minute_bars.py 文件源码

def last_date_in_output_for_sid(self, sid):
        """
        Parameters:
        -----------
        sid : int
            Asset identifier.

        Returns:
        --------
        out : pd.Timestamp
            The midnight of the last date written in to the output for the
            given sid.
        """
        sizes_path = "{0}/close/meta/sizes".format(self.sidpath(sid))
        if not os.path.exists(sizes_path):
            return pd.NaT
        with open(sizes_path, mode='r') as f:
            sizes = f.read()
        data = json.loads(sizes)
        num_days = data['shape'][0] / self._minutes_per_day
        if num_days == 0:
            # empty container
            return pd.NaT
        return self._trading_days[num_days - 1]