futu_data_source.py 文件源码

def on_recv_rsp(self, rsp_str):
        ret_code, ret_data = super(DataCache, self).on_recv_rsp(rsp_str)
        if ret_code == RET_ERROR or isinstance(ret_data, str):
            six.print_(_(u"push kline data error:{bar_data}").format(ret_data=ret_data))
        else:
            if ret_data.empty:
                self._cache['cur_kline'] = {}
            else:
                bar_data = ret_data.iloc[-1:].copy()
                del bar_data['code'], bar_data['k_type']  # ????????????
                for i in range(len(bar_data['time_key'])):  # ????
                    bar_data.loc[i, 'time_key'] = int(
                        bar_data['time_key'][i].replace('-', '').replace(' ', '').replace(':', ''))

                bar_data.rename(columns={'time_key': 'datetime', 'turnover': 'total_turnover'},
                                inplace=True)  # ??????????
                bar_data['volume'] = bar_data['volume'].astype('float64')  # ???????????float

                self._cache['cur_kline'][ret_data['code'][0]]=bar_data
                return ret_code, self._cache['cur_kline'][ret_data['code'][0]]