Python VtBarData.time方法代码示例

# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import time [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)

# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import time [as 别名]
 def loadRqBar(self, symbol, days):
     """从RQData加载K线数据"""
     endDate = datetime.now()
     startDate = endDate - timedelta(days)
     
     df = self.rq.get_price(symbol.upper(), 
                            frequency='1m', 
                            fields=['open', 'high', 'low', 'close', 'volume'],
                            start_date=startDate,
                            end_date=endDate)
     
     l = []
     
     for ix, row in df.iterrows():
         bar = VtBarData()
         bar.symbol = symbol
         bar.vtSymbol = symbol
         bar.open = row['open']
         bar.high = row['high']
         bar.low = row['low']
         bar.close = row['close']
         bar.volume = row['volume']
         bar.datetime = row.name
         bar.date = bar.datetime.strftime("%Y%m%d")
         bar.time = bar.datetime.strftime("%H:%M:%S")
         
         l.append(bar)
     
     return l

# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import time [as 别名]
def loadOKEXCsv(fileName, dbName, symbol):
    """将OKEX导出的csv格式的历史分钟数据插入到Mongo数据库中"""
    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(open(fileName,"r"))
    for d in reader:
        if len(d[1]) > 10:
            bar = VtBarData()
            bar.vtSymbol = symbol
            bar.symbol = symbol

            bar.datetime = datetime.strptime(d[1], '%Y-%m-%d %H:%M:%S')
            bar.date = bar.datetime.date().strftime('%Y%m%d')
            bar.time = bar.datetime.time().strftime('%H:%M:%S')

            bar.open = float(d[2])
            bar.high = float(d[3])
            bar.low = float(d[4])
            bar.close = float(d[5])

            bar.volume = float(d[6])
            bar.tobtcvolume = float(d[7])

            flt = {'datetime': bar.datetime}
            collection.update_one(flt, {'$set':bar.__dict__}, upsert=True)
            print('%s \t %s' % (bar.date, bar.time))

    print u'插入完毕，耗时：%s' % (time()-start)

# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import time [as 别名]
def loadMcCsv(fileName, dbName, symbol):
    """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'], '%Y-%m-%d').strftime('%Y%m%d')
        bar.time = d['Time']
        bar.datetime = datetime.strptime(bar.date + ' ' + bar.time, '%Y%m%d %H:%M:%S')
        bar.volume = d['TotalVolume']

        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)

# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import time [as 别名]
    def onTick(self, tick):
        """收到行情TICK推送（必须由用户继承实现）"""
        # 计算K线
        tickMinute = tick.datetime.minute

        if tickMinute != self.barMinute:    
            if self.bar:
                self.onBar(self.bar)

            bar = VtBarData()              
            bar.vtSymbol = tick.vtSymbol
            bar.symbol = tick.symbol
            bar.exchange = tick.exchange

            bar.open = tick.lastPrice
            bar.high = tick.lastPrice
            bar.low = tick.lastPrice
            bar.close = tick.lastPrice

            bar.date = tick.date
            bar.time = tick.time
            bar.datetime = tick.datetime    # K线的时间设为第一个Tick的时间

            self.bar = bar                  # 这种写法为了减少一层访问，加快速度
            self.barMinute = tickMinute     # 更新当前的分钟
        else:                               # 否则继续累加新的K线
            bar = self.bar                  # 写法同样为了加快速度

            bar.high = max(bar.high, tick.lastPrice)
            bar.low = min(bar.low, tick.lastPrice)
            bar.close = tick.lastPrice

# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import time [as 别名]
def generateVtBar(row):
    """生成K线"""
    bar = VtBarData()
    
    symbol, exchange = row['symbol'].split('.')
    
    bar.symbol = symbol
    bar.exchange = exchangeMapReverse[exchange]
    
    if bar.exchange in ['SSE', 'SZSE']:
        bar.vtSymbol = '.'.join([bar.symbol, bar.exchange])
    else:
        bar.vtSymbol = bar.symbol
        
    bar.open = row['open']
    bar.high = row['high']
    bar.low = row['low']
    bar.close = row['close']
    bar.volume = row['volume']
    
    bar.date = str(row['date'])
    bar.time = str(row['time']).rjust(6, '0')
   
    #将bar的时间改成提前一分钟
    hour=bar.time[0:2]
    minute=bar.time[2:4]
    sec=bar.time[4:6]
    if minute=="00":
        minute="59"
        
        h = int(hour)
        if h == 0:
            h = 24
        
        hour=str(h-1).rjust(2,'0')
    else:
        minute=str(int(minute)-1).rjust(2,'0')
    bar.time=hour+minute+sec
   
    bar.datetime = datetime.strptime(' '.join([bar.date, bar.time]), '%Y%m%d %H%M%S')
    
    return bar

# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import time [as 别名]
    def downloadEquityDailyBar(self, symbol):
        """
        下载股票的日行情，symbol是股票代码
        """
        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 = ''
        
        # 开始下载数据
        path = 'api/market/getMktEqud.json'
            
        params = {}
        params['ticker'] = symbol
        if last:
            params['beginDate'] = last['date']
        
        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)
                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    

# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import time [as 别名]
def downloadEquityDailyBarts(self, symbol):
    """
    下载股票的日行情，symbol是股票代码
    """
    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 = ''
    # 开始下载数据
    import tushare as ts
    
    if last:
        start = last['date'][:4]+'-'+last['date'][4:6]+'-'+last['date'][6:]
        
    data = ts.get_k_data(symbol,start)
    
    if not data.empty:
        # 创建datetime索引
        self.dbClient[DAILY_DB_NAME][symbol].ensure_index([('datetime', pymongo.ASCENDING)], 
                                                            unique=True)                
        
        for index, d in data.iterrows():
            bar = VtBarData()
            bar.vtSymbol = symbol
            bar.symbol = symbol
            try:
                bar.open = d.get('open')
                bar.high = d.get('high')
                bar.low = d.get('low')
                bar.close = d.get('close')
                bar.date = d.get('date').replace('-', '')
                bar.time = ''
                bar.datetime = datetime.strptime(bar.date, '%Y%m%d')
                bar.volume = d.get('volume')
            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

# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import time [as 别名]
def generateVtBar(row, symbol):
    """生成K线"""
    bar = VtBarData()
    
    bar.symbol = symbol
    bar.vtSymbol = symbol
    bar.open = row['open']
    bar.high = row['high']
    bar.low = row['low']
    bar.close = row['close']
    bar.volume = row['volume']
    bar.datetime = row.name
    bar.date = bar.datetime.strftime("%Y%m%d")
    bar.time = bar.datetime.strftime("%H:%M:%S")
    
    return bar

# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import time [as 别名]
def generateVtBar(symbol, d):
    """生成K线"""
    bar = VtBarData()
    
    bar.symbol = symbol
    bar.vtSymbol = symbol
    bar.datetime = datetime.datetime.strptime(d['time_open'], '%Y-%m-%dT%H:%M:%S.%f0Z')
    bar.date = bar.datetime.strftime('%Y%m%d')
    bar.time = bar.datetime.strftime('%H:%M:%S')
    bar.open = d['price_open']
    bar.high = d['price_high']
    bar.low = d['price_low']
    bar.close = d['price_close']
    bar.volume = d['volume_traded']
    
    return bar

# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import time [as 别名]
def generateVtBar(row):
    """生成K线"""
    bar = VtBarData()
    
    bar.symbol = row['code']
    bar.exchange = generateExchange(bar.symbol)
    bar.vtSymbol = '.'.join([bar.symbol, bar.exchange])
    bar.open = row['open']
    bar.high = row['high']
    bar.low = row['low']
    bar.close = row['close']
    bar.volume = row['vol']
    bar.datetime = row.name
    bar.date = bar.datetime.strftime("%Y%m%d")
    bar.time = bar.datetime.strftime("%H:%M:%S")
    
    return bar

# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import time [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

# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import time [as 别名]
def generateVtBar(vtSymbol, d):
    """生成K线"""
    bar = VtBarData()
    bar.vtSymbol = vtSymbol
    bar.symbol, bar.exchange = bar.vtSymbol.split('.')
    
    bar.datetime = datetime.datetime.fromtimestamp(d['time'])
    bar.date = bar.datetime.strftime('%Y%m%d')
    bar.time = bar.datetime.strftime('%H:%M:%S')
    
    bar.open = d['open']
    bar.high = d['high']
    bar.low = d['low']
    bar.close = d['close']
    bar.volume = d['volumeto']
    
    return bar

# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import time [as 别名]
def generateVtBar(symbol, d):
    """生成K线"""
    l = symbol.split('_')
    bar = VtBarData()
    bar.symbol = l[-2] + l[-1]
    bar.exchange = l[0]
    bar.vtSymbol = '/'.join([bar.symbol, bar.exchange])
    bar.datetime = datetime.datetime.strptime(d['time_open'], '%Y-%m-%dT%H:%M:%S.%f0Z')
    bar.date = bar.datetime.strftime('%Y%m%d')
    bar.time = bar.datetime.strftime('%H:%M:%S')
    bar.open = d['price_open']
    bar.high = d['price_high']
    bar.low = d['price_low']
    bar.close = d['price_close']
    bar.volume = d['volume_traded']
    
    return bar

# 需要导入模块: from vnpy.trader.vtObject import VtBarData [as 别名]
# 或者: from vnpy.trader.vtObject.VtBarData import time [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