def getHistoryBars(self, code, cycle='1m', limit=100, inc_last=False):
"""获取历史k线
剔除最后一根活动k线(盘中不能使用最后一根k线，或许是未完成计算的中间结果)
result 以时间升序排列
"""
# if self.bar_nums.get(ktype,0) == 0:
# return ()
stock = self.product.getOrNewTradeObject(code)
stk = stock.stk
bars = {
'1m': stk.MinuteData1,
'5m': stk.MinuteData5,
'15m': stk.MinuteData15,
'30m': stk.MinuteData30,
'd': stk.DailyData,
'w': stk.WeeklyData,
'm': stk.MonthlyData,
'q': stk.QuarterlyData,
'y': stk.YearlyData
}
result = []
kdata = bars.get(cycle)
max = kdata.Count
offset = 0
if not inc_last:
offset = -1
# print max - limit + offset, max + offset
for num in range(max - limit + offset, max + offset): # 不包含最后一根
d = kdata[num]
bar = stbase.BarData()
bar.close = d.Close
result.append(bar)
# print d.Close
return result
def on_bar_triggered(self, stock, cycle, kdata, num):
"""k线数据触发"""
bar = kdata[num]
data = stbase.BarData()
data.amount = bar.Amount
data.open = bar.Open
data.high = bar.High
data.low = bar.Low
data.close = bar.Close
data.vol = bar.Vol
year,mon,day,hour,min,sec = bar.DateTime[:4],\
bar.DateTime[4:6],\
bar.DateTime[6:8],\
bar.DateTime[8:10],\
bar.DateTime[10:12],\
bar.DateTime[12:14]
data.time = datetime.datetime(int(year), int(mon), int(day), int(hour),
int(min), int(sec))
data.sys_time = datetime.datetime.now()
data.code = stock.code
data.trade_object = stock
data.cycle = cycle
data.num = num # bar的最大流水
self.putData(data)
def getHistoryBars(self, code, cycle, limit, now=None):
"""
获取历史k线记录
cycle: k线周期类型
limit: 最大返回记录
now : 当前时间, dataset[now-limit:now]
:return:
"""
kmap = {'5m': '5', '15m': '15', '30m': '30', '60m': '60', 'd': 'D'}
ktype = kmap.get(cycle)
if not ktype:
print 'Error: cycle({}) not match in getHistoryBars()'.format(
cycle)
return []
result = []
# 帅选出 指定时间 now 之前的 limit根 k线
df = self.df[:now]
print len(df)
for time, close in df.close.to_dict().items():
bar = stbase.BarData()
bar.code = self.cfgs.get('code')
bar.cycle = ktype
bar.time = time
bar.close = close
result.append(bar)
return result
def open(self):
"""加载历史行情，开始播放"""
df = self.df
st = self.cfgs.get('play_start')
et = self.cfgs.get('play_end')
# 过滤回放时间段的记录
df = df[st:et]
rows = zip(df.index, df.close)
# for time_,close in rows.items():
for _ in rows:
time_, close = _
bar = stbase.BarData()
bar.code = self.cfgs.get('code')
bar.time = parse(time_)
bar.close = close
if self.cfgs.get('wait_sec'):
time.sleep(self.cfgs.get('wait_sec'))
if self.market:
if self.cfgs.get('async_send'): # 异步发送推入 market的接收队列
self.market.putData(bar)
else: # 否则直接调用 行情 处罚处理接口
self.market.onBar(bar)
else:
print bar.dict()
def open(self):
"""开始播放"""
st = self.cfgs.get('play_start')
if not st:
st = datetime.datetime.now()
st = st.replace(hour=9, minute=20, second=0)
else:
st = parse(self.cfgs.get('play_start'))
et = None
if self.cfgs.get('play_end'):
et = parse(self.cfgs.get('play_end'))
if not et:
et = datetime.datetime.now()
et = et.replace(hour=15, minute=20, second=0)
if self.cfgs.get('ktype'):
collname = '{}_{}'.format(self.cfgs.get('code'),
self.cfgs.get('ktype'))
else: # tick 数据
collname = self.cfgs.get('code')
coll = self.db[collname]
rs = coll.find({'time': {'$gte': st, '$lte': et}}).sort('time', 1)
rs = list(rs)
if self.onStart:
self.onStart()
# rs.append({})
for r in rs:
if self.cfgs.get('ktype'):
data = stbase.BarData()
else:
data = stbase.TickData()
# object_assign(data,r)
data.assign(r)
# if not data.code:
# print data
if self.cfgs.get('wait_sec'):
time.sleep(self.cfgs.get('wait_sec'))
if self.market:
if self.cfgs.get('async_send'):
self.market.putData(data)
else:
if self.cfgs.get('ktype'):
self.market.onBar(data)
else:
self.market.onTick(data)
else:
print data.dict()
if self.onEnd:
self.onEnd()