小弟有EURUSD的1分钟线历史数据,想存入VNPY自带数据库
CSV文件的数据格式如下:
<TICKER>,<DTYYYYMMDD>,<TIME>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL>
EURUSD,20010102,230100,0.9507,0.9507,0.9507,0.9507,4
EURUSD,20010102,230200,0.9506,0.9506,0.9505,0.9505,4
EURUSD,20010102,230300,0.9505,0.9507,0.9505,0.9506,4
EURUSD,20010102,230400,0.9506,0.9506,0.9506,0.9506,4
EURUSD,20010102,230500,0.9506,0.9506,0.9506,0.9506,4
EURUSD,20010102,230600,0.9506,0.9506,0.9506,0.9506,4
EURUSD,20010102,230700,0.9505,0.9507,0.9505,0.9507,4
EURUSD,20010102,230800,0.9507,0.9507,0.9507,0.9507,4
教程写入数据库的程序\load_data_36.py如下
import csv
import pytz
from datetime import datetime
from vnpy.trader.constant import Exchange, Interval
from vnpy.trader.object import BarData
from vnpy.trader.database import database_manager
CHINA_TZ = pytz.timezone("Asia/Shanghai")
with open("if_data.csv") as f:
reader = csv.DictReader(f)
bars = []
for d in reader:
dt = datetime.strptime(d["datetime"], "%Y-%m-%d %H:%M:%S")
dt = CHINA_TZ.localize(dt)
bar = BarData(
symbol=d["symbol"],
exchange=Exchange(d["exchange"]),
interval=Interval.MINUTE,
datetime=dt,
open_price=d["open"],
high_price=d["high"],
low_price=d["low"],
close_price=d["close"],
volume=d["volume"],
open_interest=d["open_interest"],
gateway_name="DB"
)
bars.append(bar)
database_manager.save_bar_data(bars)
print(f"完成数据插入,起始点{bars[0].datetime},结束点{bars[-1].datetime},总数据量{len(bars)}")
请问我该如何改写程序?谢谢各位大神回复