def get_trading_dates(self, start, end):
start = max(start, 20050101)
start = get_str_date_from_int(start)
end = get_str_date_from_int(end)
dates = self.rqdatac.get_trading_dates(start, end)
trading_dates = [get_int_date(date) for date in dates]
return trading_dates
def get_price(self, order_book_id, start, end, freq):
start = get_str_date_from_int(start)
end = get_str_date_from_int(end)
df = self.rqdatac.get_price(order_book_id,
start_date=start,
end_date=end,
frequency=freq)
suspended_df = self.rqdatac.is_suspended(order_book_id,
start_date=start,
end_date=end)
if suspended_df is None:
raise FormulaException("missing data {}".format(order_book_id))
df["suspended"] = suspended_df[order_book_id]
df = df[df["suspended"] == False]
df = df.reset_index()
df["datetime"] = df["index"].apply(RQDataBackend.convert_dt_to_int)
del df["index"]
arr = df.to_records()
return arr