history_container.py 文件源码

def frame_from_bardata(self, data, algo_dt):
        """
        Create a DataFrame from the given BarData and algo dt.
        """
        data = data._data
        frame_data = np.empty((len(self.fields), len(self.sids))) * np.nan

        for j, sid in enumerate(self.sids):
            sid_data = data.get(sid)
            if not sid_data:
                continue
            if algo_dt != sid_data['dt']:
                continue
            for i, field in enumerate(self.fields):
                frame_data[i, j] = sid_data.get(field, np.nan)

        return pd.DataFrame(
            frame_data,
            index=self.fields.copy(),
            columns=self.sids.copy(),
        )