def testSqlDam(self):
dam = SqlDAM(echo=False)
dam.setup({"db": 'sqlite:////tmp/sqldam.sqlite'})
dam.setSymbol("test")
quotes = [
Quote(*[
'1320676200', '32.59', '32.59', '32.58', '32.58', '65213', None
]),
Quote(*[
'1320676201', '32.60', '32.60', '32.59', '32.59', '65214', None
])
]
ticks = [
Tick(*['1320676200', '32.59', '32.59', '32.58', '32.58', '65213']),
Tick(*['1320676201', '32.60', '32.60', '32.59', '32.59', '65214'])
]
dam.writeQuotes(quotes)
dam.writeTicks(ticks)
dam.commit()
print([
str(quotes) for symbol, quotes in dam.readBatchTupleQuotes(
["test"], 0, None).items()
])
print([str(quote) for quote in dam.readQuotes(0, None)])
print([str(tick) for tick in dam.readTicks(0, "1320676201")])
print([str(tick) for tick in dam.readTicks(0, "1320676202")])
def testSqlDam(self):
dam = SqlDAM(echo = False)
dam.setDb('sqlite:////tmp/sqldam.sqlite')
dam.setSymbol("test")
quotes = [Quote(*['1320676200', '32.59', '32.59', '32.58', '32.58', '65213', None]),
Quote(*['1320676201', '32.60', '32.60', '32.59', '32.59', '65214', None])]
ticks = [Tick(*['1320676200', '32.59', '32.59', '32.58', '32.58', '65213']),
Tick(*['1320676201', '32.60', '32.60', '32.59', '32.59', '65214'])]
dam.writeQuotes(quotes)
dam.writeTicks(ticks)
dam.commit()
print([str(quote) for quote in dam.readQuotes(0, None) ])
print([str(tick) for tick in dam.readTicks(0, "1320676201")])
print([str(tick) for tick in dam.readTicks(0, "1320676202")])
def get(self):
"""
get quotes
"""
dam = SqlDAM()
print os.path.dirname(__file__)
flags={}
sqlsave = SqlSaver()
sqlsave.setup({'db': 'sqlite:///../zhihui/data/output.sqlite'}, "['EURUSD']_sma")
result = sqlsave.getStates(20000101,20131231)
for row in result:
if row.updateOrders != []:
order = row.updateOrders[0]
flags[row.time] = order.action
dam.setup({'db': 'sqlite:///../zhihui/data/ftest.sqlite'})
dam.setSymbol('EURUSD')
_quotes = dam.readQuotes(20000101, 20131231)
quotes = [quote.toDict() for quote in _quotes]
self.write(json.dumps(quotes))
def getSourceData():
dam = SqlDAM()
dam.setup({'db': 'sqlite:///../../../zhihui/data/ftest.sqlite'})
dam.setSymbol('EURUSD')
_quotes = dam.readQuotes(20000101, 20131231)
return _quotes