{"id":205450,"date":"2025-05-29T16:50:35","date_gmt":"2025-05-29T08:50:35","guid":{"rendered":"https:\/\/server.hk\/cnblog\/205450\/"},"modified":"2025-05-29T16:50:35","modified_gmt":"2025-05-29T08:50:35","slug":"%e4%ba%86%e8%a7%a3%e5%ae%9e%e6%97%b6%e6%95%b0%e6%8d%ae%e7%9a%84-etl-%e8%bf%87%e7%a8%8b%ef%bc%9a%e6%8f%90%e5%8f%96%e3%80%81%e8%bd%ac%e6%8d%a2%e3%80%81%e5%8a%a0%e8%bd%bd%e5%92%8c%e5%8f%af%e8%a7%86","status":"publish","type":"post","link":"https:\/\/server.hk\/cnblog\/205450\/","title":{"rendered":"\u4e86\u89e3\u5b9e\u65f6\u6570\u636e\u7684 ETL \u8fc7\u7a0b\uff1a\u63d0\u53d6\u3001\u8f6c\u6362\u3001\u52a0\u8f7d\u548c\u53ef\u89c6\u5316"},"content":{"rendered":"

<\/b> <\/p>\n

\u4e86\u89e3\u5b9e\u65f6\u6570\u636e\u7684 ETL \u8fc7\u7a0b\uff1a\u63d0\u53d6\u3001\u8f6c\u6362\u3001\u52a0\u8f7d\u548c\u53ef\u89c6\u5316<\/h1>\n

\u6765\u5230\u7684\u5927\u5bb6\uff0c\u76f8\u4fe1\u90fd\u662f\u7f16\u7a0b\u5b66\u4e60\u7231\u597d\u8005\uff0c\u5e0c\u671b\u5728\u8fd9\u91cc\u5b66\u4e60\u6587\u7ae0\u76f8\u5173\u7f16\u7a0b\u77e5\u8bc6\u3002\u4e0b\u9762\u672c\u7bc7\u6587\u7ae0\u5c31\u6765\u5e26\u5927\u5bb6\u804a\u804a\u300a\u4e86\u89e3\u5b9e\u65f6\u6570\u636e\u7684 ETL \u8fc7\u7a0b\uff1a\u63d0\u53d6\u3001\u8f6c\u6362\u3001\u52a0\u8f7d\u548c\u53ef\u89c6\u5316\u300b\uff0c\u4ecb\u7ecd\u4e00\u4e0b\uff0c\u5e0c\u671b\u5bf9\u5927\u5bb6\u7684\u77e5\u8bc6\u79ef\u7d2f\u6709\u6240\u5e2e\u52a9\uff0c\u52a9\u529b\u5b9e\u6218\u5f00\u53d1\uff01<\/p>\n

<\/p>\n

etl\uff08\u63d0\u53d6\u3001\u8f6c\u6362\u3001\u52a0\u8f7d\uff09\u8fc7\u7a0b\u662f\u6709\u6548\u7ba1\u7406\u6570\u636e\u7684\u57fa\u7840\uff0c\u7279\u522b\u662f\u5728\u9700\u8981\u57fa\u4e8e\u5b9e\u65f6\u6570\u636e\u5feb\u901f\u51b3\u7b56\u7684\u5e94\u7528\u7a0b\u5e8f\u4e2d\u3002\u5728\u672c\u6587\u4e2d\uff0c\u6211\u4eec\u5c06\u4f7f\u7528\u6d89\u53ca\u5e01\u5b89 api \u7684\u5b9e\u65f6\u52a0\u5bc6\u8d27\u5e01\u4ea4\u6613\u7684\u5b9e\u9645\u793a\u4f8b\u6765\u63a2\u7d22 etl \u6d41\u7a0b\u3002\u63d0\u4f9b\u7684 python \u4ee3\u7801\u8bf4\u660e\u4e86\u5982\u4f55\u63d0\u53d6\u4ea4\u6613\u6570\u636e\u3001\u5c06\u5176\u8f6c\u6362\u4e3a\u53ef\u7528\u683c\u5f0f\u3001\u5c06\u5176\u52a0\u8f7d\u5230 sqlite \u6570\u636e\u5e93\u4e2d\uff0c\u4ee5\u53ca\u901a\u8fc7\u5b9e\u65f6\u7ed8\u56fe\u53ef\u89c6\u5316\u6570\u636e\u3002<\/p>\n

\u793a\u4f8b etl \u9879\u76ee\uff1a<\/strong> https:\/\/github.com\/vcse59\/featureengineering\/tree\/main\/real-time-cryptocurrency-price-tracker<\/p>\n

1\u3002\u63d0\u53d6\u7269<\/strong>
etl \u8fc7\u7a0b\u7684\u7b2c\u4e00\u6b65\u662f\u63d0\u53d6\uff0c\u5176\u4e2d\u6d89\u53ca\u4ece\u5404\u79cd\u6765\u6e90\u6536\u96c6\u6570\u636e\u3002\u5728\u8fd9\u79cd\u60c5\u51b5\u4e0b\uff0c\u6570\u636e\u662f\u901a\u8fc7\u4e0e binance testnet api \u7684 websocket \u8fde\u63a5\u63d0\u53d6\u7684\u3002\u6b64\u8fde\u63a5\u5141\u8bb8\u5b9e\u65f6\u4f20\u8f93 btc\/usdt \u4ea4\u6613\u3002<\/p>\n

\u4ee3\u7801\u4e2d\u63d0\u53d6\u7684\u5b9e\u73b0\u65b9\u5f0f\u5982\u4e0b\uff1a<\/p>\n

\n with websockets.connect(url) as ws:\n    response = await ws.recv()\n    trade_data = json.loads(response)\n\n<\/pre>\n
\u6536\u5230\u7684\u6bcf\u6761\u6d88\u606f\u90fd\u5305\u542b\u5fc5\u8981\u7684\u4ea4\u6613\u6570\u636e\uff0c\u5305\u62ec\u4ef7\u683c\u3001\u6570\u91cf\u548c\u65f6\u95f4\u6233\uff0c\u683c\u5f0f\u4e3a json\u3002<\/p>\n
2\u3002\u53d8\u5f62<\/strong>
 \u63d0\u53d6\u6570\u636e\u540e\uff0c\u5b83\u4f1a\u7ecf\u5386\u8f6c\u6362\u8fc7\u7a0b\u3002\u6b64\u6b65\u9aa4\u6e05\u7406\u5e76\u7ed3\u6784\u5316\u6570\u636e\u4ee5\u4f7f\u5176\u66f4\u6709\u7528\u3002\u5728\u6211\u4eec\u7684\u793a\u4f8b\u4e2d\uff0c\u8f6c\u6362\u5305\u62ec\u5c06\u65f6\u95f4\u6233\u4ece\u6beb\u79d2\u8f6c\u6362\u4e3a\u53ef\u8bfb\u683c\u5f0f\uff0c\u5e76\u5c06\u6570\u636e\u7ec4\u7ec7\u4e3a\u9002\u5f53\u7684\u7c7b\u578b\u4ee5\u4f9b\u8fdb\u4e00\u6b65\u5904\u7406\u3002<\/p>\n
\n\nprice = float(trade_data['p'])\nquantity = float(trade_data['q'])\ntimestamp = int(trade_data['t'])\n\ntrade_time = datetime.fromtimestamp(timestamp \/ 1000.0)\n\n\n<\/pre>\n
\u8fd9\u786e\u4fdd\u4e86\u4ef7\u683c\u548c\u6570\u91cf\u5b58\u50a8\u4e3a\u6d6e\u70b9\u6570\uff0c\u5e76\u4e14\u65f6\u95f4\u6233\u88ab\u8f6c\u6362\u4e3a\u65e5\u671f\u65f6\u95f4\u5bf9\u8c61\uff0c\u4ee5\u4fbf\u4e8e\u64cd\u4f5c\u548c\u5206\u6790\u3002<\/p>\n
3\u3002\u52a0\u8f7d<\/strong>
 \u6700\u540e\u4e00\u6b65\u662f\u52a0\u8f7d\uff0c\u5c06\u8f6c\u6362\u540e\u7684\u6570\u636e\u5b58\u50a8\u5728\u76ee\u6807\u6570\u636e\u5e93\u4e2d\u3002\u5728\u6211\u4eec\u7684\u4ee3\u7801\u4e2d\uff0csqlite \u6570\u636e\u5e93\u4f5c\u4e3a\u4ea4\u6613\u6570\u636e\u7684\u5b58\u50a8\u4ecb\u8d28\u3002<\/p>\n
\u52a0\u8f7d\u8fc7\u7a0b\u7531\u4ee5\u4e0b\u51fd\u6570\u7ba1\u7406\uff1a<\/p>\n
\n\ndef save_trade_to_db(price, quantity, timestamp):\n    conn = sqlite3.connect('trades.db')\n    cursor = conn.cursor()\n    # create a table if it doesn't exist\n    cursor.execute('''\n        create table if not exists trades (\n            id integer primary key autoincrement,\n            price real,\n            quantity real,\n            timestamp text\n        )\n    ''')\n    # insert the trade data\n    cursor.execute('''\n        insert into trades (price, quantity, timestamp)\n        values (?, ?, ?)\n    ''', (price, quantity, trade_time))\n    conn.commit()\n    conn.close()\n\n\n<\/pre>\n
\u6b64\u51fd\u6570\u8fde\u63a5\u5230 sqlite \u6570\u636e\u5e93\uff0c\u5982\u679c\u4e0d\u5b58\u5728\u5219\u521b\u5efa\u4e00\u4e2a\u8868\uff0c\u5e76\u63d2\u5165\u4ea4\u6613\u6570\u636e\u3002<\/p>\n
4\u3002\u53ef\u89c6\u5316<\/strong>
 \u9664\u4e86\u5b58\u50a8\u6570\u636e\u4e4b\u5916\uff0c\u5c06\u6570\u636e\u53ef\u89c6\u5316\u4ee5\u4fbf\u66f4\u597d\u5730\u7406\u89e3\u548c\u51b3\u7b56\u4e5f\u5f88\u91cd\u8981\u3002\u63d0\u4f9b\u7684\u4ee3\u7801\u5305\u542b\u4e00\u4e2a\u5b9e\u65f6\u7ed8\u5236\u4ea4\u6613\u7684\u51fd\u6570\uff1a<\/p>\n
\n\ndef plot_trades():\n    if len(trades) > 0:\n        timestamps, prices, quantities = zip(*trades)\n\n        plt.subplot(2, 1, 1)\n        plt.cla()  # Clear the previous plot for real-time updates\n        plt.plot(timestamps, prices, label='Price', color='blue')\n        plt.ylabel('Price (USDT)')\n        plt.legend()\n        plt.title('Real-Time BTC\/USDT Prices')\n        plt.xticks(rotation=45)\n\n        plt.subplot(2, 1, 2)\n        plt.cla()  # Clear the previous plot for real-time updates\n        plt.plot(timestamps, quantities, label='Quantity', color='orange')\n        plt.ylabel('Quantity')\n        plt.xlabel('Time')\n        plt.legend()\n        plt.xticks(rotation=45)\n\n        plt.tight_layout()  # Adjust layout for better spacing\n        plt.pause(0.1)  # Pause to update the plot\n\n\n<\/pre>\n
\u6b64\u51fd\u6570\u751f\u6210\u4e24\u4e2a\u5b50\u56fe\uff1a\u4e00\u4e2a\u7528\u4e8e\u4ef7\u683c\uff0c\u53e6\u4e00\u4e2a\u7528\u4e8e\u6570\u91cf\u3002\u5b83\u4f7f\u7528matplotlib\u5e93\u52a8\u6001\u53ef\u89c6\u5316\u6570\u636e\uff0c\u8ba9\u7528\u6237\u5b9e\u65f6\u89c2\u5bdf\u5e02\u573a\u8d8b\u52bf\u3002<\/p>\n
\u7ed3\u8bba<\/strong>
 \u6b64\u793a\u4f8b\u91cd\u70b9\u4ecb\u7ecd\u4e86 etl \u8fc7\u7a0b\uff0c\u6f14\u793a\u4e86\u5982\u4f55\u4ece websocket api \u4e2d\u63d0\u53d6\u6570\u636e\u3001\u8fdb\u884c\u8f6c\u6362\u4ee5\u8fdb\u884c\u5206\u6790\u3001\u52a0\u8f7d\u5230\u6570\u636e\u5e93\u4e2d\u4ee5\u53ca\u5982\u4f55\u8fdb\u884c\u53ef\u89c6\u5316\u4ee5\u83b7\u53d6\u5373\u65f6\u53cd\u9988\u3002\u8be5\u6846\u67b6\u5bf9\u4e8e\u6784\u5efa\u9700\u8981\u57fa\u4e8e\u5b9e\u65f6\u6570\u636e\u505a\u51fa\u660e\u667a\u51b3\u7b56\u7684\u5e94\u7528\u7a0b\u5e8f\u81f3\u5173\u91cd\u8981\uff0c\u4f8b\u5982\u4ea4\u6613\u5e73\u53f0\u548c\u5e02\u573a\u5206\u6790\u5de5\u5177\u3002<\/p>\n
\u5230\u8fd9\u91cc\uff0c\u6211\u4eec\u4e5f\u5c31\u8bb2\u5b8c\u4e86\u300a\u4e86\u89e3\u5b9e\u65f6\u6570\u636e\u7684 ETL \u8fc7\u7a0b\uff1a\u63d0\u53d6\u3001\u8f6c\u6362\u3001\u52a0\u8f7d\u548c\u53ef\u89c6\u5316\u300b\u7684\u5185\u5bb9\u4e86\u3002\u4e2a\u4eba\u8ba4\u4e3a\uff0c\u57fa\u7840\u77e5\u8bc6\u7684\u5b66\u4e60\u548c\u5de9\u56fa\uff0c\u662f\u4e3a\u4e86\u66f4\u597d\u7684\u5c06\u5176\u8fd0\u7528\u5230\u9879\u76ee\u4e2d\uff0c\u6b22\u8fce\u5173\u6ce8\u516c\u4f17\u53f7\uff0c\u5e26\u4f60\u4e86\u89e3\u66f4\u591a\u5173\u4e8e\u7684\u77e5\u8bc6\u70b9\uff01<\/p>\n
      \u7248\u672c\u58f0\u660e \u672c\u6587\u8f6c\u8f7d\u4e8e\uff1adev.to \u5982\u6709\u4fb5\u72af\uff0c\u8bf7\u8054\u7cfb\u5220\u9664<\/p>\n","protected":false},"excerpt":{"rendered":"
\u4e86\u89e3\u5b9e\u65f6\u6570\u636e\u7684 ETL \u8fc7\u7a0b\uff1a\u63d0...<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4925],"tags":[],"class_list":["post-205450","post","type-post","status-publish","format-standard","hentry","category-4925"],"_links":{"self":[{"href":"https:\/\/server.hk\/cnblog\/wp-json\/wp\/v2\/posts\/205450","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/server.hk\/cnblog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/server.hk\/cnblog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/server.hk\/cnblog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/server.hk\/cnblog\/wp-json\/wp\/v2\/comments?post=205450"}],"version-history":[{"count":0,"href":"https:\/\/server.hk\/cnblog\/wp-json\/wp\/v2\/posts\/205450\/revisions"}],"wp:attachment":[{"href":"https:\/\/server.hk\/cnblog\/wp-json\/wp\/v2\/media?parent=205450"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/server.hk\/cnblog\/wp-json\/wp\/v2\/categories?post=205450"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/server.hk\/cnblog\/wp-json\/wp\/v2\/tags?post=205450"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}