def __init__(self, mqueue, identifiers, start_time, end_time, frequency,
timezone):
PollingThread.__init__(self)
self.__queue = mqueue
self.__start_time = get_today_time(start_time)
self.__end_time = get_today_time(end_time)
self.__timezone = timezone
self.__frequency = frequency
self.__identifiers = identifiers
self.__subscriber = Subscriber()
self.__next_call_time = localnow(self.__timezone)
self.__last_response_time = localnow(self.__timezone)
def doCall(self):
bar_dict = {}
for identifier in self.__identifiers:
quote_ret, quote_data = self.__subscriber.get_quote_data(
identifier)
order_ret, order_data = self.__subscriber.get_order_book_data(
identifier)
if 0 == order_ret and 0 == quote_ret:
quote_data = quote_data[[
'data_date', 'data_time', 'open_price', 'high_price',
'low_price', 'last_price', 'prev_close_price', 'volume',
'turnover'
]]
quote_data = quote_data.rename(
columns={
"data_date": "date",
"data_time": "time",
"open_price": "open",
"high_price": "high",
"low_price": "low",
"last_price": "close",
"prev_close_price": "preclose",
"turnover": "amount"
})
res = self.build_bar(quote_data.to_dict(), order_data)
if res is not None: bar_dict[identifier] = res
if len(bar_dict) > 0:
bars = bar.Ticks(bar_dict)
self.__queue.put((GetBarThread.ON_BARS, bars))
if localnow(self.__timezone) >= self.__end_time:
self.stop()
def eof(self):
if localnow(self.__timezone) >= self.__end_time:
self.stop()
return self.__stop
def getNextCallDateTime(self):
self.__next_call_time = max(localnow(self.__timezone),
self.__next_call_time + self.__frequency)
return self.__next_call_time
def getCurrentDateTime(self):
return localnow(self.__timezone)
def wait(self):
next_call_time = self.getNextCallDateTime()
begin_time = localnow(self.__timezone)
while not self.stopped and localnow(self.__timezone) < next_call_time:
time.sleep((next_call_time - begin_time).seconds)