# encoding: UTF-8
"""
导入MC导出的CSV历史数据到MongoDB中
"""
from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME, DAILY_DB_NAME
from vnpy.trader.app.ctaStrategy.ctaHistoryData import loadMcCsv
if __name__ == '__main__':
# loadMcCsv('IF0000_1min.csv', MINUTE_DB_NAME, 'IF0000')
loadMcCsv('rb0000_1day.csv', DAILY_DB_NAME, 'rb0000')
to_localtime(x[0] / 1000).split(' ')[1],
'High':
str(x[2]),
'Low':
str(x[3]),
'Open':
str(x[1]),
'Close':
str(x[4]),
'TotalVolume':
'{}.{}'.format(str(x[5]).split('.')[0],
str(x[5]).split('.')[1])
} for x in klines])
#print(df)
if not os.path.exists(s_dir):
os.makedirs(s_dir)
df.to_csv(s_dir + filename.format(d.strftime('%Y%m%d')), index=False)
loadMcCsv(s_dir + filename.format(d.strftime('%Y%m%d')), MINUTE_DB_NAME,
symbol)
# 比对官网数据，发现返回值前六项的含义以及对应顺序：时间戳，开，高，低，收，量
# with open(data_folder.format(symbol, dt), 'w') as f:
# f.write('Timestamp,datetime,symbol,high,low,open,close,volume')
# f.write('\n')
# for element in klines:
# real_stamp = element[0]/1000 # 观察发现币安时间戳其实是1000倍的时间戳
# real_time = to_localtime(real_stamp) # 转化为标准时间
# f.write(str(real_stamp) + ',' + str(real_time) + ',' + symbol + ',' + str(element[2]) + ',' + str(element[3]) + ',' + str(element[1]) + ',' + str(element[4]) + ',' + str(element[5]))
# f.write('\n')
# encoding: UTF-8
"""
导入MC导出的CSV历史数据到MongoDB中
"""
import sys
sys.path.append('..')
sys.path.append('../..')
from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME
from vnpy.trader.app.ctaStrategy.ctaHistoryData import loadMcCsv
if __name__ == '__main__':
loadMcCsv('IF0000_1min.csv', MINUTE_DB_NAME, 'IF0000')
loadMcCsv('rb0000_1min.csv', MINUTE_DB_NAME, 'rb0000')
# encoding: UTF-8
"""
导入MC导出的CSV历史数据到MongoDB中
"""
from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME
from vnpy.trader.app.ctaStrategy.ctaHistoryData import loadMcCsv
if __name__ == '__main__':
loadMcCsv('HK.00700_1min.csv', MINUTE_DB_NAME, 'HK.00700')
# encoding: UTF-8
"""
导入MC导出的CSV历史数据到MongoDB中
"""
from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME
from vnpy.trader.app.ctaStrategy.ctaHistoryData import loadMcCsv
if __name__ == '__main__':
#loadMcCsv('IF0000_1min.csv', MINUTE_DB_NAME, 'IF0000')
#loadMcCsv('rb0000_1min.csv', MINUTE_DB_NAME, 'rb0000')
loadMcCsv('rb1901_180906_edit.csv', MINUTE_DB_NAME, 'rb1901')
# encoding: UTF-8
"""
导入MC导出的CSV历史数据到MongoDB中
"""
from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME
from vnpy.trader.app.ctaStrategy.ctaHistoryData import loadMcCsv
if __name__ == '__main__':
#loadMcCsv('IF0000_1min.csv', MINUTE_DB_NAME, 'IF0000')
#loadMcCsv('rb0000_1min.csv', MINUTE_DB_NAME, 'rb0000')
loadMcCsv('rb1905_1119.csv', MINUTE_DB_NAME, 'rb1905')
loadMcCsv('ma1901_1119.csv', MINUTE_DB_NAME, 'MA901')
loadMcCsv('ma1905_1119.csv', MINUTE_DB_NAME, 'MA905')
loadMcCsv('sm1901_1119.csv', MINUTE_DB_NAME, 'SM901')
loadMcCsv('sm1905_1119.csv', MINUTE_DB_NAME, 'SM905')
loadMcCsv('sr1905_1119.csv', MINUTE_DB_NAME, 'SR905')
loadMcCsv('ta1901_1119.csv', MINUTE_DB_NAME, 'TA901')
loadMcCsv('ta1905_1119.csv', MINUTE_DB_NAME, 'TA905')
loadMcCsv('i1901_1119.csv', MINUTE_DB_NAME, 'i1901')
loadMcCsv('I1905_1119.csv', MINUTE_DB_NAME, 'i1905')
loadMcCsv('j1901_1119.csv', MINUTE_DB_NAME, 'j1901')
loadMcCsv('j1905_1119.csv', MINUTE_DB_NAME, 'j1905')
loadMcCsv('jm1901_1119.csv', MINUTE_DB_NAME, 'jm1901')
loadMcCsv('jm1905_1119.csv', MINUTE_DB_NAME, 'jm1905')
loadMcCsv('l1901_1119.csv', MINUTE_DB_NAME, 'l1901')
loadMcCsv('l1905_1119.csv', MINUTE_DB_NAME, 'l1905')
loadMcCsv('p1901_1119.csv', MINUTE_DB_NAME, 'p1901')
loadMcCsv('p1905_1119.csv', MINUTE_DB_NAME, 'p1905')
loadMcCsv('pp1901_1119.csv', MINUTE_DB_NAME, 'pp1901')
loadMcCsv('pp1905_1119.csv', MINUTE_DB_NAME, 'pp1905')
# encoding: UTF-8
"""
导入MC导出的CSV历史数据到MongoDB中
"""
from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME
from vnpy.trader.app.ctaStrategy.ctaHistoryData import loadMcCsv
if __name__ == '__main__':
loadMcCsv('rb1901.csv', MINUTE_DB_NAME, 'RB0000')
# encoding: UTF-8
"""
导入MC导出的CSV历史数据到MongoDB中
"""
from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME
from vnpy.trader.app.ctaStrategy.ctaHistoryData import loadMcCsv
if __name__ == '__main__':
loadMcCsv('IF0000_1min.csv', MINUTE_DB_NAME, 'IF0000')
# encoding: UTF-8
"""
导入MC导出的CSV历史数据到MongoDB中
"""
from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME
from vnpy.trader.app.ctaStrategy.ctaHistoryData import loadMcCsv
if __name__ == '__main__':
loadMcCsv('HK.00700_1min.csv', MINUTE_DB_NAME, 'HK.00700')