def save_tick_data(tday, folder = '', tick_id = 300000):
all_insts = data_saver.filter_main_cont(tday)
cnx = mysql.connector.connect(**misc.mysqlaccess.dbconfig)
for inst in all_insts:
stmt = "select * from fut_tick where instID='{prod}' and date='{cdate}' and tick_id>='{tick}'".format(prod=inst, cdate=tday.strftime('%Y-%m-%d'), tick = tick_id)
df = pd.io.sql.read_sql(stmt, cnx)
df.to_csv(folder + inst + '.csv', header=False, index=False)
return
def load_tick_data(tday, folder = ''):
all_insts = data_saver.filter_main_cont(tday)
cnx = mysql.connector.connect(**misc.mysqlaccess.dbconfig)
cursor = cnx.cursor()
for inst in all_insts:
data_file = folder + inst + '.csv'
if os.path.isfile(data_file):
stmt = "load data local infile '{data_file}' replace into table fut_tick fields terminated by ',';".format(data_file = data_file)
cursor.execute( stmt )
cnx.commit()
print inst
cnx.close()
return
