tushare_source.py 文件源码

def get_hist_data(symbol_map, histories, start_session, end_session):
    for sid, index in symbol_map.iteritems():
        history = histories[index]

        """
        writer needs format with
        [index], open, close, high, low, volume

        so we do not need to change the format from tushare

        but we need resort it
        """
        yield sid, history.sort_index()