1d23b992191fde5403c1927efd339516fbee1a8c,QUANTAXIS/QASU/save_okex.py,,QA_SU_save_okex_min,#Any#Any#Any#,176

Before Change


    )
    col.create_index(
        [
            ("market",
             pymongo.ASCENDING),
            ("symbol",
             pymongo.ASCENDING),
            ("type",

After Change


    
    Save OKEx min kline 分钟线数据,统一转化字段保存数据为 crypto_asset_min
    
    symbol_template = OKEx_SYMBOL
    symbol_list = QA_fetch_cryptocurrency_list(OKEx_EXCHANGE)
    col = DATABASE.cryptocurrency_min
    col.create_index(
        [
            ("symbol",
             pymongo.ASCENDING),
            ("time_stamp",
             pymongo.ASCENDING),
            ("date_stamp",
             pymongo.ASCENDING)
        ]
    )
    col.create_index(
        [
            ("symbol",
             pymongo.ASCENDING),
            ("type",
             pymongo.ASCENDING),
            ("time_stamp",
             pymongo.ASCENDING)
        ],
        unique=True
    )

    end = datetime.datetime.now(tzutc())

    QA_util_log_info(
        "Starting DOWNLOAD PROGRESS of min Klines from {:s}... ".format(OKEx_EXCHANGE),
        ui_log=ui_log,
        ui_progress=ui_progress
    )
    for index in range(len(symbol_list)):
        symbol_info = symbol_list.iloc[index]
        // 上架仅处理交易对
        QA_util_log_info(
            "The "{}" //{} of total in {}".format(
                symbol_template.format(symbol_info["symbol"]),
                index,
                len(symbol_list)
            ),
            ui_log=ui_log,
            ui_progress=ui_progress
        )
        QA_util_log_info(
            "DOWNLOAD PROGRESS {} "
            .format(str(float(index / len(symbol_list) * 100))[0:4] + "%"),
            ui_log=ui_log,
            ui_progress=ui_progress
        )
        query_id = {
            "symbol": symbol_template.format(symbol_info["symbol"]),
            "type": OKEx2QA_FREQUENCY_DICT[frequency]
        }
        ref = col.find(query_id).sort("time_stamp", -1)

        if (col.count_documents(query_id) > 0):
            start_stamp = ref.next()["time_stamp"]
            start_time = datetime.datetime.fromtimestamp(
                start_stamp + 1,
                tz=tzutc()
            )
            QA_util_log_info(
                "UPDATE_SYMBOL "{}" Trying updating "{}" from {} to {}".format(
                    symbol_template.format(symbol_info["symbol"]),
                    OKEx2QA_FREQUENCY_DICT[frequency],
                    QA_util_timestamp_to_str(start_time),
                    QA_util_timestamp_to_str(end)
                ),
                ui_log=ui_log,
                ui_progress=ui_progress
            )

            // 查询到 Kline 缺漏,点抓取模式,按缺失的时间段精确请求K线数据
            missing_data_list = QA_util_find_missing_kline(
                symbol_template.format(symbol_info["symbol"]),
                OKEx2QA_FREQUENCY_DICT[frequency],
            )[::-1]
        else:
Italian Trulli
In pattern: SUPERPATTERN

Frequency: 3

Non-data size: 8

Instances


Project Name: QUANTAXIS/QUANTAXIS
Commit Name: 1d23b992191fde5403c1927efd339516fbee1a8c
Time: 2020-03-24
Author: 11652964@qq.com
File Name: QUANTAXIS/QASU/save_okex.py
Class Name:
Method Name: QA_SU_save_okex_min


Project Name: QUANTAXIS/QUANTAXIS
Commit Name: 1d23b992191fde5403c1927efd339516fbee1a8c
Time: 2020-03-24
Author: 11652964@qq.com
File Name: QUANTAXIS/QASU/save_okex.py
Class Name:
Method Name: QA_SU_save_okex_min


Project Name: QUANTAXIS/QUANTAXIS
Commit Name: 1d23b992191fde5403c1927efd339516fbee1a8c
Time: 2020-03-24
Author: 11652964@qq.com
File Name: QUANTAXIS/QASU/save_bitfinex.py
Class Name:
Method Name: QA_SU_save_bitfinex_min


Project Name: QUANTAXIS/QUANTAXIS
Commit Name: 1d23b992191fde5403c1927efd339516fbee1a8c
Time: 2020-03-24
Author: 11652964@qq.com
File Name: QUANTAXIS/QASU/save_bitmex.py
Class Name:
Method Name: QA_SU_save_bitmex_day