def _load_data(self, strpcons, dt_start, dt_end, n, spec_date):
all_data = OrderedDict()
max_window = -1
logger.info("loading data...")
pbar = ProgressBar().start()
for i, pcon in enumerate(strpcons):
#print "load data: %s" % pcon
if pcon in spec_date:
dt_start = spec_date[pcon][0]
dt_end = spec_date[pcon][1]
assert(dt_start < dt_end)
if n:
wrapper = self._data_manager.get_last_bars(pcon, n)
else:
wrapper = self._data_manager.get_bars(pcon, dt_start, dt_end)
if len(wrapper) == 0:
continue
all_data[pcon] = DataContext(wrapper)
max_window = max(max_window, len(wrapper))
pbar.update(i*100.0/len(strpcons))
#progressbar.log('')
if n:
assert(max_window <= n)
pbar.finish()
if len(all_data) == 0:
assert(False)
## @TODO raise
return all_data, max_window
def _load_data(self, strpcons, dt_start, dt_end, n, spec_date):
all_data = OrderedDict()
max_window = -1
logger.info("loading data...")
pbar = ProgressBar().start()
pcontracts = [PContract.from_string(s) for s in strpcons]
pcontracts = sorted(pcontracts, reverse=True)
for i, pcon in enumerate(pcontracts):
strpcon = str(pcon)
if strpcon in spec_date:
dt_start = spec_date[strpcon][0]
dt_end = spec_date[strpcon][1]
assert (dt_start < dt_end)
if n:
wrapper = self._data_manager.get_last_bars(strpcon, n)
else:
wrapper = self._data_manager.get_bars(strpcon, dt_start,
dt_end)
if len(wrapper) == 0:
continue
all_data[strpcon] = DataContext(wrapper)
max_window = max(max_window, len(wrapper))
pbar.update(i * 100.0 / len(strpcons))
# progressbar.log('')
if n:
assert (max_window <= n)
pbar.finish()
if len(all_data) == 0:
assert (False)
# @TODO raise
return all_data, max_window
def load_data(self,
strpcon,
dt_start=datetime(1980, 1, 1),
dt_end=datetime(2100, 1, 1)):
""" 加载周期合约数据
Args:
strpcon (str): 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
"""
strpcon = strpcon.upper()
try:
return self.all_data[strpcon]
except KeyError:
wrapper = self._data_manager.get_bars(strpcon, dt_start, dt_end,
self._window_size)
window_size = len(
wrapper.data) if not series.g_rolling else self._window_size
self.all_data[strpcon] = DataContext(wrapper, window_size)
return wrapper