Comments (6)
yutiansut
commented on July 23, 2024
效果图如下
{'open': 3432.45, 'high': 3454.14, 'low': 3374.32, 'close': 3423.61, 'amount': 61893476352.0, 'volume': 618934736, 'time_stamp': 1436405700.0, 'datetime': Timestamp('2015-07-09 09:35:00'), 'code': '000001', 'market': 'sh'}
{'open': 3420.56, 'high': 3424.16, 'low': 3395.07, 'close': 3396.33, 'amount': 23416520704.0, 'volume': 234165181, 'time_stamp': 1436406000.0, 'datetime': Timestamp('2015-07-09 09:40:00'), 'code': '000001', 'market': 'sh'}
{'open': 3397.06, 'high': 3397.32, 'low': 3382.25, 'close': 3383.08, 'amount': 17053605888.0, 'volume': 170536031, 'time_stamp': 1436406300.0, 'datetime': Timestamp('2015-07-09 09:45:00'), 'code': '000001', 'market': 'sh'}
{'open': 3381.05, 'high': 3404.28, 'low': 3374.14, 'close': 3404.28, 'amount': 17060175872.0, 'volume': 170601731, 'time_stamp': 1436406600.0, 'datetime': Timestamp('2015-07-09 09:50:00'), 'code': '000001', 'market': 'sh'}
{'open': 3402.08, 'high': 3465.62, 'low': 3401.77, 'close': 3465.62, 'amount': 27869265920.0, 'volume': 278692631, 'time_stamp': 1436406900.0, 'datetime': Timestamp('2015-07-09 09:55:00'), 'code': '000001', 'market': 'sh'}
{'open': 3466.38, 'high': 3483.81, 'low': 3466.16, 'close': 3471.63, 'amount': 31448236032.0, 'volume': 314482333, 'time_stamp': 1436407200.0, 'datetime': Timestamp('2015-07-09 10:00:00'), 'code': '000001', 'market': 'sh'}
{'open': 3470.96, 'high': 3475.17, 'low': 3456.41, 'close': 3475.17, 'amount': 17236410368.0, 'volume': 172364080, 'time_stamp': 1436407500.0, 'datetime': Timestamp('2015-07-09 10:05:00'), 'code': '000001', 'market': 'sh'}
{'open': 3474.17, 'high': 3517.85, 'low': 3474.17, 'close': 3517.85, 'amount': 19058606080.0, 'volume': 190586035, 'time_stamp': 1436407800.0, 'datetime': Timestamp('2015-07-09 10:10:00'), 'code': '000001', 'market': 'sh'}
{'open': 3519.25, 'high': 3593.3, 'low': 3519.25, 'close': 3593.3, 'amount': 27075018752.0, 'volume': 270750160, 'time_stamp': 1436408100.0, 'datetime': Timestamp('2015-07-09 10:15:00'), 'code': '000001', 'market': 'sh'}
{'open': 3591.75, 'high': 3598.01, 'low': 3547.12, 'close': 3547.12, 'amount': 24563826688.0, 'volume': 245638240, 'time_stamp': 1436408400.0, 'datetime': Timestamp('2015-07-09 10:20:00'), 'code': '000001', 'market': 'sh'}
{'open': 3545.8, 'high': 3568.7, 'low': 3532.81, 'close': 3559.89, 'amount': 15218819072.0, 'volume': 152188163, 'time_stamp': 1436408700.0, 'datetime': Timestamp('2015-07-09 10:25:00'), 'code': '000001', 'market': 'sh'}
{'open': 3557.64, 'high': 3557.73, 'low': 3525.33, 'close': 3525.33, 'amount': 12022579200.0, 'volume': 120225766, 'time_stamp': 1436409000.0, 'datetime': Timestamp('2015-07-09 10:30:00'), 'code': '000001', 'market': 'sh'}
{'open': 3524.74, 'high': 3524.74, 'low': 3485.77, 'close': 3491.19, 'amount': 13220511744.0, 'volume': 132205091, 'time_stamp': 1436409300.0, 'datetime': Timestamp('2015-07-09 10:35:00'), 'code': '000001', 'market': 'sh'}
{'open': 3492.47, 'high': 3527.18, 'low': 3491.7, 'close': 3499.96, 'amount': 11236179968.0, 'volume': 112361770, 'time_stamp': 1436409600.0, 'datetime': Timestamp('2015-07-09 10:40:00'), 'code': '000001', 'market': 'sh'}
{'open': 3499.21, 'high': 3521.14, 'low': 3497.17, 'close': 3506.33, 'amount': 8582463488.0, 'volume': 85824606, 'time_stamp': 1436409900.0, 'datetime': Timestamp('2015-07-09 10:45:00'), 'code': '000001', 'market': 'sh'}
{'open': 3506.11, 'high': 3507.04, 'low': 3495.8, 'close': 3501.51, 'amount': 7396982784.0, 'volume': 73969798, 'time_stamp': 1436410200.0, 'datetime': Timestamp('2015-07-09 10:50:00'), 'code': '000001', 'market': 'sh'}
{'open': 3502.47, 'high': 3530.78, 'low': 3502.47, 'close': 3518.38, 'amount': 8850046976.0, 'volume': 88500442, 'time_stamp': 1436410500.0, 'datetime': Timestamp('2015-07-09 10:55:00'), 'code': '000001', 'market': 'sh'}
{'open': 3517.52, 'high': 3523.07, 'low': 3504.68, 'close': 3506.47, 'amount': 7237304320.0, 'volume': 72373015, 'time_stamp': 1436410800.0, 'datetime': Timestamp('2015-07-09 11:00:00'), 'code': '000001', 'market': 'sh'}
{'open': 3504.99, 'high': 3523.63, 'low': 3504.75, 'close': 3521.53, 'amount': 5907382272.0, 'volume': 59073791, 'time_stamp': 1436411100.0, 'datetime': Timestamp('2015-07-09 11:05:00'), 'code': '000001', 'market': 'sh'}
{'open': 3521.3, 'high': 3521.3, 'low': 3512.2, 'close': 3512.2, 'amount': 6271631360.0, 'volume': 62716284, 'time_stamp': 1436411400.0, 'datetime': Timestamp('2015-07-09 11:10:00'), 'code': '000001', 'market': 'sh'}
{'open': 3511.25, 'high': 3513.18, 'low': 3506.34, 'close': 3512.49, 'amount': 6046449664.0, 'volume': 60464469, 'time_stamp': 1436411700.0, 'datetime': Timestamp('2015-07-09 11:15:00'), 'code': '000001', 'market': 'sh'}
{'open': 3511.63, 'high': 3529.93, 'low': 3508.66, 'close': 3529.93, 'amount': 7195262976.0, 'volume': 71952605, 'time_stamp': 1436412000.0, 'datetime': Timestamp('2015-07-09 11:20:00'), 'code': '000001', 'market': 'sh'}
{'open': 3529.05, 'high': 3556.05, 'low': 3529.05, 'close': 3547.3, 'amount': 12224135168.0, 'volume': 122241321, 'time_stamp': 1436412300.0, 'datetime': Timestamp('2015-07-09 11:25:00'), 'code': '000001', 'market': 'sh'}
{'open': 3546.0, 'high': 3552.78, 'low': 3537.31, 'close': 3552.78, 'amount': 9009692672.0, 'volume': 90096894, 'time_stamp': 1436412600.0, 'datetime': Timestamp('2015-07-09 11:30:00'), 'code': '000001', 'market': 'sh'}
{'open': 3553.49, 'high': 3605.61, 'low': 3553.49, 'close': 3605.61, 'amount': 28364013568.0, 'volume': 283640106, 'time_stamp': 1436418300.0, 'datetime': Timestamp('2015-07-09 13:05:00'), 'code': '000001', 'market': 'sh'}
{'open': 3605.09, 'high': 3617.75, 'low': 3605.09, 'close': 3617.71, 'amount': 20885766144.0, 'volume': 208857635, 'time_stamp': 1436418600.0, 'datetime': Timestamp('2015-07-09 13:10:00'), 'code': '000001', 'market': 'sh'}
{'open': 3617.77, 'high': 3659.13, 'low': 3617.74, 'close': 3659.13, 'amount': 23983423488.0, 'volume': 239834207, 'time_stamp': 1436418900.0, 'datetime': Timestamp('2015-07-09 13:15:00'), 'code': '000001', 'market': 'sh'}
{'open': 3660.3, 'high': 3713.07, 'low': 3660.3, 'close': 3700.2, 'amount': 27350237184.0, 'volume': 273502344, 'time_stamp': 1436419200.0, 'datetime': Timestamp('2015-07-09 13:20:00'), 'code': '000001', 'market': 'sh'}
{'open': 3698.15, 'high': 3698.15, 'low': 3674.54, 'close': 3691.47, 'amount': 17180426240.0, 'volume': 171804231, 'time_stamp': 1436419500.0, 'datetime': Timestamp('2015-07-09 13:25:00'), 'code': '000001', 'market': 'sh'}
{'open': 3691.69, 'high': 3691.69, 'low': 3670.69, 'close': 3681.28, 'amount': 12354617344.0, 'volume': 123546151, 'time_stamp': 1436419800.0, 'datetime': Timestamp('2015-07-09 13:30:00'), 'code': '000001', 'market': 'sh'}
{'open': 3681.33, 'high': 3684.42, 'low': 3670.27, 'close': 3670.27, 'amount': 10689773568.0, 'volume': 106897708, 'time_stamp': 1436420100.0, 'datetime': Timestamp('2015-07-09 13:35:00'), 'code': '000001', 'market': 'sh'}
.....from pytdx.
yutiansut
commented on July 23, 2024
新修改了一下 直接在dataframe上修改,快多啦
from pytdx.
yutiansut
commented on July 23, 2024
在quantaxis上已经可以存啦
https://github.com/yutiansut/QUANTAXIS/blob/0.4.0-alpha/update_log.md#131-通达信5分钟线解析保存
from pytdx.
rainx
commented on July 23, 2024
@yutiansut nice
from pytdx.
yutiansut
commented on July 23, 2024
修改后的
import datetime
import json
import os
import sys
import time
import pymongo
from pytdx.reader import TdxFileNotFoundException, TdxMinBarReader
from QUANTAXIS.QAUtil import QA_Setting,QA_util_log_info
def QA_save_tdx_to_mongo(file_dir, client=QA_Setting.client):
reader = TdxMinBarReader()
__coll = client.quantaxis.stock_min_five
for a, v, files in os.walk(file_dir):
for file in files:
if (str(file)[0:2] == 'sh' and int(str(file)[2]) == 6) or \
(str(file)[0:2] == 'sz' and int(str(file)[2]) == 0) or \
(str(file)[0:2] == 'sz' and int(str(file)[2]) == 3):
QA_util_log_info('Now_saving '+str(file)[2:8]+'\'s 5 min tick')
fname = file_dir + '\\' + file
df = reader.get_df(fname)
df['code'] = str(file)[2:8]
df['market'] = str(file)[0:2]
df['datetime'] = list(df.index)
data_json = json.loads(df.to_json(orient='records'))
__coll.insert_many(data_json)
if __name__ == '__main__':
file_dir = ['C:\\users\\yutiansut\\desktop\\sh5fz','C:\\users\\yutiansut\\desktop\\sz5fz']
for item in file_dir:
QA_save_tdx_to_mongo(item)from pytdx.
yutiansut
commented on July 23, 2024
In [2]: QA.QA_SU_save_stock_min_5('C:\\users\\yutiansut\\desktop\\sz5fz')
QUANTAXIS>> Now_saving 000001's 5 min tick
QUANTAXIS>> Now_saving 000002's 5 min tick
QUANTAXIS>> Now_saving 000004's 5 min tick
QUANTAXIS>> Now_saving 000005's 5 min tick
QUANTAXIS>> Now_saving 000006's 5 min tick
QUANTAXIS>> Now_saving 000007's 5 min tick
QUANTAXIS>> Now_saving 000008's 5 min tick
QUANTAXIS>> Now_saving 000009's 5 min tick
QUANTAXIS>> Now_saving 000010's 5 min tick
QUANTAXIS>> Now_saving 000011's 5 min tick
QUANTAXIS>> Now_saving 000012's 5 min tick
QUANTAXIS>> Now_saving 000014's 5 min tick
QUANTAXIS>> Now_saving 000016's 5 min tick
QUANTAXIS>> Now_saving 000017's 5 min tick
QUANTAXIS>> Now_saving 000018's 5 min tick
QUANTAXIS>> Now_saving 000019's 5 min tick
QUANTAXIS>> Now_saving 000020's 5 min tick
QUANTAXIS>> Now_saving 000021's 5 min tick
QUANTAXIS>> Now_saving 000022's 5 min tick
QUANTAXIS>> Now_saving 000023's 5 min tick
QUANTAXIS>> Now_saving 000024's 5 min tick
QUANTAXIS>> Now_saving 000025's 5 min tick
QUANTAXIS>> Now_saving 000026's 5 min tick
QUANTAXIS>> Now_saving 000027's 5 min tick
QUANTAXIS>> Now_saving 000028's 5 min tickfrom pytdx.
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from pytdx.