def loadMcCsv(fileName, dbName, symbol):
"""将Multicharts导出的csv格式的历史数据插入到Mongo数据库中"""
import csv
start = time()
print('开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol))
# 锁定集合，并创建索引
client = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort'])
collection = client[dbName][symbol]
collection.ensure_index([('datetime', pymongo.ASCENDING)], unique=True)
# 读取数据和插入到数据库
reader = csv.DictReader(open(fileName, 'r'))
for d in reader:
bar = VtBarData()
bar.vtSymbol = symbol
bar.symbol = symbol
bar.open = float(d['Open'])
bar.high = float(d['High'])
bar.low = float(d['Low'])
bar.close = float(d['Close'])
bar.date = datetime.strptime(d['Date'], '%Y-%m-%d').strftime('%Y%m%d')
bar.time = d['Time']
bar.datetime = datetime.strptime(bar.date + ' ' + bar.time, '%Y%m%d %H:%M:%S')
bar.volume = d['TotalVolume']
flt = {'datetime': bar.datetime}
collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)
print(bar.date, bar.time)
print('插入完毕，耗时：%s' % (time()-start))
def loadOKEXCsv(fileName, dbName, symbol):
"""将OKEX导出的csv格式的历史分钟数据插入到Mongo数据库中"""
start = time()
print('开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol))
# 锁定集合，并创建索引
client = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort'])
collection = client[dbName][symbol]
collection.ensure_index([('datetime', pymongo.ASCENDING)], unique=True)
# 读取数据和插入到数据库
reader = csv.reader(open(fileName,"r"))
for d in reader:
if len(d[1]) > 10:
bar = VtBarData()
bar.vtSymbol = symbol
bar.symbol = symbol
bar.datetime = datetime.strptime(d[1], '%Y-%m-%d %H:%M:%S')
bar.date = bar.datetime.date().strftime('%Y%m%d')
bar.time = bar.datetime.time().strftime('%H:%M:%S')
bar.open = float(d[2])
bar.high = float(d[3])
bar.low = float(d[4])
bar.close = float(d[5])
bar.volume = float(d[6])
bar.tobtcvolume = float(d[7])
def loadTbPlusCsv(fileName, dbName, symbol):
"""将TB极速版导出的csv格式的历史分钟数据插入到Mongo数据库中"""
import csv
start = time()
print('开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol))
# 锁定集合，并创建索引
client = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort'])
collection = client[dbName][symbol]
collection.ensure_index([('datetime', pymongo.ASCENDING)], unique=True)
# 读取数据和插入到数据库
reader = csv.reader(file(fileName, 'r'))
for d in reader:
bar = VtBarData()
bar.vtSymbol = symbol
bar.symbol = symbol
bar.open = float(d[2])
bar.high = float(d[3])
bar.low = float(d[4])
bar.close = float(d[5])
bar.date = str(d[0])
tempstr=str(round(float(d[1])*10000)).split(".")[0].zfill(4)
bar.time = tempstr[:2]+":"+tempstr[2:4]+":00"
bar.datetime = datetime.strptime(bar.date + ' ' + bar.time, '%Y%m%d %H:%M:%S')
bar.volume = d[6]
bar.openInterest = d[7]
flt = {'datetime': bar.datetime}
collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)
print(bar.date, bar.time)
print('插入完毕，耗时：%s' % (time()-start))
def loadDayTxt(fileName, dbName, symbol):
"""将Multicharts导出的csv格式的历史数据插入到Mongo数据库中"""
import csv
import pandas as pd
import pymongo
from cyvn.trader.vtObject import VtBarData
getcvs()
start = time()
print (u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol))
# 锁定集合，并创建索引
client = pymongo.MongoClient('149.28.56.155',
27017,
username = '******',
password = '******',
connectTimeoutMS=500)
collection = client[dbName][symbol]
collection.ensure_index([('datetime', pymongo.ASCENDING)], unique=True)
# 读取数据和插入到数据库
reader = csv.DictReader(open(fileName, 'r',))
rows = [row for row in reader]
for d in rows[-200:-1]:
bar = VtBarData()
bar.vtSymbol = symbol
bar.symbol = symbol
bar.exchange = 'SHFE'
bar.gatewayName = 'CTP'
bar.open = float(d['open'])/10000
bar.high = float(d['high'])/10000
bar.low = float(d['low'])/10000
bar.close = float(d['close'])/10000
bar.date = datetime.strptime(d['date'], '%Y%m%d').strftime('%Y%m%d')
bar.time = "15:00"
bar.datetime = datetime.strptime(bar.date, '%Y%m%d')
bar.volume = d['volume']
bar.openInterest = d['open_interest']
flt = {'datetime': bar.datetime}
collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)
print(bar.date)
print (u'插入完毕，耗时：%s' % (time()-start))
def downloadEquityDailyBarts(self, symbol):
"""
下载股票的日行情，symbol是股票代码
"""
print('开始下载%s日行情' %symbol)
# 查询数据库中已有数据的最后日期
cl = self.dbClient[DAILY_DB_NAME][symbol]
cx = cl.find(sort=[('datetime', pymongo.DESCENDING)])
if cx.count():
last = cx[0]
else:
last = ''
# 开始下载数据
import tushare as ts
if last:
start = last['date'][:4]+'-'+last['date'][4:6]+'-'+last['date'][6:]
data = ts.get_k_data(symbol,start)
if not data.empty:
# 创建datetime索引
self.dbClient[DAILY_DB_NAME][symbol].ensure_index([('datetime', pymongo.ASCENDING)],
unique=True)
for index, d in data.iterrows():
bar = VtBarData()
bar.vtSymbol = symbol
bar.symbol = symbol
try:
bar.open = d.get('open')
bar.high = d.get('high')
bar.low = d.get('low')
bar.close = d.get('close')
bar.date = d.get('date').replace('-', '')
bar.time = ''
bar.datetime = datetime.strptime(bar.date, '%Y%m%d')
bar.volume = d.get('volume')
except KeyError:
print(d)
flt = {'datetime': bar.datetime}
self.dbClient[DAILY_DB_NAME][symbol].update_one(flt, {'$set':bar.__dict__}, upsert=True)
print('%s下载完成' %symbol)
else:
print('找不到合约%s' %symbol)
def loadTdxLc1(fileName, dbName, symbol):
"""将通达信导出的lc1格式的历史分钟数据插入到Mongo数据库中"""
start = time()
print('开始读取通达信Lc1文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol))
# 锁定集合，并创建索引
client = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort'])
collection = client[dbName][symbol]
collection.ensure_index([('datetime', pymongo.ASCENDING)], unique=True)
#读取二进制文件
ofile=open(fileName,'rb')
buf=ofile.read()
ofile.close()
num=len(buf)
no=num/32
b=0
e=32
dl = []
for i in range(no):
a=unpack('hhfffffii',buf[b:e])
b=b+32
e=e+32
bar = VtBarData()
bar.vtSymbol = symbol
bar.symbol = symbol
bar.open = a[2]
bar.high = a[3]
bar.low = a[4]
bar.close = a[5]
bar.date = str(int(a[0]/2048)+2004)+str(int(a[0]%2048/100)).zfill(2)+str(a[0]%2048%100).zfill(2)
bar.time = str(int(a[1]/60)).zfill(2)+':'+str(a[1]%60).zfill(2)+':00'
bar.datetime = datetime.strptime(bar.date + ' ' + bar.time, '%Y%m%d %H:%M:%S')
bar.volume = a[7]
flt = {'datetime': bar.datetime}
collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)
print('插入完毕，耗时：%s' % (time()-start))
def loadCsv(filename):
""""""
symbol = filename.split('.')[0]
mc = MongoClient()
db = mc[DAILY_DB_NAME]
collection = db[symbol]
with open(filename) as f:
r = DictReader(f)
for d in r:
bar = VtBarData()
bar.datetime = datetime.strptime(d['date'], '%Y/%m/%d')
bar.vtSymbol = symbol
bar.open = float(d['open'])
bar.high = float(d['high'])
bar.low = float(d['low'])
bar.close = float(d['close'])
bar.volume = int(d['volume'])
collection.insert(bar.__dict__)
def loadRqCsv(fileName, dbName, symbol):
"""将RQ导出的csv格式的历史分钟数据插入到Mongo数据库中"""
start = time()
print('开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol))
# 锁定集合，并创建索引
client = pymongo.MongoClient(globalSetting['mongoHost'],
globalSetting['mongoPort'],
username = globalSetting['mongoUser'],
password = globalSetting['mongoPwd'],
connectTimeoutMS=500)
collection = client[dbName][symbol]
collection.ensure_index([('datetime', pymongo.ASCENDING)], unique=True)
# 读取数据和插入到数据库
reader = csv.DictReader(open(fileName, 'r', ))
rows = [row for row in reader]
for d in rows:
bar = VtBarData()
bar.vtSymbol = symbol
bar.symbol = symbol
bar.datetime = datetime.strptime(d['datetime'], '%Y-%m-%d %H:%M:%S')
bar.date = bar.datetime.date().strftime('%Y%m%d')
bar.time = bar.datetime.time().strftime('%H:%M:%S')
bar.exchange = 'SHFE'
bar.gatewayName = 'CTP'
bar.open = float(d['open'])
bar.high = float(d['high'])
bar.low = float(d['low'])
bar.close = float(d['close'])
bar.volume = float(d['volume'])
bar.openInterest = float(d['open_interest'])
flt = {'datetime': bar.datetime}
collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)
print(('%s \t %s' % (bar.date, bar.time)))
print('插入完毕，耗时：%s' % (time()-start))
def loadTdxCsv(fileName, dbName, symbol):
"""将通达信导出的csv格式的历史分钟数据插入到Mongo数据库中"""
import csv
start = time()
date_correct = ""
print('开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol))
# 锁定集合，并创建索引
client = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort'])
collection = client[dbName][symbol]
collection.ensure_index([('datetime', pymongo.ASCENDING)], unique=True)
# 读取数据和插入到数据库
reader = csv.reader(file(fileName, 'r'))
for d in reader:
bar = VtBarData()
bar.vtSymbol = symbol
bar.symbol = symbol
bar.open = float(d[1])
bar.high = float(d[2])
bar.low = float(d[3])
bar.close = float(d[4])
#通达信的夜盘时间按照新的一天计算，此处将其按照当天日期统计，方便后续查阅
date_temp,time_temp = d[0].strip(' ').replace('\xef\xbb\xbf','').split('-',1)
if time_temp == '15:00':
date_correct = date_temp
if time_temp[:2] == "21" or time_temp[:2] == "22" or time_temp[:2] == "23":
date_temp = date_correct
bar.date = datetime.strptime(date_temp, '%Y/%m/%d').strftime('%Y%m%d')
bar.time = time_temp[:2]+':'+time_temp[3:5]+':00'
bar.datetime = datetime.strptime(bar.date + ' ' + bar.time, '%Y%m%d %H:%M:%S')
bar.volume = d[5]
flt = {'datetime': bar.datetime}
collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)
print('插入完毕，耗时：%s' % (time()-start))