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[Add] load_json/save_json function

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This commit is contained in:
vn.py 2019-02-16 10:51:32 +08:00
parent 95052ce822
commit 7ade45e37f
2 changed files with 55 additions and 29 deletions
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2
vnpy/trader/object.py
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@ -84,8 +84,8 @@ class BarData(BaseData):
symbol: str
exchange: Exchange
datetime: datetime
interval: Interval
interval: Interval = None
volume: float = 0
open_price: float = 0
high_price: float = 0

82
vnpy/trader/utility.py
View File

@ -3,6 +3,7 @@ General utility functions.
"""
import shelve
import json
from pathlib import Path
from typing import Callable
@ -10,6 +11,7 @@ import numpy as np
import talib
from .object import BarData, TickData
from .constant import interval
class Singleton(type):
@ -85,6 +87,30 @@ def save_setting(filename: str, setting: dict):
f.close()
def load_json(filename: str):
"""
Load data from json file in temp path.
"""
filepath = get_temp_path(filename)
if filepath.exists():
with open(filepath, mode='r') as f:
data = json.load(f)
return data
else:
save_json(filename, {})
return {}
def save_json(filename: str, data: dict):
"""
Save data into json file in temp path.
"""
filepath = get_temp_path(filename)
with open(filepath, mode='w+') as f:
json.dump(data, f, indent=4)
def round_to_pricetick(price: float, pricetick: float):
"""
Round price to price tick value.
@ -120,7 +146,6 @@ class BarGenerator:
new_minute = False
if not self.bar:
self.bar = BarData()
new_minute = True
elif self.bar.datetime.minute != tick.datetime.minute:
self.bar.datetime = self.bar.datetime.replace(
@ -128,23 +153,24 @@ class BarGenerator:
)
self.on_bar(self.bar)
self.bar = BarData()
new_minute = True
if new_minute:
self.bar.vt_symbol = tick.vt_symbol
self.bar.symbol = tick.symbol
self.bar.exchange = tick.exchange
self.bar.open = tick.last_price
self.bar.high = tick.last_price
self.bar.low = tick.last_price
self.bar = BarData(
symbol=tick.symbol,
exchange=tick.exchange,
datetime=tick.datetime,
gateway_name=tick.gateway_name,
open_price=tick.last_price,
high_price=tick.last_price,
low_price=tick.last_price,
close_price=tick.last_price,
)
else:
self.bar.high = max(self.bar.high, tick.last_price)
self.bar.low = min(self.bar.low, tick.last_price)
self.bar.close = tick.last_price
self.bar.datetime = tick.datetime
self.bar.high_price = max(self.bar.high_price, tick.last_price)
self.bar.low_price = min(self.bar.low_price, tick.last_price)
self.bar.close_price = tick.last_price
self.bar.datetime = tick.datetime
if self.last_tick:
volume_change = tick.volume - self.last_tick.volume
@ -157,22 +183,22 @@ class BarGenerator:
Update 1 minute bar into generator
"""
if not self.xmin_bar:
self.xmin_bar = BarData()
self.xmin_bar.vt_symbol = bar.vt_symbol
self.xmin_bar.symbol = bar.symbol
self.xmin_bar.exchange = bar.exchange
self.xmin_bar.open = bar.open
self.xmin_bar.high = bar.high
self.xmin_bar.low = bar.low
self.xmin_bar.datetime = bar.datetime
self.xmin_bar = BarData(
symbol=bar.symbol,
exchange=bar.exchange,
datetime=bar.datetime,
gateway_name=bar.gateway_name,
open_price=bar.open_price,
high_price=bar.high_price,
low_price=bar.low_price
)
else:
self.xmin_bar.high = max(self.xmin_bar.high, bar.high)
self.xmin_bar.low = min(self.xmin_bar.low, bar.low)
self.xmin_bar.high_price = max(
self.xmin_bar.high_price, bar.high_price)
self.xmin_bar.low_price = min(
self.xmin_bar.low_price, bar.low_price)
self.xmin_bar.close = bar.close
self.xmin_bar.close_price = bar.close_price
self.xmin_bar.volume += int(bar.volume)
if not (bar.datetime.minute + 1) % self.xmin: