Function load_wavedata

quantdigger/kernel/datasource/data.py:346–396

dj1, dj2 = load_wavedata("namea", "nameb") djx --- (wave, wave_r_entry) return: ((wave_timestamp, DataFrame('pre','after')))

(*fnames)

def load_wavedata(*fnames):
    '''
        dj1, dj2 = load_wavedata("namea", "nameb")
        djx --- (wave, wave_r_entry)
        return: 
            ((wave_timestamp, DataFrame('pre','after')))
    '''
    def fnameparse(fname):
        '''
        return entry_wave_info and wave
        ''' 
        return "".join([home, "trace/", fname,"_trade_wave.txt"]), "".join([home, "trace/", fname, "_wave.txt"])

    def process_session(data):
        '''''' 
        index = data[0]
        pre_en_wave = []
        after_en_wave = []
        ispre = True
        for line in data[1:]:
            issep = line.startswith("=")
            if ispre and not issep:
                pre_en_wave.append(line)
            if issep:
                ispre = False
            if not ispre and not issep:
                after_en_wave.append(line)
        return [index, pre_en_wave, after_en_wave]

    rst = []
    for fname in fnames:
        # code...
        tw_name, w_name = fnameparse(fname)
        wave_ts = []
        ses = []
        entroinfo = []
        for line in open(w_name):
            wave_ts.append(line.rstrip("\n"))
        for line in open(tw_name):
            line = line.rstrip("\n")
            ses.append(line)
            if line.startswith('-'):
                # session begin
                ses.pop()
                if ses:
                    entroinfo.append(process_session(ses))
                ses = []
        entroinfo.append(process_session(ses))
        d = zip(*entroinfo)
    rst.append((wave_ts, pd.DataFrame({'pre':d[1], 'after':d[2]}, index=d[0])))
    return tuple(rst)