def update_vars(self):
self._curbar = self._next_bar
self.open.update_curbar(self._curbar)
self.close.update_curbar(self._curbar)
self.high.update_curbar(self._curbar)
self.low.update_curbar(self._curbar)
self.volume.update_curbar(self._curbar)
self.datetime.update_curbar(self._curbar)
self.bar = Bar(self.datetime[0], self.open[0], self.close[0],
self.high[0], self.low[0], self.volume[0])
def update_system_vars(self):
# self.data = np.append(data, tracker.container_day)
self._curbar = self.last_curbar
self.open.update_curbar(self._curbar)
self.close.update_curbar(self._curbar)
self.high.update_curbar(self._curbar)
self.low.update_curbar(self._curbar)
self.volume.update_curbar(self._curbar)
self.datetime.update_curbar(self._curbar)
self.bar = Bar(self.datetime[0], self.open[0], self.close[0],
self.high[0], self.low[0], self.volume[0])
self.new_row = False
def __init__(self, pcontract, raw_data):
self.open = NumberSeries(raw_data.open.values, 'open')
self.close = NumberSeries(raw_data.close.values, 'close')
self.high = NumberSeries(raw_data.high.values, 'high')
self.low = NumberSeries(raw_data.low.values, 'low')
self.volume = NumberSeries(raw_data.volume.values, 'volume')
self.datetime = DateTimeSeries(raw_data.index, 'datetime')
self.bar = Bar(None, None, None, None, None, None)
self.has_pending_data = False
self.next_datetime = datetime.datetime(2100, 1, 1)
self.size = len(raw_data.close)
self.pcontract = pcontract
self._curbar = -1
self._helper = RollingHelper(len(raw_data))
self._raw_data = raw_data
def __init__(self, wrapper, window_size):
""" window_size: 滚动窗口大小 """
self.wrapper = wrapper
self.series = [[{ }]]
self.indicators = [[{ }]]
self.variables = [[{ }]]
data = self.wrapper.data
self.window_size = window_size
self.open = NumberSeries(data.open.values, self.window_size, 'open')
self.close = NumberSeries(data.close.values, self.window_size, 'close')
self.high = NumberSeries(data.high.values, self.window_size, 'high')
self.low = NumberSeries(data.low.values, self.window_size, 'low')
self.volume = NumberSeries(data.volume.values, self.window_size, 'volume')
self.datetime = DateTimeSeries(data.index, self.window_size, 'datetime')
self.i = -1 # 第i个组合
self.j = -1 # 第j个策略
self._curbar = -1
self.bar = Bar(None, None, None, None, None, None)
self.last_row = []
self.last_date = datetime.datetime(2100,1,1)
def __init__(self, wrapper):
data = wrapper.data
self.open = NumberSeries(data.open.values, 'open')
self.close = NumberSeries(data.close.values, 'close')
self.high = NumberSeries(data.high.values, 'high')
self.low = NumberSeries(data.low.values, 'low')
self.volume = NumberSeries(data.volume.values, 'volume')
self.datetime = DateTimeSeries(data.index, 'datetime')
self.i = -1 # 第i个组合
self.j = -1 # 第j个策略
self.bar = Bar(None, None, None, None, None, None)
self.last_row = []
self.last_date = datetime.datetime(2100, 1, 1)
self.indicators = [[{}]]
self._curbar = -1
self._wrapper = wrapper
self._series = [[{}]]
self._variables = [[{}]]
self._all_variables = [[{}]]
self._size = len(data.close)
def __init__(self, Helper):
data = Helper.data
self.open = NumberSeries(data.open.values, 'open')
self.close = NumberSeries(data.close.values, 'close')
self.high = NumberSeries(data.high.values, 'high')
self.low = NumberSeries(data.low.values, 'low')
self.volume = NumberSeries(data.volume.values, 'volume')
self.datetime = DateTimeSeries(data.index, 'datetime')
self.ith_comb = -1 # 第i个组合
self.ith_strategy = -1 # 第j个策略
self.bar = Bar(None, None, None, None, None, None)
self.new_row = False
self.next_datetime = datetime.datetime(2100, 1, 1)
self.technicals = [[{}]]
self._curbar = -1
self._Helper = Helper
self._series = [[{}]]
self._variables = [[{}]]
self._all_variables = [[{}]]
self._size = len(data.close)
def update_curbar(self, index):
""" 新的bar数据到达时，更新相关信息,
如其负责维护的时间序列对象变量的最新值。
:param int index: 当前bar索引。
:return: 最新的Bar对象。
:rtype: Bar
"""
self.curbar = index
self.open.update_curbar(index)
self.close.update_curbar(index)
self.high.update_curbar(index)
self.low.update_curbar(index)
self.volume.update_curbar(index)
self.datetime.update_curbar(index)
for serie in self._series:
serie.update_curbar(index)
serie.duplicate_last_element()
return Bar(self.datetime[0], self.open[0], self.close[0], self.high[0],
self.low[0], self.volume[0])
def update_system_vars(self):
# 为当天数据预留空间, 改变g_window或者一次性分配
#self.data = np.append(data, tracker.container_day)
self._curbar = self.last_curbar
self.open.update_curbar(self._curbar)
self.close.update_curbar(self._curbar)
self.high.update_curbar(self._curbar)
self.low.update_curbar(self._curbar)
self.volume.update_curbar(self._curbar)
self.datetime.update_curbar(self._curbar)
# 更新数据源
if series.g_rolling:
self.datetime.update(self.last_row[0])
self.open.update(self.last_row[1])
self.close.update(self.last_row[2])
self.high.update(self.last_row[3])
self.low.update(self.last_row[4])
self.volume.update(self.last_row[5])
self.bar = Bar(self.datetime[0], self.open[0], self.close[0],
self.high[0], self.low[0], self.volume[0])
self.last_row = []
return