def _save_day(self, contract_name, day):
if day.sdate == 0:
logging.info('当日数据为空:%s' % contract_name)
return
sformat = DAY_FORMAT % {
'flen': self._cbuffer[contract_name].contract.ctype.flen
}
logging.info('保存日数据:%s' % contract_name)
cpath = '%s/%s' % (self.relative_path, contract_name)
check_path(cpath)
with open('%s/days.csv' % (cpath, ), 'at') as mf:
mf.write(sformat.format(day))
#mf.write('%(sdate)d,%(sopen)d,%(shigh)d,%(slow)d,%(sclose)d,%(svolume)d,%(sholding)d\n' % day.__dict__)
logging.info('保存日数据完毕:%s' % contract_name)
def __init__(self, contract_manager, relative_path):
ManagedAgent.__init__(self, contract_manager)
self._cbuffer = {}
self._error_ticks = {}
self._reset_cbuffer()
#self.stwaste = 0
#self.nt = 0
self.relative_path = relative_path[:-1] if (
relative_path[-1] == '/'
or relative_path[-1] == os.sep) else relative_path
if not os.path.isdir(self.relative_path):
os.makedirs(self.relative_path)
for contract in self._contract_manager.current_contracts():
cpath = '%s/%s' % (self.relative_path, contract.name)
check_path(cpath)
#if not os.path.isdir(cpath):
# os.makedirs(cpath)
print('SaveAgent initialized')
def _save_minute1(self, contract_name, minute):
b = time.time()
sformat = MINUTE_FORMAT % {
'flen': self._cbuffer[contract_name].contract.ctype.flen
}
cpath = '%s/%s' % (self.relative_path, contract_name)
check_path(cpath)
with open('%s/minutes.csv' % (cpath, ), 'at') as mf:
#if minute.svolume > 0:
#mf.write('%(sdate)d,%(stime)d,%(sopen)d,%(shigh)d,%(slow)d,%(sclose)d,%(svolume)d,%(sholding)d\n' % minute.__dict__)
if minute.svolume > 0:
mf.write(sformat.format(minute)) #20141016,不保存svolume=0
logging.debug('thread=%s,save minute %s, used:%s' % (
threading.current_thread().ident,
contract_name,
time.time() - b,
))
else:
logging.debug(
'thread=%s,svolume<=0,not save minute %s' %
(threading.current_thread().ident, contract_name))