def min_switch(self, inst, forced=False):
prev_bar = self.cur_min[inst]['bar_id']
bar_id = self.conv_bar_id(self.cur_min[inst]['tick_min'])
if self.cur_min[inst]['min_id'] == 0:
return bar_id
ra = self.min_data[inst][1]
if self.cur_min[inst]['high'] > self.cur_min[inst]['low']:
ra.append_by_dict(self.cur_min[inst])
for m in sorted(self.min_data_func[inst]):
ra_m = self.min_data[inst][m]
if ((int(bar_id / m) > int(prev_bar / m)) or forced):
if m > 1:
if (int(prev_bar / m) == int(ra_m.data['bar_id'][-1] / m)
) and (ra.data['date'][-1] == data_handler.conv_date(
ra_m.data['date'][-1])):
ra_m.remove_lastn(1)
last_bar = ra_m.data['bar_id'][-1]
last_date = data_handler.conv_date(ra_m.data['date'][-1])
rlen = len(ra)
idx = 0
for i in range(rlen):
if (ra.data['date'][rlen - i - 1] <= last_date) and (
ra.data['bar_id'][rlen - i - 1] <= last_bar):
idx = i
break
if idx > 0:
new_data = {'datetime':ra.data['datetime'][-idx], 'open':ra.data['open'][-idx], 'high':max(ra.data['high'][-idx:]), \
'low': min(ra.data['low'][-idx:]), 'close': ra.data['close'][-1],\
'volume': sum(ra.data['volume'][-idx:]), 'openInterest':ra.data['openInterest'][-1],\
'min_id': ra.data['min_id'][-1], 'bar_id': ra.data['bar_id'][-1], 'date':ra.data['date'][-1]}
if new_data['high'] > new_data['low']:
ra_m.append_by_dict(new_data)
for fobj in self.min_data_func[inst][m]:
fobj.rfunc(self.min_data[inst][m].data)
if self.save_flag:
event1 = Event(type=EVENT_DB_WRITE, priority=500)
event1.dict['data'] = self.tick_data[inst]
event1.dict['type'] = EVENT_TICK
event1.dict['instID'] = inst
self.eventEngine.put(event1)
if self.cur_min[inst]['close'] > 0:
event2 = Event(type=EVENT_DB_WRITE, priority=500)
event2.dict['data'] = self.cur_min[inst]
event2.dict['type'] = EVENT_MIN_BAR
event2.dict['instID'] = inst
self.eventEngine.put(event2)
return bar_id
def min_switch(self, inst, forced = False):
prev_bar = self.cur_min[inst]['bar_id']
bar_id = self.conv_bar_id(self.cur_min[inst]['tick_min'])
if self.cur_min[inst]['min_id'] == 0:
return bar_id
ra = self.min_data[inst][1]
if self.cur_min[inst]['high']>self.cur_min[inst]['low']:
ra.append_by_dict(self.cur_min[inst])
for m in sorted(self.min_data_func[inst]):
ra_m = self.min_data[inst][m]
if ((int(bar_id/m)>int(prev_bar/m)) or forced):
if m > 1:
if (int(prev_bar/m) == int(ra_m.data['bar_id'][-1]/m)) and (ra.data['date'][-1] == data_handler.conv_date(ra_m.data['date'][-1])):
ra_m.remove_lastn(1)
last_bar = ra_m.data['bar_id'][-1]
last_date = data_handler.conv_date(ra_m.data['date'][-1])
rlen = len(ra)
idx = 0
for i in range(rlen):
if (ra.data['date'][rlen-i-1] <= last_date) and (ra.data['bar_id'][rlen-i-1] <= last_bar):
idx = i
break
if idx > 0:
new_data = {'datetime':ra.data['datetime'][-idx], 'open':ra.data['open'][-idx], 'high':max(ra.data['high'][-idx:]), \
'low': min(ra.data['low'][-idx:]), 'close': ra.data['close'][-1],\
'volume': sum(ra.data['volume'][-idx:]), 'openInterest':ra.data['openInterest'][-1],\
'min_id': ra.data['min_id'][-1], 'bar_id': ra.data['bar_id'][-1], 'date':ra.data['date'][-1]}
if new_data['high'] > new_data['low']:
ra_m.append_by_dict(new_data)
for fobj in self.min_data_func[inst][m]:
fobj.rfunc(self.min_data[inst][m].data)
if self.save_flag:
event1 = Event(type=EVENT_DB_WRITE, priority = 500)
event1.dict['data'] = self.tick_data[inst]
event1.dict['type'] = EVENT_TICK
event1.dict['instID'] = inst
self.eventEngine.put(event1)
if self.cur_min[inst]['close'] > 0:
event2 = Event(type=EVENT_DB_WRITE, priority = 500)
event2.dict['data'] = self.cur_min[inst]
event2.dict['type'] = EVENT_MIN_BAR
event2.dict['instID'] = inst
self.eventEngine.put(event2)
return bar_id