#update future_datastruct

yutiansut · Sep 25, 2018 · 9429cab · 9429cab
1 parent a143b2c
commit 9429cab
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Showing 7 changed files with 907 additions and 7 deletions.
diff --git a/.sln b/.sln
@@ -0,0 +1,23 @@
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio 15
+VisualStudioVersion = 15.0.28010.2026
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{888888A0-9F3D-457C-B088-3A5042F75D52}") = "quantaxis", "quantaxis.pyproj", "{43B2BE88-156B-4F23-B9E4-FFD299E44CBD}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Any CPU = Debug|Any CPU
+		Release|Any CPU = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{43B2BE88-156B-4F23-B9E4-FFD299E44CBD}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{43B2BE88-156B-4F23-B9E4-FFD299E44CBD}.Release|Any CPU.ActiveCfg = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+	GlobalSection(ExtensibilityGlobals) = postSolution
+		SolutionGuid = {F87F6A44-0B74-49B7-8FF6-2CCC20E492F1}
+	EndGlobalSection
+EndGlobal
diff --git a/QUANTAXIS/QAData/QADataStruct.py b/QUANTAXIS/QAData/QADataStruct.py
@@ -302,6 +302,7 @@ def min60(self):
 
 class QA_DataStruct_Future_day(_quotation_base):
     def __init__(self, DataFrame, dtype='future_day', if_fq=''):
+        super().__init__(DataFrame, dtype, if_fq)
         self.type = 'future_day'
         self.data = DataFrame.loc[:, [
             'open', 'high', 'low', 'close', 'trade', 'position', 'price']]
@@ -323,9 +324,10 @@ class QA_DataStruct_Future_min(_quotation_base):
 
     def __init__(self, DataFrame, dtype='future_min', if_fq=''):
         # 🛠todo  期货分钟数据线的维护， 暂时用日线代替分钟线
+        super().__init__(DataFrame, dtype, if_fq)
         self.type = 'future_day'
-        self.data = DataFrame.loc[:, [
-            'open', 'high', 'low', 'close', 'trade', 'position', 'price']]
+        self.data = self.data.loc[:, [
+            'open', 'high', 'low', 'close', 'trade', 'position', 'price','tradetime']]
         self.if_fq = if_fq
 
     # 抽象类继承
@@ -376,6 +378,7 @@ class QA_DataStruct_Index_day(_quotation_base):
     '自定义的日线数据结构'
 
     def __init__(self, DataFrame, dtype='index_day', if_fq=''):
+        super().__init__(DataFrame, dtype, if_fq)
         self.data = DataFrame
         self.type = dtype
         self.if_fq = if_fq
@@ -402,6 +405,7 @@ class QA_DataStruct_Index_min(_quotation_base):
     '自定义的分钟线数据结构'
 
     def __init__(self, DataFrame, dtype='index_min', if_fq=''):
+        super().__init__(DataFrame, dtype, if_fq)
         self.type = dtype
         self.if_fq = if_fq
         self.data = DataFrame.loc[:, [

diff --git a/QUANTAXIS/QAFetch/QAQuery.py b/QUANTAXIS/QAFetch/QAQuery.py
@@ -386,10 +386,10 @@ def QA_fetch_future_min(
 
         __data.append([str(item['code']), float(item['open']), float(item['high']), float(
             item['low']), float(item['close']), float(item['position']), float(item['price']), float(item['trade']),
-            item['datetime'], item['time_stamp'], item['date']])
+            item['datetime'], item['tradetime'], item['time_stamp'], item['date']])
 
     __data = DataFrame(__data, columns=[
-        'code', 'open', 'high', 'low', 'close',  'position', 'price', 'trade', 'datetime', 'time_stamp', 'date'])
+        'code', 'open', 'high', 'low', 'close',  'position', 'price', 'trade', 'datetime','tradetime', 'time_stamp', 'date'])
 
     __data['datetime'] = pd.to_datetime(__data['datetime'])
     __data = __data.set_index('datetime', drop=False)

diff --git a/QUANTAXIS/QAFetch/QAQuery_Advance.py b/QUANTAXIS/QAFetch/QAQuery_Advance.py
@@ -406,7 +406,7 @@ def QA_fetch_future_min_adv(
 
     end = start if end is None else end
     if len(start) == 10:
-        start = '{} 09:30:00'.format(start)
+        start = '{} 00:00:00'.format(start)
     if len(end) == 10:
         end = '{} 15:00:00'.format(end)
 

diff --git a/QUANTAXIS/QAFetch/QATdx.py b/QUANTAXIS/QAFetch/QATdx.py
@@ -1333,7 +1333,7 @@ def QA_fetch_get_future_min(code, start, end, frequence='1min', ip=None, port=No
         # print(data)
         # print(data.datetime)
         data = data\
-            .assign(tradetime=pd.to_datetime(data['datetime']), code=str(code))\
+            .assign(tradetime=data['datetime'].apply(str), code=str(code))\
             .assign(datetime=pd.to_datetime(data['datetime'].apply(QA_util_future_to_realdatetime, 1)))\
             .drop(['year', 'month', 'day', 'hour', 'minute'], axis=1, inplace=False)\
             .assign(date=data['datetime'].apply(lambda x: str(x)[0:10]))\

diff --git a/QUANTAXIS/QASU/save_tdx.py b/QUANTAXIS/QASU/save_tdx.py
@@ -1073,7 +1073,7 @@ def __saving_work(code, coll):
                     start_time = '2015-01-01'
 
                     QA_util_log_info(
-                        '##JOB13. Future min{} Now Saving Future {} from {} to {} =={} '
+                        '##JOB13.{} Now Saving Future {} from {} to {} =={} '
                         .format(['1min', '5min', '15min', '30min', '60min']
                                 .index(type), str(code), start_time, end_time, type), ui_log=ui_log)