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只有原生py可以取,现在内置py取不了 |
自己造个轮子 #获取量比 def get_volume_ratio(ContextInfo:ContextInfo, stock_list:list, bar_date_str:str): #当前 bar 时间 bar_date = datetime.datetime.strptime(bar_date_str, '%Y%m%d%H%M%S') bar_date_time = bar_date.time() morning_open = datetime.time(9, 30, 0) morning_close = datetime.time(11, 30, 0) afternoon_open = datetime.time(13, 0, 0) if bar_date_time > morning_close: #早盘结束 #计算离中午开盘的时间 time_difference = datetime.datetime.combine(datetime.date.today(), bar_date_time) - datetime.datetime.combine(datetime.date.today(), afternoon_open) duration_minutes = time_difference.total_seconds() / 60 + 120 else: #早盘中 #计算离早盘开盘的时间 time_difference = datetime.datetime.combine(datetime.date.today(), bar_date_time) - datetime.datetime.combine(datetime.date.today(), morning_open) duration_minutes = time_difference.total_seconds() / 60 #get volume for the stock list volume_list = ContextInfo.get_market_data_ex(['volume'],stock_list,'1d','',bar_date_str,6,'front',True,True) print('volume_list:', volume_list) volume_sum = {} volume_current = {} volume_ratio = {} for key, stock_volume in volume_list.items(): volume_sum[key] = stock_volume.head(5).sum() #print('volume_sum:',volume_sum[key]) volume_current[key] = stock_volume.tail(1) #print('volume_current:',volume_current[key]) volume_ratio[key] = (volume_current[key] / duration_minutes) / (volume_sum[key] / (4 * 60 * 5)) #print('volume_ratio key:', volume_ratio) return volume_ratio |
这个产品是很不成熟吗? |