def QA_save_tdx_to_mongo(file_dir, client=QA_Setting.client):
reader = TdxMinBarReader()
__coll = client.quantaxis.stock_min_five
for a, v, files in os.walk(file_dir):
for file in files:
if (str(file)[0:2] == 'sh' and int(str(file)[2]) == 6) or \
(str(file)[0:2] == 'sz' and int(str(file)[2]) == 0) or \
(str(file)[0:2] == 'sz' and int(str(file)[2]) == 3):
QA_util_log_info('Now_saving ' + str(file)[2:8] +
'\'s 5 min tick')
fname = file_dir + '\\' + file
df = reader.get_df(fname)
df['code'] = str(file)[2:8]
df['market'] = str(file)[0:2]
df['datetime'] = [str(x) for x in list(df.index)]
df['date'] = [str(x)[0:10] for x in list(df.index)]
df['time_stamp'] = df['datetime'].apply(
lambda x: QA_util_time_stamp(x))
df['date_stamp'] = df['date'].apply(
lambda x: QA_util_date_stamp(x))
data_json = json.loads(df.to_json(orient='records'))
__coll.insert_many(data_json)
def QA_save_tdx_to_mongo(file_dir, client=DATABASE):
"""save file
Arguments:
file_dir {str:direction} -- 文件的地址
Keyword Arguments:
client {Mongodb:Connection} -- Mongo Connection (default: {DATABASE})
"""
reader = TdxMinBarReader()
__coll = client.stock_min_five
for a, v, files in os.walk(file_dir):
for file in files:
if (str(file)[0:2] == 'sh' and int(str(file)[2]) == 6) or \
(str(file)[0:2] == 'sz' and int(str(file)[2]) == 0) or \
(str(file)[0:2] == 'sz' and int(str(file)[2]) == 3):
QA_util_log_info('Now_saving ' + str(file)[2:8] +
'\'s 5 min tick')
fname = file_dir + os.sep + file
df = reader.get_df(fname)
df['code'] = str(file)[2:8]
df['market'] = str(file)[0:2]
df['datetime'] = [str(x) for x in list(df.index)]
df['date'] = [str(x)[0:10] for x in list(df.index)]
df['time_stamp'] = df['datetime'].apply(
lambda x: QA_util_time_stamp(x))
df['date_stamp'] = df['date'].apply(
lambda x: QA_util_date_stamp(x))
data_json = json.loads(df.to_json(orient='records'))
__coll.insert_many(data_json)
def QA_save_tdx_to_mongo(file_dir, client=DATABASE):
"""save file
Arguments:
file_dir {str:direction} -- 文件的地址
Keyword Arguments:
client {Mongodb:Connection} -- Mongo Connection (default: {DATABASE})
"""
reader = TdxMinBarReader()
__coll = client.stock_min_five
for a, v, files in os.walk(file_dir):
for file in files:
if (str(file)[0:2] == 'sh' and int(str(file)[2]) == 6) or \
(str(file)[0:2] == 'sz' and int(str(file)[2]) == 0) or \
(str(file)[0:2] == 'sz' and int(str(file)[2]) == 3):
QA_util_log_info('Now_saving ' + str(file)
[2:8] + '\'s 5 min tick')
fname = file_dir + os.sep + file
df = reader.get_df(fname)
df['code'] = str(file)[2:8]
df['market'] = str(file)[0:2]
df['datetime'] = [str(x) for x in list(df.index)]
df['date'] = [str(x)[0:10] for x in list(df.index)]
df['time_stamp'] = df['datetime'].apply(
lambda x: QA_util_time_stamp(x))
df['date_stamp'] = df['date'].apply(
lambda x: QA_util_date_stamp(x))
data_json = json.loads(df.to_json(orient='records'))
__coll.insert_many(data_json)
def QA_save_tdx_to_mongo(file_dir, client=QA_Setting.client):
reader = TdxMinBarReader()
__coll = client.quantaxis.stock_min_five
for a, v, files in os.walk(file_dir):
for file in files:
if (str(file)[0:2] == 'sh' and int(str(file)[2]) == 6) or \
(str(file)[0:2] == 'sz' and int(str(file)[2]) == 0) or \
(str(file)[0:2] == 'sz' and int(str(file)[2]) == 3):
QA_util_log_info('Now_saving ' + str(file)
[2:8] + '\'s 5 min tick')
fname = file_dir + '\\' + file
df = reader.get_df(fname)
df['code'] = str(file)[2:8]
df['market'] = str(file)[0:2]
df['datetime'] = [str(x) for x in list(df.index)]
df['date'] = [str(x)[0:10] for x in list(df.index)]
df['time_stamp'] = df['datetime'].apply(
lambda x: QA_util_time_stamp(x))
df['date_stamp'] = df['date'].apply(
lambda x: QA_util_date_stamp(x))
data_json = json.loads(df.to_json(orient='records'))
__coll.insert_many(data_json)
def main(input, output, datatype):
"""
通达信数据文件读取
"""
if datatype == 'daily':
reader = TdxDailyBarReader()
elif datatype == 'ex_daily':
reader = TdxExHqDailyBarReader()
elif datatype == 'lc':
reader = TdxLCMinBarReader()
elif datatype == 'gbbq':
reader = GbbqReader()
elif datatype == 'block':
reader = BlockReader()
else:
reader = TdxMinBarReader()
try:
df = reader.get_df(input)
if (output):
click.echo("写入到文件 : " + output)
df.to_csv(output)
else:
print(df)
except Exception as e:
print(str(e))
def main(input, output, datatype):
"""
通达信数据文件读取
"""
if datatype == 'daily':
reader = TdxDailyBarReader()
elif datatype == 'ex_daily':
reader = TdxExHqDailyBarReader()
elif datatype == 'lc':
reader = TdxLCMinBarReader()
elif datatype == 'gbbq':
reader = GbbqReader()
elif datatype == 'block':
reader = BlockReader()
elif datatype == 'customblock':
reader = CustomerBlockReader()
elif datatype == 'history_financial' or datatype == 'hf':
reader = HistoryFinancialReader()
else:
reader = TdxMinBarReader()
try:
df = reader.get_df(input)
if output:
click.echo("写入到文件 : " + output)
df.to_csv(output)
else:
print(df)
except Exception as e:
print(str(e))
def read_tdx_local_fst(self):
reader = TdxMinBarReader() #这个reader不能解析分时图文件
# df = reader.get_df(config.tdx_local_sz_minline + "sz399001.lc1")
df = reader.get_df(config.tdx_local_fst + "sh20200417.tfz")
print(df)