Example #1
0
 def __init__(self):
     """
     """
     self._csv = CsvSource(''.join([os.getcwd(), os.sep, 'data', os.sep]))
     self._sql = SqlLiteSource(''.join(
         [os.getcwd(), os.sep, 'data', os.sep, 'digger.db']))
     self._db = self._csv  # 设置数据源
Example #2
0
 def __init__(self):
     """
     """
     self._csv = CsvSource(os.path.join(os.getcwd(), 'data'))
     self._sql = SqlLiteSource(
         os.path.join(os.getcwd(), 'data', 'digger.db'))
     self._src = self._csv  # 设置数据源
Example #3
0
 def set_source(self, settings):
     if settings['source'] == 'sqlite':
         try:
             import sqlite3
             path = os.path.join(settings['data_path'], 'digger.db')
             self._src = SqlLiteSource(path)
         except sqlite3.OperationalError:
             raise FileDoesNotExist(file=path)
     elif settings['source'] == 'csv':
         self._src = CsvSource(settings['data_path'])
     try:
         Contract.info = self.get_contracts()
     except Exception, e:
         ## @TODO
         pass
Example #4
0
class LocalData(object):
    """ 本地数据代理根据配置决定数据源的类型,
        比如sqlite, csv, pytable
    """
    def __init__(self):
        """
        """ 
        self._csv = CsvSource(''.join([os.getcwd(), os.sep, 'data', os.sep]))
        self._sql = SqlLiteSource(''.join([os.getcwd(), os.sep, 'data', os.sep, 'digger.db']))

    def load_bars(self, pcontract, dt_start, dt_end):
        dt_start = pd.to_datetime(dt_start)
        dt_end = pd.to_datetime(dt_end)
        if pcontract.contract.exch_type == 'stock':
            return []
        else:
            return self._csv.load_bars(pcontract, dt_start, dt_end);

    def loadTickData(self):
        raise NotImplementedError

    def loadContractsInfo(self):
        """ 合约信息 """
        raise NotImplementedError
Example #5
0
 def __init__(self):
     """
     """ 
     self._csv = CsvSource(''.join([os.getcwd(), os.sep, 'data', os.sep]))
     self._sql = SqlLiteSource(''.join([os.getcwd(), os.sep, 'data', os.sep, 'digger.db']))