コード例 #1
0
def getSqlData(myday,instrumentid): 

	conn = cx_Oracle.connect('hq','hq','114.251.16.210:9921/quota')    
	cursor = conn.cursor () 
	for index in xrange(0,1):
		date=myday+index
		print date

		mysql="select *from hyqh.quotatick where TRADINGDAY = '%s' AND INSTRUMENTID = '%s' " % (date,instrumentid)

		print mysql
		cursor.execute (mysql)  

		icresult = cursor.fetchall()
		# get the data and sort it.
		# sortedlist = sorted(icresult, key = lambda x: (x[20], int(x[21])))
		cleandata = getSortedData(icresult)
		filename='../data/'+"%s_"%instrumentid
		filename=filename+str(date)+'.csv'
		print "we get the instrument id %s" % instrumentid

		bf.write_data_to_csv(filename,cleandata)

	cursor.close ()  
	conn.close () 
コード例 #2
0
def start_create_config(instrumentid, data):
    print "start create the config file of " + instrumentid
    if instrumentid not in nameDict:
        print "the instrument id " + instrumentid + " is not in the dict"
    param = nameDict[instrumentid]["param"]
    bt = BandAndTrigger(param)
    for row in data:
        bt.get_md_data(row)
        # tranfer the string to float

    if int(hour) >= 15:
        data = bt.get_to_csv_data()

        path_new = "../everydayoutdata/" + instrumentid + '_' + date + "_band_data" + ".csv"
        bf.write_data_to_csv(path_new, data)
コード例 #3
0
def main():
    # data1 =[20170801,20170802,20170803,20170804]
    # data2 =[20170807,20170808,20170809,20170810,20170811]
    # data3 =[20170814,20170815,20170816,20170817,20170818]
    # data4 =[20170821,20170822,20170823,20170824,20170825]
    # data5 =[20170828,20170829,20170830,20170831,20170901]
    # data6 =[20170904,20170905,20170906,20170907,20170908]
    # data7 =[20170911,20170912,20170913,20170914,20170915]
    # data8 =[20170918,20170919,20170920,20170921,20170922]
    # data9 =[20170925,20170926,20170927,20170928,20170929]
    # data10 =[20171009,20171010,20171011,20171012,20171013]
    # data11 =[20171016,20171017,20171018,20171019,20171020]
    # data12 =[20171023,20171024,20171025,20171026,20171027]
    # data13 =[20171030,20171031]
    # data = data1+data2+data3+data4+data5+data6+data7+data8+data9+data10+data11+data12+ data13
    # # data = data8+data9+data10+data11+data12
    data = [20171024]
    # instrumentid_array = ["ru1801","rb1801","zn1710","pb1710","cu1710","hc1801","i1801","ni1801","al1710","au1712","ag1712","bu1712"]
    instrumentid_array = ["rb1801"]

    for item in data:
        for instrumentid in instrumentid_array:
            # first get the sql data
            # getSqlData(item,instrumentid)
            bt = BandAndTrigger(nameDict[instrumentid]["param"])
            filename = instrumentid + "_" + str(item)
            path = "../data/" + filename + ".csv"
            # path = "../data/"+filename
            # read_data_from_csv(path)
            f = open(path, 'rb')
            print "the instrument id is: " + filename
            reader = csv.reader(f)
            for row in reader:
                bt.get_md_data(row)
                # tranfer the string to float
            f.close()

            data = bt.get_to_csv_data()

            data = clean_night_data(data)
            path_new = "../tmp/" + filename + "_band_data" + ".csv"
            bf.write_data_to_csv(path_new, data)
コード例 #4
0
def main(filename):
	path = "../data/"+filename+".csv"
	# path = "../data/"+filename
	# read_data_from_csv(path)
	f = open(path,'rb')
	instrumentid = filename.split("_")[0]
	print "the instrument id is: "+instrumentid
	reader = csv.reader(f)

	# reader =getSortedData(reader)
	
	bt = BandAndTrigger(nameDict[instrumentid]["param"])
	for row in reader:
		bt.get_md_data(row)
		# tranfer the string to float
	f.close()
	
	data = bt.get_to_csv_data()

	data = clean_night_data(data)
	path_new = "../create_data/"+filename+ "_band_data"+".csv"
	bf.write_data_to_csv(path_new,data)
コード例 #5
0
	bt = BandAndTrigger(nameDict[instrumentid]["param"])
	for row in reader:
		bt.get_md_data(row)
		# tranfer the string to float
	f.close()
	
	data = bt.get_to_csv_data()

<<<<<<< HEAD
	# data = clean_night_data(data)
	path_new = "../data/"+filename+ "_band_data"+".csv"
=======
	data = clean_night_data(data)
	path_new = "../datasave/"+filename+ "_band_data"+".csv"
>>>>>>> 6c1d2d0c5ee57e1f69b9269dc66b3f546c41b778
	bf.write_data_to_csv(path_new,data)



if __name__=='__main__':
	# data2 =[20170724,20170725,20170726,20170727,20170728]
	# data3 =[20170731,20170801,20170802,20170803,20170804,20170807,20170808,20170809]
	# data = data2+ data3
	# file_dir = "../zn"
	# for root, dirs, files in os.walk(file_dir):
	#     for file in files:
	#     	if "band_data" not in file and "csv" in file:
	#     		tmp_path = os.path.join(root,file)
	#     		tmp_path = tmp_path.split('/')[2]
	#     		print tmp_path
	#     		main(tmp_path)
コード例 #6
0
 def __del__(self):
     print "this is the over function"
     # bf.write_config_info(self._pre_ema_val,self._lastprice_array
     # 	,self._rsi_array,self._rsi_period,self._now_md_price[LASTPRICE],self._config_file)
     path_new = "../tmp/test_fade_band_data" + ".csv"
     bf.write_data_to_csv(path_new, self._csv_data)