cfdaily
74 lines
2.3 KiB
Python
Executable File
74 lines
2.3 KiB
Python
Executable File
#!/usr/bin/env python3
|
|
"""
|
|
从CSV导入数据到vnpy sqlite数据库
|
|
容器里pandas可以读csv，不需要额外依赖
|
|
"""
|
|
|
|
import pandas as pd
|
|
from vnpy.trader.object import BarData
|
|
from vnpy.trader.constant import Exchange, Interval
|
|
from vnpy.trader.database import get_database
|
|
from datetime import datetime
|
|
|
|
def main():
|
|
print("🚀 [IMPORT] 开始从CSV导入 510300.SSE 日线数据")
|
|
|
|
# 读取CSV
|
|
csv_file = "/tmp/510300_daily.csv"
|
|
df = pd.read_csv(csv_file)
|
|
|
|
# 转换trade_date为datetime
|
|
df['trade_date'] = pd.to_datetime(df['trade_date'])
|
|
|
|
print(f"✅ [IMPORT] 读取CSV完成，共 {len(df)} 行")
|
|
print(f" 时间范围: {df['trade_date'].min()} ~ {df['trade_date'].max()}")
|
|
|
|
# 转换为BarData
|
|
print(f"🔧 [IMPORT] 转换为 BarData...")
|
|
bars = []
|
|
for idx, row in df.iterrows():
|
|
# vnpy需要datetime对象，不是pandas Timestamp，并且处理时区问题
|
|
dt = row["trade_date"]
|
|
if hasattr(dt, 'to_pydatetime'):
|
|
dt = dt.to_pydatetime()
|
|
bar = BarData(
|
|
symbol="510300",
|
|
exchange=Exchange.SSE,
|
|
interval=Interval.DAILY,
|
|
datetime=dt,
|
|
open_price=row["open"],
|
|
high_price=row["high"],
|
|
low_price=row["low"],
|
|
close_price=row["close"],
|
|
volume=row["volume"],
|
|
turnover=row["amount"],
|
|
gateway_name="DATA"
|
|
)
|
|
bars.append(bar)
|
|
|
|
print(f"✅ [IMPORT] 转换完成，共 {len(bars)} 个BarData")
|
|
|
|
# 写入数据库
|
|
print(f"💾 [IMPORT] 写入数据库...")
|
|
db = get_database()
|
|
|
|
# 保存数据
|
|
db.save_bar_data(bars)
|
|
print(f"✅ [IMPORT] 保存完成，共写入 {len(bars)} 条")
|
|
|
|
# 验证
|
|
start_target = datetime(2021, 1, 1)
|
|
end_target = datetime(2026, 3, 1)
|
|
target_bars = db.load_bar_data("510300", Exchange.SSE, Interval.DAILY, start_target, end_target)
|
|
print(f"✅ [IMPORT] 验证目标区间 2021-01-01 ~ 2026-03-01: 找到 {len(target_bars)} 条数据")
|
|
|
|
if len(target_bars) > 0:
|
|
print(f" 第一条: {target_bars[0].datetime}")
|
|
print(f" 最后一条: {target_bars[-1].datetime}")
|
|
print(f" ✅ 满足需求！导入成功！")
|
|
|
|
print("\n🎉 [IMPORT] 导入完成！")
|
|
|
|
if __name__ == '__main__':
|
|
main()
|