Tutorials_CN/script/factorPractice/makeFakeTick_2.1_Main.dos at master · dolphindb/Tutorials_CN · GitHub

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login("admin","123456");
clearAllCache();
undef(all);
go;
tickPath="dfs://tick_SH_L2_TSDB"
fakeTickTableName="tick_SH_L2_TSDB"
def createRamTableAsTargetTable(targetTable){
	targetSchema=targetTable.schema();
	sch =select name, typeString as type from  targetSchema.colDefs
	colName=sch.name
	colType=sch.type
	snapshotStreamTemp = table(10000:0, colName, colType)
	return snapshotStreamTemp
}
//delete from fakeTsdbTable
def formOneStockOneDay(SecurityID,tradingDate,yesterdayClose){
	openMoment=09:30:00.000
	closeMoment=15:00:00.000
	oneDayTickCount=(closeMoment-openMoment)/1000//每天每股tick个数，每秒1个
	//第二列，时刻，按范围造
	timePartVec=(0..(oneDayTickCount-1))*1000+openMoment
	tradetime=concatDateTime(tradingDate,timePartVec)
	//第三列，成交价格，按范围造
	rands=rand(2.0,oneDayTickCount)-1
	coef=rands*0.1
	targetCoef=1+coef
	priceSeries=yesterdayClose*targetCoef
	//第四列，成交手数，按p=0.5二项分布的右半边造
	volumeRand=randBinomial(30,0.5,oneDayTickCount)-15//要正数的右半边
	volumePool=volumeRand[volumeRand>0]//只取正数的
	volumes=rand(volumePool,oneDayTickCount)//按手数池子取随机数
	stockVolumes=volumes*100//手数*100=股数
	//plot(volumes,tradetime,"testing")
	sellSideOrderRefCount=oneDayTickCount/4 //卖单号张数
	buySideOrderRefCount=sellSideOrderRefCount //买单号张数
	allOrderPool=rand(1..oneDayTickCount,oneDayTickCount) //卖单号池子
	modes=allOrderPool%2
	oddNumbers=allOrderPool[bool(modes)]//奇数作为买单号池子
	evenNumbers=allOrderPool[bool(modes==0)]//偶数作为买单号池子
	buyOrderPool=oddNumbers
	sellOrderPool=evenNumbers
	randBuyNo=rand(buyOrderPool,oneDayTickCount)
	randSellNo=rand(sellOrderPool,oneDayTickCount)
	secVec=array(SYMBOL,oneDayTickCount)
	secVec[:]=SecurityID
	tradingDateVec=array(DATE,oneDayTickCount)
	tradingDateVec[:]=tradingDate
	onedayTable=table(
	secVec as SecurityID,
	tradingDateVec as tradingDate,
	tradetime as TradeTime,
	priceSeries as TradePrice,
	stockVolumes as TradeQty,
	priceSeries*stockVolumes as TradeAmount,
	randBuyNo as BuyNo,
	randSellNo as SellNo)
	return onedayTable
}
def makeFakeTickPerStock(SecurityID){
	tickPath="dfs://tick_SH_L2_TSDB"
	fakeTickTableName="tick_SH_L2_TSDB"
	fakeTsdbTable=loadTable(tickPath,fakeTickTableName)
	//每股票全局
	emptyTableInRam=createRamTableAsTargetTable(fakeTsdbTable)
	startPrice=rand(150.0,1)[0]//单股票全年起点价
	dateRange=2020.01.01..2020.01.20
	//每天
	for(tradingDate in dateRange){
		//第二列，交易日，传入
		todayTable=formOneStockOneDay(SecurityID,tradingDate,startPrice)
		append!(emptyTableInRam,todayTable)
		startPrice=last(todayTable.TradePrice)//更新收盘价给明天使用
	}
	append!(fakeTsdbTable,emptyTableInRam)
}
//第一列，传入
//codeNum=string(1..100) //创造000001到002049的股票(因为job个数到达上线)
codeNum=string(504..4000) //创造000001到002049的股票(因为job个数到达上线)
//codeNum=string(2050..4000) //创造002049以上的股票
testFill=lpad(codeNum,6,"0")
for(SecurityID in testFill){
	jobName="fill_tick_"+SecurityID
	actionName=SecurityID
	makeFakeTickPerStock(SecurityID)
	submitJob(jobName,actionName,makeFakeTickPerStock,SecurityID)
	print(jobName)
	sleep(100)
}
//getRecentJobs()