def historyActive(self,
symbol,
freq,
size=None,
start=None,
end=None,
check_result=True):
"""
获取bar数据，包含未完成bar和最新1mbar的时间。
symbol: str, 品种名
freq: str, 周期, 可被转化成标准周期
size: int or None, 数据长度
start: datetime or None, 开始时间
end: datetime or None, 结束时间
check_result: bool, 是否检查结果, 结果不符合条件(长度, 起止时间等)时抛出异常
return: list(VtBarData), last datetime
"""
freq = standardize_freq(freq)
self.check_freq(freq)
multipler, unit = split_freq(freq)
complete = self.read(symbol, multipler, unit, size, start, end, False,
check_result)
active = self.read(symbol,
1,
"m",
start=complete[-1].datetime,
keep_active=True,
check_result=False)
grouper = groupers[unit]
for bar in join_bar(active, grouper, multipler):
if bar.datetime > complete[-1].datetime:
complete.append(bar)
return complete, active[-1].datetime
def map_frequency(freq):
freq = standardize_freq(freq)
mul, unit = split_freq(freq)
if freq == "1d":
s = "D"
elif freq == "1w":
s = "W"
s = unit.upper() + str(mul)
try:
return OandaCandlesGranularity(s).value
except:
raise ValueError("无法向Oanda获取%s频率的K线数据" % freq)
def history(self, symbol, freq, size=None, start=None, end=None, check_result=True):
"""
获取bar数据，不包含未完成bar
symbol: str, 品种名
freq: str, 周期, 可被转化成标准周期
size: int or None, 数据长度
start: datetime or None, 开始时间
end: datetime or None, 结束时间
check_result: bool, 是否检查结果, 结果不符合条件(长度, 起止时间等)时抛出异常
return: list(VtBarData)
"""
freq = standardize_freq(freq)
self.check_freq(freq)
multipler, unit = split_freq(freq)
return self.read(symbol, multipler, unit, size, start, end, False, check_result)
def check_freq(self, freq):
multipler, unit = split_freq(freq)
if unit in {"d", "w"} and (multipler > 1):
raise ValueError("Frequency extension not supported: %s" % freq)