print(
ts, " ~ ", klines[i]["open_time"], " ~ ", i, " ~ ",
datetime.fromtimestamp(klines[i]["open_time"] / 1000))
i += 1
tick_time += td
if not miss_start:
exit(1)
print("miss start: %s, count: %d " % (miss_start, miss_count))
if args.k == "1min":
interval = 60 * 1000
klines = exchange.get_klines_1min(args.s,
size=miss_count,
since=miss_start)
elif args.k == "1day":
interval = 24 * 60 * 60 * 1000
klines = exchange.get_klines_1day(args.s,
size=miss_count,
since=miss_starts)
klines_df = pd.DataFrame(klines, exchange.get_kline_column_names())
records = klines_df.to_dict('records')
tmp_ts = miss_start
for record in records:
if record["open_time"] != tmp_ts:
print("从交易所获取的k线不符合预期")
print("tmp_ts: %d miss" % tmp_ts)
exit(1)
print("collection: ", collection)
size = 1000
tmp_time = start_time
while tmp_time < end_time:
print(datetime.fromtimestamp(tmp_time / 1000))
if (tmp_time + size * interval) > end_time:
batch = int((end_time - tmp_time) / interval)
else:
batch = size
# print(batch)
if args.k == "1min":
klines = exchange.get_klines_1min(symbol,
size=batch,
since=tmp_time)
elif args.k == "1day":
klines = exchange.get_klines_1day(symbol,
size=batch,
since=tmp_time)
klines_df = pd.DataFrame(klines, exchange.get_kline_column_names())
#klen = len(klines)
#print("klines len: ", klen)
#print(klines)
#print("klines[0]: ", klines.ix[0])
#print("klines[-1]: ", klines.ix[klen-1])
#print("records: ", klines.to_dict('records'))
db.insert_many(collection, klines_df.to_dict('records'))