hikyuu2/hikyuu/data/sqlite_mem.py

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# -*- coding: utf8 -*-
#
# The MIT License (MIT)
#
# Copyright (c) 2010-2019 fasiondog/hikyuu
#
import os
import sys
import sqlite3
from hikyuu import Datetime
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from hikyuu.util import *
def dbcommit(func):
def wrapfunc(*args, **kwargs):
result = None
x = args[0]
try:
hku_check(x.cursor is None, "You cannot nest using database cursors!")
x.cursor = x._get_cursor()
result = func(*args, **kwargs)
x._cnx.commit()
except Exception as e:
hku_error("{} [{}.{}]".format(e, func.__module__, func.__name__))
result = None
if x.cursor is not None:
x.cursor.close()
x.cursor = None
return result
return wrapfunc
class SqliteMemDriver:
def __init__(self):
self._cnx = sqlite3.connect("file:hikyuu_mem?mode=memory&cache=shared")
self.cursor = None
self._create_table()
def __del__(self):
self.close()
def close(self):
if self._cnx:
self._cnx.close()
self._cnx = None
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def _get_cursor(self):
return self._cnx.cursor()
@dbcommit
def _create_table(self):
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filename = os.path.dirname(__file__) + '/sqlite_mem/createdb.sql'
with open(filename, 'r', encoding='utf8') as f:
self.cursor.executescript(f.read())
@dbcommit
def insert_bars(self, market, bars, ktype):
"""批量插入一批Bar, 如果 bar['market'] 和 指定的 market 不一致,将被忽略
:param str market:
:param bar: keymarket, code, datetime, open, high
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low, close, amount, volumn, bid1,bid1_amount .. bid5, ask1, ask1_amount...
"""
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kline = [
(
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bar['code'], Datetime(bar['datetime']).start_of_day().number if ktype == 'day' else
Datetime(bar['datetime']).number, bar['open'], bar['high'], bar['low'],
bar['close'], bar['amount'], bar['volumn'], bar['bid1'], bar['bid1_amount'],
bar['bid2'], bar['bid2_amount'], bar['bid3'], bar['bid3_amount'], bar['bid4'],
bar['bid4_amount'], bar['bid5'], bar['bid5_amount'], bar['ask1'],
bar['ask1_amount'], bar['ask2'], bar['ask2_amount'], bar['ask3'],
bar['ask3_amount'], bar['ask4'], bar['ask4_amount'], bar['ask5'], bar['ask5_amount']
) for bar in bars if market.lower() == bar['market'].lower()
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]
sql = 'INSERT OR REPLACE INTO {}_{}(code, datetime, open, high, low, close, amount, \
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volumn, bid1, bid1_amount, bid2, bid2_amount, bid3, bid3_amount, bid4, bid4_amount, \
bid5, bid5_amount, ask1, ask1_amount, ask2, ask2_amount, ask3, ask3_amount, \
ask4, ask4_amount, ask5, ask5_amount) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,\
?,?,?,?,?,?,?,?,?,?)'.format(market, ktype)
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self.cursor.executemany(sql, kline)