minute_bars.py 文件源码

def __init__(self,
                 first_trading_day,
                 minute_index,
                 market_opens,
                 market_closes,
                 ohlc_ratio):
        """
        Parameters:
        -----------
        first_trading_day : datetime-like
            UTC midnight of the first day available in the dataset.
        minute_index : pd.DatetimeIndex
            The minutes which act as an index into the corresponding values
            written into each sid's ctable.
        market_opens : pd.DatetimeIndex
            The market opens for each day in the data set. (Not yet required.)
        market_closes : pd.DatetimeIndex
            The market closes for each day in the data set. (Not yet required.)
        ohlc_ratio : int
             The factor by which the pricing data is multiplied so that the
             float data can be stored as an integer.
        """
        self.first_trading_day = first_trading_day
        self.minute_index = minute_index
        self.market_opens = market_opens
        self.market_closes = market_closes
        self.ohlc_ratio = ohlc_ratio