From 67227beaa9d0f882717f913ea311e136e4978420 Mon Sep 17 00:00:00 2001
From: xldistance <819873074@qq.com>
Date: Sat, 3 Feb 2018 09:05:27 +0800
Subject: [PATCH 1/2] =?UTF-8?q?=E5=A2=9E=E5=8A=A0=E5=B0=86OKEX=E4=B8=8B?=
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 =?UTF-8?q?=E6=95=B0=E6=8D=AE=E5=BA=93?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 vnpy/trader/app/ctaStrategy/ctaHistoryData.py | 36 +++++++++++++++++++
 1 file changed, 36 insertions(+)

diff --git a/vnpy/trader/app/ctaStrategy/ctaHistoryData.py b/vnpy/trader/app/ctaStrategy/ctaHistoryData.py
index 7c892d29..4ec8b159 100644
--- a/vnpy/trader/app/ctaStrategy/ctaHistoryData.py
+++ b/vnpy/trader/app/ctaStrategy/ctaHistoryData.py
@@ -208,5 +208,41 @@ def loadTdxCsv(fileName, dbName, symbol):
         print bar.date, bar.time
     
     print u'插入完毕，耗时：%s' % (time()-start)
+def loadOKEXCsv(fileName, dbName, symbol):
+    """将OKEX导出的csv格式的历史分钟数据插入到Mongo数据库中"""
+    import csv
 
+    start = time()
+    print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)
+
+    # 锁定集合，并创建索引
+    client = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort'])
+    collection = client[dbName][symbol]
+    collection.ensure_index([('datetime', pymongo.ASCENDING)], unique=True)
+
+    # 读取数据和插入到数据库
+    reader = csv.reader(open(fileName,"r"))
+    for d in reader:
+        if len(d[1]) > 10:
+            bar = VtBarData()
+            bar.vtSymbol = symbol
+            bar.symbol = symbol
+
+            bar.datetime = datetime.strptime(d[1], '%Y-%m-%d %H:%M')
+            bar.date = bar.datetime.date().strftime('%Y%m%d')
+            bar.time = bar.datetime.time().strftime('%H:%M:%S')
+
+            bar.open = float(d[2])
+            bar.high = float(d[3])
+            bar.low = float(d[4])
+            bar.close = float(d[5])
+
+            bar.volume = float(d[6])
+            bar.tobtcvolume = float(d[7])
+
+            flt = {'datetime': bar.datetime}
+            collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)
+            print('%s \t %s' % (bar.date, bar.time))
+
+    print u'插入完毕，耗时：%s' % (time()-start)
     

From c016de4f6f8ef3c0c888f4bf97ae057866450658 Mon Sep 17 00:00:00 2001
From: xldistance <819873074@qq.com>
Date: Sun, 4 Feb 2018 10:28:04 +0800
Subject: [PATCH 2/2] Update ctaHistoryData.py

---
 vnpy/trader/app/ctaStrategy/ctaHistoryData.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/vnpy/trader/app/ctaStrategy/ctaHistoryData.py b/vnpy/trader/app/ctaStrategy/ctaHistoryData.py
index 4ec8b159..ee5f0872 100644
--- a/vnpy/trader/app/ctaStrategy/ctaHistoryData.py
+++ b/vnpy/trader/app/ctaStrategy/ctaHistoryData.py
@@ -228,7 +228,7 @@ def loadOKEXCsv(fileName, dbName, symbol):
             bar.vtSymbol = symbol
             bar.symbol = symbol
 
-            bar.datetime = datetime.strptime(d[1], '%Y-%m-%d %H:%M')
+            bar.datetime = datetime.strptime(d[1], '%Y-%m-%d %H:%M:%S')
             bar.date = bar.datetime.date().strftime('%Y%m%d')
             bar.time = bar.datetime.time().strftime('%H:%M:%S')