# encoding: UTF-8 """ 导入MC导出的CSV历史数据到MongoDB中 """ from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME, DAILY_DB_NAME from vnpy.trader.app.ctaStrategy.ctaHistoryData import loadMcCsv if __name__ == '__main__': # loadMcCsv('IF0000_1min.csv', MINUTE_DB_NAME, 'IF0000') loadMcCsv('rb0000_1day.csv', DAILY_DB_NAME, 'rb0000')
to_localtime(x[0] / 1000).split(' ')[1], 'High': str(x[2]), 'Low': str(x[3]), 'Open': str(x[1]), 'Close': str(x[4]), 'TotalVolume': '{}.{}'.format(str(x[5]).split('.')[0], str(x[5]).split('.')[1]) } for x in klines]) #print(df) if not os.path.exists(s_dir): os.makedirs(s_dir) df.to_csv(s_dir + filename.format(d.strftime('%Y%m%d')), index=False) loadMcCsv(s_dir + filename.format(d.strftime('%Y%m%d')), MINUTE_DB_NAME, symbol) # 比对官网数据,发现返回值前六项的含义以及对应顺序:时间戳,开,高,低,收,量 # with open(data_folder.format(symbol, dt), 'w') as f: # f.write('Timestamp,datetime,symbol,high,low,open,close,volume') # f.write('\n') # for element in klines: # real_stamp = element[0]/1000 # 观察发现币安时间戳其实是1000倍的时间戳 # real_time = to_localtime(real_stamp) # 转化为标准时间 # f.write(str(real_stamp) + ',' + str(real_time) + ',' + symbol + ',' + str(element[2]) + ',' + str(element[3]) + ',' + str(element[1]) + ',' + str(element[4]) + ',' + str(element[5])) # f.write('\n')
# encoding: UTF-8 """ 导入MC导出的CSV历史数据到MongoDB中 """ import sys sys.path.append('..') sys.path.append('../..') from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME from vnpy.trader.app.ctaStrategy.ctaHistoryData import loadMcCsv if __name__ == '__main__': loadMcCsv('IF0000_1min.csv', MINUTE_DB_NAME, 'IF0000') loadMcCsv('rb0000_1min.csv', MINUTE_DB_NAME, 'rb0000')
# encoding: UTF-8 """ 导入MC导出的CSV历史数据到MongoDB中 """ from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME from vnpy.trader.app.ctaStrategy.ctaHistoryData import loadMcCsv if __name__ == '__main__': loadMcCsv('HK.00700_1min.csv', MINUTE_DB_NAME, 'HK.00700')
# encoding: UTF-8 """ 导入MC导出的CSV历史数据到MongoDB中 """ from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME from vnpy.trader.app.ctaStrategy.ctaHistoryData import loadMcCsv if __name__ == '__main__': #loadMcCsv('IF0000_1min.csv', MINUTE_DB_NAME, 'IF0000') #loadMcCsv('rb0000_1min.csv', MINUTE_DB_NAME, 'rb0000') loadMcCsv('rb1901_180906_edit.csv', MINUTE_DB_NAME, 'rb1901')
# encoding: UTF-8 """ 导入MC导出的CSV历史数据到MongoDB中 """ from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME from vnpy.trader.app.ctaStrategy.ctaHistoryData import loadMcCsv if __name__ == '__main__': #loadMcCsv('IF0000_1min.csv', MINUTE_DB_NAME, 'IF0000') #loadMcCsv('rb0000_1min.csv', MINUTE_DB_NAME, 'rb0000') loadMcCsv('rb1905_1119.csv', MINUTE_DB_NAME, 'rb1905') loadMcCsv('ma1901_1119.csv', MINUTE_DB_NAME, 'MA901') loadMcCsv('ma1905_1119.csv', MINUTE_DB_NAME, 'MA905') loadMcCsv('sm1901_1119.csv', MINUTE_DB_NAME, 'SM901') loadMcCsv('sm1905_1119.csv', MINUTE_DB_NAME, 'SM905') loadMcCsv('sr1905_1119.csv', MINUTE_DB_NAME, 'SR905') loadMcCsv('ta1901_1119.csv', MINUTE_DB_NAME, 'TA901') loadMcCsv('ta1905_1119.csv', MINUTE_DB_NAME, 'TA905') loadMcCsv('i1901_1119.csv', MINUTE_DB_NAME, 'i1901') loadMcCsv('I1905_1119.csv', MINUTE_DB_NAME, 'i1905') loadMcCsv('j1901_1119.csv', MINUTE_DB_NAME, 'j1901') loadMcCsv('j1905_1119.csv', MINUTE_DB_NAME, 'j1905') loadMcCsv('jm1901_1119.csv', MINUTE_DB_NAME, 'jm1901') loadMcCsv('jm1905_1119.csv', MINUTE_DB_NAME, 'jm1905') loadMcCsv('l1901_1119.csv', MINUTE_DB_NAME, 'l1901') loadMcCsv('l1905_1119.csv', MINUTE_DB_NAME, 'l1905') loadMcCsv('p1901_1119.csv', MINUTE_DB_NAME, 'p1901') loadMcCsv('p1905_1119.csv', MINUTE_DB_NAME, 'p1905') loadMcCsv('pp1901_1119.csv', MINUTE_DB_NAME, 'pp1901') loadMcCsv('pp1905_1119.csv', MINUTE_DB_NAME, 'pp1905')
# encoding: UTF-8 """ 导入MC导出的CSV历史数据到MongoDB中 """ from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME from vnpy.trader.app.ctaStrategy.ctaHistoryData import loadMcCsv if __name__ == '__main__': loadMcCsv('rb1901.csv', MINUTE_DB_NAME, 'RB0000')
# encoding: UTF-8 """ 导入MC导出的CSV历史数据到MongoDB中 """ from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME from vnpy.trader.app.ctaStrategy.ctaHistoryData import loadMcCsv if __name__ == '__main__': loadMcCsv('IF0000_1min.csv', MINUTE_DB_NAME, 'IF0000')