Exemple #1
0
def QA_fetch_index_min_adv(code,
                           start,
                           end=None,
                           frequence='1min',
                           if_drop_index=True,
                           collections=DATABASE.index_min):
    '''
    '获取股票分钟线'
    :param code:
    :param start:
    :param end:
    :param frequence:
    :param if_drop_index:
    :param collections:
    :return:
    '''
    if frequence in ['1min', '1m']:
        frequence = '1min'
    elif frequence in ['5min', '5m']:
        frequence = '5min'
    elif frequence in ['15min', '15m']:
        frequence = '15min'
    elif frequence in ['30min', '30m']:
        frequence = '30min'
    elif frequence in ['60min', '60m']:
        frequence = '60min'

    # __data = [] 没有使用

    end = start if end is None else end
    if len(start) == 10:
        start = '{} 09:30:00'.format(start)
    if len(end) == 10:
        end = '{} 15:00:00'.format(end)

    # 🛠 todo 报告错误 如果开始时间 在 结束时间之后

    # if start == end:
    # 🛠 todo 如果相等,根据 frequence 获取开始时间的 时间段 QA_fetch_index_min_adv, 不支持start end是相等的
    # print("QA Error QA_fetch_index_min_adv parameter code=%s , start=%s, end=%s is equal, should have time span! " % (code, start, end))
    # return None

    res = QA_fetch_index_min(code,
                             start,
                             end,
                             format='pd',
                             frequence=frequence,
                             collections=collections)
    if res is None:
        print(
            "QA Error QA_fetch_index_min_adv parameter code=%s start=%s end=%s frequence=%s call QA_fetch_index_min return None"
            % (code, start, end, frequence))
    else:
        res_reset_index = res.set_index(['datetime', 'code'],
                                        drop=if_drop_index)
        # if res_reset_index is None:
        #     print("QA Error QA_fetch_index_min_adv set index 'date, code' return None")
        return QA_DataStruct_Index_min(res_reset_index)
def QA_fetch_index_min_adv(
        code,
        start, end=None,
        frequence='1min',
        if_drop_index=True,
        collections=DATABASE.index_min):
    '''
    '获取股票分钟线'
    :param code:
    :param start:
    :param end:
    :param frequence:
    :param if_drop_index:
    :param collections:
    :return:
    '''
    if frequence in ['1min', '1m']:
        frequence = '1min'
    elif frequence in ['5min', '5m']:
        frequence = '5min'
    elif frequence in ['15min', '15m']:
        frequence = '15min'
    elif frequence in ['30min', '30m']:
        frequence = '30min'
    elif frequence in ['60min', '60m']:
        frequence = '60min'

    # __data = [] 没有使用

    end = start if end is None else end
    if len(start) == 10:
        start = '{} 09:30:00'.format(start)
    if len(end) == 10:
        end = '{} 15:00:00'.format(end)

    # 🛠 todo 报告错误 如果开始时间 在 结束时间之后

    # if start == end:
    # 🛠 todo 如果相等,根据 frequence 获取开始时间的 时间段 QA_fetch_index_min_adv, 不支持start end是相等的
    #print("QA Error QA_fetch_index_min_adv parameter code=%s , start=%s, end=%s is equal, should have time span! " % (code, start, end))
    # return None

    res = QA_fetch_index_min(
        code, start, end, format='pd', frequence=frequence)
    if res is None:
        print("QA Error QA_fetch_index_min_adv parameter code=%s start=%s end=%s frequence=%s call QA_fetch_index_min return None" % (
            code, start, end, frequence))
    else:
        res_reset_index = res.set_index(
            ['datetime', 'code'], drop=if_drop_index)
        # if res_reset_index is None:
        #     print("QA Error QA_fetch_index_min_adv set index 'date, code' return None")
        return QA_DataStruct_Index_min(res_reset_index)
Exemple #3
0
def QA_fetch_index_min_adv(code,
                           start,
                           end=None,
                           frequence='1min',
                           if_drop_index=False,
                           collections=DATABASE.index_min):
    '获取股票分钟线'
    if frequence in ['1min', '1m']:
        frequence = '1min'
    elif frequence in ['5min', '5m']:
        frequence = '5min'
    elif frequence in ['15min', '15m']:
        frequence = '15min'
    elif frequence in ['30min', '30m']:
        frequence = '30min'
    elif frequence in ['60min', '60m']:
        frequence = '60min'
    __data = []
    end = start if end is None else end
    if len(start) == 10:
        start = '{} 09:30:00'.format(start)
    if len(end) == 10:
        end = '{} 15:00:00'.format(end)
    return QA_DataStruct_Index_min(
        QA_fetch_index_min(code, start, end, format='pd',
                           frequence=frequence).set_index(['datetime', 'code'],
                                                          drop=if_drop_index))
 def test_getMin_diffQA(self):
     code = '000001'
     days = 20 * 1.2
     start = str(
         (datetime.datetime.now() - datetime.timedelta(days)).date())
     end = str(datetime.datetime.now() - datetime.timedelta(0))
     qm = self._qm
     df = qm.get(code, start, end, frequence='1min')
     df2 = QA_fetch_index_min(code,
                              start,
                              end=end,
                              format='pd',
                              frequence='1min')
     # todo df的长度比df2长。未找出原因
     data1, data2 = df, df2
     self.assertTrue(
         len(data1) == len(data2),
         "和QA返回的分钟线数据长度不一致:{}:{}".format(len(data1), len(data2)))
     if len(data1) > len(data2):
         print("array1f的长度比array2长")
         data1 = data1[-len(data2):]
     elif len(data1) < len(data2):
         print("array2的长度比array1长")
         data2 = data2[-len(data1):]
     # todo  连续获取分钟数据时,不定时返回结果不想等。报错
     obo = self.differOneByOne(data1, data2)
     self.assertTrue(data1.equals(data2), "和QA返回的分钟线数据不一致:{}".format(obo))
 def __get_index_min_data(self, __bid):
     __data = QA_util_to_json_from_pandas(QA_fetch_index_min(str(
         __bid.code)[0:6], str(__bid.datetime)[0:10], str(__bid.datetime)[0:10], 'pd'))
     if len(__data) == 0:
         pass
     else:
         __data = __data[0]
     return __data