Ejemplo n.º 1
0
    def __scan_insert(self,absdir, file, symbol):
        # params: (E:\dataTickCmmdt\20150430\DQ\AX, AX00.txt, AX00) 
        # 1) scan ticks
        absfile = absdir + "\\" + file
        ree = []
        scan_regex_append_errorfile(absfile,p_jzt, ree, self.__scanErrorFile)
        ## re2 = np.zeros((len(ree),1), dtype=('a8,i4,f8,i4,f8,i4,f8,i4,f8,i4'))
        ## re2 = np.zeros((len(ree),1), dtype='datetime64')
        self.__re2 = np.zeros((len(ree),1), dtype=('i4,i4'))
        self.__re3 = np.zeros((len(ree),1), dtype = ('f8'))#last
        self.__re4 = np.zeros((len(ree),4), dtype = ('i4'))#v,a,o,b_or_a_inited

        for i in xrange(len(ree)):
            self.__re2[i,0][0] = string.atoi(ree[i][0])*10000 + string.atoi(ree[i][1])*100 + string.atoi(ree[i][2])
            self.__re2[i,0][1] = string.atoi(ree[i][3])*10000 + string.atoi(ree[i][4])*100 + string.atoi(ree[i][5])
            ## re2[i] = np.datetime64(ree[i][0]+'-'+timeFill(ree[i][1])+'-'+timeFill(ree[i][2])+'T'+timeFill(ree[i][3])+':'+ree[i][4]+':'+ree[i][5])
            ## re2[i] = dtime.datetime(string.atoi(ree[i][0]),string.atoi(ree[i][1]),string.atoi(ree[i][2]),string.atoi(ree[i][3]),string.atoi(ree[i][4]),string.atoi(ree[i][5]))
            self.__re3[i] = string.atof(ree[i][6])
            self.__re4[i,0] = string.atoi(ree[i][7])
            self.__re4[i,1] = string.atoi(ree[i][8])
            self.__re4[i,2] = string.atoi(ree[i][9])
            self.__re4[i,3] = string.atoi(ree[i][10])
    
        # 2) aggregation, one min
        tmp_idx = []
        tmp_data = []
        resample_jzt(self.__re2,self.__re3,self.__re4,self.__sqlite_logger,1,tmp_data,tmp_idx)
    
        # 3) insert into db
        if (0 < len(tmp_data)):
            # print tmp_data[0]
            self.__insert_sqlite(tmp_data, symbol, self.__re2[0][0][0])
Ejemplo n.º 2
0
 def __1_logfile(self,datestr):
     logFile = open(self.__ABS_DIR + datestr + "\\log.txt", 'r')
     self.__sqlite_logger.debug("Start to scan records on %s..." % datestr)
     self.__scanErrorFile.write("Start to scan records on %s...\n" % datestr)
     tmp_1_1 = self.__ABS_DIR + datestr + "\\log.txt"
     scan_regex_append_errorfile(tmp_1_1,p_jztlog,self.list_log,self.__scanErrorFile)