mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-12-01 11:28:32 +08:00
122 lines
4.6 KiB
Python
122 lines
4.6 KiB
Python
#!/usr/bin/python
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# -*- coding: utf8 -*-
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# cp936
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import tables
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import datetime
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class FiveMinDataRecordH5File(tables.IsDescription):
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datetime = tables.UInt64Col() #IGNORE:E1101
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openPrice = tables.UInt32Col() #IGNORE:E1101
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highPrice = tables.UInt32Col() #IGNORE:E1101
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lowPrice = tables.UInt32Col() #IGNORE:E1101
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closePrice = tables.UInt32Col() #IGNORE:E1101
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transAmount = tables.UInt64Col() #IGNORE:E1101
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transCount = tables.UInt64Col() #IGNORE:E1101
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def fenge(src_file_name, dest_file_name, start_date, end_date):
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"""
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将原始数据按日期范围分隔，方便同步备份
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"""
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src_hdf5 = tables.openFile(src_file_name, mode='r', filters=tables.Filters(complevel=9,complib='zlib', shuffle=True))
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dest_hdf5 = tables.openFile(dest_file_name, mode = "w", filters=tables.Filters(complevel=9,complib='zlib', shuffle=True))
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start = start_date
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end = end_date
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all_table = [x for x in src_hdf5.walkNodes("/data")]
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for i in range(1,len(all_table)):
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src_table = all_table[i]
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print src_table.name
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dest_table = dest_hdf5.createTable("/", src_table.name, FiveMinDataRecordH5File, src_table.name)
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dest_row = dest_table.row
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for x in src_table:
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if x['datetime'] >= end:
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break
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if start <= x['datetime'] \
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and x['lowPrice'] <= x['openPrice'] <=x['highPrice'] \
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and x['lowPrice'] <= x['closePrice'] <= x['highPrice']:
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dest_row['datetime'] = x['datetime']
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dest_row['openPrice'] = x['openPrice']
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dest_row['highPrice'] = x['highPrice']
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dest_row['lowPrice'] = x['lowPrice']
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dest_row['closePrice'] = x['closePrice']
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dest_row['transAmount'] = x['transAmount']
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dest_row['transCount'] = x['transCount']
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dest_row.append()
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dest_table.flush()
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src_hdf5.close()
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dest_hdf5.close()
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def fenge2(src_file_name, dest_dir_name):
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"""
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将每个stock的数据拆分成独立的文件
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"""
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src_hdf5 = tables.openFile(src_file_name, mode='r', filters=tables.Filters(complevel=9,complib='zlib', shuffle=True))
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all_table = [x for x in src_hdf5.walkNodes("/")]
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for i in range(1,len(all_table)):
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src_table = all_table[i]
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#print src_table.name
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dest_file_name = dest_dir_name + src_table.name[2:] + ".h5"
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dest_hdf5 = tables.openFile(dest_file_name, mode = "w", filters=tables.Filters(complevel=9,complib='zlib', shuffle=True))
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dest_table = dest_hdf5.createTable("/", "data", FiveMinDataRecordH5File, src_table.name)
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dest_row = dest_table.row
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pre_date = 0
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for x in src_table:
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if x['datetime'] <= pre_date:
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print src_table, pre_date, x['datetime']
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continue
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try:
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tmp_date = x['datetime']
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year = tmp_date / 100000000
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month = (tmp_date - year * 100000000) / 1000000
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day = (tmp_date - tmp_date / 1000000 * 1000000) / 10000;
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ttdate = datetime.date(year, month, day)
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except ValueError:
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print src_table, tmp_date
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else:
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if x['lowPrice'] <= x['openPrice'] <=x['highPrice'] \
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and x['lowPrice'] <= x['closePrice'] <= x['highPrice']:
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dest_row['datetime'] = x['datetime']
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dest_row['openPrice'] = x['openPrice']
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dest_row['highPrice'] = x['highPrice']
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dest_row['lowPrice'] = x['lowPrice']
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dest_row['closePrice'] = x['closePrice']
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dest_row['transAmount'] = x['transAmount']
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dest_row['transCount'] = x['transCount']
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dest_row.append()
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else:
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print src_table, x['datetime'], "warning 2"
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dest_table.flush()
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dest_hdf5.close()
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src_hdf5.close()
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if __name__ == "__main__":
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import time
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starttime = time.time()
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#src_file_name = '/home/fasiondog/workspace/hikyuu/test/data/sz_day.h5'
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#dest_dir_name = "/home/fasiondog/workspace/hikyuu/test/data/sz/day/"
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#fenge2(src_file_name, dest_dir_name)
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src_file_name = 'd:\\stock\\sz_1min.h5'
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dest_file_name = u'D:\\快盘\\80.stock\\stock\\sz\\1min\\2012.h5'
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start_date = 201201010000L
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end_date = 201301010000L
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fenge(src_file_name, dest_file_name, start_date, end_date)
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endtime = time.time()
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print "%.2fs" % (endtime-starttime)
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print "%.2fm" % ((endtime-starttime)/60)
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