minute_bars.py 文件源码

def write(self, frames):
        """
        Write the frames to the target HDF5 file, using the format used by
        ``pd.Panel.to_hdf``

        Parameters
        ----------
        frames : iter[(int, DataFrame)] or dict[int -> DataFrame]
            An iterable or other mapping of sid to the corresponding OHLCV
            pricing data.
        """
        with HDFStore(self._path, 'w',
                      complevel=self._complevel, complib=self._complib) \
                as store:
            panel = pd.Panel.from_dict(dict(frames))
            panel.to_hdf(store, 'updates')
        with tables.open_file(self._path, mode='r+') as h5file:
            h5file.set_node_attr('/', 'version', 0)