65 lines
2.1 KiB
Python
65 lines
2.1 KiB
Python
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# flake8: noqa
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# 自动导出mongodb补全期货指数合约renko bar => csv文件
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# 供renko bar 批量测试使用
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import sys, os, copy, csv, signal
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vnpy_root = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..'))
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if vnpy_root not in sys.path:
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print(f'append {vnpy_root} into sys.path')
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sys.path.append(vnpy_root)
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os.environ["VNPY_TESTING"] = "1"
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from vnpy.data.renko.rebuild_future import *
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if __name__ == "__main__":
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if len(sys.argv) < 2:
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print(f'请输入参数 host <db_name> <idx_symbol> <start_date> <end_date> \n '
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f'例如: python export_future_renko_bars.py 127.0.0.1 {FUTURE_RENKO_DB_NAME} RB99')
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exit()
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print(sys.argv)
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# Mongo host
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host = sys.argv[1]
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# 数据库
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if len(sys.argv) >= 3:
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db_name = sys.argv[2]
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else:
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db_name = FUTURE_RENKO_DB_NAME
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# 导出指数合约
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if len(sys.argv) >= 4:
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idx_symbol = sys.argv[3]
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else:
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idx_symbol = 'all'
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if len(sys.argv) >= 5:
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start_date = sys.argv[4]
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else:
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start_date = '2016-01-01'
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if len(sys.argv) >= 6:
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end_date = sys.argv[6]
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else:
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end_date = '2099-01-01'
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setting = {
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"host": host,
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"db_name": FUTURE_RENKO_DB_NAME,
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"cache_folder": os.path.join(vnpy_root, 'tick_data', 'tdx', 'future')
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}
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builder = FutureRenkoRebuilder(setting)
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if idx_symbol.upper() == 'ALL':
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print(u'导出所有合约')
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csv_folder = os.path.abspath(os.path.join(vnpy_root, 'bar_data', 'future_renko'))
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builder.export_all(start_date, end_date, csv_folder)
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else:
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for height in [3, 5, 10, 'K3', 'K5', 'K10']:
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csv_file = os.path.abspath(os.path.join(vnpy_root, 'bar_data', 'future_renko_{}_{}_{}_{}.csv'
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.format(idx_symbol, height, start_date.replace('-', ''),
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end_date.replace('-', ''))))
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builder.export(symbol=idx_symbol, height=height, start_date=start_date, end_date=end_date,
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csv_file=csv_file)
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