def load_data(self, pcontract, dt_start=datetime(1980,1,1), dt_end=datetime(2100,1,1)): """ 加载周期合约数据 Args: pcontract (PContract): 周期合约 dt_start(datetime): 开始时间 dt_end(datetime): 结束时间 Returns: pd.DataFrame. k线数据 """ try: return self.all_data[str(pcontract)] except KeyError: ## @todo 时间对齐,长度确认 data = data_manager.load_bars(pcontract, dt_start, self.dt_end, self._window_size) self.all_data[pcontract] = DataContext(data, self._window_size) self._data_length = len(data) return data
def load_data(self, pcontract, dt_start=datetime(1970,1,1), dt_end=datetime(2100,1,1)): """ 加载周期合约数据 Args: pcontract (PContract): 周期合约 dt_start(datetime): 开始时间 dt_end(datetime): 结束时间 Returns: pd.DataFrame. k线数据 """ try: return self.data[pcontract] except KeyError: data = data_manager.load_bars(pcontract, self.begin_dt, self.end_dt) if not hasattr(self, '_data_length'): self._data_length = len(data) elif self._data_length != len(data): raise DataAlignError data['row'] = pd.Series(xrange(0, len(data.index)), index=data.index) self.data[pcontract] = data return data
def load_data(self, pcontract, dt_start=datetime(1980,1,1), dt_end=datetime(2100,1,1)): """ 加载周期合约数据 Args: pcontract (PContract): 周期合约 dt_start(datetime): 开始时间 dt_end(datetime): 结束时间 Returns: pd.DataFrame. k线数据 """ try: return self.data[pcontract] except KeyError: data = data_manager.load_bars(pcontract, dt_start, self.dt_end) if not hasattr(self, '_data_length'): self._data_length = len(data) elif self._data_length != len(data): raise DataAlignError data['row'] = pd.Series(xrange(0, len(data.index)), index=data.index) self.data[pcontract] = data return data