量化开发 数据准备篇幅

mysql c++ connector 源码编译

下载源码包 复制至 /root/package

https://downloads.mysql.com/archives/c-cpp/

选择 1.1.12 =》 sourcecode =》 Generic Linux

mysql-connector-c++-1.1.12.tar.gz 
tar zxvf mysql-connector-c++-1.1.12.tar.gz 
cd mysql-connector-c++-1.1.12 
mkdir build 
cd build 
vim a.sh

a.sh 内容如下

cmake /root/package/mysql-connector-c++-1.1.12 -DBOOST_ROOT=/usr/include/boost \
-DCMAKE_ENABLE_C++11=1 \
-DMYSQL_INCLUDE_DIR=/root/package/connector/include \
-DMYSQL_LIB_DIR=/root/package/connector/lib \
-DCMAKE_INSTALL_PREFIX=/root/package/connector

执行脚本

./a.sh
make 
make install

cd /usr/local/mysql-cppconn/include 
cp -rn * /usr/local/include/ 
cd /usr/local/mysql-cppconn/lib
cp * /usr/local/lib/
cd 
rm -rf libmysqlcppconn.so
rm -rf libmysqlcppconn.so.7
ln -s libmysqlcppconn.so.7.1.1.12 libmysqlcppconn.so.7
ln -s libmysqlcppconn.so.7 libmysqlcppconn.so
ldconfig 

test.cpp

#include <iostream>
#include <map>
#include <string>
#include <memory>
#include "mysql_driver.h"
#include "mysql_connection.h"
#include "cppconn/driver.h"
#include "cppconn/statement.h"
#include "cppconn/prepared_statement.h"
#include "cppconn/metadata.h"
#include "cppconn/exception.h"
 
using namespace std;
using namespace sql;


int main()
{
        cout << "1" << endl;
    sql::mysql::MySQL_Driver *driver = 0;
    sql::Connection *conn = 0;
 
        cout << "2 "<< endl;
    try
    {
        cout << "3 "<< endl;
        driver = sql::mysql::get_mysql_driver_instance();
        cout << "4 "<< endl;
        conn = driver->connect("tcp://localhost:3306/mysql", "root", "111111");
        cout << "连接成功" << endl;
    }
    catch (...)
    {
        cout << "连接失败" << endl;
    }

    if (conn != 0)
    {
        delete conn;
    }
  return 0;
}

编译测试代码

g++ test.cpp -lmysqlcppconn 
./out 

[root@autotrader test]# ./a.out 
1
2 
3 
4 
连接成功

出现连接成功，则说明c++ 代码可以连接mysql

聚宽数据接口

接口地址

https://www.joinquant.com/help/api/help#JQData:%E6%9C%89%E5%85%B3Pandas%E7%89%88%E6%9C%AC%E7%9A%84%E8%AF%B4%E6%98%8E

前期准备依赖包

yum install python-pip
yum install python3-devel

pip3 install pickle5
pip3 install python_struct
pip3 install jqdatasdk
pip3 install mysqlclient

提示：当前环境 pandas 版本高于 0.25，get_price 与 get_fundamentals_continuously 接口 panel 参数将固定为 False
注意：0.25 以上版本 pandas 不支持 panel，如使用该数据结构和相关函数请注意修改

auth success ( 如需说明文档请查看：https://url.cn/5oB7EOO，更多问题请联系JQData管理员，微信号：JQData02 )
display_name name start_date end_date type
A0501.XDCE 豆一0501 a0501 2003-07-15 2005-01-17 futures

… … … … … …

ZN2201.XSGE 锌2201 zn2201 2021-01-18 2022-01-17 futures

ZN8888.XSGE 锌期货指数 ZN8888 2007-03-26 2030-01-01 futures

ZN9999.XSGE 锌主力合约 ZN9999 2007-03-26 2030-01-01 futures

from datetime import date
from datetime import datetime
from datetime import time

from sqlalchemy import create_engine, Column, Integer, String, Float, Boolean, DECIMAL, Enum, Date, DateTime, Time, Text
DECIMAL(10, 4)