def get_bars(self, pcontract, dt_start, dt_end, window_size):
fname = os.path.join(self._root, str(pcontract) + ".csv")
if not series.g_rolling:
try:
data = pd.read_csv(fname, index_col=0, parse_dates=True)
except IOError:
raise FileDoesNotExist(file=fname)
else:
dt_start = pd.to_datetime(dt_start)
dt_end = pd.to_datetime(dt_end)
data = data[(dt_start <= data.index) & (data.index <= dt_end)]
#data.index = map(lambda x : int(time.mktime(x.timetuple())*1000), data.index)
assert data.index.is_unique
return CsvSourceWrapper(pcontract, data, None, len(data))
else:
data = pd.DataFrame({
'open': [],
'close': [],
'high': [],
'low': [],
'volume': []
})
data.index = []
cursor = csv.reader(open(fname, 'rb'))
fmt = ['datetime', 'open', 'close', 'high', 'low', 'volume']
header = cursor.next()
if header[0:6] != fmt:
raise DataFieldError(error_fields=header, right_fields=fmt)
return CsvSourceWrapper(pcontract, data, cursor, window_size)
def load_data(self, pcontract, dt_start=None, dt_end=None):
""" 加载本地周期合约数据.
Args:
pcontract (PContract): 周期合约
Returns:
DataFrame.
Raises:
FileDoesNotExist
"""
if pcontract.contract.exch_type == 'stock':
import tushare as ts
# 使用tushare接口
print "load stock data with tushare..."
data = ts.get_hist_data(pcontract.contract.code)
return process_tushare_data(data)
else:
# 期货数据
fname = ''.join([str(pcontract), ".csv"])
try:
data = pd.read_csv(fname, index_col=0, parse_dates=True)
assert data.index.is_unique
except Exception:
#print u"**Warning: File \"%s\" doesn't exist!"%fname
raise FileDoesNotExist(file=fname)
else:
return data
def _load_bars(self, pcontract):
strpcon = str(pcontract).upper()
contract, period = tuple(strpcon.split('-'))
code, exch = tuple(contract.split('.'))
period = period.replace('.', '')
fname = os.path.join(self._root, period, exch, code + ".csv")
try:
data = pd.read_csv(fname, index_col=0, parse_dates=True)
except IOError:
raise FileDoesNotExist(file=fname)
else:
return data
def set_source(self, settings):
if settings['source'] == 'sqlite':
try:
import sqlite3
path = os.path.join(settings['data_path'], 'digger.db')
self._src = SqlLiteSource(path)
except sqlite3.OperationalError:
raise FileDoesNotExist(file=path)
elif settings['source'] == 'csv':
self._src = CsvSource(settings['data_path'])
try:
Contract.info = self.get_contracts()
except Exception, e:
## @TODO
pass
def load_bars(self, pcontract, dt_start, dt_end):
fname = ''.join([self._root, str(pcontract), ".csv"])
try:
data = pd.read_csv(fname, index_col=0, parse_dates=True)
dt_start = pd.to_datetime(dt_start)
dt_end = pd.to_datetime(dt_end)
data = data[(dt_start <= data.index) & (data.index <= dt_end)]
data.index = map(lambda x: int(time.mktime(x.timetuple()) * 1000),
data.index)
assert data.index.is_unique
except IOError:
#print u"**Warning: File \"%s\" doesn't exist!"%fname
raise FileDoesNotExist(file=fname)
else:
return data
def load_data(self, pcontract, dt_start=None, dt_end=None):
""" 加载本地周期合约数据.
Args:
pcontract (PContract): 周期合约
Returns:
DataFrame.
Raises:
FileDoesNotExist
"""
if pcontract.contract.exch_type == 'stock':
import tushare as ts
# 使用tushare接口
print "load stock data with tushare... (start=%s,end=%s)" % (
dt_start, dt_end)
if (pcontract.period._type == 'Minute'):
data = tick2period(pcontract.contract.code,
str(pcontract.period)[:-3].replace('.', ''),
start=dt_start,
end=dt_end)
elif (pcontract.period._type == 'Second'):
data = tick2period(pcontract.contract.code,
str(pcontract.period)[:-5].replace('.', ''),
start=dt_start,
end=dt_end)
else:
#日线直接调用
data = ts.get_hist_data(pcontract.contract.code,
start=dt_start,
end=dt_end)
return process_tushare_data(data)
else:
# 期货数据
fname = ''.join([str(pcontract), ".csv"])
try:
data = pd.read_csv(fname, index_col=0, parse_dates=True)
data = _filter_by_datetime_range(data, dt_start, dt_end)
assert data.index.is_unique
except Exception:
#print u"**Warning: File \"%s\" doesn't exist!"%fname
raise FileDoesNotExist(file=fname)
else:
return data