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hstutils.py
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hstutils.py
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# -*- coding: UTF-8 -*-
'''
Created on 2017年5月24日
@author: songy
'''
import struct
import requests
import json
import logging
#基础版本
VERSION = 401
# 公司名称
C_COPYRIGHT = "(C)opyright 2003, MetaQuotes Software Corp."
# 货币对名称
CURRENCY = "SYTEST"
# 周期 (单位分钟)
PERIOD = 240
#小数点位数
DECIMAL_SIZE = 5
#基准报时时间
STANDARD_TIME = 1302790985
#同步时间
SYNC_TIME = 0
#将来应用字节数
FUTURE_UNIT = 13
logging.basicConfig(level=logging.DEBUG,
format='%(asctime)s %(filename)s[line:%(lineno)d] %(levelname)s %(message)s',
datefmt='%a, %d %b %Y %H:%M:%S',
filename='log/iceblaze.log',
filemode='w')
# 配置控制台打印
# 设置控制台日志打印格式
formatter = logging.Formatter('%(asctime)s %(filename)s[line:%(lineno)d] %(levelname)s %(message)s')
console = logging.StreamHandler()
console.setFormatter(formatter)
console.setLevel(logging.DEBUG)
logging.getLogger('').addHandler(console)
"""
头文件数据结构
"""
class HeadStruct(object):
version = None
company = None
currency = None
period = None
point = None
basetime = None
synctime = None
future = None
def __init__(self):
pass
"""
一个数据单元的结构
"""
class PriceStruct(object):
"""docstring for ClassName"""
def __init__(self, times, opens, high, low, close,vols):
self.times = times
self.opens = opens
self.high = high
self.low = low
self.close = close
self.vols = vols
"""写入头文件
@symbol 货币名称 string
@period 周期 int
@point 小数点位数 int
"""
def writeHstHead(fileName,symbol,period,point):
content = struct.pack("i", VERSION)
content += struct.pack("64s", C_COPYRIGHT)
content += struct.pack("12s", symbol)
content += struct.pack("i", period)
content += struct.pack("i", point)
content += struct.pack("l", STANDARD_TIME)
content += struct.pack("l", SYNC_TIME)
# 未来应用
content += '\x00'*FUTURE_UNIT*4
with open(fileName, 'wb') as fp:
fp.write(content)
"""
保留小数字
"""
def floatHandle(num,point):
num = float(num)
num = ('%.{}f'.format(point))%num
num = float(num)
return num
"""
保留N位小数
"""
"""
解析倒数N个unit数据 返回PriceStruct
"""
def redHstBackwards(filename,n):
with open(filename, 'rb') as fp:
content = fp.read()
tip = len(content)-60*n
cTime = content[tip:tip+4]
cOpen = content[tip+8:tip+16]
cHigh = content[tip+16:tip+24]
cLow = content[tip+24:tip+32]
cClose = content[tip+32:tip+40]
cVol = content[tip+40:tip+44]
times = struct.unpack("l", cTime)[0]
opens = struct.unpack("d", cOpen)[0]
high = struct.unpack("d", cHigh)[0]
low = struct.unpack("d", cLow)[0]
close = struct.unpack("d", cClose)[0]
vol = struct.unpack("l", cVol)[0]
p = PriceStruct(times, opens, high, low, close,vol);
# print "time:",struct.unpack("l", cTime)
#
# print "open:",struct.unpack("d", cOpen)
#
# print "high:",struct.unpack("d", cHigh)
#
# print "low:",struct.unpack("d", cLow)
#
# print "close:",struct.unpack("d", cClose)
#
# print "vol:",struct.unpack("l", cVol)
return p
"""
读取hst文件头部返回headStruct
"""
def readHstHead(filename):
with open(filename, 'rb') as fp:
content = fp.read()
# report = "";
# 读取头文件结构信息
headunit = HeadStruct()
# 基础版本
_version = struct.unpack("i", content[0:4])
headunit.version = _version
# print _version
# 公司版本信息
_company = "".join(struct.unpack("64c", content[4:68]))
headunit.company=_company
# print _company
# 货币对名称
_currency = "".join(struct.unpack("12c", content[68:80]))
headunit.currency = _currency
# print "_currency:",_currency
# 周期 (单位分钟)
_period = struct.unpack("i", content[80:84])
headunit.period = _period
# print "周期",_period
# 小数点位数
_point = struct.unpack("i", content[84:88])
headunit.point = _point
# print _point
# 基准报时
_basetime = struct.unpack("l", content[88:92])
# print _basetime
# 同步时间
_synctime = struct.unpack("l", content[92:96])
# print _synctime
# 将来应用
_future = struct.unpack("13i", content[96:148])
# print _future
return headunit
# 循环结构
# report +="基础版本:"+str(_version)+"\r\n"
# report +="公司版本信息:"+str(_company)+"\r\n"
# report +="货币对名称:"+str(_currency)+"\r\n"
# report +="周期:"+str(_period)+"\r\n"
# report +="小数点位数:"+str(_point)+"\r\n"
# report +="基准报时:"+str(_basetime)+"\r\n"
# report +="同步时间:"+str(_synctime)+"\r\n"
# report +="将来应用:"+str(_future)+"\r\n"
#
#
# content_len = len(content)
# index = 0;
# for tip in range(148,content_len,60):
# cTime = content[tip:tip+4]
# cOpen = content[tip+8:tip+16]
# cHigh = content[tip+16:tip+24]
# cLow = content[tip+24:tip+32]
# cClose = content[tip+32:tip+40]
# cVol = content[tip+40:tip+44]
#
# print "time:",struct.unpack("l", cTime)
#
# print "open:",struct.unpack("d", cOpen)
#
# print "high:",struct.unpack("d", cHigh)
#
# print "low:",struct.unpack("d", cLow)
#
# print "close:",struct.unpack("d", cClose)
#
# print "vol:",struct.unpack("l", cVol)
# report += str([str(cTime),str(cOpen),str(cHigh),str(cLow),str(cClose)])
"""
删除一个结构体，并写入一个新的
@filename 文件名
"""
def updateStruct(filename,pstruct):
content = struct.pack("l", pstruct.times)
content += '\x00'*4
content += struct.pack("d", pstruct.opens)
content += struct.pack("d", pstruct.high)
content += struct.pack("d", pstruct.low)
content += struct.pack("d", pstruct.close)
content += struct.pack("l", pstruct.vols)
# 全部写完要隔开16个 \x00
content += '\x00'*16
logging.info("updateStruct() filename %s ",filename)
with open(filename, 'rb+') as fp:
# 从文件末尾，移动一个结构体,然后写入一个结构体
fp.seek(-60,2)
fp.write(content)
fp.close()
"""
写入PriceStruct[]列表
"""
def writeStructList(fileName,structlist):
content = ""
for pstruct in structlist:
# timeArray = time.localtime(t)
# otherStyleTime = time.strftime("%Y-%m-%d %H:%M:%S", timeArray)
# print "writingdata... time:",otherStyleTime," opens:", pstruct.opens,"high",pstruct.high," low:",pstruct.low," close:" , pstruct.close
content += struct.pack("l", pstruct.times)
content += '\x00'*4
content += struct.pack("d", pstruct.opens)
content += struct.pack("d", pstruct.high)
content += struct.pack("d", pstruct.low)
content += struct.pack("d", pstruct.close)
content += struct.pack("l", pstruct.vols)
# 全部写完要隔开16个 \x00
content += '\x00'*16
with open(fileName, 'ab') as fp:
fp.write(content)
"""
追加写入单个结构体
"""
def writeStruct(filename,pstruct):
content = "";
content += struct.pack("l", pstruct.times)
content += '\x00'*4
content += struct.pack("d", pstruct.opens)
content += struct.pack("d", pstruct.high)
content += struct.pack("d", pstruct.low)
content += struct.pack("d", pstruct.close)
content += struct.pack("l", pstruct.vols)
# 全部写完要隔开16个 \x00
content += '\x00'*16
with open(filename, 'ab') as fp:
fp.write(content)
"""
从网络获取一个价格单位
获取一个pstruct
"""
def getPriceStruct():
r = requests.get(url='http://125.77.254.10:1014/')
data = json.loads(r.text)
times = data['timestamp']
opens = data['open']
high = data['high']
low = data['low']
close = data['close']
vol = data['vol']
p = PriceStruct(times, opens, high, low, close,vol)
return p