init

cmd/cbpred-export/main.go

@@ -0,0 +1,109 @@
+package main
+
+import (
+	"encoding/csv"
+	"flag"
+	"fmt"
+	"os"
+	"path/filepath"
+	"strconv"
+	"strings"
+
+	"github.com/banbox/banbot/biz"
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/orm"
+)
+
+var columns = []string{
+	"timestamp", "open", "high", "low", "close", "volume", "quote", "buy_volume", "trade_num",
+}
+
+func main() {
+	configPath := flag.String("config", "", "banbot config path")
+	dataDir := flag.String("data-dir", "", "banbot data directory")
+	pairs := flag.String("pairs", "", "comma-separated symbols")
+	startMS := flag.Int64("start-ms", 0, "inclusive start timestamp in milliseconds")
+	endMS := flag.Int64("end-ms", 0, "exclusive end timestamp in milliseconds")
+	outDir := flag.String("out-dir", "", "CSV output directory")
+	flag.Parse()
+	if *configPath == "" || *dataDir == "" || *pairs == "" || *outDir == "" || *startMS <= 0 || *endMS <= *startMS {
+		flag.Usage()
+		os.Exit(2)
+	}
+
+	args := &config.CmdArgs{
+		Configs:    config.ArrString{*configPath},
+		DataDir:    *dataDir,
+		NoDefault:  true,
+		RawPairs:   *pairs,
+		TimeStart:  strconv.FormatInt(*startMS, 10),
+		TimeEnd:    strconv.FormatInt(*endMS, 10),
+		LogLevel:   "error",
+	}
+	if err := biz.SetupComs(args); err != nil {
+		fail(err)
+	}
+	defer core.RunExitCalls()
+	if err := os.MkdirAll(*outDir, 0o755); err != nil {
+		fail(err)
+	}
+
+	for _, rawPair := range strings.Split(*pairs, ",") {
+		pair := strings.TrimSpace(rawPair)
+		if pair == "" {
+			continue
+		}
+		exs, err := orm.GetExSymbolCur(pair)
+		if err != nil {
+			fail(err)
+		}
+		_, rows, err := orm.GetSeries(exs, "8h", *startMS, *endMS, 0, false)
+		if err != nil {
+			fail(err)
+		}
+		name := fmt.Sprintf("%d_%s.csv", exs.ID, strings.NewReplacer("/", "_", ":", "_").Replace(pair))
+		if err := writeCSV(filepath.Join(*outDir, name), rows, exs); err != nil {
+			fail(err)
+		}
+	}
+}
+
+func writeCSV(path string, rows []*orm.DataSeries, exs *orm.ExSymbol) error {
+	file, err := os.Create(path)
+	if err != nil {
+		return err
+	}
+	defer file.Close()
+	writer := csv.NewWriter(file)
+	if err := writer.Write(columns); err != nil {
+		return err
+	}
+	for _, row := range rows {
+		bar, err := row.OHLCV(exs)
+		if err != nil {
+			return err
+		}
+		values := []string{
+			strconv.FormatInt(bar.Time, 10),
+			strconv.FormatFloat(bar.Open, 'f', -1, 64),
+			strconv.FormatFloat(bar.High, 'f', -1, 64),
+			strconv.FormatFloat(bar.Low, 'f', -1, 64),
+			strconv.FormatFloat(bar.Close, 'f', -1, 64),
+			strconv.FormatFloat(bar.Volume, 'f', -1, 64),
+			strconv.FormatFloat(bar.Quote, 'f', -1, 64),
+			strconv.FormatFloat(bar.BuyVolume, 'f', -1, 64),
+			strconv.FormatInt(bar.TradeNum, 10),
+		}
+		if err := writer.Write(values); err != nil {
+			return err
+		}
+	}
+	writer.Flush()
+	return writer.Error()
+}
+
+func fail(err error) {
+	fmt.Fprintln(os.Stderr, err)
+	os.Exit(1)
+}