Update csv_loader.md
This commit is contained in:
parent
f21fede131
commit
58f31bdd18
@ -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()
|
||||||
|
```
|
||||||
|
|
Loading…
Reference in New Issue
Block a user