def init_bar_overview(self) -> None:
"""
Init overview table if not exists.
"""
f = shelve.open(self.overview_filepath)
query: str = "select count(close_price) from bar_data group by *"
result = self.client.query(query)
for k, v in result.items():
tags = k[1]
data = list(v)[0]
vt_symbol = tags["vt_symbol"]
symbol, exchange = extract_vt_symbol(vt_symbol)
interval = Interval(tags["interval"])
overview = BarOverview(
symbol=symbol,
exchange=exchange,
interval=interval,
count=data["count"]
)
overview.start = self.get_bar_datetime(vt_symbol, interval, 1)
overview.end = self.get_bar_datetime(vt_symbol, interval, -1)
key = f"{vt_symbol}_{interval.value}"
f[key] = overview
f.close()
def save_bar_data(self, bars: List[BarData]) -> bool:
""""""
json_body = []
bar = bars[0]
vt_symbol = bar.vt_symbol
interval = bar.interval
for bar in bars:
bar.datetime = convert_tz(bar.datetime)
d = {
"measurement": "bar_data",
"tags": {
"vt_symbol": vt_symbol,
"interval": interval.value
},
"time": bar.datetime.isoformat(),
"fields": {
"open_price": bar.open_price,
"high_price": bar.high_price,
"low_price": bar.low_price,
"close_price": bar.close_price,
"volume": bar.volume,
"open_interest": bar.open_interest,
}
}
json_body.append(d)
self.client.write_points(json_body, batch_size=10000)
# Update bar overview
symbol, exchange = extract_vt_symbol(vt_symbol)
key = f"{vt_symbol}_{interval.value}"
f = shelve.open(self.overview_filepath)
overview = f.get(key, None)
if not overview:
overview = BarOverview(
symbol=symbol,
exchange=exchange,
interval=interval
)
overview.count = len(bars)
overview.start = bars[0].datetime
overview.end = bars[-1].datetime
else:
overview.start = min(overview.start, bars[0].datetime)
overview.end = max(overview.end, bars[-1].datetime)
query = (
"select count(close_price) from bar_data"
" where vt_symbol=$vt_symbol"
" and interval=$interval"
)
bind_params = {
"vt_symbol": vt_symbol,
"interval": interval.value
}
result = self.client.query(query, bind_params=bind_params)
points = result.get_points()
for d in points:
overview.count = d["count"]
f[key] = overview
f.close()