df = pd.read_csv('./work/contracts.txt') df['key'] = df['code'] + '.' + df['exchange'] return df print("import contracts info..") contracts = import_contracts() set_config({'source': 'csv'}) locd.import_contracts(contracts) print("import bars..") fpaths = [] for path, dirs, files in os.walk('./work'): for file in files: filepath = path + os.sep + file if filepath.endswith(".csv") or filepath.endswith(".CSV"): fpaths.append(filepath) import_data(fpaths, locd) set_config({'source': 'sqlite'}) locd.import_contracts(contracts) print("import bars..") fpaths = [] for path, dirs, files in os.walk('./work'): for file in files: filepath = path + os.sep + file if filepath.endswith(".csv") or filepath.endswith(".CSV"): fpaths.append(filepath) import_data(fpaths, locd)
from quantdigger import ConfigUtil from quantdigger.datasource import import_data, ds_impl csv_ds = ds_impl.csv_source.CsvSource('../data') import_data(['../work/AA.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Day.csv'], csv_ds) sqlite_ds = ds_impl.sqlite_source.SqliteSource('../data/digger.db') import_data(['../work/AA.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Day.csv'], sqlite_ds)
from quantdigger import locd, set_config from quantdigger.datasource import import_data set_config({ 'data_path': '../data', 'source': 'csv'}) import_data(['../work/AA.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Day.csv'], locd) set_config({ 'data_path': '../data', 'source': 'sqlite'}) import_data(['../work/AA.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Day.csv'], locd)
from quantdigger import locd, set_config from quantdigger.datasource import import_data set_config({'data_path': '../data', 'source': 'csv'}) import_data([ '../work/AA.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Day.csv' ], locd) set_config({'data_path': '../data', 'source': 'sqlite'}) import_data([ '../work/AA.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Day.csv' ], locd)
from quantdigger import ConfigUtil from quantdigger.datasource import import_data, ds_impl csv_ds = ds_impl.csv_source.CsvSource('../data') import_data([ '../work/AA.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Day.csv' ], csv_ds) sqlite_ds = ds_impl.sqlite_source.SqliteSource('../data/digger.db') import_data([ '../work/AA.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Day.csv' ], sqlite_ds)