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Update dataService.py

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改变插入数据库中分钟k线时间戳，从分钟结束点改为分钟起始点，和vnpy程序内部以及策略处理一致。
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yuanhuei 2018-01-18 19:28:05 +08:00 committed by GitHub
parent f6a2623720
commit bd26888bcd
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1 changed files with 14 additions and 0 deletions
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examples/QuantosDataService/dataService.py
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@ -27,6 +27,8 @@ config = open('config.json')
setting = json.load(config) setting = json.load(config)
config.close() config.close()
MONGO_HOST = setting['MONGO_HOST'] MONGO_HOST = setting['MONGO_HOST']
MONGO_PORT = setting['MONGO_PORT'] MONGO_PORT = setting['MONGO_PORT']
SYMBOLS = setting['SYMBOLS'] SYMBOLS = setting['SYMBOLS']
@ -57,6 +59,18 @@ def generateVtBar(row):
bar.date = str(row['trade_date']) bar.date = str(row['trade_date'])
bar.time = str(row['time']).rjust(6, '0') bar.time = str(row['time']).rjust(6, '0')
#将bar的时间改成提前一分钟
hour=bar.time[0:2]
minute=bar.time[2:4]
sec=bar.time[4:6]
if minute=="00":
minute="59"
hour=str(int(hour)-1).rjust(2,'0')
else:
minute=str(int(minute)-1).rjust(2,'0')
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