Мое собственное решение состояло в том, чтобы позволить Python склеить их вместе, используя pymongo и win32com. Тогда довольно просто запустить все, что вы хотите. В моем случае у меня есть цикл Python, который просто непрерывно «слушает» определенные ячейки Excel, вызывает то, что ему нужно, из Mongo, а затем помещает его обратно в Excel. Это гибко, и многие вещи могут быть сделаны таким образом. Вот полная база кода, но вам придется изменить вызовы Mongodb, чтобы они соответствовали вашей собственной базе данных. Здесь вы также увидите некоторые способы изменения цветов и элементов ячеек Excel из Python. О, я должен упомянуть, что он усеян escape-последовательностями ansi, поэтому вы можете запустить Python из ansicon или ConEmu .
import win32com.client as win32
import time # will need this for time parsing
from optparse import OptionParser
import pdb # debugger, when necessary
import string # for string parsing and the alphabet
from pymongo import MongoClient
import inspect
from datetime import datetime, timedelta, tzinfo
from dateutil import tz
from bson.son import SON
import msvcrt # for getch
import os
import sys # for stdout.write
from collections import OrderedDict
def parseCmdLine():
parser = OptionParser(description="Retrieve realtime data.")
parser.add_option("--f",
dest="file",
help="filename",
default="bbcapture.xls")
parser.add_option("--mongohost",
dest="mongohost",
default="192.168.1.30")
parser.add_option("--mongoport",
dest="mongoport",
type="int",
default=27017)
(options, args) = parser.parse_args()
return(options)
options = parseCmdLine() # parse the commandline
client = MongoClient(options.mongohost, options.mongoport) # link to mongo
db = client.bb # the database
bbsecs = db.bbsecs # now all the collections
bbdaily = db.bbdaily
bbticks = db.bbticks
linkstatusperiod = False # for the moving period in the top left excel cell showing we're linked
def ansi(colour = "white", bright = False, back = "black"):
# ansi colour sequences
brit = {True: "\033[1m",
False: "\033[0m"}
colo = {"black": "\033[30m",
"red": "\033[31m",
"green": "\033[32m",
"yellow": "\033[33m",
"blue": "\033[34m",
"magenta": "\033[35m",
"cyan": "\033[36m",
"white": "\033[37m"}
bakk = {"black": "\033[40m",
"red": "\033[41m",
"green": "\033[42m",
"yellow": "\033[43m",
"blue": "\033[44m",
"magenta": "\033[45m",
"cyan": "\033[46m",
"white": "\033[47m"}
sys.stdout.write(brit[bright])
sys.stdout.write(colo[colour])
sys.stdout.write(bakk[back])
def mdaily(ticker = "USDEUR Curncy", field = "LAST_PRICE", sortdirection = 1, numget = 1000000):
ansi("cyan", False)
print "\nGetting", ticker, "field", field, "from Mongo...",
lister = OrderedDict()
#for post in bbdaily.find({"ticker": ticker, "fieldname": field}).limit(numget).sort("time", sortdirection):
for post in bbdaily.find({"$query": {"ticker": ticker, "fieldname": field}, "$orderby": {"time": -1}}).limit(numget):
lister[str(post["time"])] = post["fieldvalue"]
ansi("cyan", True)
print "got", len(lister), "values",
ansi()
return lister
def mtick(tickers, sortdirection = 1, numget = 1000000):
if len(tickers) == 0:
return []
else:
ansi("green", False)
print "\n Getting minutes for for", tickers,
tickerdic = OrderedDict()
for eachticker in tickers:
eachdic = dict()
print numget
for post in bbticks.find({"ticker": eachticker}).limit(numget):
eachdic[post["time"]] = [post["open"], post["high"], post["low"], post["close"]]
ansi("green")
tickerdic[eachticker] = eachdic
print "got", len(eachdic), "for ticker", eachticker,
ansi("green", True)
print "got", len(tickerdic), "tickers",
dates = [set(tickerdic[x].keys()) for x in tickerdic] # get all the dates
dates = set.intersection(*dates) # get the unique ones
dates = [x for x in dates] # convert to list
if sortdirection == -1:
dates = sorted(dates, reverse = True)
else:
dates = sorted(dates, reverse = False)
retlist = [[[x, tickerdic[y][x][0], tickerdic[y][x][1], tickerdic[y][x][2], tickerdic[y][x][3]] for x in dates] for y in tickerdic.keys()]
ansi()
return retlist
def getsecs():
seclist = []
for post in bbsecs.find():
seclist.append(post["ticker"])
return(seclist)
def offsetString(startrow, startcol, endrow, endcol):
startrowstr = str(startrow)
endrowstr = str(endrow)
if(startcol > 26):
startcolstr = string.uppercase[startcol / 26 - 1] + string.uppercase[startcol % 26 - 1]
else:
startcolstr = string.uppercase[startcol - 1]
if(endcol > 26):
endcolstr = string.uppercase[endcol / 26 - 1] + string.uppercase[endcol % 26 - 1]
else:
endcolstr = string.uppercase[endcol - 1]
return(startcolstr + startrowstr + ":" + endcolstr + endrowstr)
def main():
excel = win32.gencache.EnsureDispatch("Excel.Application")
excel.Visible = 1
try: # try to link to the file
ansi("red", False)
print "Linking to", options.file
wb = excel.Workbooks(options.file)
ws = wb.Worksheets("MongoData")
ansi()
except: # not open then try to load it
try:
ansi("red", False)
print "Not open.... trying to open in current directory", os.getcwd()
ansi()
wb = excel.Workbooks.Open(os.getcwd() + "\\" + options.file)
ws = wb.Worksheets("MongoData")
ansi()
except: # can't load then ask to create it
ansi("red", True)
print options.file, "not found here. Create? (y/n) ",
ansi("yellow", True)
response = msvcrt.getch()
print response
ansi()
if response.upper() == "Y":
wb = excel.Workbooks.Add()
ws = excel.Worksheets.Add()
ws.Name = "MongoData"
wb.SaveAs(os.getcwd() + "\\" + options.file)
else: # don't wanna create it then exit
print "bye."
return
# see if ticks sheet works otherwise add it
try:
wst = wb.Worksheets("MongoTicks")
except:
wst = excel.Worksheets.Add()
wst.Name = "MongoTicks"
wst.Cells(3, 2).Value = 1
# see if securities list sheet works otherwise add it
try:
wall = wb.Worksheets("AllSecurities")
wall.Cells(1, 1).Value = "List of all securities"
wall.Range("A1:A1").Interior.ColorIndex = 8
wall.Range("A:A").ColumnWidth = 22
except:
wall = excel.Worksheets.Add()
wall.Name = "AllSecurities"
wall.Cells(1, 1).Value = "List of all securities"
wall.Range("A1:A1").Interior.ColorIndex = 8
wall.Range("A:A").ColumnWidth = 22
ansi("green", True)
print "talking to", options.file,
ansi("green", False)
print "... press any key when this console has the focus, to end communication"
ansi()
def linkstatusupdate():
global linkstatusperiod
if linkstatusperiod:
ws.Cells(1, 1).Value = "Talking to Python|"
wst.Cells(1, 1).Value = "Talking to Python!"
linkstatusperiod = False
else:
ws.Cells(1, 1).Value = "Talking to Python|"
wst.Cells(1, 1).Value = "Talking to Python!"
linkstatusperiod = True
ws.Cells(1, 2).Value = datetime.now()
# daily worksheet header formatting
ws.Cells(1, 1).Value = "Excel linked to Python"
ws.Cells(1, 3).Value = "Sort direction:"
ws.Cells(1, 4).Value = 1
ws.Cells(1, 5).Value = "Fetch max:"
ws.Cells(2, 1).Value = "Enter tickers:"
ws.Cells(3, 1).Value = "Start data:"
ws.Cells(4, 1).Value = "End data:"
ws.Range("A:A").ColumnWidth = 22
ws.Range("B:B").ColumnWidth = 20
ws.Range("A2:GS2").Interior.ColorIndex = 19 # beige 200 columns
ws.Range("A3:GS4").Interior.ColorIndex = 15 # grey
ws.Range("A2").Interior.ColorIndex = 3 # red
ws.Range("A3:A4").Interior.ColorIndex = 16 # dark grey
# minute worksheet header formatting
wst.Cells(1, 1).Value = "Excel linked to Python"
wst.Cells(2, 1).Value = "Enter tickers:"
#wst.Cells(3, 1).Value = "Enter periodicity:"
wst.Cells(1, 3).Value = "Sort direction:"
wst.Cells(1, 4).Value = 1
wst.Cells(1, 5).Value = "Fetch max:"
wst.Range("A:A").ColumnWidth = 22
wst.Range("B:B").ColumnWidth = 20
wst.Range("A2:GS3").Interior.ColorIndex = 19 # beige 200 columns
wst.Range("A4:GS5").Interior.ColorIndex = 15 # grey
wst.Range("A2:A3").Interior.ColorIndex = 4 # red
wst.Range("6:100000").Clear()
linkstatusperiod = False
oldsecd = []
oldseci = []
oldnumget = oldsortdir = toldnumget = toldsortdir = 0
while not msvcrt.kbhit():
try:
print "...", wb.Name,
securities = ws.Range("B2:GS2").Value[0]
sortdir = ws.Cells(1, 4).Value
if sortdir == None:
sortdir = 1
sortdir = int(sortdir)
numget = ws.Cells(1, 6).Value
if numget == None:
numget = 1000000
numget = int(numget)
securities = [x for x in securities if x is not None]
if not ((oldsecd == securities) and (oldnumget == numget) and (oldsortdir == sortdir)): # clear content of cells
ws.Range("5:1000000").Clear()
ws.Range("B3:GS4").Clear()
ws.Range("B3:GS4").Interior.ColorIndex = 15 # grey
oldsecd = securities
oldnumget = numget
oldsortdir = sortdir
currentcol = 0
for sec in securities:
linkstatusupdate()
secdata = mdaily(sec, "LAST_PRICE", sortdir, numget)
currentrow = 0
vallist = []
datelist = []
if sortdir == -1:
sortedkeys = sorted(secdata, reverse = True)
else:
sortedkeys = sorted(secdata, reverse = False)
for eachkey in sortedkeys:
datelist.append(eachkey)
vallist.append(secdata[eachkey])
#now stick them in Excel
ws.Range(offsetString(5 + currentrow, 2 + currentcol, 5 + currentrow + len(vallist) - 1, 2 + currentcol)).Value = \
tuple([(x, ) for x in vallist])
if currentcol == 0:
ws.Range(offsetString(5 + currentrow, 1, 5 + currentrow + len(vallist) - 1, 1)).Value = \
tuple([(x, ) for x in datelist])
if len(sortedkeys) > 0:
ws.Cells(3, 2 + currentcol).Value = sortedkeys[len(sortedkeys) - 1].split()[0] # start data date
ws.Cells(4, 2 + currentcol).Value = sortedkeys[0].split()[0] # end data date
currentcol += 1
# now do the tick data
securitiest = wst.Range("B2:GS2").Value[0]
securitiest = [x for x in securitiest if x is not None]
tsortdir = wst.Cells(1, 4).Value
if tsortdir == None:
tsortdir = 1
tsortdir = int(tsortdir)
tnumget = wst.Cells(1, 6).Value
if tnumget == None:
tnumget = 1000000
tnumget = int(tnumget)
if not ((oldseci == securitiest) and (toldnumget == tnumget) and (toldsortdir == tsortdir)): # clear the contents of the cells
wst.Range("6:1000000").Clear()
wst.Range("B4:GS5").Clear()
wst.Range("B4:GS5").Interior.ColorIndex = 15 # grey
oldseci = securitiest
toldnumget = tnumget
toldsortdir = tsortdir
secdata = mtick(securitiest, tsortdir, tnumget)
currentsec = 0
for x in secdata:
sender = [tuple(y[1:5]) for y in x]
wst.Range(offsetString(6, 2 + currentsec * 4, 6 + len(x) - 1, 5 + currentsec * 4)).Value = sender
if currentsec == 0: # then put the dates in
dates = [tuple([y[0], ]) for y in x]
wst.Range(offsetString(6, 1, 6 + len(x) - 1, 1)).Value = dates
wst.Range(offsetString(5, 2 + currentsec * 4, 5, 5 + currentsec * 4)).Value = ["open", "high", "low", "close"]
currentsec += 1
for x in range(0, len(securitiest)):
wst.Cells(4, 2 + x * 4).Value = securitiest[x]
linkstatusupdate()
allsecs = tuple([(yy, ) for yy in getsecs()])
wall.Range(offsetString(2, 1, len(allsecs) + 1, 1)).Value = allsecs
except:
print "\nExcel busy",
time.sleep(1)
endchar = msvcrt.getch() # capture the last character so it doesn't go to console
print "\nbye."
if __name__ == "__main__":
main()