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48 lines
2.0 KiB
48 lines
2.0 KiB
2 years ago
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/**
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stcokMarketReplay.txt
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Script to replay stock market data
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DolphinDB Inc.
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DolphinDB server version: 2.00.6 2022.05.31
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Storage engine: TSDB
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Last modification time: 2022.07.07
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*/
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//login account
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login("admin", "123456")
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//create stream table: messageStream
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def createStreamTableFunc(){
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colName = `msgTime`msgType`msgBody
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colType = [TIMESTAMP,SYMBOL, BLOB]
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messageTemp = streamTable(1000000:0, colName, colType)
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enableTableShareAndPersistence(table=messageTemp, tableName="messageStream", asynWrite=true, compress=true, cacheSize=1000000, retentionMinutes=1440, flushMode=0, preCache=10000)
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messageTemp = NULL
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}
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createStreamTableFunc()
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go
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//replay history data
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def replayStockMarketData(){
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timeRS = cutPoints(09:15:00.000..15:00:00.000, 100)
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orderDS = replayDS(sqlObj=<select * from loadTable("dfs://order", "order") where Date = 2020.12.31>, dateColumn=`Date, timeColumn=`Time, timeRepartitionSchema=timeRS)
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tradeDS = replayDS(sqlObj=<select * from loadTable("dfs://trade", "trade") where Date = 2020.12.31>, dateColumn=`Date, timeColumn=`Time, timeRepartitionSchema=timeRS)
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snapshotDS = replayDS(sqlObj=<select * from loadTable("dfs://snapshot", "snapshot") where Date =2020.12.31>, dateColumn=`Date, timeColumn=`Time, timeRepartitionSchema=timeRS)
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inputDict = dict(["order", "trade", "snapshot"], [orderDS, tradeDS, snapshotDS])
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submitJob("replay", "replay stock market", replay, inputDict, messageStream, `Date, `Time, , , 3)
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}
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replayStockMarketData()
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getRecentJobs()
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////load text and replay memory table
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//def loadTextAndReplay(){
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// orderTable= select * from loadText("/yourDataPath/replayData/order.csv") order by Time
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// tradeTable = select * from loadText("/yourDataPath/replayData/trade.csv") order by Time
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// snapshotTable = select * from loadText("/yourDataPath/replayData/snapshot.csv") order by Time
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// inputDict = dict(["order", "trade", "snapshot"], [orderTable, tradeTable, snapshotTable])
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//
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// submitJob("replay", "replay memory table", replay, inputDict, messageStream, `Date, `Time, , , 1)
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//}
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//loadCSVAndReplay()
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