同步行情到数据库.ipynb

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   "source": [
    "from cl_v2 import exchange_binance\n",
    "from cl_v2 import exchange\n",
    "from cl_v2 import exchange_futu\n",
    "from cl_v2 import exchange_db"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "market = 'currency'\n",
    "codes = ['BTC/USDT', 'ETH/USDT']\n",
    "frequencys = ['d', '4h', '60m', '30m', '15m', '5m', '1m']\n",
    "default_startdate = '2020-01-01 00:00:00'\n",
    "# 数据库交易，用于记录行情数据\n",
    "exchange = exchange_db.ExchangeDB(market)\n",
    "exchange.create_tables(codes)\n",
    "# 在线交易所，用于获取行情\n",
    "line_exchange = exchange_binance.ExchangeBinance()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Run code BTC/USDT frequency d klines len 2\n",
      "Run code BTC/USDT frequency d klines len 1\n",
      "Run code BTC/USDT frequency 4h klines len 4\n",
      "Run code BTC/USDT frequency 4h klines len 1\n",
      "Run code BTC/USDT frequency 60m klines len 13\n",
      "Run code BTC/USDT frequency 60m klines len 1\n",
      "Run code BTC/USDT frequency 30m klines len 26\n",
      "Run code BTC/USDT frequency 30m klines len 1\n",
      "Run code BTC/USDT frequency 15m klines len 52\n",
      "Run code BTC/USDT frequency 15m klines len 1\n",
      "Run code BTC/USDT frequency 5m klines len 156\n",
      "Run code BTC/USDT frequency 5m klines len 1\n",
      "Run code BTC/USDT frequency 1m klines len 780\n",
      "Run code BTC/USDT frequency 1m klines len 1\n",
      "Run code ETH/USDT frequency d klines len 2\n",
      "Run code ETH/USDT frequency d klines len 1\n",
      "Run code ETH/USDT frequency 4h klines len 4\n",
      "Run code ETH/USDT frequency 4h klines len 1\n",
      "Run code ETH/USDT frequency 60m klines len 13\n",
      "Run code ETH/USDT frequency 60m klines len 1\n",
      "Run code ETH/USDT frequency 30m klines len 26\n",
      "Run code ETH/USDT frequency 30m klines len 1\n",
      "Run code ETH/USDT frequency 15m klines len 52\n",
      "Run code ETH/USDT frequency 15m klines len 1\n",
      "Run code ETH/USDT frequency 5m klines len 156\n",
      "Run code ETH/USDT frequency 5m klines len 1\n",
      "Run code ETH/USDT frequency 1m klines len 780\n",
      "Run code ETH/USDT frequency 1m klines len 1\n",
      "Done\n"
     ]
    }
   ],
   "source": [
    "for code in codes:\n",
    "    for f in frequencys:\n",
    "        while True:\n",
    "            last_dt = exchange.query_last_datetime(code, f)\n",
    "            if last_dt is None:\n",
    "                klines = line_exchange.klines(code, f, end_date=default_startdate)\n",
    "                if len(klines) == 0:\n",
    "                    klines = line_exchange.klines(code, f, start_date=default_startdate)\n",
    "            else:\n",
    "                klines = line_exchange.klines(code, f, start_date=last_dt)\n",
    "\n",
    "            print('Run code %s frequency %s klines len %s' % (code, f, len(klines)))\n",
    "            exchange.insert_klines(code, f, klines)\n",
    "            if len(klines) <= 1:\n",
    "                break\n",
    "print('Done')"
   ]
  },
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