增加将OKEX下载的数据导入到数据库

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)