def parse_data(rs):
data = models.FutureData()
data.date = rs[0]
data.open = rs[1]
data.close = rs[2]
return data
def ohlc2(sub_list, timestamp, step):
data = models.FutureData()
h = 0
l = 100000
if len(sub_list) == 0:
data.open = 0
data.close = 0
data.date = timestamp
return data
if sub_list[0].open == 0:
data.open = h = l = sub_list[0].close
else:
data.open = h = l = sub_list[0].open
data.close = sub_list[-1].close
data.date = timestamp
for d in sub_list:
if step == 1:
h = d.close if d.close > h else h
l = d.close if d.close < l else l
else:
h = d.high if d.high > h else h
l = d.low if d.low < l else l
data.high = h
data.low = l
return data
def parse_data(self, rs):
data = models.FutureData()
if len(rs) == 7:
data.currency = rs[6]
data.id = rs[0]
data.date = rs[1]
if rs[2] is None or rs[2] == 0:
data.open = 0
data.high = 0
data.low = 0
data.close = 0
data.ori_open = 0
data.ori_high = 0
data.ori_low = 0
data.ori_close = 0
else:
data.open = rs[2] * (data.currency / 100)
data.high = rs[3] * (data.currency / 100)
data.low = rs[4] * (data.currency / 100)
data.close = rs[5] * (data.currency / 100)
data.ori_open = rs[2]
data.ori_high = rs[3]
data.ori_low = rs[4]
data.ori_close = rs[5]
return data
def ohlc(sub_list, step, length):
data = models.FutureData()
h = 0
l = 100000
if length == 5:
data.open = h = l = sub_list[0].close
else:
data.open = h = l = sub_list[0].open
data.close = sub_list[-1].close
if len(sub_list) == step:
data.date = sub_list[-1].date
else:
dd = sub_list[0].date
s = dd.strftime('%H:%M:%S')
delta = datetime.timedelta(minutes=(step - 1) * length)
if s == '10:15:00': # 中间休息15分钟
delta += datetime.timedelta(minutes=15)
if s == '11:45:00' and length == 30:
delta += datetime.timedelta(minutes=120)
tmp_date = sub_list[0].date + delta
if tmp_date.hour == 15 and tmp_date.minute > 0:
tmp_date = tmp_date.replace(minute=0)
if (tmp_date.hour == 1
and tmp_date.minute > 0) or (tmp_date.hour > 1
and tmp_date.hour < 8):
tmp_date = tmp_date.replace(hour=1)
tmp_date = tmp_date.replace(minute=0)
data.date = tmp_date
for d in sub_list:
h = d.close if d.close > h else h
l = d.close if d.close < l else l
data.high = h
data.low = l
return data
def parse_sub_data(self,rs):
data = models.FutureData()
data.date = rs[1]
data.open = rs[2]
data.close = rs[5]
return data