Пример #1
0
#提取最新N笔tick数据
r = md.get_last_n_ticks(
    'SHSE.600000', 10)
print('get_last_n_ticks(10): ', len(r))

#提起一分钟分时数据(freq=60 seconds)
r = md.get_bars(
    'SHSE.600000',
    60,
    '2015-12-01 09:30:00',
    '2015-12-10 09:31:00',
)
print('get_bars: ', len(r))

#提取bar快照
r = md.get_last_bars('SHSE.600000,', 60)
print('get_last_bars: ', len(r))

#提取最新N笔bar数据
r = md.get_last_n_bars('SHSE.600000',60,10)
print('get_last_n_bars(10): ', len(r))

#提取日频数据
r = md.get_dailybars(
    'SHSE.600000',
    '2015-05-01 00:00:00',
    '2015-05-20 23:59:59')
print('get_dailybars: ', len(r))

#提取dailybar快照
r = md.get_last_dailybars('SHSE.600000,')
Пример #2
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def get_last_bars(symbol_list, bar_type):
    symbol_list = mtsymbol_list(symbol_list)
    var = md.get_last_bars(symbol_list, bar_type)
    ret = bar_topd(var,'code')
    return ret
Пример #3
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r = md.get_last_ticks('CFFEX.IF1512,')
print('get_last_ticks: ', len(r))

r = md.get_last_n_ticks(
    'CFFEX.IF1512', 10)
print('get_last_n_ticks(10): ', len(r))

r = md.get_bars(
    'CFFEX.IF1512',
    60,
    '2015-05-01 09:30:00',
    '2015-05-10 09:31:00',
)
print('get_bars: ', len(r))

r = md.get_last_bars('CFFEX.IF1512,', 60)
print('get_last_bars: ', len(r))

r = md.get_last_n_bars(
    'CFFEX.IF1512',
    60,
    10)
print('get_last_n_bars(10): ', len(r))

r = md.get_dailybars(
    'CFFEX.IF1512',
    '2015-05-01 00:00:00',
    '2015-05-20 23:59:59')
print('get_dailybars: ', len(r))

r = md.get_last_dailybars('CFFEX.IF1512,')
Пример #4
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def get_last_bars(symbol_list, bar_type):
    symbol_list = mtsymbol_list(symbol_list)
    var = md.get_last_bars(symbol_list, bar_type)
    ret = bar_topd(var, 'code')
    return ret