def main(): Directory = "E:/options/" startdate = "20190516" startdate = datetime.datetime.strptime(startdate, '%Y%m%d') info = InfoApi() info.GetDbHistoryConnect() info.GetStaticDataconnect() t = TradingDay(info) enddate = datetime.datetime.now() # if datetime.datetime.now().hour<17: # enddate=datetime.datetime.now()-datetime.timedelta(days=1) # if not t.IsTradingDayFuture(enddate.strftime("%Y%m%d")): # enddate = t.NextTradingDayFuture(enddate.strftime("%Y%m%d"), False) # enddate = datetime.datetime.strptime(enddate, "%Y%m%d") enddate = datetime.datetime.strptime("20190516", "%Y%m%d") while startdate <= enddate: print startdate starttime = datetime.datetime.now() setattr(info, 'TradingDay', startdate) GetSourceData(info) startdate = t.NextTradingDayFuture(startdate.strftime("%Y%m%d"), True) startdate = datetime.datetime.strptime(startdate, '%Y%m%d') endtime = datetime.datetime.now() print endtime - starttime
def ComputerAvgVol(): """计算某一天交易的合约平均成交量""" TradingDay = datetime.datetime.now().strftime("%Y-%m-%d") TradingDay = '2019-01-15' info = InfoApi() mysql1 = info.GetStaticDataconnect() templist = IsExistData(Instrumentsql % TradingDay, info) sqllist = [] progress = ProgressBar() for i in progress(templist): #Instrumentlist.append(str(i[0]).encode("utf-8")) InstrumentID = str(i[0]).encode("utf-8").strip() """for each InstrumentID""" temp = ComputerAvgEachInstrumentID(info, InstrumentID) sqllist = sqllist + temp mysql1.ExecmanysNonQuery(InsertSql, sqllist)