def save_tick_data(tday, folder = '', tick_id = 300000): all_insts = data_saver.filter_main_cont(tday) cnx = mysql.connector.connect(**misc.mysqlaccess.dbconfig) for inst in all_insts: stmt = "select * from fut_tick where instID='{prod}' and date='{cdate}' and tick_id>='{tick}'".format(prod=inst, cdate=tday.strftime('%Y-%m-%d'), tick = tick_id) df = pd.io.sql.read_sql(stmt, cnx) df.to_csv(folder + inst + '.csv', header=False, index=False) return
def load_tick_data(tday, folder = ''): all_insts = data_saver.filter_main_cont(tday) cnx = mysql.connector.connect(**misc.mysqlaccess.dbconfig) cursor = cnx.cursor() for inst in all_insts: data_file = folder + inst + '.csv' if os.path.isfile(data_file): stmt = "load data local infile '{data_file}' replace into table fut_tick fields terminated by ',';".format(data_file = data_file) cursor.execute( stmt ) cnx.commit() print inst cnx.close() return