cfdaily
59 lines
2.0 KiB
Python
Executable File
59 lines
2.0 KiB
Python
Executable File
#!/usr/bin/env python3
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"""
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生成导入数据的SQL脚本
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因为scp网络有问题，直接生成SQL文本传到容器执行
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"""
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import pandas as pd
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from vnpy.trader.constant import Exchange, Interval
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parquet_path = "/Users/chufeng/nas/stock-data/sanguo_quant_live/zhaoyun-data/data/raw/daily/sh510300_daily.parquet"
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symbol = "510300"
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exchange = Exchange.SSE
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exchange_code = exchange.value
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interval = Interval.DAILY
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interval_code = interval.value
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df = pd.read_parquet(parquet_path)
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print(f"读取数据: {len(df)} 行")
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output_file = "/Users/chufeng/.openclaw/workspace-jiangwei/import_data.sql"
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with open(output_file, 'w') as f:
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f.write("BEGIN TRANSACTION;\n")
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f.write("DELETE FROM dbbardata WHERE symbol = ? AND exchange = ?;\n")
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f.write(f"-- 准备插入 {len(df)} 条数据\n")
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for idx, row in df.iterrows():
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dt = row['trade_date']
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# 转换为Unix时间戳？不，vnpy存datetime
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dt_str = dt.strftime('%Y-%m-%d %H:%M:%S')
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open_price = row['open']
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high_price = row['high']
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low_price = row['low']
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close_price = row['close']
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volume = row['volume']
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turnover = row['amount']
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# vnpy_sqlite表结构dbbardata:
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# id (INTEGER PRIMARY KEY AUTOINCREMENT)
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# symbol (TEXT)
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# exchange (TEXT)
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# interval (TEXT)
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# datetime (datetime)
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# open_price (float)
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# high_price (float)
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# low_price (float)
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# close_price (float)
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# volume (int)
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# turnover (float)
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sql = f"""INSERT INTO dbbardata (symbol, exchange, interval, datetime, open_price, high_price, low_price, close_price, volume, turnover) VALUES ('{symbol}', '{exchange_code}', '{interval_code}', '{dt_str}', {open_price}, {high_price}, {low_price}, {close_price}, {volume}, {turnover});\n"""
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f.write(sql)
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f.write("COMMIT;\n")
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f.write("-- 导入完成\n")
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print(f"SQL脚本生成完成: {output_file}")
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print(f"文件大小: {open(output_file).read().__len__()} bytes")
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