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Jactus
2021-02-22 11:42:36 +08:00
parent 37871389b9
commit dc4aa67503
13 changed files with 147 additions and 33 deletions
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13
scripts/dump_bin.py
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@@ -153,13 +153,22 @@ class DumpDataBase:
@staticmethod
def _read_calendars(calendar_path: Path) -> List[pd.Timestamp]:
return sorted(map(pd.Timestamp, pd.read_csv(calendar_path, header=None).loc[:, 0].tolist(),))
return sorted(
map(
pd.Timestamp,
pd.read_csv(calendar_path, header=None).loc[:, 0].tolist(),
)
)
def _read_instruments(self, instrument_path: Path) -> pd.DataFrame:
df = pd.read_csv(
instrument_path,
sep=self.INSTRUMENTS_SEP,
names=[self.symbol_field_name, self.INSTRUMENTS_START_FIELD, self.INSTRUMENTS_END_FIELD,],
names=[
self.symbol_field_name,
self.INSTRUMENTS_START_FIELD,
self.INSTRUMENTS_END_FIELD,
],
)
return df