From 58f31bdd18f01a76c392e578ff42c87fbdccf4d7 Mon Sep 17 00:00:00 2001 From: 1122455801 Date: Thu, 11 Apr 2019 16:56:15 +0800 Subject: [PATCH] Update csv_loader.md --- docs/csv_loader.md | 63 ++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 63 insertions(+) diff --git a/docs/csv_loader.md b/docs/csv_loader.md index e69de29b..5b186a76 100644 --- a/docs/csv_loader.md +++ b/docs/csv_loader.md @@ -0,0 +1,63 @@ +# CSV载入模块 + +CSV载入模块在vnpy根目录下vnpy\app\csv_loader文件夹内，engine.py里面的CsvLoaderEngine类负责载入功能实现。 + +## 1. 初始化 +初始化数据载入相关信息，可以分成3类： + +- CSV文件路径 +- 合约信息：合约代码、交易所、K线周期 +- CSV表头信息：日期时间、开盘价、最高价、最低价、收盘价、成交量 + +``` + self.file_path: str = '' + + self.symbol: str = "" + self.exchange: Exchange = Exchange.SSE + self.interval: Interval = Interval.MINUTE + + self.datetime_head: str = '' + self.open_head: str = '' + self.close_head: str = '' + self.low_head: str = '' + self.high_head: str = '' + self.volume_head: str = '' +``` + +  + +## 2. 数据载入 + +从文件路径中读取CSV文件，然后在每一次迭代中载入数据到数据库中。 +``` + with open(file_path, 'rt') as f: + reader = csv.DictReader(f) + + for item in reader: +``` + +  + +载入数据的方法可以分成2类： +- 直接插入：合约代码、交易所、K线周期、成交量、开盘价、最高价、最低价、收盘价、接口名称 +- 需要处理：日期时间（根据其相应的时间格式，通过strptime()转化成时间元祖）、vt_symbol(合约代码.交易所格式，如rb1905.SHFE) + +注意：db_bar.replace()用于数据更新，即把旧的数据替换成新的。 +``` + db_bar.symbol = symbol + db_bar.exchange = exchange.value + db_bar.datetime = datetime.strptime( + item[datetime_head], datetime_format + ) + db_bar.interval = interval.value + db_bar.volume = item[volume_head] + db_bar.open_price = item[open_head] + db_bar.high_price = item[high_head] + db_bar.low_price = item[low_head] + db_bar.close_price = item[close_head] + db_bar.vt_symbol = vt_symbol + db_bar.gateway_name = "DB" + + db_bar.replace() +``` +