ctaBacktesting1.py 文件源码

def loadTick(self, dbName, collectionName, days):
        """???????Tick???startDate?datetime??"""
        startDate = datetime.now()

        d = {'datetime': {'$lte': startDate}}
        host, port, logging = loadMongoSetting()
        client = pymongo.MongoClient(host, port)
        collection = client[dbName][collectionName]

        cursor = collection.find(d).limit(days * 10 * 60 * 120)

        l = []
        if cursor:
            for d in cursor:
                tick = CtaTickData()
                tick.__dict__ = d
                l.append(tick)

        return l

        # ----------------------------------------------------------------------

    # ----------------------------------------------------------------------