Exemple #1
0
    def getKRecordList(self, market, code, query):
        """
        【重载接口】(必须)按指定的位置[start_ix, end_ix)读取K线数据至out_buffer
        
        :param str market: 市场标识
        :param str code: 证券代码
        :param Query query: 查询条件
        :rtype: KRecordList
        """
        if query.query_type == Query.DATE:
            print("未实现按日期查询")
            return KRecordList()
        start_ix = query.start
        end_ix = query.end
        if start_ix >= end_ix or start_ix < 0 or end_ix < 0:
            return KRecordList()

        data = self._get_bars(market, code, query.ktype)

        if len(data) < start_ix:
            return KRecordList()

        total = end_ix if end_ix < len(data) else len(data)
        result = KRecordList()
        for i in range(start_ix, total):
            record = KRecord()
            record.datetime = Datetime(data[i].get('datetime'))
            record.open = data[i].get('open')
            record.high = data[i].get('high')
            record.low = data[i].get('low')
            record.close = data[i].get('close')
            record.amount = data[i].get('amount')
            record.volume = data[i].get('vol')
            result.append(record)
        return result
Exemple #2
0
    def getKRecordList(self, market, code,
                       query):  # ktype, start_ix, end_ix, out_buffer):
        """
        【重载接口】(必须)按指定的位置[start_ix, end_ix)读取K线数据至out_buffer
        
        :param str market: 市场标识
        :param str code: 证券代码
        :param Query.KType ktype: K线类型
        :param int start_ix: 起始位置
        :param int end_ix: 结束位置
        :param KRecordListPtr out_buffer: 传入的数据缓存,读取数据后使用 
                                           out_buffer.append(krecord) 加入数据        
        """
        if query.query_type == Query.DATE:
            print("未实现按日期查询")
            return KRecordList()
        start_ix = query.start
        end_ix = query.end
        if start_ix >= end_ix or start_ix < 0 or end_ix < 0:
            return KRecordList()

        data = self._get_bars(market, code, query.ktype)

        if len(data) < start_ix:
            return KRecordList()

        result = KRecordList()
        total = end_ix if end_ix < len(data) else len(data)
        for i in range(start_ix, total):
            record = KRecord()
            record.datetime = Datetime(data.index[i])
            record.open = data['open'][i]
            record.high = data['high'][i]
            record.low = data['low'][i]
            record.close = data['close'][i]
            record.amount = data['money'][i]
            record.volume = data['volume'][i]
            result.append(record)
        return result