Exemplo n.º 1
0
def export_tick_data(tday, folder='', tick_id=300000):
    all_insts, prods = dbaccess.load_alive_cont(tday)
    cnx = dbaccess.connect(**dbaccess.dbconfig)
    for inst in all_insts:
        stmt = "select * from fut_tick where instID='{prod}' and date='{cdate}' and tick_id>='{tick}'".format(
            prod=inst, cdate=tday.strftime('%Y-%m-%d'), tick=tick_id)
        df = pd.io.sql.read_sql(stmt, cnx)
        df.to_csv(folder + inst + '.csv', header=False, index=False)
Exemplo n.º 2
0
def import_tick_data(tday, folder=''):
    all_insts, prods = dbaccess.load_alive_cont(tday)
    cnx = dbaccess.connect(**dbaccess.dbconfig)
    cursor = cnx.cursor()
    for inst in all_insts:
        data_file = folder + inst + '.csv'
        if os.path.isfile(data_file):
            stmt = "load data local infile '{data_file}' replace into table fut_tick fields terminated by ',';".format(
                data_file=data_file)
            cursor.execute(stmt)
            cnx.commit()
            print inst
    cnx.close()
Exemplo n.º 3
0
def filter_main_cont(sdate, filter=False):
    insts, prods = dbaccess.load_alive_cont(sdate)
    if not filter:
        return insts
    main_cont = {}
    for pc in prods:
        main_cont[pc], exch = dbaccess.prod_main_cont_exch(pc)
    main_insts = []
    for inst in insts:
        pc = inst2product(inst)
        mth = int(inst[-2:])
        if mth in main_cont[pc]:
            main_insts.append(inst)
    return main_insts
Exemplo n.º 4
0
def filter_main_cont(sdate, filter=False):
    insts, prods = dbaccess.load_alive_cont(sdate)
    if not filter:
        return insts
    main_cont = {}
    for pc in prods:
        main_cont[pc], exch = dbaccess.prod_main_cont_exch(pc)
    main_insts = []
    for inst in insts:
        pc = inst2product(inst)
        mth = int(inst[-2:])
        if mth in main_cont[pc]:
            main_insts.append(inst)
    return main_insts