def loadDayTxt(fileName, dbName, symbol):
"""将Multicharts导出的csv格式的历史数据插入到Mongo数据库中"""
import csv
import pandas as pd
import pymongo
from cyvn.trader.vtObject import VtBarData
getcvs()
start = time()
print (u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol))
# 锁定集合，并创建索引
client = pymongo.MongoClient('149.28.56.155',
27017,
username = '******',
password = '******',
connectTimeoutMS=500)
collection = client[dbName][symbol]
collection.ensure_index([('datetime', pymongo.ASCENDING)], unique=True)
# 读取数据和插入到数据库
reader = csv.DictReader(open(fileName, 'r',))
rows = [row for row in reader]
for d in rows[-200:-1]:
bar = VtBarData()
bar.vtSymbol = symbol
bar.symbol = symbol
bar.exchange = 'SHFE'
bar.gatewayName = 'CTP'
bar.open = float(d['open'])/10000
bar.high = float(d['high'])/10000
bar.low = float(d['low'])/10000
bar.close = float(d['close'])/10000
bar.date = datetime.strptime(d['date'], '%Y%m%d').strftime('%Y%m%d')
bar.time = "15:00"
bar.datetime = datetime.strptime(bar.date, '%Y%m%d')
bar.volume = d['volume']
bar.openInterest = d['open_interest']
flt = {'datetime': bar.datetime}
collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)
print(bar.date)
print (u'插入完毕，耗时：%s' % (time()-start))
def loadRqCsv(fileName, dbName, symbol):
"""将RQ导出的csv格式的历史分钟数据插入到Mongo数据库中"""
start = time()
print('开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol))
# 锁定集合，并创建索引
client = pymongo.MongoClient(globalSetting['mongoHost'],
globalSetting['mongoPort'],
username = globalSetting['mongoUser'],
password = globalSetting['mongoPwd'],
connectTimeoutMS=500)
collection = client[dbName][symbol]
collection.ensure_index([('datetime', pymongo.ASCENDING)], unique=True)
# 读取数据和插入到数据库
reader = csv.DictReader(open(fileName, 'r', ))
rows = [row for row in reader]
for d in rows:
bar = VtBarData()
bar.vtSymbol = symbol
bar.symbol = symbol
bar.datetime = datetime.strptime(d['datetime'], '%Y-%m-%d %H:%M:%S')
bar.date = bar.datetime.date().strftime('%Y%m%d')
bar.time = bar.datetime.time().strftime('%H:%M:%S')
bar.exchange = 'SHFE'
bar.gatewayName = 'CTP'
bar.open = float(d['open'])
bar.high = float(d['high'])
bar.low = float(d['low'])
bar.close = float(d['close'])
bar.volume = float(d['volume'])
bar.openInterest = float(d['open_interest'])
flt = {'datetime': bar.datetime}
collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)
print(('%s \t %s' % (bar.date, bar.time)))
print('插入完毕，耗时：%s' % (time()-start))