将数据框写入mysql数据库

Question

我想将数据写入mysql数据库。我正在从数据库中读取当前数据并计算新值。新值应按照与数据库中的数据相同的顺序编写，如下所示。我不想覆盖现有的数据。我不想使用to_sql。

我收到以下错误消息：

（mysql.connector.errors.DatabaseError）1265（01000）：数据在第1行[SQL截断 列 'log_return'：“INSERT INTO

完整代码如下。

import sqlalchemy as sqlal 
import pandas as pd 
import numpy as np 

mysql_engine = sqlal.create_engine(xxx) 
mysql_engine.raw_connection() 

metadata = sqlal.MetaData() 

product = sqlal.Table('product', metadata, 
         sqlal.Column('ticker', sqlal.String(10), primary_key=True, nullable=False, unique=True),     
         sqlal.Column('isin', sqlal.String(12), nullable=True), 
         sqlal.Column('product_name', sqlal.String(80), nullable=True), 
         sqlal.Column('currency', sqlal.String(3), nullable=True), 
         sqlal.Column('market_data_source', sqlal.String(20), nullable=True), 
         sqlal.Column('trading_location', sqlal.String(20), nullable=True), 
         sqlal.Column('country', sqlal.String(20), nullable=True), 
         sqlal.Column('sector', sqlal.String(80), nullable=True) 
         ) 

market_price_data = sqlal.Table('market_price_data', metadata, 
           sqlal.Column('Date', sqlal.DateTime, nullable=True), 
           sqlal.Column('ticker', sqlal.String(10), sqlal.ForeignKey('product.ticker'), nullable=True), 
           sqlal.Column('adj_close', sqlal.Float, nullable=True), 
           sqlal.Column('log_return', sqlal.Float, nullable=True) 
           ) 

metadata.create_all(mysql_engine) 

GetTimeSeriesLevels = pd.read_sql_query('SELECT Date, ticker, adj_close FROM market_price_data Order BY ticker ASC', mysql_engine) 
GetTimeSeriesLevels['log_return'] = np.log(GetTimeSeriesLevels.groupby('ticker')['adj_close'].apply(lambda x: x.div(x.shift(1)))).dropna() 
GetTimeSeriesLevels['log_return'].fillna('NULL', inplace=True) 
insert_yahoo_data = market_price_data.insert().values(GetTimeSeriesLevels [['log_return']].to_dict('records')) 
mysql_engine.execute(insert_yahoo_data) 

该数据库如下所示。

Date    ticker adj_close log_return 
2016-11-21 00:00:00 AAPL 111.73 NULL 
2016-11-22 00:00:00 AAPL 111.8  NULL 
2016-11-23 00:00:00 AAPL 111.23 NULL  
2016-11-25 00:00:00 AAPL 111.79 NULL 
2016-11-28 00:00:00 AAPL 111.57 NULL 
2016-11-23 00:00:00 ACN  119.82 NULL 
2016-11-25 00:00:00 ACN  120.74 NULL 
2016-11-28 00:00:00 ACN  120.76 NULL 
2016-11-29 00:00:00 ACN  120.94 NULL 
2016-11-30 00:00:00 ACN  119.43 NULL 
... 

它应该是这样的：

Date    ticker adj_close log_return 
2016-11-21 00:00:00 AAPL 111.73 NULL 
2016-11-22 00:00:00 AAPL 111.8  0.000626 
2016-11-23 00:00:00 AAPL 111.23 -0.005111 
2016-11-25 00:00:00 AAPL 111.79 0.005022 
2016-11-28 00:00:00 AAPL 111.57 -0.001970 
2016-11-21 00:00:00 ACN  119,68 NULL 
2016-11-22 00:00:00 ACN  119,48 -0,001672521 
23.11.2016 00:00:00 ACN  119,82 0,002841623 
2016-11-25 00:00:00 ACN  120,74 0,007648857 
2016-11-28 00:00:00 ACN  120,76 0,000165631  
... 

Answer 1

虽然可耻，我不知道SQLAlchemy的只是原始的SQL语句，考虑倾倒大熊猫据帧到一个临时表，然后用最后的表加入吧：

# DUMP TO TEMP TABLE (REPLACING EACH TIME) 
GetTimeSeriesLevels.to_sql(name='log_return_temp', con=mysql_engine, if_exists='replace', 
          index=False) 

# SQL UPDATE (USING TRANSACTION) 
with engine.begin() as conn:  
    conn.execute("UPDATE market_price_data f" + 
       " INNER JOIN log_return_temp t" + 
       " ON f.Date = t.Date" + 
       " AND f.ticker = t.ticker" + 
       " SET f.log_return = t.log_return;") 

engine.dispose() 

---

或者，考虑直接在MySQL中进行日志转换！根据我所看到的，在您的熊猫/ numpy代码中，您将对当前行的adj_close与最后一行的adj_close的商进行对数转换。 MySQL可以运行自连接来排列当前行和最后一行。并且MySQL在其mathematical operators中维护自然日志。

下面是可以转储到一个临时表CREATE AS ...或转化为复杂的UPDATE查询与嵌套SELECT语句select语句：

SELECT t1.*, LOG(t1.adj_close/t2.adj_close) As log_return 
FROM  
    (SELECT m.Date, m.ticker, m.adj_close, 
      (SELECT Count(*) FROM market_price_data sub 
      WHERE sub.Date <= m.Date AND sub.ticker = m.ticker) AS rank 
    FROM market_price_data m) As t1 

INNER JOIN 
    (SELECT m.Date, m.ticker, m.adj_close, 
      (SELECT Count(*) FROM market_price_data sub 
      WHERE sub.Date <= m.Date AND sub.ticker = m.ticker) AS rank 
    FROM market_price_data m) As t1 

ON t1.rank = (t2.rank - 1) AND t1.ticker = t2.ticker AND t1.Date = t2.Date