marketdata.py 文件源码

def query_hist_data(
        engine: object, sectype: str, symbol: str, datatype: str, barsize: str,
        start: datetime=None, end: datetime=None) -> MarketDataBlock:
    """Query database on conditions.
    """
    if start is None:
        start = pytz.UTC.localize(datetime(1, 1, 1))
    if end is None:
        end = pytz.UTC.localize(datetime(9999, 12, 31, 23, 59, 59))
    table = _gen_sa_table(sectype)
    stmt = table.select().where(
        and_(
            table.c.Symbol == symbol,
            table.c.DataType == datatype,
            table.c.BarSize == barsize,
            table.c.TickerTime.between(
                start.astimezone(pytz.UTC), end.astimezone(pytz.UTC))
        )
    )
    async with engine.acquire() as conn:
        result = await conn.execute(stmt)
    df = pd.DataFrame(list(result), columns=table.columns.keys())
    blk = MarketDataBlock(df, tz='UTC')
    blk.tz_convert(start.tzinfo)
    return blk