Пример #1
0
    df = pd.read_csv('./work/contracts.txt')
    df['key'] = df['code'] + '.' + df['exchange']
    return df


print("import contracts info..")
contracts = import_contracts()

set_config({'source': 'csv'})
locd.import_contracts(contracts)
print("import bars..")
fpaths = []
for path, dirs, files in os.walk('./work'):
    for file in files:
        filepath = path + os.sep + file
        if filepath.endswith(".csv") or filepath.endswith(".CSV"):
            fpaths.append(filepath)
import_data(fpaths, locd)

set_config({'source': 'sqlite'})
locd.import_contracts(contracts)

print("import bars..")
fpaths = []
for path, dirs, files in os.walk('./work'):
    for file in files:
        filepath = path + os.sep + file
        if filepath.endswith(".csv") or filepath.endswith(".CSV"):
            fpaths.append(filepath)
import_data(fpaths, locd)
Пример #2
0
from quantdigger import ConfigUtil
from quantdigger.datasource import import_data, ds_impl

csv_ds = ds_impl.csv_source.CsvSource('../data')
import_data(['../work/AA.SHFE-1.Minute.csv',
             '../work/BB.SHFE-1.Minute.csv',
             '../work/BB.SHFE-1.Day.csv'],
            csv_ds)

sqlite_ds = ds_impl.sqlite_source.SqliteSource('../data/digger.db')
import_data(['../work/AA.SHFE-1.Minute.csv',
             '../work/BB.SHFE-1.Minute.csv',
             '../work/BB.SHFE-1.Day.csv'],
            sqlite_ds)
Пример #3
0
from quantdigger import locd, set_config
from quantdigger.datasource import import_data

set_config({ 'data_path': '../data', 'source': 'csv'})
import_data(['../work/AA.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Day.csv'], locd)

set_config({ 'data_path': '../data', 'source': 'sqlite'})
import_data(['../work/AA.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Day.csv'], locd)
Пример #4
0
from quantdigger import locd, set_config
from quantdigger.datasource import import_data

set_config({'data_path': '../data', 'source': 'csv'})
import_data([
    '../work/AA.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Minute.csv',
    '../work/BB.SHFE-1.Day.csv'
], locd)

set_config({'data_path': '../data', 'source': 'sqlite'})
import_data([
    '../work/AA.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Minute.csv',
    '../work/BB.SHFE-1.Day.csv'
], locd)
from quantdigger import ConfigUtil
from quantdigger.datasource import import_data, ds_impl

csv_ds = ds_impl.csv_source.CsvSource('../data')
import_data([
    '../work/AA.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Minute.csv',
    '../work/BB.SHFE-1.Day.csv'
], csv_ds)

sqlite_ds = ds_impl.sqlite_source.SqliteSource('../data/digger.db')
import_data([
    '../work/AA.SHFE-1.Minute.csv', '../work/BB.SHFE-1.Minute.csv',
    '../work/BB.SHFE-1.Day.csv'
], sqlite_ds)