本文整理汇总了Python中vnpy.trader.vtObject.VtBarData.openInterest方法的典型用法代码示例。如果您正苦于以下问题：Python VtBarData.openInterest方法的具体用法？Python VtBarData.openInterest怎么用？Python VtBarData.openInterest使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类vnpy.trader.vtObject.VtBarData的用法示例。
在下文中一共展示了VtBarData.openInterest方法的6个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: loadTdxCsv
# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import openInterest [as 别名]
def loadTdxCsv(fileName, dbName, symbol):
"""将通达信导出的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(file(fileName, 'r'))
for d in reader:
bar = VtBarData()
bar.vtSymbol = symbol
bar.symbol = symbol
bar.open = float(d[2])
bar.high = float(d[3])
bar.low = float(d[4])
bar.close = float(d[5])
bar.date = datetime.strptime(d[0], '%Y/%m/%d').strftime('%Y%m%d')
bar.time = d[1][:2]+':'+d[1][2:4]+':00'
bar.datetime = datetime.strptime(bar.date + ' ' + bar.time, '%Y%m%d %H:%M:%S')
bar.volume = d[6]
bar.openInterest = d[7]
flt = {'datetime': bar.datetime}
collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)
print bar.date, bar.time
print u'插入完毕，耗时：%s' % (time()-start)示例2: loadMcCsv
# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import openInterest [as 别名]
def loadMcCsv(fileName, dbName, symbol, dateFormat='%Y-%m-%d', timeFormat='%H:%M:%S'):
"""将Multicharts导出的csv格式的历史数据插入到Mongo数据库中"""
import csv
start = time()
print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)
# 锁定集合，并创建索引
client = pymongo.MongoClient(globalSetting['mongoHost'], globalSetting['mongoPort'])
collection = client[dbName][symbol]
collection.ensure_index([('datetime', pymongo.ASCENDING)], unique=True)
# 读取数据和插入到数据库
reader = csv.DictReader(file(fileName, 'r'))
for d in reader:
bar = VtBarData()
bar.vtSymbol = symbol
bar.symbol = symbol
bar.open = float(d['Open'])
bar.high = float(d['High'])
bar.low = float(d['Low'])
bar.close = float(d['Close'])
bar.date = datetime.strptime(d['Date'], dateFormat).strftime('%Y%m%d')
bar.time = datetime.strptime(d['Time'], timeFormat).strftime('%H:%M:%S')
bar.datetime = datetime.strptime(bar.date + ' ' + bar.time, '%Y%m%d %H:%M:%S')
bar.volume = d['TotalVolume']
bar.openInterest = d['OpenInterest']
flt = {'datetime': bar.datetime}
collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)
print bar.date, bar.time
print u'插入完毕，耗时：%s' % (time()-start)示例3: generateVtBar
# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import openInterest [as 别名]
def generateVtBar(symbol, d):
"""生成K线"""
bar = VtBarData()
bar.symbol = symbol
bar.vtSymbol = symbol
bar.open = d['open']
bar.high = d['high']
bar.low = d['low']
bar.close = d['close']
bar.volume = d['volume']
bar.openInterest = d['open_oi']
bar.datetime = datetime.fromtimestamp(d['datetime']/1000000000)
bar.date = bar.datetime.strftime("%Y%m%d")
bar.time = bar.datetime.strftime("%H:%M:%S")
return bar示例4: generateVtBar
# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import openInterest [as 别名]
def generateVtBar(d):
"""生成K线"""
bar = VtBarData()
bar.symbol = d['symbol']
bar.vtSymbol = d['symbol']
bar.date = d['date']
bar.time = ':'.join([d['time'][:2], d['time'][2:]])
bar.open = d['open']
bar.high = d['high']
bar.low = d['low']
bar.close = d['close']
bar.volume = d['volume']
bar.openInterest = d['openInterest']
bar.datetime = datetime.datetime.strptime(' '.join([bar.date, bar.time]), '%Y%m%d %H:%M')
return bar示例5: downloadFuturesIntradayBar
# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import openInterest [as 别名]
def downloadFuturesIntradayBar(self, symbol):
"""下载期货的日内分钟行情"""
print u'开始下载%s日内分钟行情' %symbol
# 日内分钟行情只有具体合约
path = 'api/market/getFutureBarRTIntraDay.json'
params = {}
params['instrumentID'] = symbol
params['unit'] = 1
data = self.datayesClient.downloadData(path, params)
if data:
today = datetime.now().strftime('%Y%m%d')
# 创建datetime索引
self.dbClient[MINUTE_DB_NAME][symbol].ensure_index([('datetime', pymongo.ASCENDING)],
unique=True)
for d in data:
bar = VtBarData()
bar.vtSymbol = symbol
bar.symbol = symbol
try:
bar.exchange = DATAYES_TO_VT_EXCHANGE.get(d.get('exchangeCD', ''), '')
bar.open = d.get('openPrice', 0)
bar.high = d.get('highestPrice', 0)
bar.low = d.get('lowestPrice', 0)
bar.close = d.get('closePrice', 0)
bar.date = today
bar.time = d.get('barTime', '')
bar.datetime = datetime.strptime(bar.date + ' ' + bar.time, '%Y%m%d %H:%M')
bar.volume = d.get('totalVolume', 0)
bar.openInterest = 0
except KeyError:
print d
flt = {'datetime': bar.datetime}
self.dbClient[MINUTE_DB_NAME][symbol].update_one(flt, {'$set':bar.__dict__}, upsert=True)
print u'%s下载完成' %symbol
else:
print u'找不到合约%s' %symbol 示例6: downloadFuturesDailyBar
# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import openInterest [as 别名]
def downloadFuturesDailyBar(self, symbol):
"""
下载期货合约的日行情，symbol是合约代码，
若最后四位为0000（如IF0000），代表下载连续合约。
"""
print u'开始下载%s日行情' %symbol
# 查询数据库中已有数据的最后日期
cl = self.dbClient[DAILY_DB_NAME][symbol]
cx = cl.find(sort=[('datetime', pymongo.DESCENDING)])
if cx.count():
last = cx[0]
else:
last = ''
# 主力合约
if '0000' in symbol:
path = 'api/market/getMktMFutd.json'
params = {}
params['contractObject'] = symbol.replace('0000', '')
params['mainCon'] = 1
if last:
params['startDate'] = last['date']
# 交易合约
else:
path = 'api/market/getMktFutd.json'
params = {}
params['ticker'] = symbol
if last:
params['startDate'] = last['date']
# 开始下载数据
data = self.datayesClient.downloadData(path, params)
if data:
# 创建datetime索引
self.dbClient[DAILY_DB_NAME][symbol].ensure_index([('datetime', pymongo.ASCENDING)],
unique=True)
for d in data:
bar = VtBarData()
bar.vtSymbol = symbol
bar.symbol = symbol
try:
bar.exchange = DATAYES_TO_VT_EXCHANGE.get(d.get('exchangeCD', ''), '')
bar.open = d.get('openPrice', 0)
bar.high = d.get('highestPrice', 0)
bar.low = d.get('lowestPrice', 0)
bar.close = d.get('closePrice', 0)
bar.date = d.get('tradeDate', '').replace('-', '')
bar.time = ''
bar.datetime = datetime.strptime(bar.date, '%Y%m%d')
bar.volume = d.get('turnoverVol', 0)
bar.openInterest = d.get('openInt', 0)
except KeyError:
print d
flt = {'datetime': bar.datetime}
self.dbClient[DAILY_DB_NAME][symbol].update_one(flt, {'$set':bar.__dict__}, upsert=True)
print u'%s下载完成' %symbol
else:
print u'找不到合约%s' %symbol