def loadQuoteBars(quote_file, code='', ktype='5m'):
"""
加哉行情数据
:param quote_file:
:param ktype:
:return:
"""
bars = []
lines = open(quote_file).readlines()
lines = map(str.strip, lines)
if not code:
code = lines[0].split(' ')[0]
lines = lines[2:-1]
for line in lines:
fs = line.split(',')
ymd, hm, open_, high, low, close, vol, amount = fs[:8]
dt = ymd + ' ' + hm[:2] + ':' + hm[2:] + ':00'
bar = stbase.BarData()
bar.code = code
bar.cycle = ktype
bar.open = float(open_)
bar.high = float(high)
bar.low = float(low)
bar.close = float(low)
bar.vol = float(vol)
bar.amount = float(amount)
bar.time = parse(dt)
bars.append(bar)
return bars
def loadQuoteBars(quote_file, code, ktype='d'):
bars = []
lines = open(quote_file).readlines()
lines = map(str.strip, lines)
# if not code:
# code = lines[0].split(' ')[0]
lines = lines[2:-1]
for line in lines:
fs = line.split()
# ymd, hm, open_, high, low, close, vol, amount = fs[:8]
# dt = ymd + ' ' + hm[:2] + ':' + hm[2:] + ':00'
ymd, open_, high, low, close, vol = fs[:6]
dt = parse(ymd)
bar = stbase.BarData()
bar.code = code
bar.cycle = ktype
bar.open = float(open_)
bar.high = float(high)
bar.low = float(low)
bar.close = float(close)
bar.vol = float(vol)
bar.amount = float(0)
bar.time = dt
bar.datetime = bar.time
bars.append(bar)
return bars
def barWrapped(self, code, cycle, kdata):
name = '{}-{}'.format(code, cycle)
last = self.bar_last_data[name].get('last')
current = ','.join(kdata)
if last == current:
return
self.bar_last_data[name]['last'] = current
dt = kdata[0]
dt = parse(dt)
nums = kdata[1:]
nums = map(float, nums)
data = stbase.BarData()
data.amount = nums[5]
data.open = nums[0]
data.high = nums[2]
data.low = nums[3]
data.close = nums[1]
data.vol = nums[4]
data.time = dt
data.sys_time = datetime.datetime.now()
data.code = code
data.trade_object = stbase.stocks.getTradeObject(code)
data.cycle = cycle
return data
def get_daily_data():
"""进行爬取上一个交易日的行情日线"""
for symbol,tag in config.CRAWL_DAILY_SYMBOLS.items():
last = None
for i in range(5):
try:
last = crawl_it_sina(tag)
break
except:
traceback.print_exc()
print 'Wait a while ..'
time.sleep(5)
if not last:
print 'Crawl Quotes Error , Broken Out.'
return
coll = conn['Ctp_Bar_d'][symbol]
date = datetime.datetime.now()
date = date.replace(hour=0,minute=0,second=0,microsecond=0)
r = coll.find_one({'datetime':date})
if r:
coll.delete_one({'_id':r['_id']})
r = None
if not r:
bar = stbase.BarData()
bar.code = symbol
bar.cycle = 'd'
bar.open = float(last[0])
bar.high = float(last[1])
bar.low = float(last[2])
bar.close = float(last[3])
bar.vol = float(last[4])
bar.amount = float(0)
bar.time = date
bar.datetime = bar.time
print bar.dict()
coll.insert(bar.dict())