def handle(self, *args, **options):
if not Option.objects.exists():
Option.objects.create(name="site_name", value='TdxStock')
Option.objects.create(name="site_host", value='localhost')
Option.objects.create(name="site_description", value='沪深股票分析')
options = [
Option(name=name, value=None) for name in [
'site_seo_description', 'site_keywords',
'open_site_comment', 'beian_code', 'gongan_beian_code',
'show_gongan_code'
]
]
Option.objects.bulk_create(options)
self.stdout.write(self.style.SUCCESS('填充 options 表成功'))
else:
raise CommandError('options 表中已经有数据')
def get_option_list(request, future_code):
status = {'code': 0, 'message': 'unknown'}
result = {'status': status}
if request.method == 'GET':
try:
future = Future.objects.get(code=future_code)
except Future.DoesNotExist:
status['code'] = 404
status['message'] = '期货代码不存在'
return JsonResponse(result, status=404)
result['option_list'] = Option.get_option_list(future)
status['message'] = '获取成功'
return JsonResponse(result, status=200)
else:
# http方法不支持
status['code'] = 405
status['message'] = 'http method not supported'
return JsonResponse(result, status=405)
def insert_option(self, Code_option):
option = Option(Code_Option= Code_option)
option.save()
pass
def data_transfer(rootdir):
for parent, dirnames, filenames in os.walk(rootdir):
for filename in filenames:
print(filename)
# filename = "m1709-c-2800.csv"
if "-" not in filename:
with open(rootdir + "/" + filename, 'r') as f:
data_list = f.read().split('\n')
data_list = data_list[1:-3]
iterator = 0
first_row_data = data_list[iterator].split(',')
try:
first_row_time = datetime.datetime(*(time.strptime(
first_row_data[0], "%Y/%m/%d %H:%M")[:6]))
except:
first_row_time = datetime.datetime(*(time.strptime(
first_row_data[0], "%Y-%m-%d %H:%M")[:6]))
iterate_time = first_row_time
future_threading_groups = []
future_for_treading_data = Future.objects.get(
code=filename.split('.')[0])
# future_for_treading_data.save()
while iterator != len(data_list):
try:
begin_date = datetime.datetime(*(time.strptime(
data_list[iterator].split(' ')[0], "%Y/%m/%d")
)[:6])
except:
begin_date = datetime.datetime(*(time.strptime(
data_list[iterator].split(' ')[0], "%Y-%m-%d")
)[:6])
time1_start = begin_date + datetime.timedelta(
hours=8, minutes=55)
time1_end = begin_date + datetime.timedelta(hours=11,
minutes=35)
time2_start = begin_date + datetime.timedelta(
hours=13, minutes=25)
time2_end = begin_date + datetime.timedelta(hours=15,
minutes=5)
time3_start = begin_date + datetime.timedelta(
hours=20, minutes=55)
time3_end = begin_date + datetime.timedelta(hours=23,
minutes=35)
if not (time1_start <= iterate_time <= time1_end
or time2_start <= iterate_time <= time2_end
or time3_start <= iterate_time <= time3_end):
iterator += 1
if iterator != 0:
iterate_time = time1_start
while time1_start <= iterate_time <= time1_end or time2_start <= iterate_time <= time2_end or time3_start <= iterate_time <= time3_end:
if iterator == len(data_list):
break
try:
next_time = datetime.datetime(*(time.strptime(
data_list[iterator].split(',')[0],
"%Y/%m/%d %H:%M")[:6]))
except:
next_time = datetime.datetime(*(time.strptime(
data_list[iterator].split(',')[0],
"%Y-%m-%d %H:%M")[:6]))
if not ((time1_start <= next_time <= time1_end) or
(time2_start <= next_time <= time2_end) or
(time3_start <= next_time <= time3_end)):
iterator += 1
break
if iterate_time == next_time:
future = FutureTreadingData(
time=iterate_time,
open_price=data_list[iterator].split(
',')[1],
max_price=data_list[iterator].split(
',')[2],
min_price=data_list[iterator].split(
',')[3],
close_price=data_list[iterator].split(
',')[4],
future=future_for_treading_data)
future_threading_groups.append(future)
iterator += 1
else:
future = copy.deepcopy(
future_threading_groups[-1])
future.time = iterate_time
future_threading_groups.append(future)
if iterate_time == time1_end:
iterate_time = time2_start
elif iterate_time == time2_end:
iterate_time = time3_start
elif iterate_time == time3_end:
break
else:
iterate_time += datetime.timedelta(minutes=1)
FutureTreadingData.objects.bulk_create(
future_threading_groups)
else:
with open(rootdir + "/" + filename, 'r') as f:
data_list = f.read().split('\n')
data_list = data_list[1:-3]
iterator = 0
first_row_data = data_list[iterator].split(',')
try:
first_row_time = datetime.datetime(*(time.strptime(
first_row_data[0], "%Y/%m/%d %H:%M")[:6]))
except:
first_row_time = datetime.datetime(*(time.strptime(
first_row_data[0], "%Y-%m-%d %H:%M")[:6]))
iterate_time = first_row_time
option_threading_groups = []
future_for_option = Future(code=filename.split('-')[0])
future_for_option.save()
option_for_treading_data = Option(
code=filename.split('.')[0], asset=future_for_option)
option_for_treading_data.save()
while iterator < len(data_list):
try:
begin_date = datetime.datetime(*(time.strptime(
data_list[iterator].split(' ')[0], "%Y/%m/%d")
)[:6])
except:
begin_date = datetime.datetime(*(time.strptime(
data_list[iterator].split(' ')[0], "%Y-%m-%d")
)[:6])
time1_start = begin_date + datetime.timedelta(
hours=8, minutes=55)
time1_end = begin_date + datetime.timedelta(hours=11,
minutes=35)
time2_start = begin_date + datetime.timedelta(
hours=13, minutes=25)
time2_end = begin_date + datetime.timedelta(hours=15,
minutes=5)
time3_start = begin_date + datetime.timedelta(
hours=20, minutes=55)
time3_end = begin_date + datetime.timedelta(hours=23,
minutes=35)
if not (time1_start <= iterate_time <= time1_end
or time2_start <= iterate_time <= time2_end
or time3_start <= iterate_time <= time3_end):
iterator += 1
if iterator != 0:
iterate_time = time1_start
while (time1_start <= iterate_time <= time1_end) or (
time2_start <= iterate_time <= time2_end) or (
time3_start <= iterate_time <= time3_end):
# print(iterator)
if iterator == len(data_list):
break
# next_time = datetime.datetime.now()
try:
next_time = datetime.datetime(*(time.strptime(
data_list[iterator].split(',')[0],
"%Y/%m/%d %H:%M")[:6]))
except:
next_time = datetime.datetime(*(time.strptime(
data_list[iterator].split(',')[0],
"%Y-%m-%d %H:%M")[:6]))
if not ((time1_start <= next_time <= time1_end) or
(time2_start <= next_time <= time2_end) or
(time3_start <= next_time <= time3_end)):
iterator += 1
break
if iterate_time == next_time:
option = OptionTreadingData(
time=iterate_time,
open_price=data_list[iterator].split(
',')[1],
max_price=data_list[iterator].split(
',')[2],
min_price=data_list[iterator].split(
',')[3],
close_price=data_list[iterator].split(
',')[4],
option=option_for_treading_data,
volume=float(
data_list[iterator].split(',')[6]))
option_threading_groups.append(option)
iterator += 1
else:
option = copy.deepcopy(
option_threading_groups[-1])
option.time = iterate_time
option_threading_groups.append(option)
if iterate_time == time1_end:
iterate_time = time2_start
elif iterate_time == time2_end:
iterate_time = time3_start
elif iterate_time == time3_end:
break
else:
iterate_time += datetime.timedelta(minutes=1)
OptionTreadingData.objects.bulk_create(
option_threading_groups)
def data_transfer(rootdir):
for parent, dirnames, filenames in os.walk(rootdir):
for filename in filenames:
with open(rootdir + "/" + filename, 'r') as f:
data_list = f.read().split('\n')
data_list = data_list[1:-3]
try:
data_time_list = [
datetime.datetime(*(
time.strptime(data.split(' ')[0], "%Y/%m/%d"))[:6])
for data in data_list
]
except:
data_time_list = [
datetime.datetime(*(
time.strptime(data.split(' ')[0], "%Y-%m-%d"))[:6])
for data in data_list
]
# data_time_reduce_list = []
# for data_time in data_time_list:
# if data_time not in data_time_reduce_list:
# data_time_reduce_list += [data_time]
#
# print(data_time_reduce_list)
data_filted_list = []
iter_mark = 0
iter_date = data_time_list[0]
while iter_date != data_time_list[-1] + datetime.timedelta(
days=1):
if iter_date == data_time_list[iter_mark]:
if 0 <= iter_date.weekday() < 5:
data_filted_list.append(data_list[iter_mark])
iter_mark += 1
if iter_mark == len(data_time_list) or data_time_list[
iter_mark - 1] != data_time_list[iter_mark]:
iter_date += datetime.timedelta(days=1)
continue
else:
if 0 <= iter_date.weekday() < 5:
data_filted_list.append(
iter_date.strftime("%Y/%m/%d ") +
data_list[iter_mark - 1].split(' ')[1])
iter_date += datetime.timedelta(days=1)
print(filename)
if "-" not in filename:
iterator = 0
first_row_data = data_filted_list[iterator].split(',')
try:
first_row_time = datetime.datetime(*(time.strptime(
first_row_data[0], "%Y/%m/%d %H:%M")[:6]))
except:
first_row_time = datetime.datetime(*(time.strptime(
first_row_data[0], "%Y-%m-%d %H:%M")[:6]))
iterate_time = first_row_time
future_threading_groups = []
future_for_treading_data = Future.objects.get(
code=filename.split('.')[0])
# future_for_treading_data.save()
while iterator != len(data_filted_list):
try:
begin_date = datetime.datetime(*(time.strptime(
data_filted_list[iterator].split(' ')[0],
"%Y/%m/%d"))[:6])
except:
begin_date = datetime.datetime(*(time.strptime(
data_filted_list[iterator].split(' ')[0],
"%Y-%m-%d"))[:6])
time1_start = begin_date + datetime.timedelta(hours=8,
minutes=55)
time1_end = begin_date + datetime.timedelta(hours=11,
minutes=35)
time2_start = begin_date + datetime.timedelta(hours=13,
minutes=25)
time2_end = begin_date + datetime.timedelta(hours=15,
minutes=5)
time3_start = begin_date + datetime.timedelta(hours=20,
minutes=55)
time3_end = begin_date + datetime.timedelta(hours=23,
minutes=35)
# if not (time1_start <= iterate_time <= time1_end or time2_start <= iterate_time <= time2_end or time3_start <= iterate_time <= time3_end):
# iterator += 1
if iterator != 0:
iterate_time = time1_start
while time1_start <= iterate_time <= time1_end or time2_start <= iterate_time <= time2_end or time3_start <= iterate_time <= time3_end:
while iterator == len(data_filted_list):
if iterate_time == time1_end:
iterate_time = time2_start
elif iterate_time == time2_end:
iterate_time = time3_start
elif iterate_time == time3_end:
break
iterate_time += datetime.timedelta(minutes=1)
if iterate_time == time3_end and iterator == len(
data_filted_list):
break
try:
next_time = datetime.datetime(*(time.strptime(
data_filted_list[iterator].split(',')[0],
"%Y/%m/%d %H:%M")[:6]))
except:
next_time = datetime.datetime(*(time.strptime(
data_filted_list[iterator].split(',')[0],
"%Y-%m-%d %H:%M")[:6]))
# if not ((time1_start <= next_time <= time1_end)
# or (time2_start <= next_time <= time2_end)
# or (time3_start <= next_time <= time3_end)):
# iterator += 1
# break
if iterate_time == next_time:
future = FutureTreadingData(
time=iterate_time,
open_price=data_filted_list[iterator].split(
',')[1],
max_price=data_filted_list[iterator].split(
',')[2],
min_price=data_filted_list[iterator].split(
',')[3],
close_price=data_filted_list[iterator].split(
',')[4],
future=future_for_treading_data)
future_threading_groups.append(future)
iterator += 1
else:
future = copy.deepcopy(future_threading_groups[-1])
future.time = iterate_time
future_threading_groups.append(future)
if iterate_time == time1_end:
iterate_time = time2_start
elif iterate_time == time2_end:
iterate_time = time3_start
elif iterate_time == time3_end:
break
elif iterate_time <= next_time:
iterate_time += datetime.timedelta(minutes=1)
elif iterate_time > next_time:
iterator += 1
mid = (int)(len(future_threading_groups) / 2)
FutureTreadingData.objects.bulk_create(
future_threading_groups[:mid])
FutureTreadingData.objects.bulk_create(
future_threading_groups[mid:])
else:
iterator = 0
first_row_data = data_filted_list[iterator].split(',')
try:
first_row_time = datetime.datetime(*(time.strptime(
first_row_data[0], "%Y/%m/%d %H:%M")[:6]))
except:
first_row_time = datetime.datetime(*(time.strptime(
first_row_data[0], "%Y-%m-%d %H:%M")[:6]))
iterate_time = first_row_time
option_threading_groups = []
future_for_option = Future(code=filename.split('-')[0])
future_for_option.save()
option_for_treading_data = Option(code=filename.split('.')[0],
asset=future_for_option)
option_for_treading_data.save()
while iterator < len(data_filted_list):
try:
begin_date = datetime.datetime(*(time.strptime(
data_filted_list[iterator].split(' ')[0],
"%Y/%m/%d"))[:6])
except:
begin_date = datetime.datetime(*(time.strptime(
data_filted_list[iterator].split(' ')[0],
"%Y-%m-%d"))[:6])
time1_start = begin_date + datetime.timedelta(hours=8,
minutes=55)
time1_end = begin_date + datetime.timedelta(hours=11,
minutes=35)
time2_start = begin_date + datetime.timedelta(hours=13,
minutes=25)
time2_end = begin_date + datetime.timedelta(hours=15,
minutes=5)
time3_start = begin_date + datetime.timedelta(hours=20,
minutes=55)
time3_end = begin_date + datetime.timedelta(hours=23,
minutes=35)
# if not (time1_start <= iterate_time <= time1_end or time2_start <= iterate_time <= time2_end or time3_start <= iterate_time <= time3_end):
# iterator += 1
if iterator != 0:
iterate_time = time1_start
while (time1_start <= iterate_time <= time1_end) or (
time2_start <= iterate_time <= time2_end) or (
time3_start <= iterate_time <= time3_end):
while iterator == len(data_filted_list):
if iterate_time == time1_end:
iterate_time = time2_start
elif iterate_time == time2_end:
iterate_time = time3_start
elif iterate_time == time3_end:
break
iterate_time += datetime.timedelta(minutes=1)
if iterate_time == time3_end and iterator == len(
data_filted_list):
break
# next_time = datetime.datetime.now()
try:
next_time = datetime.datetime(*(time.strptime(
data_filted_list[iterator].split(',')[0],
"%Y/%m/%d %H:%M")[:6]))
except:
next_time = datetime.datetime(*(time.strptime(
data_filted_list[iterator].split(',')[0],
"%Y-%m-%d %H:%M")[:6]))
# if not ((time1_start <= next_time <= time1_end)
# or (time2_start <= next_time <= time2_end)
# or (time3_start <= next_time <= time3_end)):
# iterator += 1
# break
if iterate_time == next_time:
option = OptionTreadingData(
time=iterate_time,
open_price=data_filted_list[iterator].split(
',')[1],
max_price=data_filted_list[iterator].split(
',')[2],
min_price=data_filted_list[iterator].split(
',')[3],
close_price=data_filted_list[iterator].split(
',')[4],
option=option_for_treading_data,
volume=float(
data_filted_list[iterator].split(',')[6]))
option_threading_groups.append(option)
iterator += 1
else:
option = copy.deepcopy(option_threading_groups[-1])
option.time = iterate_time
option_threading_groups.append(option)
if iterate_time == time1_end:
iterate_time = time2_start
elif iterate_time == time2_end:
iterate_time = time3_start
elif iterate_time == time3_end:
break
elif iterate_time <= next_time:
iterate_time += datetime.timedelta(minutes=1)
elif iterate_time > next_time:
iterator += 1
OptionTreadingData.objects.bulk_create(option_threading_groups)