sqlite内存数据库实时缓存

hikyuu/data/SqliteMemDriver.py

@@ -0,0 +1,60 @@
+# -*- coding: utf8 -*-
+#
+# The MIT License (MIT)
+#
+# Copyright (c) 2010-2019 fasiondog/hikyuu
+#
+
+import os
+import sys
+import sqlite3
+
+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
+
+    def _get_cursor(self):
+        return self._cnx.cursor()
+
+    @dbcommit
+    def create_table(self):
+        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, code, bars, ktype):
+        kline = [
+            (
+                code, bar['datetime'], bar['open'], bar['high'], bar['low'], bar['close'],
+                bar['amount'], bar['volumn']
+            ) for bar in bars
+        ]
+        sql = 'INSERT OR REPLACE INTO {}_{}(code, datetime, open, high, low, close, amount, \
+               volumn) VALUES (?,?,?,?,?,?,?,?)'.format(market, ktype)
+        self.cursor.executemany(sql, kline)

hikyuu/data/sqlite_mem/__init__.py

@@ -0,0 +1 @@
+__version__ = "0.0.1"

hikyuu/data/sqlite_mem/createdb.sql

@@ -0,0 +1,46 @@
+BEGIN TRANSACTION;
+CREATE TABLE "sh_day" (
+	"code"	TEXT NOT NULL,
+	"datetime"	NUMERIC NOT NULL,
+	"open"	REAL NOT NULL,
+	"high"	REAL NOT NULL,
+	"low"	REAL NOT NULL,
+	"close"	REAL NOT NULL,
+	"amount"	REAL NOT NULL,
+	"volumn"	REAL NOT NULL,
+	PRIMARY KEY("code","datetime")
+);
+CREATE TABLE "sz_day" (
+	"code"	TEXT NOT NULL,
+	"datetime"	NUMERIC NOT NULL,
+	"open"	REAL NOT NULL,
+	"high"	REAL NOT NULL,
+	"low"	REAL NOT NULL,
+	"close"	REAL NOT NULL,
+	"amount"	REAL NOT NULL,
+	"volumn"	REAL NOT NULL,
+	PRIMARY KEY("code","datetime")
+);
+CREATE TABLE "sh_min" (
+	"code"	TEXT NOT NULL,
+	"datetime"	NUMERIC NOT NULL,
+	"open"	REAL NOT NULL,
+	"high"	REAL NOT NULL,
+	"low"	REAL NOT NULL,
+	"close"	REAL NOT NULL,
+	"amount"	REAL NOT NULL,
+	"volumn"	REAL NOT NULL,
+	PRIMARY KEY("code","datetime")
+);
+CREATE TABLE "sz_min" (
+	"code"	TEXT NOT NULL,
+	"datetime"	NUMERIC NOT NULL,
+	"open"	REAL NOT NULL,
+	"high"	REAL NOT NULL,
+	"low"	REAL NOT NULL,
+	"close"	REAL NOT NULL,
+	"amount"	REAL NOT NULL,
+	"volumn"	REAL NOT NULL,
+	PRIMARY KEY("code","datetime")
+);
+COMMIT;