def update_bar(self, xmin, xmin_bar: BarData, bar: BarData):
"""
Update 1 minute bar into generator
"""
if not xmin_bar:
xmin_bar = BarData(symbol=bar.symbol,
exchange=bar.exchange,
datetime=bar.datetime,
gateway_name=bar.gateway_name,
open_price=bar.open_price,
high_price=bar.high_price,
low_price=bar.low_price)
else:
xmin_bar.high_price = max(xmin_bar.high_price, bar.high_price)
xmin_bar.low_price = min(xmin_bar.low_price, bar.low_price)
xmin_bar.close_price = bar.close_price
xmin_bar.volume += int(bar.volume)
if not (bar.datetime.minute + 1) % xmin:
xmin_bar.datetime = xmin_bar.datetime.replace(second=0,
microsecond=0)
xmin_bar.interval = xmin
event = Event(type=EVENT_BAR, data=xmin_bar)
self.rpo.put(event)
xmin_bar = None
def update_bar(self, xmin, bar: BarData):
"""
Update 1 minute bar into generator
"""
xmin_bar = getattr(self, f"min_{xmin}_bar", None)
if not xmin_bar:
xmin_bar = BarData(symbol=bar.symbol,
exchange=bar.exchange,
datetime=bar.datetime,
gateway_name=bar.gateway_name,
open_price=bar.open_price,
high_price=bar.high_price,
low_price=bar.low_price)
setattr(self, f"min_{xmin}_bar", xmin_bar)
else:
xmin_bar.high_price = max(xmin_bar.high_price, bar.high_price)
xmin_bar.low_price = min(xmin_bar.low_price, bar.low_price)
xmin_bar.close_price = bar.close_price
xmin_bar.volume += int(bar.volume)
if not (bar.datetime.minute + 1) % xmin:
xmin_bar.datetime = xmin_bar.datetime.replace(second=0,
microsecond=0)
xmin_bar.interval = xmin
event = Event(type=EVENT_BAR, data=xmin_bar)
common_signals.bar_signal.send(event)
setattr(self, f"min_{xmin}_bar", None)
def on_bar(self, bar: BarData) -> None:
bar.datetime = str(bar)
data = {
"type": "bar",
"data": bar._to_dict()
}
self.io.emit('bar', data)