使用BASH下載期貨交易記錄,並轉成tick檔

環境 : Linux Bash 

說明 : 到期交所下載期貨交易記錄轉成 tick 檔

程式碼 ( Bash Code )

#!/bin/sh

# Get Tick

# V 1.2.0 2016-02-27 change url
# V 1.1.1 2015-04-24 change prg dir ( tick -> trade )
# V 1.1   2009-10-10

# 2016-02-26 change url
# url_zipDailyFile=http://www.taifex.com.tw/DailyDownload/Daily_`date +%Y_%m_%d`.zip
url_zipDailyFile=http://www.taifex.com.tw/DailyDownload/DailyDownload/Daily_`date +%Y_%m_%d`.zip
dailyStoreDir=/home/redjoe/trade/prg_bash/daily/
tickStoreDir=/home/redjoe/trade/prg_bash/tick/
log_File=/home/redjoe/trade/prg_bash/rj_crontab.log
ltd=`tac /home/redjoe/trade/last-trading-days/last-trading-days`

wget -c -a $log_File -P $dailyStoreDir $url_zipDailyFile


# Process Tick

cd $dailyStoreDir

workFile=`date +%Y_%m_%d`
workday=`date +%Y%m%d`
workMonth=`date +%Y%m`

zip_DailyFile=Daily_$workFile.zip
rpt_DailyFile=Daily_$workFile.rpt

workmonth=./tmp1

wkproduct=`ls -l $zip_DailyFile | cut -d ' ' -f 5 `

# echo $wkproduct

if [ "$wkproduct" -ne '93' ]; then

  unzip $zip_DailyFile

  # echo $rpt_DailyFile
  # echo $workFile.TX

  for td in $ltd
  do
    #echo "$td="$td , "$workday="$workday
    if [ "$td" -ge "$workday" ]; then
      #echo " $td > $workday "
      wkmonth=`echo $td`
    fi
  done

  echo $wkmonth > $workmonth

  wkproduct=`cut -c 1-6 $workmonth`
  # echo $wkproduct


  # TX 台指
  head -n 1 $rpt_DailyFile > $workFile.TX
  sed '/MTX/d' $rpt_DailyFile | sed -n '/TX/p' | sed -n 's/ //gp' | awk -F, 'BEGIN{OFS=","}($3=='$wkproduct'){ print $1,$2,$3,$4,$5,$6/2 }' >> $workFile.TX
  echo "TickTime,Price,Vol" > txf$workday.csv
  sed '/MTX/d' $rpt_DailyFile | sed -n '/TX/p' | sed -n 's/ //gp' | awk -F, 'BEGIN{OFS=","}($3=='$wkproduct'){ print $4,$5,$6/2 }' >> txf$workday.csv

  # MTX 小台
  head -n 1 $rpt_DailyFile > $workFile.MTX
  sed -n '/MTX/p' $rpt_DailyFile | sed -n 's/ //gp' | awk -F, 'BEGIN{OFS=","}($3=='$wkproduct'){ print $1,$2,$3,$4,$5,$6/2 }' >> $workFile.MTX
  echo "TickTime,Price,Vol" > mxf$workday.csv
  sed -n '/MTX/p' $rpt_DailyFile | sed -n 's/ //gp' | awk -F, 'BEGIN{OFS=","}($3=='$wkproduct'){ print $4,$5,$6/2 }' >> mxf$workday.csv

  # TE 電指期
  head -n 1 $rpt_DailyFile > $workFile.TE
  sed -n '/TE/p' $rpt_DailyFile | sed -n 's/ //gp' | awk -F, 'BEGIN{OFS=","}($3=='$wkproduct'){ print $1,$2,$3,$4,$5,$6/2 }' >> $workFile.TE
  echo "TickTime,Price,Vol" > exf$workday.csv
  sed -n '/TE/p' $rpt_DailyFile | sed -n 's/ //gp' | awk -F, 'BEGIN{OFS=","}($3=='$wkproduct'){ print $4,$5,$6/2 }' >> exf$workday.csv

  ## TF 金指期
  head -n 1 $rpt_DailyFile > $workFile.TF
  sed '/GTF/d' $rpt_DailyFile | sed -n '/TF/p' | sed -n 's/ //gp' | awk -F, 'BEGIN{OFS=","}($3=='$wkproduct'){ print $1,$2,$3,$4,$5,$6/2 }' >> $workFile.TF
  echo "TickTime,Price,Vol" > fxf$workday.csv
  sed '/GTF/d' $rpt_DailyFile | sed -n '/TF/p' | sed -n 's/ //gp' | awk -F, 'BEGIN{OFS=","}($3=='$wkproduct'){ print $4,$5,$6/2 }' >> fxf$workday.csv

  rm $workmonth


  if [ ! -d $workMonth ]; then
    mkdir $workMonth
  fi
  mv $rpt_DailyFile $zip_DailyFile  $workMonth/

  if [ ! -d "/home/redjoe/trade/prg_bash/tick/$workMonth" ]; then
    mkdir /home/redjoe/trade/prg_bash/tick/$workMonth
  fi
  mv $workFile.TX txf$workday.csv $workFile.MTX mxf$workday.csv $workFile.TE exf$workday.csv $workFile.TF fxf$workday.csv $tickStoreDir$workMonth/


fi