ProductCodeList=['ni','au','ag','rb','i','m','TA'] # ProductCodeList = ['ni'] StartDay="20180801" # StartDay = "20190201" storeDirectory="D:/DATA/MainIstrument/some/" """Read SqlServer Get Main InstrumentID by ProductCode""" pass info = InfoApi() info.GetDbHistoryConnect() t = NextTradingDay.TradingDay(info) # enddate = datetime.datetime.now()-datetime.timedelta(days=1) enddate = datetime.datetime.strptime("20190201","%Y%m%d") for i in tqdm(ProductCodeList): StartDay = "20180801" startdate = datetime.datetime.strptime(StartDay, "%Y%m%d") while startdate.strftime("%Y%m%d") <= enddate.strftime("%Y%m%d"): print startdate IsExistdiretory(startdate.strftime("%Y%m%d"),storeDirectory) MainInstrument=info.GetMainInstrumentIdByProductCode(i,startdate.strftime("%Y-%m-%d")) info.cleanDatadict = [startdate.strftime("%Y%m%d"), i,MainInstrument,storeDirectory+startdate.strftime("%Y%m%d")+"/"] CleanData(info) startdate = t.NextTradingDay(startdate.strftime("%Y%m%d"), True) startdate = datetime.datetime.strptime(startdate, "%Y%m%d") info.mysql.Disconnect()
directory = os.getcwd() + "\data" if __name__ == '__main__': storeDirectory = "D:/GitData/PreTrade/src/optionDataClean/CleanedData/" dataDiretory = "" abspath = os.path.abspath(directory) info = InfoApi() info.GetDbHistoryConnect() t = NextTradingDay.TradingDay(info) for filenames in os.walk(abspath): print filenames if not os.path.exists("./CleanedData"): os.mkdir("./CleanedData") ## 新建清洗后的数据的存储路径 for i in filenames[1]: path = filenames[0].replace(abspath, "") + "\\" + i + "\\" path = os.getcwd() + "\\CleanedData" + path if not os.path.exists(path): os.mkdir(path) fileDirectory = filenames[0] for filename in filenames[2]: filename = filename.decode(encoding='gbk') if str(filename).endswith("csv"): # data = pd.read_csv(fileDirectory + "\\" + filename) info.cleanDatadict = [ filename.split("_")[1].replace(".csv", ""), None, filename.split("_")[0], storeDirectory ] Level_1_Clean(filename, fileDirectory, info)