Merge branch 'dev' of https://github.com/vnpy/vnpy
This commit is contained in:
commit
9ee15faae1
@ -314,6 +314,55 @@ class HistoryDataEngine(object):
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#----------------------------------------------------------------------
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def downloadEquityDailyBarts(self, symbol):
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"""
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下载股票的日行情,symbol是股票代码
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"""
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print u'开始下载%s日行情' %symbol
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# 查询数据库中已有数据的最后日期
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cl = self.dbClient[DAILY_DB_NAME][symbol]
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cx = cl.find(sort=[('datetime', pymongo.DESCENDING)])
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if cx.count():
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last = cx[0]
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else:
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last = ''
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# 开始下载数据
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import tushare as ts
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if last:
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start = last['date'][:4]+'-'+last['date'][4:6]+'-'+last['date'][6:]
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data = ts.get_k_data(symbol,start)
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if not data.empty:
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# 创建datetime索引
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self.dbClient[DAILY_DB_NAME][symbol].ensure_index([('datetime', pymongo.ASCENDING)],
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unique=True)
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for index, d in data.iterrows():
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bar = CtaBarData()
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bar.vtSymbol = symbol
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bar.symbol = symbol
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try:
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bar.open = d.get('open')
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bar.high = d.get('high')
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bar.low = d.get('low')
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bar.close = d.get('close')
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bar.date = d.get('date').replace('-', '')
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bar.time = ''
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bar.datetime = datetime.strptime(bar.date, '%Y%m%d')
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bar.volume = d.get('volume')
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except KeyError:
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print d
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flt = {'datetime': bar.datetime}
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self.dbClient[DAILY_DB_NAME][symbol].update_one(flt, {'$set':bar.__dict__}, upsert=True)
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print u'%s下载完成' %symbol
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else:
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print u'找不到合约%s' %symbol
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#----------------------------------------------------------------------
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#----------------------------------------------------------------------
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def loadMcCsv(fileName, dbName, symbol):
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def loadMcCsv(fileName, dbName, symbol):
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"""将Multicharts导出的csv格式的历史数据插入到Mongo数据库中"""
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"""将Multicharts导出的csv格式的历史数据插入到Mongo数据库中"""
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@ -393,6 +442,7 @@ if __name__ == '__main__':
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#e = HistoryDataEngine()
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#e = HistoryDataEngine()
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#sleep(1)
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#sleep(1)
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#e.downloadEquityDailyBar('000001')
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#e.downloadEquityDailyBar('000001')
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#e.downloadEquityDailyBarts('000001')
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# 这里将项目中包含的股指日内分钟线csv导入MongoDB,作者电脑耗时大约3分钟
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# 这里将项目中包含的股指日内分钟线csv导入MongoDB,作者电脑耗时大约3分钟
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loadMcCsv('IF0000_1min.csv', MINUTE_DB_NAME, 'IF0000')
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loadMcCsv('IF0000_1min.csv', MINUTE_DB_NAME, 'IF0000')
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@ -193,7 +193,7 @@ class MainEngine(object):
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self.writeLog(u'接口不存在:%s' %gatewayName)
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self.writeLog(u'接口不存在:%s' %gatewayName)
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#----------------------------------------------------------------------
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#----------------------------------------------------------------------
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def qryAccont(self, gatewayName):
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def qryAccount(self, gatewayName):
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"""查询特定接口的账户"""
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"""查询特定接口的账户"""
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if gatewayName in self.gatewayDict:
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if gatewayName in self.gatewayDict:
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gateway = self.gatewayDict[gatewayName]
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gateway = self.gatewayDict[gatewayName]
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