def save_or_update(k, symbol='TJCU'):
data = models.KLineData()
data.time = datetime.datetime.strptime(k['Date'], '%Y-%m-%d %H:%M:00')
hour = data.time.hour
min = data.time.minute
if data.time.second > 0:
print data.time
if hour == 1 and min > 0:
return
if hour > 1 and hour < 9:
return
if hour == 11 and min > 30:
return
if hour > 11 and hour < 13:
return
if hour == 13 and min < 30:
return
if hour == 15 and min > 0:
return
if hour > 15 and hour < 21:
return
if hour == 21 and min == 0:
return
data.close = float(k['Close'])
data.open = float(k['Open'])
data.low = float(k['Low'])
data.high = float(k['High'])
table = 'lme_cu_1min'
if symbol == config.FUTURES:
table = 'ctp_cu_1min'
last_data = count(k['Date'], table)
if last_data:
update(last_data, data, table)
else:
kline = models.KLineData(data.time,
open=data.open,
close=data.close,
low=data.low,
high=data.high)
save(kline, table)
def read_multi():
sock = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
sock.connect(('121.41.58.181', 22536))
conn_str = 'm=TJ;u=qq1277;p=abc898;EX_SIZE=1;'
send_bytes = struct.pack('%ss' % len(conn_str), conn_str)
print send_bytes
sock.send(conn_str)
kline = models.KLineData(datetime.datetime.fromtimestamp(0))
while True:
# print 'try to recv package head'
total_length = utils.read_int(sock)
# print 'package length is %s' % total_length
if total_length == 16:
#print utils.read_raw_data(sock, 16)
break
read_size = 0
while read_size < total_length:
zip_length = utils.read_int(sock)
read_size += 4
if zip_length > 16777216:
# print 'Recv a text package, length is %s' % zip_length
# data = utils.read_raw_data(sock, zip_length)
# read_size += zip_length
# print data
break
if zip_length <= 0:
# print "invalid package length"
continue
ori_length = utils.read_int(sock)
# print 'to recv zip pacakge, length is %s, ori length is %s' % (zip_length, ori_length)
data = utils.read_raw_data(sock, zip_length - 4)
parsed_data = parse_zlib(data)
if parsed_data.label.startswith('TJCU'):
if (is_same_min(kline.time, parsed_data.time)):
update(kline, parsed_data)
else:
kline = models.KLineData(parsed_data.time, open = parsed_data.new_price, close = parsed_data.new_price)
save(kline)
#print 'parsed data is %s, name is %s' % (parsed_data, parsed_data.name)
read_size += zip_length
def read_data(queue):
while True:
tmp_data = []
value = queue.get(True)
if value.min != 0 or value.min != 5:
time.sleep(1)
continue
tmp_data.append(value)
while True:
value = queue.get()
if value.min < tmp_data[-1].min + 5:
tmp_data.append(value)
continue
kline = models.KLineData(
datetime.datetime.fromtimestamp(tmp_data[0].time).timetuple())
kline.open = tmp_data[0].data
kline.high = tmp_data[0].data
kline.low = tmp_data[0].data
kline.close = tmp_data[0].data
for d in tmp_data:
if d.data > kline.high:
kline.high = d.data
if d.data < kline.low:
kline.low = d.data
tmp_data = []
tmp_data.append(value)
print kline
time.sleep(1)
def save_or_update(k, symbol):
data = models.RealTimeData()
if 'Date' in k:
data.time = datetime.datetime.strptime(k['Date'], '%Y-%m-%d %H:%M:%S')
else:
print k
raise Exception("Can not parse kline save_or_update")
hour = data.time.hour
min = data.time.minute
if hour == 1 and min > 0:
return
if hour > 1 and hour < 9:
return
if hour == 11 and min > 30:
return
if hour > 11 and hour < 13:
return
if hour == 13 and min < 30:
return
if hour == 15 and min > 0:
return
if hour > 15 and hour < 21:
return
if hour == 21 and min == 0:
return
data.new_price = float(k['Close'])
data.open = float(k['Open'])
data.low = float(k['Low'])
data.high = float(k['High'])
table = 'lme_cu_1min'
if symbol == config.FUTURES:
table = 'ctp_cu_1min'
last_data = count(k['Date'], table)
if last_data:
update(last_data, data, table)
else:
kline = models.KLineData(data.time,
open=data.open,
close=data.new_price,
low=data.low,
high=data.high)
save(kline, table)
def count(date, table):
sql = "select open, high, low, close from %s where date = '%s'" % (table,
date)
cur = conn.cursor()
cur.execute(sql)
result = cur.fetchone()
if result:
data = models.KLineData()
data.time = datetime.datetime.strptime(date, '%Y-%m-%d %H:%M:00')
data.open = result[0]
data.high = result[1]
data.low = result[2]
data.close = result[3]
return data
return None