def updateklinedata(pair, timeframe, exchangename, usedb, rl, tf_asminute):
#取当前数据库中最晚的一条数据的时间加上一秒为起始，获取到当前时间的数据#
db = DatabaseInterface(usedb)
fpair, ftimeframe = format_input(pair, timeframe, exchangename)
lastrow = db.db_findone('KLINE' + ftimeframe,
filter_dic={'pair': fpair},
sel_fields=[],
sort=[("time", -1)])
print(ftimeframe + fpair + usedb)
if lastrow is None:
if exchangename == 'okex':
return initdata_from_okex(pair, timeframe, usedb)
else:
print(ftimeframe + fpair + usedb)
assert False, '数据库中没有找到数据'
print(type(tf_asminute))
if rl == 'l':
shiftsec = 60 * int(tf_asminute) * 1000
else:
shiftsec = 0
lasttime = base.timestamp_toStr(float(lastrow['time']) + 1000,
dateformat="%Y%m%d %H:%M:%S")
endtime = base.timestamp_toStr(
time.time() * 1000 -
shiftsec, dateformat="%Y%m%d %H:%M:%S") if rl == 'l' else None
#交易所获取k线函数
# print(lasttime)
print(lasttime + ',' + endtime)
df = getkline(pair, timeframe, exchangename, lasttime, end=endtime)
print(df.shape[0])
# df=None
#没有新数据，不更新
if not df is None:
#对于原始数据进行修正
df['pct_change'].iloc[0] = (df['close'].iloc[0] -
lastrow['close']) * 100 / lastrow['close']
# if rl=='l':
# df['time']=[t+shiftsec for t in df['time']]
db.db_insertdataframe(df, 'KLINE' + ftimeframe)
return True
else:
return False
