def current_minute(order_book_ids, skip_suspended=False, fields=None, market="cn"):
"""获取实时分钟行情
:param order_book_ids: 合约代码或代码列表
:param skip_suspended: 是否过滤停复牌. (Default value = False)
:param fields: 可选参数。默认为所有字段。 (Default value = None)
:param market: 地区代码, 如'cn' (Default value = "cn")
:returns: None or pd.DataFrame
"""
from rqdatac.services.get_price import classify_order_book_ids, _ensure_fields
from rqdatac.services.detail.get_price_df import MINBAR_FIELDS
(order_book_ids, stocks, funds, indexes, futures, futures888, spots, options,
convertibles, repos) = classify_order_book_ids(order_book_ids, market)
if skip_suspended and stocks:
date = get_previous_trading_date(datetime.date.today() + datetime.timedelta(days=1))
df_suspended = is_suspended(stocks, date, date)
if not df_suspended.empty:
df_suspended_t = df_suspended.T
suspended_obids = set(df_suspended_t[df_suspended_t[df_suspended_t.columns[0]]].index)
inspection = suspended_obids & set(stocks)
if inspection:
stocks = set(stocks) - inspection
order_book_ids = list(set(order_book_ids) - inspection)
fields, _ = _ensure_fields(fields, MINBAR_FIELDS, stocks, funds, futures, futures888, spots, options, convertibles, indexes, repos)
data = get_client().execute("current_minute", order_book_ids, fields + ["datetime"], market=market)
if not data:
return
df = pd.DataFrame(data)
df["datetime"] = df["datetime"].map(int14_to_datetime, na_action="ignore")
df.set_index(["order_book_id", "datetime"], inplace=True)
return df
def filter_suspended(ret, order_book_id, start_date, end_date, market):
# return a frame if only one order book specified
s = is_suspended(order_book_id, start_date, end_date, market)
index = s.index.union(ret.index)
s = s.reindex(index)
s = s.fillna(method="ffill")
s = s.loc[ret.index]
return ret[s[order_book_id] == False] # noqa
def filter_suspended(ret, order_book_id, start_date, end_date, market):
s = is_suspended(order_book_id, start_date, end_date, market)
ret_date_index = ret.index.get_level_values(1)
index = s.index.union(ret_date_index)
s = s.reindex(index)
s = s.fillna(method="ffill")
s = s.loc[ret_date_index]
s = s[order_book_id] == False
return ret[s.values]
def filter_suspended(ret, order_book_id, start_date, end_date, is_convertible, market):
if is_convertible:
from rqdatac.services.convertible import is_suspended as is_convertible_suspend
s = is_convertible_suspend(order_book_id, start_date, end_date)
else:
s = is_suspended(order_book_id, start_date, end_date, market)
ret_date_index = ret.index.get_level_values(1)
index = s.index.union(ret_date_index)
s = s.reindex(index)
s = s.fillna(method="ffill")
s = s.loc[ret_date_index]
s = s[order_book_id] == False
return ret[s.values]