def load_tushare_bars(self, pcontract, dt_start, dt_end):
import tushare as ts
print "load stock data with tushare... (start=%s,end=%s)" % (dt_start, dt_end)
if(pcontract.period._type == 'Minute' ):
data = tick2period(pcontract.contract.code,
str(pcontract.period)[:-3].replace('.',''),
start=dt_start,
end=dt_end)
elif(pcontract.period._type == 'Second' ):
data = tick2period(pcontract.contract.code,
str(pcontract.period)[:-5].replace('.',''),
start=dt_start,
end=dt_end)
else:
#日线直接调用
data = ts.get_hist_data(pcontract.contract.code,
start=dt_start,
end=dt_end)
data.open = data.open.astype(float)
data.close = data.close.astype(float)
data.high = data.high.astype(float)
data.low = data.low.astype(float)
## @todo bug: data.volume 里面有浮点值！
data.volume = data.volume.astype(float)
data.index.names = ['datetime']
data.index = pd.to_datetime(data.index)
return data
def load_tushare_bars(self, pcontract, dt_start, dt_end):
import tushare as ts
print "load stock data with tushare... (start=%s,end=%s)" % (dt_start,
dt_end)
if (pcontract.period._type == 'Minute'):
data = tick2period(pcontract.contract.code,
str(pcontract.period)[:-3].replace('.', ''),
start=dt_start,
end=dt_end)
elif (pcontract.period._type == 'Second'):
data = tick2period(pcontract.contract.code,
str(pcontract.period)[:-5].replace('.', ''),
start=dt_start,
end=dt_end)
else:
#日线直接调用
data = ts.get_hist_data(pcontract.contract.code,
start=dt_start,
end=dt_end)
data.open = data.open.astype(float)
data.close = data.close.astype(float)
data.high = data.high.astype(float)
data.low = data.low.astype(float)
## @todo bug: data.volume 里面有浮点值！
data.volume = data.volume.astype(float)
data.index.names = ['datetime']
data.index = pd.to_datetime(data.index)
return data