def get_sd(id, label_start_date, fea_delta = 240): # delta 指的是 确定label;的时候 是一个星期的涨幅还是什么 # fea delta 指的是, 我要准备多久的数据 ## 获取分笔数据 # get all time ticks # 创建一个日期列表 ticks = None date_list = dt_tool.dt_range(label_start_date, -fea_delta) for date in date_list: try: tick = ts.get_tick_data(id, date) except Exception, e: print e continue if tick is None: continue tick.type = tick.type.apply(lambda x : type2id(x)) ft = tick.sort('amount', ascending=False).head(10).reset_index().drop(['index', 'time', 'change'], 1).stack().reset_index() ft.index = ft.level_0.map(str) + '_' + ft.level_1 fT = ft.drop(['level_0', 'level_1'], 1).T fT['date'] = dt_tool.format(date) if ticks is None: ticks = fT else: ticks = ticks.append(fT) ticks.to_csv('data/ticks.csv', index=None)
def get_ticks(id, end, delta): date_list = dt_tool.dt_range(end, delta) ticks = None for date_str in date_list: try: tick = ts.get_tick_data(id, date_str) except: continue if tick is None: continue tick['date'] = date_str if ticks is None: ticks = tick else: ticks = ticks.append(tick) ticks['dt'] = ticks['date'] + ' ' + ticks['time'] ticks['id'] = id return ticks
def get_ticks(id, end, delta): date_list = dt_tool.dt_range(end, delta) ticks = None for date_str in date_list: try: tick = ts.get_tick_data(id, date_str) except: continue if tick is None: continue tick['date'] = date_str if ticks is None: ticks = tick else: ticks = ticks.append(tick) ticks['dt'] = ticks['date'] + ' '+ ticks['time'] ticks['id'] = id return ticks