/** 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 = `msgTime`msgType`msgBody 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()