def min60(time):
min60_times = [1030, 1130, 1400, 1500]
if time in min60_times:
temp = time // 100 * 60 + time % 100 - 60
temp = temp // 60 * 100 + temp % 60
print(temp)
sql = {'time': {'$gt': temp, '$lte': time}, 'date': Calendar.today()}
curror = BaseModel('real_kline_min5').query(sql=sql)
if curror.count():
data = pd.DataFrame(list(curror))
data = data.sort_values(by=['time'], ascending=True)
data = data.groupby(by=['stock_code'], as_index=False).agg({
'volume':
'sum',
'amount':
'sum',
'open':
'first',
'close':
'last',
'high':
'max',
'low':
'min'
})
data['time'] = time
data['date'] = Calendar.today()
BaseModel('real_kline_min60').insert_batch(
data.to_dict(orient='records'))
print('min60 ok')
curror.close()
def exe(parm):
time = parm['time']
datetime = parm['datetime']
i = parm['sc']
temp = datetime.hour * 60 + datetime.minute - 5
temp = temp // 60 * 100 + temp % 60
# print(temp)
curror = BaseModel('real_buy_sell_all_stock_code').query(
sql={
'stock_code': {
'$in': i
},
'datetime': {
'$gte':
dt.datetime(datetime.year, datetime.month, datetime.day,
temp // 100, temp % 100),
'$lt':
dt.datetime(datetime.year, datetime.month, datetime.day,
datetime.hour, datetime.minute, 0)
}
})
if curror.count() > 0:
data = pd.DataFrame(list(curror))
data['volume2'] = data.volume
data['amount2'] = data.amount
data['high'] = data.price
data['low'] = data.price
data['close'] = data.price
data['open'] = data.price
data = data.groupby(by=['stock_code'], as_index=False).agg({
'volume': 'first',
'volume2': 'last',
'amount': 'first',
'amount2': 'last',
'open': 'first',
'close': 'last',
'high': 'max',
'low': 'min'
})
data['volume'] = data.volume2 - data.volume
data['amount'] = data.amount2 - data.amount
data = data.drop(['volume2', 'amount2'], axis=1)
data['time'] = time
data['date'] = dt.datetime(datetime.year, datetime.month, datetime.day)
BaseModel('real_kline_min5').insert_batch(
data.to_dict(orient='records'))
def is_trade_day(cls, date):
curror = BaseModel('calendar').query(dict(date=Calendar.today()))
return True if curror.count() else False