ProductCodeList=['ni','au','ag','rb','i','m','TA']
# ProductCodeList = ['ni']
StartDay="20180801"
# StartDay = "20190201"
storeDirectory="D:/DATA/MainIstrument/some/"
"""Read SqlServer Get Main InstrumentID by ProductCode"""
pass
info = InfoApi()
info.GetDbHistoryConnect()
t = NextTradingDay.TradingDay(info)
# enddate = datetime.datetime.now()-datetime.timedelta(days=1)
enddate = datetime.datetime.strptime("20190201","%Y%m%d")
for i in tqdm(ProductCodeList):
StartDay = "20180801"
startdate = datetime.datetime.strptime(StartDay, "%Y%m%d")
while startdate.strftime("%Y%m%d") <= enddate.strftime("%Y%m%d"):
print startdate
IsExistdiretory(startdate.strftime("%Y%m%d"),storeDirectory)
MainInstrument=info.GetMainInstrumentIdByProductCode(i,startdate.strftime("%Y-%m-%d"))
info.cleanDatadict = [startdate.strftime("%Y%m%d"), i,MainInstrument,storeDirectory+startdate.strftime("%Y%m%d")+"/"]
CleanData(info)
startdate = t.NextTradingDay(startdate.strftime("%Y%m%d"), True)
startdate = datetime.datetime.strptime(startdate, "%Y%m%d")
info.mysql.Disconnect()
directory = os.getcwd() + "\data"
if __name__ == '__main__':
storeDirectory = "D:/GitData/PreTrade/src/optionDataClean/CleanedData/"
dataDiretory = ""
abspath = os.path.abspath(directory)
info = InfoApi()
info.GetDbHistoryConnect()
t = NextTradingDay.TradingDay(info)
for filenames in os.walk(abspath):
print filenames
if not os.path.exists("./CleanedData"):
os.mkdir("./CleanedData")
## 新建清洗后的数据的存储路径
for i in filenames[1]:
path = filenames[0].replace(abspath, "") + "\\" + i + "\\"
path = os.getcwd() + "\\CleanedData" + path
if not os.path.exists(path):
os.mkdir(path)
fileDirectory = filenames[0]
for filename in filenames[2]:
filename = filename.decode(encoding='gbk')
if str(filename).endswith("csv"):
# data = pd.read_csv(fileDirectory + "\\" + filename)
info.cleanDatadict = [
filename.split("_")[1].replace(".csv", ""), None,
filename.split("_")[0], storeDirectory
]
Level_1_Clean(filename, fileDirectory, info)
