64 lines
2.0 KiB
Markdown
64 lines
2.0 KiB
Markdown
# CSV载入模块
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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。
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## 初始化配置
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初始化数据载入相关信息，可以分成3类：
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- CSV文件路径
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- 合约信息：合约代码、交易所、K线周期
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- CSV表头信息：日期时间、开盘价、最高价、最低价、收盘价、成交量
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```
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self.file_path: str = ''
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self.symbol: str = ""
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self.exchange: Exchange = Exchange.SSE
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self.interval: Interval = Interval.MINUTE
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self.datetime_head: str = ''
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self.open_head: str = ''
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self.close_head: str = ''
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self.low_head: str = ''
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self.high_head: str = ''
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self.volume_head: str = ''
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```
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## 数据载入
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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。
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```
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with open(file_path, 'rt') as f:
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reader = csv.DictReader(f)
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for item in reader:
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```
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载入数据的方法可以分成2类：
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- 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
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- 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)
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注意：db_bar.replace()用于数据更新，即把旧的数据替换成新的。
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```
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db_bar.symbol = symbol
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db_bar.exchange = exchange.value
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db_bar.datetime = datetime.strptime(
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item[datetime_head], datetime_format
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)
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db_bar.interval = interval.value
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db_bar.volume = item[volume_head]
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db_bar.open_price = item[open_head]
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db_bar.high_price = item[high_head]
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db_bar.low_price = item[low_head]
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db_bar.close_price = item[close_head]
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db_bar.vt_symbol = vt_symbol
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db_bar.gateway_name = "DB"
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db_bar.replace()
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```
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