def to_csv(self, symbol, date): file_name = '%s%s.log' % (symbol, date.strftime('%Y%m%d')) path = PathMgr.get_data_path('quantopian_daily_min/%s' % file_name) content = read_file_to_string(path) lines = content.split('\n') filtered_lines = filter(lambda x: len(x) > 100, lines) lines = map(lambda x: string_fetch(x, 'PRINT ', ''), filtered_lines) close_list_str = ','.join(lines) # print close_list_str prices_list = map(float, close_list_str.split(',')) datetimes = TradeTime.generate_datetimes(date, date) new_lines = map(lambda x, y: '%s,%s' % (x, y), datetimes, prices_list) new_content = '\n'.join(new_lines) write_path = PathMgr.get_data_path('quantopian_daily_min/%s%s.csv' % (symbol, date.strftime('%Y%m%d'))) write_to_file(write_path, new_content)
def realtimedata_to_csv(): records = \ EquityRealTimeDAO().get_min_time_and_price('SVXY', datetime.datetime(2018, 05, 29, 0, 0, 0), datetime.datetime(2018, 05, 30, 0, 0, 0), ) lines = map(lambda x: '%s,%s' % (x[0], x[1]), records[1:]) content = '\n'.join(lines) write_path = PathMgr.get_data_path( 'quantopian_daily_min/realtime_%s%s.csv' % ('SVXY', '20180529')) write_to_file(write_path, content)
def load_log(self, symbol, date): file_name = '%s%s.log' % (symbol, date.strftime('%Y%m%d')) path = PathMgr.get_data_path('quantopian_daily_min/%s' % file_name) content = read_file_to_string(path) lines = content.split('\n') filtered_lines = filter(lambda x: len(x) > 100, lines) lines = map(lambda x: string_fetch(x, 'PRINT ', ''), filtered_lines) close_list_str = ','.join(lines) prices_list = map(float, close_list_str.split(',')) datetimes = TradeTime.generate_datetimes(date, date) equities = map(lambda x, y: Equity(symbol, x, y, y, y, y), datetimes, prices_list) EquityMinDAO().insert(equities)
def load_csv(self, symbol): path = PathMgr.get_data_path('1mincsv/%s.txt' % symbol) content = read_file_to_string(path) lines = content.split('\n') return map(lambda x: self.try_parse_line(x, symbol), lines)
def load_log(self, code): path = PathMgr.get_data_path('joinquant_min/%s_2018.log'%code) content = read_file_to_string(path) lines = content.split('\n') filtered_lines = filter(lambda x: 'INFO' not in x and x != '', lines) return map(lambda x: self.parse_line(x, code), filtered_lines)