def get_price(self, order_book_id, start, end, freq):
"""
:param order_book_id: e.g. 000002.XSHE
:param start: 20160101
:param end: 20160201
:returns:
:rtype: numpy.rec.array
"""
start = get_date_from_int(start)
end = get_date_from_int(end)
scale = 1
if freq[-1] == "m":
scale *= 240. / int(freq[:-1])
bar_count = int((end - start).days * scale)
dt = datetime.datetime.combine(end, datetime.time(23, 59, 59))
bars = self.rqalpha_env.data_proxy.history_bars(order_book_id,
bar_count,
freq,
field=None,
dt=dt)
if bars is None or len(bars) == 0:
raise KeyError("empty bars {}".format(order_book_id))
bars = bars.copy()
return bars
def get_price(self, order_book_id, start, end, freq):
"""
:param order_book_id: e.g. 000002.XSHE
:param start: 20160101
:param end: 20160201
:returns:
:rtype: numpy.rec.array
"""
start = get_date_from_int(start)
end = get_date_from_int(end)
scale = 1
if freq[-1] == "m":
scale *= 240. / int(freq[:-1])
bar_count = int((end - start).days * scale)
dt = datetime.datetime.combine(end, datetime.time(23, 59, 59))
bars = self.rqalpha_env.data_proxy.history_bars(
order_book_id, bar_count, freq, field=None,
dt=dt)
if bars is None or len(bars) == 0:
raise KeyError("empty bars {}".format(order_book_id))
bars = bars.copy()
return bars
def get_trading_dates(self, start, end):
"""获取所有的交易日
:param start: 20160101
:param end: 20160201
"""
start = get_date_from_int(start)
end = get_date_from_int(end)
trading_dates = self.rqalpha_env.data_proxy.get_trading_dates(
start, end).tolist()
trading_dates = [
get_int_date(dt.date()) for dt in trading_dates
]
return trading_dates