def testSqlDam(self): dam = SqlDAM(echo=False) dam.setup({"db": 'sqlite:////tmp/sqldam.sqlite'}) dam.setSymbol("test") quotes = [ Quote(*[ '1320676200', '32.59', '32.59', '32.58', '32.58', '65213', None ]), Quote(*[ '1320676201', '32.60', '32.60', '32.59', '32.59', '65214', None ]) ] ticks = [ Tick(*['1320676200', '32.59', '32.59', '32.58', '32.58', '65213']), Tick(*['1320676201', '32.60', '32.60', '32.59', '32.59', '65214']) ] dam.writeQuotes(quotes) dam.writeTicks(ticks) dam.commit() print([ str(quotes) for symbol, quotes in dam.readBatchTupleQuotes( ["test"], 0, None).items() ]) print([str(quote) for quote in dam.readQuotes(0, None)]) print([str(tick) for tick in dam.readTicks(0, "1320676201")]) print([str(tick) for tick in dam.readTicks(0, "1320676202")])
def testSqlDam(self): dam = SqlDAM(echo = False) dam.setDb('sqlite:////tmp/sqldam.sqlite') dam.setSymbol("test") quotes = [Quote(*['1320676200', '32.59', '32.59', '32.58', '32.58', '65213', None]), Quote(*['1320676201', '32.60', '32.60', '32.59', '32.59', '65214', None])] ticks = [Tick(*['1320676200', '32.59', '32.59', '32.58', '32.58', '65213']), Tick(*['1320676201', '32.60', '32.60', '32.59', '32.59', '65214'])] dam.writeQuotes(quotes) dam.writeTicks(ticks) dam.commit() print([str(quote) for quote in dam.readQuotes(0, None) ]) print([str(tick) for tick in dam.readTicks(0, "1320676201")]) print([str(tick) for tick in dam.readTicks(0, "1320676202")])
def get(self): """ get quotes """ dam = SqlDAM() print os.path.dirname(__file__) flags={} sqlsave = SqlSaver() sqlsave.setup({'db': 'sqlite:///../zhihui/data/output.sqlite'}, "['EURUSD']_sma") result = sqlsave.getStates(20000101,20131231) for row in result: if row.updateOrders != []: order = row.updateOrders[0] flags[row.time] = order.action dam.setup({'db': 'sqlite:///../zhihui/data/ftest.sqlite'}) dam.setSymbol('EURUSD') _quotes = dam.readQuotes(20000101, 20131231) quotes = [quote.toDict() for quote in _quotes] self.write(json.dumps(quotes))
def getSourceData(): dam = SqlDAM() dam.setup({'db': 'sqlite:///../../../zhihui/data/ftest.sqlite'}) dam.setSymbol('EURUSD') _quotes = dam.readQuotes(20000101, 20131231) return _quotes