data_1

README.rst

@@ -9,69 +9,31 @@ Zipline:当前在线的量化平台基本都是基于zipline进行开发，使
 安装方法
 ========
 
-运行环境：linux, OSX，建议不要使用windows,因为zipline涉及到gcc的编译，windows可能编译过程中有一些问题
+
+运行环境：linux, OSX，建议不要使用windows,因为zipline涉及到gcc的编译，windows可能编译过程中有一些问题, windows的用户，可以使用virtual box虚拟机，虚拟机地址
 
 
 以ubuntu 为例：
 
-- sudo pip install virtualenv
 - git clone https://github.com/zhanghan1990/zipline
 - cd zipline
-- . venv/bin/activate
+- sudo apt-get install python-pip
+- sudo apt-get install mongodb
+- sudo pip install virtualenv
+- sudo apt-get install python-tk
+- virtualenv zipline_env
+- source zipline_env/bin/activate
+- pip install -r requirements.txt
 - python setup.py install
+- sudo service mongodb start
+- pip install xlrd
+- pip3 install jupyter
 
 
-安装过程中出现的问题
-==============
-(1) bottleneck 和 numpy版本问题：  
-
-build_ext = self.get_finalized_command('build_ext')
-  File "/usr/lib/python2.7/distutils/cmd.py", line 312, in get_finalized_command
-    cmd_obj.ensure_finalized()
-  File "/usr/lib/python2.7/distutils/cmd.py", line 109, in ensure_finalized
-    self.finalize_options()
-  File "/tmp/easy_install-TJlXeR/Bottleneck-1.2.0/setup.py", line 24, in finalize_options
-    join,
-AttributeError: 'dict' object has no attribute '__NUMPY_SETUP__'
-
-
-解决办法:pip install bottleneck==1.0.0，然后继续执行
-python setup.py install
-
-(2)
-
-```/tmp/easy_install-nGdcR9/scipy-0.19.0/setup.py:323: UserWarning: Unrecognized setuptools command, proceeding with generating Cython sources and expanding templates
-  warnings.warn("Unrecognized setuptools command, proceeding with "
-/home/zhanghan/zipline_2/zipline/venv/local/lib/python2.7/site-packages/numpy/distutils/system_info.py:572: UserWarning: 
-    Atlas (http://math-atlas.sourceforge.net/) libraries not found.
-    Directories to search for the libraries can be specified in the
-    numpy/distutils/site.cfg file (section [atlas]) or by setting
-    the ATLAS environment variable.
-  self.calc_info()
-/home/zhanghan/zipline_2/zipline/venv/local/lib/python2.7/site-packages/numpy/distutils/system_info.py:572: UserWarning: 
-    Lapack (http://www.netlib.org/lapack/) libraries not found.
-    Directories to search for the libraries can be specified in the
-    numpy/distutils/site.cfg file (section [lapack]) or by setting
-    the LAPACK environment variable.
-  self.calc_info()
-/home/zhanghan/zipline_2/zipline/venv/local/lib/python2.7/site-packages/numpy/distutils/system_info.py:572: UserWarning: 
-    Lapack (http://www.netlib.org/lapack/) sources not found.
-    Directories to search for the sources can be specified in the
-    numpy/distutils/site.cfg file (section [lapack_src]) or by setting
-    the LAPACK_SRC environment variable.
-  self.calc_info()
-Running from scipy source directory.
-non-existing path in 'scipy/integrate': 'quadpack.h'
-error: no lapack/blas resources found```
-
-
-解决办法:pip install pip install scipy==0.15.1，然后继续执行
-python setup.py install
-
-
-
-本版本完成的主要工作
-========
+
+
+version_1.0 完成的主要工作
+=======================
 
 - 交易日历纠正，从1990年开始的所有有效交易日都包含其中，剔除非交易时段
 - A股数据源，把数据写入mongodb中，每次从mongodb中读取需要的数据
@@ -85,6 +47,7 @@ python setup.py install
 
 - 您可以使用自己的数据，也可以使用我配置的数据源，数据源我已经配置好，如果自己配置，需要修改文件 data/constants.py 下的IP和PORT
 - 本版本的数据源,只更新到2017.02.28,后面我会每天更新数据
+- 日线数据导入，参考文件
 
 关于例子
 ========

zipline/data/mongodb.py

@@ -21,12 +21,15 @@
 from os import walk
 
 from pandas import DataFrame
+from constants import BASEDIR
 
 
 
 class LoadDataCVS:
-    stockdata="/home/vserver5/zipline_v1/tradedata/stock data"
-    indexdata="/home/vserver5/zipline_v1/tradedata/index data"
+
+    basedir="~/zipline"
+    stockdata=self.basedir+"/tradedata/stock data"
+    indexdata=self.basedir+"/tradedata/index data"
 
     #treasurvity 
     in_package_data = range(2002, 2017)
@@ -54,7 +57,7 @@ def Close(self):
 
 
     #store data information into database, do not always call this
-    def storagedate(self):
+    def storagedata(self):
         #get the filelist
         onlyfiles = [ f for f in listdir(self.stockdata) if isfile(join(self.stockdata,f)) ]
         #read from using pandas
@@ -294,7 +297,13 @@ def storageStockName(self):
 
 
 if __name__ == '__main__':
-    l=LoadDataCVS('166.111.68.233',27017)
+    l=LoadDataCVS('127.0.0.1',27017)
     l.Conn()
+    l.stockdata()
+    l.storageindex()
+    l.storagepool()
+    l.storageStockName()
+    l.insert_zipline_treasure_format()
+
     #l.storageStockName()
     print l.getstocklist('all')