def __day_offset(self, start, end, nums, frequency):
_offset = len(days_trade_range(start=None)) // nums
_start = len(days_trade_range(start=start)) // nums
_end = len(days_trade_range(start=end)) // nums
#print(_offset, _start, _end, _offset-_start, _offset-_end+1)
return [(i * nums, nums) for i in range(_offset, -1, -1)
][_offset - _start:_offset - _end + 1]
def __paralle_hq_bars(self,
code,
start=None,
end=datetime.datetime.today(),
count=0,
frequency=9,
index=False):
if frequency == self.KLINE_RI_K:
func = self.__day_offset
elif frequency == self.KLINE_1MIN:
func = self.__min_offset
else:
return None
code = self.__code(code)
days = days_trade_range(start=start, end=end, count=count)
start, end = days[0], days[-1]
offset = func(start=start, end=end, nums=800, frequency=frequency)
#print(offset)
csize = len(code)
self.__paralle_hq_ping()
if csize == 1: #单线程
df = self.__hq_bars(code=code,
offset=offset,
frequency=frequency,
index=index)
else:
qsize = self.__hq.qsize()
if qsize >= csize: #每线程一个
for _code in code:
self.__tasks.add(self.__hq_bars,
code=[_code],
offset=offset,
frequency=frequency,
index=index)
else: #每线程多个
ma = csize // qsize
fix = csize % qsize
for i in range(qsize):
_code = ma + 1 if i < fix else ma
self.__tasks.add(self.__hq_bars,
code=code[0:_code],
offset=offset,
frequency=frequency,
index=index)
code = code[_code:]
df = pandas.concat(self.__tasks.executor(), sort=False)
df = df.assign(volume=df.vol,
datetime=pandas.to_datetime(df['datetime']))
df = df[[
'datetime', 'code', 'open', 'high', 'low', 'close', 'volume',
'amount'
]].set_index(['datetime', 'code']).sort_index()
df = df[pandas.to_datetime(
df.index.get_level_values(0).strftime('%Y-%m-%d')).isin(days)]
return df
def __min_offset(self, start, end, nums, frequency):
if frequency == 0:
lens = 48
else:
lens = 240
_start = days_trade_range(start=start)
if len(_start) * lens > 21600:
_start = _start[int(21600 / lens):]
_start = len(_start) * lens
_end = days_trade_range(start=end)
if len(_end) * lens > 21600:
_end = _end[int(21600 / lens):]
_end = len(_end) * lens
if _start == _end:
_end -= lens
return [
((i, nums))
for i in range(_end - lens if _end >= lens else _end, _start, nums)
]