You can not select more than 25 topics Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
 
 
Guofu Li 621b38dce3
1. Add `DDBDailyFactor.py`, which creates daily factors from HFT data.
2 years ago
ProtoBuffEntitys init 2 years ago
dolphindb init 2 years ago
.gitignore add .gitignore file 2 years ago
DDBDailyFactor.py 1. Add `DDBDailyFactor.py`, which creates daily factors from HFT data. 2 years ago
DDBLoader.py 1. Add `DDBDailyFactor.py`, which creates daily factors from HFT data. 2 years ago
ReadTickFromDB.py init 2 years ago
Readme.txt init 2 years ago
ddb.ipynb 1. Add `DDBDailyFactor.py`, which creates daily factors from HFT data. 2 years ago
dos.ipynb init 2 years ago
make_hft.py init 2 years ago
mssql.ipynb init 2 years ago
script.py init 2 years ago
stockMarketReplay.dos init 2 years ago

Readme.txt

This file contains ambiguous Unicode characters!

This file contains ambiguous Unicode characters that may be confused with others in your current locale. If your use case is intentional and legitimate, you can safely ignore this warning. Use the Escape button to highlight these characters.

Python语言从数据库中读取字节流程序并解码还原示例程序在ReadTickFromDB.py中。
该函数需要pymssql、gzip、google.protobuf可用pip install protobuf安装三个外部依赖库需要在运行程序。
成功读取后,每个标的会读出并解析成一个结构体数组的数据结构,可以对于该数据进行进一步操作。