Esempio n. 1
0
    def update_bar(self, xmin, bar: BarData):
        """
        Update 1 minute bar into generator
        """
        xmin_bar = getattr(self, f"min_{xmin}_bar", None)
        if not xmin_bar:
            xmin_bar = BarData(symbol=bar.symbol,
                               exchange=bar.exchange,
                               datetime=bar.datetime,
                               gateway_name=bar.gateway_name,
                               open_price=bar.open_price,
                               high_price=bar.high_price,
                               low_price=bar.low_price)
            setattr(self, f"min_{xmin}_bar", xmin_bar)
        else:
            xmin_bar.high_price = max(xmin_bar.high_price, bar.high_price)
            xmin_bar.low_price = min(xmin_bar.low_price, bar.low_price)

        xmin_bar.close_price = bar.close_price
        xmin_bar.volume += int(bar.volume)

        if not (bar.datetime.minute + 1) % xmin:
            xmin_bar.datetime = xmin_bar.datetime.replace(second=0,
                                                          microsecond=0)
            xmin_bar.interval = xmin
            event = Event(type=EVENT_BAR, data=xmin_bar)
            common_signals.bar_signal.send(event)
            setattr(self, f"min_{xmin}_bar", None)
Esempio n. 2
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    def update_bar(self, xmin, xmin_bar: BarData, bar: BarData):
        """
        Update 1 minute bar into generator
        """
        if not xmin_bar:
            xmin_bar = BarData(symbol=bar.symbol,
                               exchange=bar.exchange,
                               datetime=bar.datetime,
                               gateway_name=bar.gateway_name,
                               open_price=bar.open_price,
                               high_price=bar.high_price,
                               low_price=bar.low_price)
        else:
            xmin_bar.high_price = max(xmin_bar.high_price, bar.high_price)
            xmin_bar.low_price = min(xmin_bar.low_price, bar.low_price)

        xmin_bar.close_price = bar.close_price
        xmin_bar.volume += int(bar.volume)
        if not (bar.datetime.minute + 1) % xmin:
            xmin_bar.datetime = xmin_bar.datetime.replace(second=0,
                                                          microsecond=0)
            xmin_bar.interval = xmin
            event = Event(type=EVENT_BAR, data=xmin_bar)
            self.rpo.put(event)
            xmin_bar = None