56 lines
2.3 KiB
Python
56 lines
2.3 KiB
Python
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import pandas as pd
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from sqlalchemy import create_engine, exc, text
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import logging
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def save_market_data_to_mysql(df: pd.DataFrame, db_url: str):
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"""
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将K线行情数据保存到MySQL的crypto_market_data表
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:param df: K线数据DataFrame
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:param symbol: 交易对
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:param bar: K线周期
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:param db_url: 数据库连接URL
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"""
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if df is None or df.empty:
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logging.warning("DataFrame为空，无需写入数据库。")
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return
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# 按表字段顺序排列
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columns = [
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'symbol', 'bar', 'timestamp', 'date_time', 'open', 'high', 'low', 'close',
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'volume', 'volCcy', 'volCCyQuote'
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]
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df = df[columns]
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# 建立数据库连接
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try:
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engine = create_engine(db_url)
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try:
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df.to_sql(
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name='crypto_market_data',
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con=engine,
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if_exists='append',
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index=False,
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method='multi'
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)
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logging.info("数据已成功写入数据库。")
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except Exception as e:
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logging.error(f'插入数据出错: {e}')
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with engine.begin() as conn:
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for _, row in df.iterrows():
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try:
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sql = text("""
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INSERT INTO crypto_market_data
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(symbol, bar, timestamp, date_time, open, high, low, close, volume, volCcy, volCCyQuote)
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VALUES (:symbol, :bar, :timestamp, :date_time, :open, :high, :low, :close, :volume, :volCcy, :volCCyQuote)
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ON DUPLICATE KEY UPDATE
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open=VALUES(open), high=VALUES(high), low=VALUES(low), close=VALUES(close),
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volume=VALUES(volume), volCcy=VALUES(volCcy), volCCyQuote=VALUES(volCCyQuote), date_time=VALUES(date_time)
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""")
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conn.execute(sql, row.to_dict())
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except exc.IntegrityError as e:
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logging.error(f'唯一索引冲突: {e}')
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except Exception as e:
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logging.error(f'插入数据出错: {e}')
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logging.info("数据已成功写入数据库。")
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except Exception as e:
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logging.error(f'数据库连接或写入失败: {e}')
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