vnpy/examples/TurtleStrategy/loadCsv.py

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# encoding: UTF-8
from csv import DictReader
from datetime import datetime
from pymongo import MongoClient
from vnpy.trader.vtObject import VtBarData
from turtleEngine import DAILY_DB_NAME
#----------------------------------------------------------------------
def loadCsv(filename):
""""""
symbol = filename.split('.')[0]
mc = MongoClient()
db = mc[DAILY_DB_NAME]
collection = db[symbol]
with open(filename) as f:
r = DictReader(f)
for d in r:
bar = VtBarData()
bar.datetime = datetime.strptime(d['date'], '%Y/%m/%d')
bar.vtSymbol = symbol
bar.open = float(d['open'])
bar.high = float(d['high'])
bar.low = float(d['low'])
bar.close = float(d['close'])
bar.volume= int(d['volume'])
collection.insert(bar.__dict__)
if __name__ == '__main__':
loadCsv('000300.csv')
loadCsv('000905.csv')