Beispiel #1
0
    def load_data(self, pcontract, dt_start=datetime(1980,1,1), dt_end=datetime(2100,1,1)):
        """ 加载周期合约数据
        
        Args:
            pcontract (PContract): 周期合约

            dt_start(datetime): 开始时间

            dt_end(datetime): 结束时间

        Returns:
            pd.DataFrame. k线数据
        """
        try:
            return self.all_data[str(pcontract)]
        except KeyError:
            ## @todo 时间对齐,长度确认
            data = data_manager.load_bars(pcontract, dt_start, self.dt_end, self._window_size)
            self.all_data[pcontract] = DataContext(data, self._window_size)
            self._data_length = len(data)
            return data
Beispiel #2
0
 def load_data(self, pcontract, dt_start=datetime(1970,1,1), dt_end=datetime(2100,1,1)):
     """ 加载周期合约数据
     
     Args:
         pcontract (PContract): 周期合约
         dt_start(datetime): 开始时间
         dt_end(datetime): 结束时间
     
     Returns:
         pd.DataFrame. k线数据
     """
     try:
         return self.data[pcontract]
     except KeyError:
         data = data_manager.load_bars(pcontract, self.begin_dt, self.end_dt)
         if not hasattr(self, '_data_length'):
             self._data_length = len(data) 
         elif self._data_length != len(data):
             raise DataAlignError
         data['row'] = pd.Series(xrange(0, len(data.index)), index=data.index)
         self.data[pcontract] = data
         return data
Beispiel #3
0
 def load_data(self, pcontract, dt_start=datetime(1980,1,1), dt_end=datetime(2100,1,1)):
     """ 加载周期合约数据
     
     Args:
         pcontract (PContract): 周期合约
         dt_start(datetime): 开始时间
         dt_end(datetime): 结束时间
     
     Returns:
         pd.DataFrame. k线数据
     """
     try:
         return self.data[pcontract]
     except KeyError:
         data = data_manager.load_bars(pcontract, dt_start, self.dt_end)
         if not hasattr(self, '_data_length'):
             self._data_length = len(data) 
         elif self._data_length != len(data):
             raise DataAlignError
         data['row'] = pd.Series(xrange(0, len(data.index)), index=data.index)
         self.data[pcontract] = data
         return data