39 lines
1.1 KiB
Python
39 lines
1.1 KiB
Python
# flake8: noqa
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import os
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import sys
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vnpy_root = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..', '..'))
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if vnpy_root not in sys.path:
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sys.path.append(vnpy_root)
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os.environ["VNPY_TESTING"] = "1"
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from vnpy.data.renko.rebuild_future import *
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# Mongo数据库得地址，renko数据库名，tick文件缓存目录
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setting = {
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"host": "127.0.0.1",
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"db_name": FUTURE_RENKO_DB_NAME,
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"cache_folder": os.path.join(vnpy_root, 'tick_data', 'tdx', 'future')
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}
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builder = FutureRenkoRebuilder(setting)
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# 生成单个
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# builder.start(symbol='RB99',min_diff=1, height=10, start_date='2019-04-01', end_date='2019-09-10')
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# 生成多个
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#builder.start(symbol='J99', price_tick=0.5, height=[10, 'K3'], start_date='2016-01-01', end_date='2016-02-16')
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# 在数据库最新renko基础上开始追加数据
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builder.start(symbol='J99', price_tick=0.5, height=[10, 'K3', 'K5'], start_date='2016-01-01', refill=True)
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# 导出csv
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# builder.export(symbol='RB99',height=10, start_date='2019-04-01', end_date='2019-09-10')
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# 生成批量更新脚本
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# builder.export_scripts()
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# builder.check_all_index()
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exit(0)
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