def load(
self,
file_path: str,
symbol: str,
exchange: Exchange,
interval: Interval,
datetime_head: str,
open_head: str,
close_head: str,
low_head: str,
high_head: str,
volume_head: str,
datetime_format: str
):
""""""
vt_symbol = f"{symbol}.{exchange.value}"
start = None
end = None
count = 0
with open(file_path, 'rt') as f:
reader = csv.DictReader(f)
for item in reader:
db_bar = DbBarData()
db_bar.symbol = symbol
db_bar.exchange = exchange.value
db_bar.datetime = datetime.strptime(
item[datetime_head], datetime_format
)
db_bar.interval = interval.value
db_bar.volume = item[volume_head]
db_bar.open_price = item[open_head]
db_bar.high_price = item[high_head]
db_bar.low_price = item[low_head]
db_bar.close_price = item[close_head]
db_bar.vt_symbol = vt_symbol
db_bar.gateway_name = "DB"
db_bar.replace()
# do some statistics
count += 1
if not start:
start = db_bar.datetime
end = db_bar.datetime
return start, end, count
def generate_bar_from_row(row, symbol, exchange):
""""""
bar = DbBarData()
bar.symbol = symbol
bar.exchange = exchange
bar.interval = "1m"
bar.open_price = row["open"]
bar.high_price = row["high"]
bar.low_price = row["low"]
bar.close_price = row["close"]
bar.volume = row["volume"]
bar.datetime = row.name.to_pydatetime()
bar.gateway_name = "DB"
bar.vt_symbol = f"{symbol}.{exchange}"
return bar
def generate_bar_from_row(row, symbol, exchange):
""""""
bar = DbBarData()
bar.symbol = symbol
bar.exchange = exchange
bar.interval = "1m"
bar.open_price = row["open"]
bar.high_price = row["high"]
bar.low_price = row["low"]
bar.close_price = row["close"]
bar.volume = row["volume"]
bar.datetime = row.name.to_pydatetime()
bar.gateway_name = "DB"
bar.vt_symbol = f"{symbol}.{exchange}"
return bar
def load(self, file_path: str, symbol: str, exchange: Exchange,
interval: Interval, datetime_head: str, open_head: str,
close_head: str, low_head: str, high_head: str, volume_head: str,
datetime_format: str):
""""""
vt_symbol = f"{symbol}.{exchange.value}"
start = None
end = None
count = 0
with open(file_path, 'rt') as f:
reader = csv.DictReader(f)
for item in reader:
db_bar = DbBarData()
db_bar.symbol = symbol
db_bar.exchange = exchange.value
db_bar.datetime = datetime.strptime(item[datetime_head],
datetime_format)
db_bar.interval = interval.value
db_bar.volume = item[volume_head]
db_bar.open_price = item[open_head]
db_bar.high_price = item[high_head]
db_bar.low_price = item[low_head]
db_bar.close_price = item[close_head]
db_bar.vt_symbol = vt_symbol
db_bar.gateway_name = "DB"
db_bar.replace()
# do some statistics
count += 1
if not start:
start = db_bar.datetime
end = db_bar.datetime
return start, end, count