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updatekline.py
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updatekline.py
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# -*- coding: utf-8 -*-
"""
Created on Sun Sep 2 13:34:43 2018
@author: Administrator
"""
import sys
from BitmexAPI import BitmexAPI
from BitfinexAPI import BitfinexAPI
from OKCoinFuture import OKCoinFuture
from DatabaseInterface import DatabaseInterface
import base
import datetime
import time
import re
def initdata_from_okex(pair,timeframe,usedb):
db=DatabaseInterface(usedb)
api=OKCoinFuture()
fpair,ftimeframe=format_input(pair,timeframe)
kline=api.future_kline(pair,'quarter',timeframe=timeframe,period={'months':-3},size=5000)
if not kline.empty:
kline=kline[['high','low','open','close','time','volume','pct_change']]
kline['pair']=fpair
db.db_insertdataframe(kline,'KLINE'+ftimeframe)
return True
else:
return False
def getkline_from_bitmex(pair,timeframe,exchangename,start,end=None):
api=BitmexAPI()
kline=api.klines(pair,timeframe,start=start,end=end)
if not kline.empty:
kline=kline[['high','low','open','close','time','volume','pct_change']]
kline['pair']='BTCUSD' if pair=='XBTUSD' else pair
print(kline.shape)
print(kline[['close','high','low']])
return kline
def getkline_from_bitfinex(pair,timeframe,exchangename,start,end=None):
api=BitfinexAPI()
if pair[0]!='t':
pair='t'+pair
res=api.klines(pair,timeframe,start=start,end=end)
# print (res)
print(res[['close','high','low']])
print(pair+timeframe+str(start)+str(end))
return res
def getkline_from_okex(pair,timeframe,exchangename,start):
api=OKCoinFuture()
kline=api.future_kline(pair,'quarter',timeframe=timeframe,since=start,size=5000)
if not kline.empty:
kline=kline[['high','low','open','close','time','volume','pct_change']]
kline['pair']=pair.replace('_','').upper()
return kline
#BITFINEX：获取K线
def getkline(pair,timeframe,exchangename,start,end=None):
if exchangename=='bitfinex':
return getkline_from_bitfinex(pair,timeframe,exchangename,start,end)
elif exchangename=='okex':
return getkline_from_okex(pair,timeframe,exchangename,start)
elif exchangename=='bitmex':
return getkline_from_bitmex(pair,timeframe,exchangename,start,end)
else:
print('输入的交易所不存在')
#更新已有的k线数据到最新
def updateklinedata(pair,timeframe,exchangename,usedb,rl,tf_asminute):
#取当前数据库中最晚的一条数据的时间加上一秒为起始，获取到当前时间的数据#
db=DatabaseInterface(usedb)
fpair,ftimeframe=format_input(pair,timeframe,exchangename)
lastrow=db.db_findone('KLINE'+ftimeframe,filter_dic={'pair':fpair},sel_fields=[],sort=[("time", -1)])
print(ftimeframe+fpair+usedb)
if lastrow is None:
if exchangename=='okex':
return initdata_from_okex(pair,timeframe,usedb)
else:
print(ftimeframe+fpair+usedb)
assert False,'数据库中没有找到数据'
print(type(tf_asminute))
if rl=='l':
shiftsec=60*int(tf_asminute)*1000
else:
shiftsec=0
lasttime=base.timestamp_toStr(float(lastrow['time'])+1000,dateformat="%Y%m%d %H:%M:%S")
endtime=base.timestamp_toStr(time.time()*1000-shiftsec,dateformat="%Y%m%d %H:%M:%S") if rl=='l' else None
#交易所获取k线函数
# print(lasttime)
print(lasttime+','+endtime)
df=getkline(pair,timeframe,exchangename,lasttime,end=endtime)
print (df.shape[0])
# df=None
#没有新数据，不更新
if not df is None:
#对于原始数据进行修正
df['pct_change'].iloc[0]=(df['close'].iloc[0]-lastrow['close'])*100/lastrow['close']
# if rl=='l':
# df['time']=[t+shiftsec for t in df['time']]
db.db_insertdataframe(df,'KLINE'+ftimeframe)
return True
else:
return False
def updatesignal(pair,timeframe,usedb,exchangename=None):
db=DatabaseInterface(usedb)
pair,timeframe=format_input(pair,timeframe,exchangename)
db.db_updateone({'timeframe':timeframe,'pair':pair},{'sig':'1'},'DATAUPDATESIG',upserts=True)
def format_input(pair,timeframe,exchangename=None):
if exchangename=='bitmex' and pair=='XBTUSD':
pair='BTCUSD'
else:
pair=pair.replace('_','').upper()
tf1=re.findall(r'\d+', timeframe)[0]
tf2=timeframe[timeframe.index(tf1[-1])+1]
return pair,tf1+tf2
if __name__ == '__main__':
#输入值
#sys.argv[1]，pair，如：BTCUSD,EOSUSD,btc_usd....
#sys.argv[2]，timeframe，如：30m,1hour....
#sys.argv[3]，exchangename,bitfinex，okex
#sys.argv[4], l,r
#sys.srgv[5], timeframe as minute
usedb='data_'+sys.argv[3].lower()
# pair,timeframe='EOSUSD','30m'
time.sleep(3)
flg=updateklinedata(sys.argv[1],sys.argv[2],sys.argv[3],usedb,sys.argv[4],sys.argv[5])
#print(sys.argv[1]+sys.argv[2]+sys.argv[3]+usedb)
print('updating date at time'+str(datetime.datetime.now()))
if flg:
print('data updated at time'+str(datetime.datetime.now()))
updatesignal(sys.argv[1],sys.argv[2],usedb,sys.argv[3])
else:
print('empty data')
#flg=updateklinedata('BTCUSD','1D',usedb)