def data_csv2db(self, symbol: str, exchange: Exchange, interval: Interval,
start_dt: datetime, end_dt: datetime):
csv_file_name = self.make_csvfile_name(symbol=symbol,
exchange=exchange,
interval=interval,
start_dt=start_dt,
end_dt=end_dt)
if not os.path.exists(csv_file_name):
print(csv_file_name + "不存在，错误")
return None
engine = CsvLoaderEngine(None, None)
engine.load_by_handle(
open(csv_file_name, "r"),
symbol=symbol,
exchange=exchange,
interval=interval,
datetime_head="datetime",
open_head=exchange.value + '.' + symbol + ".open",
close_head=exchange.value + '.' + symbol + ".close",
low_head=exchange.value + '.' + symbol + ".low",
high_head=exchange.value + '.' + symbol + ".high",
volume_head=exchange.value + '.' + symbol + ".volume",
datetime_format="%Y-%m-%d %H:%M:%S.000000000",
)
engine.close()
# 下载从 2018-05-01凌晨0点 到 2018-06-01凌晨0点 的 T1809 盘口Tick数据
# download_tasks["T_tick"] = DataDownloader(api, symbol_list=["SHFE.cu1801"], dur_sec=0,
# start_dt=datetime(2017, 1, 1), end_dt=datetime(2018, 1, 1),
# csv_file_name="SHFE.cu1801_tick.csv")
# 使用with closing机制确保下载完成后释放对应的资源
with closing(api):
while not all([v.is_finished() for v in download_tasks.values()]):
api.wait_update()
print("progress: ", {
k: ("%.2f%%" % v.get_progress())
for k, v in download_tasks.items()
})
print("下载完成，开始写入数据库")
engine = CsvLoaderEngine(None, None)
engine.load_by_handle(
open(set_csv_file_name, "r"),
symbol=set_symbol,
exchange=Exchange.SHFE,
interval=Interval.MINUTE,
datetime_head="datetime",
open_head=set_exchange + '.' + set_symbol + ".open",
close_head=set_exchange + '.' + set_symbol + ".close",
low_head=set_exchange + '.' + set_symbol + ".low",
high_head=set_exchange + '.' + set_symbol + ".high",
volume_head=set_exchange + '.' + set_symbol + ".volume",
datetime_format="%Y-%m-%d %H:%M:%S.000000000",
)
engine.close()
print("写入数据库完成")