tushare69ds.py 文件源码

def GET_VOL_DATA_INTRADAY(self, context, security, data={}, freq=5, dataCount=1):
        periodtype = str(freq)
        df_data = ts.get_k_data(security, index=False, ktype=periodtype).tail(dataCount)
        if df_data.empty == True:
            print "security:%s in context:%s NO GET_VOL_DATA_INTRADAY!" %(str(security),str(context))
            return np.array([np.nan])
        return df_data['volume'].values