Merge branch 'dev' of https://github.com/vnpy/vnpy into dev

This commit is contained in:
vn.py 2018-07-17 16:28:00 +08:00
commit 02024bee18
2 changed files with 16 additions and 1 deletions

1
.gitignore vendored
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@ -46,6 +46,7 @@ vn.ctp/build/*
vn.lts/build/* vn.lts/build/*
.idea .idea
.vscode .vscode
.python-version
.gitignore .gitignore
vn.trader/ctaAlgo/data/* vn.trader/ctaAlgo/data/*

View File

@ -62,7 +62,6 @@ def generateVtBar(row):
bar.low = row['low'] bar.low = row['low']
bar.close = row['close'] bar.close = row['close']
bar.volume = row['volume'] bar.volume = row['volume']
bar.date = str(row['date']) bar.date = str(row['date'])
bar.time = str(row['time']).rjust(6, '0') bar.time = str(row['time']).rjust(6, '0')
@ -70,6 +69,19 @@ def generateVtBar(row):
hour=bar.time[0:2] hour=bar.time[0:2]
minute=bar.time[2:4] minute=bar.time[2:4]
sec=bar.time[4:6] sec=bar.time[4:6]
# ------------------------------add by yzl :start
# print(row.date, type(row.date), row.time, type(row.time))# add by yzl to show the date type and value
# 20180328 < type'long' > 93400 < type'long' >
# 最佳改进方法: 构建一个datetime,然后滞后一分钟不能简单00000处理日期减一弊端:处理量太大
# 改进2找出 000,此时日期回退一天
if int(hour) == 0 and int(minute) == 0:
temp_date = datetime(int(bar.date[:4]), int(bar.date[4:6]), int(bar.date[6:])).date()
temp_date = temp_date - timedelta(days=1)
bar.date = temp_date.strftime("%Y%m%d")
# -------------------------------add by yzl :end
if minute=="00": if minute=="00":
minute="59" minute="59"
@ -82,6 +94,8 @@ def generateVtBar(row):
minute=str(int(minute)-1).rjust(2,'0') minute=str(int(minute)-1).rjust(2,'0')
bar.time=hour+minute+sec bar.time=hour+minute+sec
bar.datetime = datetime.strptime(' '.join([bar.date, bar.time]), '%Y%m%d %H%M%S') bar.datetime = datetime.strptime(' '.join([bar.date, bar.time]), '%Y%m%d %H%M%S')
return bar return bar