Esempio n. 1
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def save_tick_data(tday, folder = '', tick_id = 300000):
    all_insts, prods = db.load_alive_cont(tday)
    cnx = mysqlconn.connect(**db.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)
    return
Esempio n. 2
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def filter_main_cont(sdate):
    insts, prods  = mysqlaccess.load_alive_cont(sdate)
    main_cont = {}
    for pc in prods:
        main_cont[pc], exch = mysqlaccess.prod_main_cont_exch(pc)
    main_insts = []
    for inst in insts:
        pc = misc.inst2product(inst)
        mth = int(inst[-2:])
        if mth in main_cont[pc]:
            main_insts.append(inst)
    return main_insts
Esempio n. 3
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def load_tick_data(tday, folder = ''):
    all_insts, prods = db.load_alive_cont(tday)
    cnx = mysqlconn.connect(**db.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()
    return