Beispiel #1
0
class _realtime_base():
    """
    realtime 基类

    主要字段有:
    code/name
    time
    open/high/low

    买卖报价队列:(不同的可能不一样 只提供list)
    ask_list[ask1_price/ask1_volume|ask2_price/ask2_volume|ask3_price/ask3_volume....]
    bid_list[bid1_price/bid1_volume|bid2_price/bid2_volume|bid3_price/bid3_volume....]
    """

    def __init__(self, market_data):
        """转化成dict模式

        Arguments:
            market_data {[type]} -- [description]
        """

        if isinstance(market_data, dict):
            self.market_data = market_data
        elif isinstance(market_data, pd.DataFrame):
            self.market_data = QA_util_to_json_from_pandas(market_data)

    @property
    def open(self):
        return self.market_data.get('open', None)

    @property
    def price(self):
        return self.market_data.get('price', None)

    @property
    def datetime(self):
        return self.market_data.get('datetime', None)

    @property
    def high(self):
        return self.market_data.get('high', None)

    @property
    def low(self):
        return self.market_data.get('low', None)

    @property
    def code(self):
        return self.market_data.get('code', None)

    @property
    def last_close(self):
        return self.market_data.get('last_close', None)

    @property
    def cur_vol(self):
        return self.market_data.get('cur_vol', None)

    @property
    def bid1(self):
        return self.market_data.get('bid1', None)

    @property
    def bid_vol1(self):
        return self.market_data.get('bid_vol1', None)

    @property
    def bid2(self):
        return self.market_data.get('bid2', None)

    @property
    def bid_vol2(self):
        return self.market_data.get('bid_vol2', None)

    @property
    def bid3(self):
        return self.market_data.get('bid3', None)

    @property
    def bid_vol3(self):
        return self.market_data.get('bid_vol3', None)

    @property
    def bid4(self):
        return self.market_data.get('bid4', None)

    @property
    def bid_vol4(self):
        return self.market_data.get('bid_vol4', None)

    @property
    def bid5(self):
        return self.market_data.get('bid5', None)

    @property
    def bid_vol5(self):
        return self.market_data.get('bid_vol5', None)

    @property
    def ask1(self):
        return self.market_data.get('ask1', None)

    @property
    def ask_vol1(self):
        return self.market_data.get('ask_vol1', None)

    @property
    def ask2(self):
        return self.market_data.get('ask2', None)

    @property
    def ask_vol2(self):
        return self.market_data.get('ask_vol2', None)

    @property
    def ask3(self):
        return self.market_data.get('ask3', None)

    @property
    def ask_vol3(self):
        return self.market_data.get('ask_vol3', None)

    @property
    def ask4(self):
        return self.market_data.get('ask4', None)

    @property
    def ask_vol4(self):
        return self.market_data.get('ask_vol4', None)

    @property
    def ask5(self):
        return self.market_data.get('ask5', None)

    @property
    def ask_vol5(self):
        return self.market_data.get('ask_vol5', None)
Beispiel #2
0
class _realtime_base():
    """
    realtime 基类

    主要字段有:
    code/name
    time
    open/high/low

    买卖报价队列:(不同的可能不一样 只提供list)
    ask_list[ask1_price/ask1_volume|ask2_price/ask2_volume|ask3_price/ask3_volume....]
    bid_list[bid1_price/bid1_volume|bid2_price/bid2_volume|bid3_price/bid3_volume....]
    """

    def __init__(self, market_data):
        """转化成dict模式

        Arguments:
            market_data {[type]} -- [description]
        """

        if isinstance(market_data, dict):
            self.market_data = market_data
        elif isinstance(market_data, pd.DataFrame):
            self.market_data = QA_util_to_json_from_pandas(market_data)

    @property
    def open(self):
        return self.market_data.get('open', None)

    @property
    def price(self):
        return self.market_data.get('price', None)

    @property
    def datetime(self):
        return self.market_data.get('datetime', None)

    @property
    def high(self):
        return self.market_data.get('high', None)

    @property
    def low(self):
        return self.market_data.get('low', None)

    @property
    def code(self):
        return self.market_data.get('code', None)

    @property
    def last_close(self):
        return self.market_data.get('last_close', None)

    @property
    def cur_vol(self):
        return self.market_data.get('cur_vol', None)

    @property
    def bid1(self):
        return self.market_data.get('bid1', None)

    @property
    def bid_vol1(self):
        return self.market_data.get('bid_vol1', None)

    @property
    def bid2(self):
        return self.market_data.get('bid2', None)

    @property
    def bid_vol2(self):
        return self.market_data.get('bid_vol2', None)

    @property
    def bid3(self):
        return self.market_data.get('bid3', None)

    @property
    def bid_vol3(self):
        return self.market_data.get('bid_vol3', None)

    @property
    def bid4(self):
        return self.market_data.get('bid4', None)

    @property
    def bid_vol4(self):
        return self.market_data.get('bid_vol4', None)

    @property
    def bid5(self):
        return self.market_data.get('bid5', None)

    @property
    def bid_vol5(self):
        return self.market_data.get('bid_vol5', None)

    @property
    def ask1(self):
        return self.market_data.get('ask1', None)

    @property
    def ask_vol1(self):
        return self.market_data.get('ask_vol1', None)

    @property
    def ask2(self):
        return self.market_data.get('ask2', None)

    @property
    def ask_vol2(self):
        return self.market_data.get('ask_vol2', None)

    @property
    def ask3(self):
        return self.market_data.get('ask3', None)

    @property
    def ask_vol3(self):
        return self.market_data.get('ask_vol3', None)

    @property
    def ask4(self):
        return self.market_data.get('ask4', None)

    @property
    def ask_vol4(self):
        return self.market_data.get('ask_vol4', None)

    @property
    def ask5(self):
        return self.market_data.get('ask5', None)

    @property
    def ask_vol5(self):
        return self.market_data.get('ask_vol5', None)