mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-11-30 19:08:48 +08:00
70 lines
2.8 KiB
C++
70 lines
2.8 KiB
C++
#!/usr/bin/python
|
|
# -*- coding: utf8 -*-
|
|
# cp936
|
|
|
|
import tables
|
|
|
|
class FiveMinDataRecordH5File(tables.IsDescription):
|
|
datetime = tables.UInt64Col() #IGNORE:E1101
|
|
openPrice = tables.UInt32Col() #IGNORE:E1101
|
|
highPrice = tables.UInt32Col() #IGNORE:E1101
|
|
lowPrice = tables.UInt32Col() #IGNORE:E1101
|
|
closePrice = tables.UInt32Col() #IGNORE:E1101
|
|
transAmount = tables.UInt64Col() #IGNORE:E1101
|
|
transCount = tables.UInt64Col() #IGNORE:E1101
|
|
|
|
def fenge(src_file_name, dest_file_name, start_date, end_date):
|
|
src_hdf5 = tables.openFile(src_file_name, mode='r', filters=tables.Filters(complevel=9,complib='zlib', shuffle=True))
|
|
dest_hdf5 = tables.openFile(dest_file_name, mode = "w", filters=tables.Filters(complevel=9,complib='zlib', shuffle=True))
|
|
|
|
start = start_date
|
|
end = end_date
|
|
all_table = [x for x in src_hdf5.walkNodes("/data")]
|
|
for i in range(1,len(all_table)):
|
|
src_table = all_table[i]
|
|
print src_table.name
|
|
dest_table = dest_hdf5.createTable("/", src_table.name, FiveMinDataRecordH5File, src_table.name)
|
|
dest_row = dest_table.row
|
|
for x in src_table:
|
|
if x['datetime'] >= end:
|
|
break
|
|
if start <= x['datetime'] \
|
|
and x['lowPrice'] <= x['openPrice'] <=x['highPrice'] \
|
|
and x['lowPrice'] <= x['closePrice'] <= x['highPrice']:
|
|
dest_row['datetime'] = x['datetime']
|
|
dest_row['openPrice'] = x['openPrice']
|
|
dest_row['highPrice'] = x['highPrice']
|
|
dest_row['lowPrice'] = x['lowPrice']
|
|
dest_row['closePrice'] = x['closePrice']
|
|
dest_row['transAmount'] = x['transAmount']
|
|
dest_row['transCount'] = x['transCount']
|
|
dest_row.append()
|
|
dest_table.flush()
|
|
|
|
src_hdf5.close()
|
|
dest_hdf5.close()
|
|
|
|
|
|
if __name__ == "__main__":
|
|
import time
|
|
starttime = time.time()
|
|
|
|
year_list = [2000,2001,2002,2003,2004,2005,2006,2007,2008,2009,2010,2011]
|
|
# month_list = [1,2,3,4,5,6,7,8,9,10,11,12]
|
|
for year in year_list:
|
|
src_file_name = 'd:\\stock\\sz_1min.h5'
|
|
dest_file_name = "d:\\stock\\sz\\1min\\" + str(year) + ".h5"
|
|
start_date = year * 100000000L
|
|
end_date = start_date + 100000000L
|
|
fenge(src_file_name, dest_file_name, start_date, end_date)
|
|
# for month in month_list:
|
|
# dest_file_name = "d:\\stock\\sh\\5min\\" + str(year) + "\\" + str(year) + "_" + str(month) + ".h5"
|
|
# start_date = year * 100000000L + month * 1000000L
|
|
# end_date = start_date + 1000000L
|
|
# fenge(src_file_name, dest_file_name, start_date, end_date)
|
|
|
|
endtime = time.time()
|
|
print "%.2fs" % (endtime-starttime)
|
|
print "%.2fm" % ((endtime-starttime)/60)
|
|
|
|
|