コード例 #1
0
ファイル: csvfeed.py プロジェクト: viper7882/pyalgotrade
    def parseBar(self, csvRowDict):
        dateTime = self._parseDate(csvRowDict[self.__dateTimeColName])
        open_ = float(csvRowDict[self.__openColName])
        high = float(csvRowDict[self.__highColName])
        low = float(csvRowDict[self.__lowColName])
        close = float(csvRowDict[self.__closeColName])
        volume = float(csvRowDict[self.__volumeColName])
        adjClose = None
        if self.__adjCloseColName is not None:
            adjCloseValue = csvRowDict.get(self.__adjCloseColName, "")
            if len(adjCloseValue) > 0:
                adjClose = float(adjCloseValue)
                self.__haveAdjClose = True

        # Process extra columns.
        extra = {}
        for k, v in csvRowDict.iteritems():
            if k not in self.__columnNames:
                extra[k] = csvutils.float_or_string(v)

        return self.__barClass(dateTime,
                               open_,
                               high,
                               low,
                               close,
                               volume,
                               adjClose,
                               self.__frequency,
                               extra=extra)
コード例 #2
0
ファイル: csvfeed.py プロジェクト: Yam-cn/pyalgotrade-cn
    def parseBar(self, csvRowDict):
        dateTime = self._parseDate(csvRowDict[self.__dateTimeColName])
        open_ = float(csvRowDict[self.__openColName])
        high = float(csvRowDict[self.__highColName])
        low = float(csvRowDict[self.__lowColName])
        close = float(csvRowDict[self.__closeColName])
        volume = float(csvRowDict[self.__volumeColName])
        adjClose = None
        if self.__adjCloseColName is not None:
            adjCloseValue = csvRowDict.get(self.__adjCloseColName, "")
            if len(adjCloseValue) > 0:
                adjClose = float(adjCloseValue)
                self.__haveAdjClose = True

        # Process extra columns.
        extra = {}
        for k, v in csvRowDict.iteritems():
            if k not in self.__columnNames:
                extra[k] = csvutils.float_or_string(v)

        return self.__barClass(
            dateTime, open_, high, low, close, volume, adjClose, self.__frequency, extra=extra
        )
コード例 #3
0
def float_or_string(column, value):
    return csvutils.float_or_string(value)
コード例 #4
0
ファイル: csvfeed.py プロジェクト: gansaihua/pyalgotrade
def float_or_string(column, value):
    return csvutils.float_or_string(value)