def fileLineToBar(line):
bar_data = line.split(',')
bar = VtBarData()
bar.symbol = bar_data[0]
bar.vtSymbol = bar_data[1]
bar.exchange = bar_data[2]
bar.open = float(bar_data[3])
bar.high = float(bar_data[4])
bar.low = float(bar_data[5])
bar.close = float(bar_data[6])
bar.date = bar_data[7]
bar.time = bar_data[8]
bar.datetime = datetime.strptime(bar_data[9], "%Y-%m-%d %H:%M:%S")
bar.volume = int(bar_data[10])
bar.openInterest = int(bar_data[11])
bar.TradingDay = bar_data[12]
return bar
def mongodbRowToBar(row_bar):
bar = VtBarData()
bar.symbol = row_bar['symbol']
bar.vtSymbol = row_bar['symbol']
bar.exchange = row_bar['exchange']
bar.open = float(row_bar['open'])
bar.high = float(row_bar['high'])
bar.low = float(row_bar['low'])
bar.close = float(row_bar['close'])
bar.date = row_bar['date']
bar.time = row_bar['time']
#bar.datetime = datetime.strptime(row_bar['datetime'], "%Y-%m-%d %H:%M:%S")
bar.datetime = row_bar['datetime']
bar.volume = int(row_bar['volume'])
bar.openInterest = int(row_bar['openInterest'])
bar.TradingDay = row_bar['TradingDay']
return bar
def handleDayBar(self, bar):
contact_ = bar.vtSymbol
today = todayDate()
todayStr = today.strftime("%Y%m%d")
d = {'TradingDay': todayStr}
barData = self.mainEngine.dbQuery(MINUTE_60_DB_NAME, contact_, d,
'TradingDay')
day_bar = None
for bar in barData:
# 尚未创建对象
if not day_bar:
day_bar = VtBarData()
day_bar.vtSymbol = bar['vtSymbol']
day_bar.symbol = bar['symbol']
day_bar.exchange = bar['exchange']
day_bar.open = bar['open']
day_bar.high = bar['high']
day_bar.low = bar['low']
# 累加老K线
else:
day_bar.high = max(day_bar.high, bar['high'])
day_bar.low = min(day_bar.low, bar['low'])
# 通用部分
day_bar.close = bar['close']
day_bar.datetime = bar['datetime']
day_bar.TradingDay = bar['TradingDay']
day_bar.openInterest = bar['openInterest']
day_bar.volume += int(bar['volume'])
if day_bar:
day_bar.datetime = datetime(today.year, today.month, today.day)
day_bar.date = day_bar.datetime.strftime('%Y%m%d')
day_bar.time = day_bar.datetime.strftime('%H:%M:%S.%f')
self.mainEngine.dbInsert(DAY_DB_NAME, contact_, day_bar.__dict__)