01.marketDataReplay.txt

/**
stcokMarketReplay.txt
Script to replay stock market data
DolphinDB Inc.
DolphinDB server version: 2.00.6 2022.05.31
Storage engine: TSDB
Last modification time: 2022.07.07
*/

//login account
login("admin", "123456")

//create stream table: messageStream
def createStreamTableFunc(){
	colName = `timestamp`source`msg
	colType = [TIMESTAMP,SYMBOL, BLOB]
	messageTemp = streamTable(1000000:0, colName, colType)
	enableTableShareAndPersistence(table=messageTemp, tableName="messageStream", asynWrite=true, compress=true, cacheSize=1000000, retentionMinutes=1440, flushMode=0, preCache=10000)
	messageTemp = NULL
}
createStreamTableFunc()
go

//replay history data
def replayStockMarketData(){
	timeRS = cutPoints(09:15:00.000..15:00:00.000, 100)
	orderDS = replayDS(sqlObj=<select * from loadTable("dfs://order", "order") where Date = 2020.12.31>, dateColumn=`Date, timeColumn=`Time, timeRepartitionSchema=timeRS)
	tradeDS = replayDS(sqlObj=<select * from loadTable("dfs://trade", "trade") where Date = 2020.12.31>, dateColumn=`Date, timeColumn=`Time, timeRepartitionSchema=timeRS)
	snapshotDS = replayDS(sqlObj=<select * from loadTable("dfs://snapshot", "snapshot") where Date =2020.12.31>, dateColumn=`Date, timeColumn=`Time, timeRepartitionSchema=timeRS)
	inputDict = dict(["order", "trade", "snapshot"], [orderDS, tradeDS, snapshotDS])
	
	submitJob("replay", "replay stock market", replay, inputDict, messageStream, `Date, `Time, , , 3)
}
replayStockMarketData()

getRecentJobs()

////load text and replay memory table
//def loadTextAndReplay(){
//	orderTable= select * from loadText("/yourDataPath/replayData/order.csv") order by Time
//	tradeTable = select * from loadText("/yourDataPath/replayData/trade.csv") order by Time
//	snapshotTable = select * from loadText("/yourDataPath/replayData/snapshot.csv") order by Time
//	inputDict = dict(["order", "trade", "snapshot"], [orderTable, tradeTable, snapshotTable])
//	
//	submitJob("replay", "replay memory table", replay, inputDict, messageStream, `Date, `Time, , , 1)
//}
//loadCSVAndReplay()