mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-12-05 05:17:47 +08:00
85 lines
3.0 KiB
C++
85 lines
3.0 KiB
C++
# -*- coding: utf8 -*-
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#
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# The MIT License (MIT)
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#
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# Copyright (c) 2010-2019 fasiondog/hikyuu
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#
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import os
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import sys
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import sqlite3
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from hikyuu import Datetime
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from hikyuu.util import *
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def dbcommit(func):
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def wrapfunc(*args, **kwargs):
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result = None
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x = args[0]
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try:
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hku_check(x.cursor is None, "You cannot nest using database cursors!")
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x.cursor = x._get_cursor()
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result = func(*args, **kwargs)
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x._cnx.commit()
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except Exception as e:
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hku_error("{} [{}.{}]".format(e, func.__module__, func.__name__))
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result = None
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if x.cursor is not None:
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x.cursor.close()
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x.cursor = None
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return result
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return wrapfunc
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class SqliteMemDriver:
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def __init__(self):
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self._cnx = sqlite3.connect("file:hikyuu_mem?mode=memory&cache=shared")
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self.cursor = None
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self._create_table()
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def __del__(self):
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self.close()
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def close(self):
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if self._cnx:
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self._cnx.close()
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self._cnx = None
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def _get_cursor(self):
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return self._cnx.cursor()
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@dbcommit
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def _create_table(self):
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filename = os.path.dirname(__file__) + '/sqlite_mem_sql/createdb.sql'
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with open(filename, 'r', encoding='utf8') as f:
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self.cursor.executescript(f.read())
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@dbcommit
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def insert_bars(self, market, bars, ktype):
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"""批量插入一批Bar, 如果 bar['market'] 和 指定的 market 不一致，将被忽略
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:param str market: 市场简称
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:param bar: 可通过键值方式取值，必须包含以下key：market, code, datetime, open, high
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low, close, amount, volume, bid1,bid1_amount .. bid5, ask1, ask1_amount...
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"""
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kline = [
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(
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bar['code'], Datetime(bar['datetime']).start_of_day().number if ktype == 'day' else
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Datetime(bar['datetime']).number, bar['open'], bar['high'], bar['low'],
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bar['close'], bar['amount'], bar['volume'], bar['bid1'], bar['bid1_amount'],
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bar['bid2'], bar['bid2_amount'], bar['bid3'], bar['bid3_amount'], bar['bid4'],
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bar['bid4_amount'], bar['bid5'], bar['bid5_amount'], bar['ask1'],
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bar['ask1_amount'], bar['ask2'], bar['ask2_amount'], bar['ask3'],
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bar['ask3_amount'], bar['ask4'], bar['ask4_amount'], bar['ask5'], bar['ask5_amount']
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) for bar in bars if market.lower() == bar['market'].lower()
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]
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sql = 'INSERT OR REPLACE INTO {}_{}(code, datetime, open, high, low, close, amount, \
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volume, bid1, bid1_amount, bid2, bid2_amount, bid3, bid3_amount, bid4, bid4_amount, \
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bid5, bid5_amount, ask1, ask1_amount, ask2, ask2_amount, ask3, ask3_amount, \
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ask4, ask4_amount, ask5, ask5_amount) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,\
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?,?,?,?,?,?,?,?,?,?)'.format(market, ktype)
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self.cursor.executemany(sql, kline)
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