def get_can_open_time(self, cfg):
next_open_time_cfg_name = "n_o_t"
delay_timedelta_cfg_name = "d_td"
if next_open_time_cfg_name in cfg:
_t1 = xq.get_next_open_time(cfg[next_open_time_cfg_name],
self.now())
else:
_t1 = None
if delay_timedelta_cfg_name in cfg:
_t2 = self.now() + xq.get_interval_timedelta(
cfg[delay_timedelta_cfg_name])
else:
_t2 = None
if _t1 and _t2:
return max(_t1, _t2)
if _t1:
return _t1
elif _t2:
return _t2
else:
return None
def __get_klines_1min_cache1(self, symbol, interval, s_time, e_time):
""" 获取分钟k线 """
if interval not in self.k1ms_cache or (
interval in self.k1ms_cache
and self.k1ms_cache_s_time[interval] != s_time):
# 把整个间隔的分钟k线都取下来
next_interval_time = s_time + xq.get_interval_timedelta(interval)
self.k1ms_cache[interval] = self.__get_klines_1min(
symbol, s_time, next_interval_time)
self.k1ms_cache_s_time[interval] = s_time
tmp_len = int((e_time - s_time).total_seconds() / 60)
if tmp_len >= len(self.k1ms_cache[interval]):
return self.k1ms_cache[interval]
e_timestamp = e_time.timestamp() * 1000
while tmp_len > 0:
if self.k1ms_cache[interval][tmp_len]["open_time"] <= e_timestamp:
break
tmp_len -= 1
return self.k1ms_cache[interval][:tmp_len]
'--display',
action='store_true',
help='display info')
args = parser.parse_args()
# print(args)
if not (args.s and args.r and args.k and args.m):
parser.print_help()
exit(1)
start_time, end_time = split_time_range(args.r)
print("range: [%s, %s)" % (start_time, end_time))
interval = args.k
collection = xq.get_kline_collection(args.s, interval)
td = xq.get_interval_timedelta(interval)
period = xq.get_interval_seconds(interval)
tick_time = xq.get_open_time(interval, start_time)
if tick_time < start_time:
tick_time = xq.get_open_time(interval, start_time + td)
db = md.MongoDB(mongo_user, mongo_pwd, args.m, db_url)
target_len = int(
(int(end_time.timestamp()) - int(start_time.timestamp())) / period)
print("Target length:", target_len)
klines = db.find_sort(
collection, {
"open_time": {
"$gte": int(start_time.timestamp()) * 1000,
"$lt": int(end_time.timestamp()) * 1000