def get_last_n_bars(symbol, bar_type, n):
end_time = datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S")
VAR = md.get_last_n_bars(symbol, bar_type, n, end_time)
z = len(VAR)
var = []
for i in range(z):
var.append(VAR[z - 1 - i])
ret = bar_topd(var, 'date')
return ret
def get_last_n_bars(symbol, bar_type, n):
end_time = datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S")
VAR = md.get_last_n_bars(symbol, bar_type, n, end_time)
z = len(VAR)
var = []
for i in range(z):
var.append(VAR[z-1-i])
ret = bar_topd(var,'date')
return ret
def read_last_n_kline(symbol_list, weeks_in_seconds, count, end_time):
# 连接本地终端时，td_addr为localhost:8001,
if (td.init('*****@*****.**', 'zyj2590@1109', 'strategy_1') == 0):
# 类结构体转成dataframe
columns = [
'endtime', 'open', 'high', 'low', 'close', 'volume', 'amount'
]
bars = 0
is_daily = (weeks_in_seconds == 240 * 60)
data_list = [] # pd.DataFrame(None, columns=columns)
'''
todo 整批股票读取有问题，数据取不全，放弃
stocks = ''
for x in symbol_list:
stocks+=','+x
read_days=int(count*weeks_in_seconds/240/60)+1
start_date=md.get_calendar('SZSE',
datetime.datetime.strptime(end_time, '%Y-%m-%d %H:%M:%S')
-datetime.timedelta(days=read_days),end_time)[0].strtime
start_date=start_date[:10] +' 09:30:00'
while start_date<end_time:
bars=md.get_bars(stocks[1:], weeks_in_seconds, start_date, end_time)
'''
for stock in symbol_list:
#now = '[{0}] read k line'.format(time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(time.time())))
#print(now,stock)
kdata = []
# 返回结果是bar类数组
if is_daily:
bars = md.get_last_n_dailybars(stock, count, end_time)
else:
bars = md.get_last_n_bars(stock, weeks_in_seconds, count,
end_time)
for bar in bars:
if is_daily:
kdata.append([
int(bar.utc_time), bar.open, bar.high, bar.low,
bar.close, bar.volume, bar.amount
])
else:
kdata.append([
int(bar.utc_endtime), bar.open, bar.high, bar.low,
bar.close, bar.volume, bar.amount
])
if len(bars) > 0:
kdata = pd.DataFrame(kdata, columns=columns)
kdata = kdata.sort_values(by='endtime', ascending=False)
data_list.append({'code': stock, 'kdata': kdata})
return data_list
#提起一分钟分时数据(freq=60 seconds)
r = md.get_bars(
'SHSE.600000',
60,
'2015-12-01 09:30:00',
'2015-12-10 09:31:00',
)
print('get_bars: ', len(r))
#提取bar快照
r = md.get_last_bars('SHSE.600000,', 60)
print('get_last_bars: ', len(r))
#提取最新N笔bar数据
r = md.get_last_n_bars('SHSE.600000',60,10)
print('get_last_n_bars(10): ', len(r))
#提取日频数据
r = md.get_dailybars(
'SHSE.600000',
'2015-05-01 00:00:00',
'2015-05-20 23:59:59')
print('get_dailybars: ', len(r))
#提取dailybar快照
r = md.get_last_dailybars('SHSE.600000,')
print('get_last_dailybars: ', len(r))
#提取最新N笔dailybar数据
r = md.get_last_n_dailybars('SHSE.600000', 10)
'CFFEX.IF1512', 10)
print('get_last_n_ticks(10): ', len(r))
r = md.get_bars(
'CFFEX.IF1512',
60,
'2015-05-01 09:30:00',
'2015-05-10 09:31:00',
)
print('get_bars: ', len(r))
r = md.get_last_bars('CFFEX.IF1512,', 60)
print('get_last_bars: ', len(r))
r = md.get_last_n_bars(
'CFFEX.IF1512',
60,
10)
print('get_last_n_bars(10): ', len(r))
r = md.get_dailybars(
'CFFEX.IF1512',
'2015-05-01 00:00:00',
'2015-05-20 23:59:59')
print('get_dailybars: ', len(r))
r = md.get_last_dailybars('CFFEX.IF1512,')
print('get_last_dailybars: ', len(r))
r = md.get_last_n_dailybars('CFFEX.IF1512', 10)
print('get_last_n_dailybars(10): ', len(r))