD=databend \
    datafuselabs/databend
```

然后就是创建SQL:

```SQL
CREATE DATABASE ma_stock;

-- trade_time,open,close,volume,high,low,amount,change,change_pct,turnover_ratio,pre_close,stock_code,trade_date
CREATE TABLE ma_stock.stock_market_data (
  trade_time TIMESTAMP,
  open DOUBLE,
  close DOUBLE,
  volume INT64,
  high DOUBLE,
  low DOUBLE,
  amount DOUBLE,
  change DOUBLE,
  change_pct DOUBLE,
  turnover_ratio DOUBLE,
  pre_close DOUBLE,
  stock_code STRING,
  trade_date STRING
);

CREATE TABLE ma_stock.stock_market_stat (
  close DOUBLE,
  pre_close DOUBLE,
  stock_code STRING,
  trade_date STRING,
  close_21_ema DOUBLE,
  close_34_ema DOUBLE,
  close_55_ema DOUBLE,
  close_89_ema DOUBLE,
  close_144_ema DOUBLE
);
```

使用 stage 的方式写入数据到 databend STAGE:

```SQL
CREATE stage stock_market_stage;

PUT fs://{your-path}/mkwinter/csv/data/stock/*/*.csv @stock_market_stage;

LIST @stock_market_stage;

COPY INTO stock_market_data(trade_time,open,close,volume,high,low,amount,change,change_pct,turnover_ratio,pre_close,stock_code,trade_date)
FROM
  @stock_market_stage
  PATTERN = '.*data.csv'
  FILE_FORMAT = (TYPE = CSV, ERROR_ON_COLUMN_COUNT_MISMATCH = FALSE) 
  PURGE = TRUE;

COPY INTO stock_market_stat(
  close,pre_close,stock_code,trade_date,
  close_21_ema,close_34_ema,close_55_ema,close_89_ema,close_144_ema)
FROM
  @stock_market_stage 
  PATTERN = '.*stat.csv'
  FILE_FORMAT = (TYPE = CSV, ERROR_ON_COLUMN_COUNT_MISMATCH = FALSE) 
  PURGE = TRUE;

REMOVE @stock_market_stage;

OPTIMIZE TABLE stock_market_data PURGE
```