helper.py 文件源码

def get_date_return(dt=None, max_day_try=10):
    """
    given a date, return the change value of date dt
    :param dt: type datetime
    :param max_day_try: type int, to skip stock breaks, default 10
    :return: None if invalid, return_next_day otherwise
    """
    if type(dt) is not datetime:
        return None
    assert max_day_try >= 1, 'at least one day'

    dt1 = dt
    dt2 = dt + timedelta(days=max_day_try)
    stock_data = ts.get_hist_data('sh', start=formatDateString(dt1),
                                  end=formatDateString(dt2), retry_count=10)
    if stock_data.empty:
        return None
    return stock_data.as_matrix(['p_change'])[-1]
    # since the return value is reversed ordered