def export_tick_data(tday, folder='', tick_id=300000):
all_insts, prods = dbaccess.load_alive_cont(tday)
cnx = dbaccess.connect(**dbaccess.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)
def import_tick_data(tday, folder=''):
all_insts, prods = dbaccess.load_alive_cont(tday)
cnx = dbaccess.connect(**dbaccess.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()
def filter_main_cont(sdate, filter=False):
insts, prods = dbaccess.load_alive_cont(sdate)
if not filter:
return insts
main_cont = {}
for pc in prods:
main_cont[pc], exch = dbaccess.prod_main_cont_exch(pc)
main_insts = []
for inst in insts:
pc = inst2product(inst)
mth = int(inst[-2:])
if mth in main_cont[pc]:
main_insts.append(inst)
return main_insts
def filter_main_cont(sdate, filter=False):
insts, prods = dbaccess.load_alive_cont(sdate)
if not filter:
return insts
main_cont = {}
for pc in prods:
main_cont[pc], exch = dbaccess.prod_main_cont_exch(pc)
main_insts = []
for inst in insts:
pc = inst2product(inst)
mth = int(inst[-2:])
if mth in main_cont[pc]:
main_insts.append(inst)
return main_insts