tushare69ds.py 文件源码

def GET_AMOUNT_DATA_DAY(self, context, security,isLastest=True,data={},dataCount=20):
        #TODO get_k_data has no amount data, get_h_data no support index
        try:
            df_data = ts.get_h_data(security, index=False)
        except Exception,e:
            print e
            df_data = None
        if df_data is None or df_data.empty == True:
            print "security:%s in context:%s NO GET_AMOUNT_DATA_DAY!" %(str(security),str(context))
            return np.array([np.nan])
        df_data = df_data.iloc[::-1].tail(dataCount)
        amountData = df_data['amount'].values
        try:
            dfreal = ts.get_realtime_quotes(security)
        except Exception,e:
            print Exception,":",e
            dfreal = None
        if not dfreal is None:
            data = dfreal.date[0]
            time = dfreal.time[0]
            dateStr = data + ' ' + time
            current_dt = self.__getdatetime__(dateStr)
            runtime = SecurityDataSrcBase.GET_RUN_MINUTES(TsContext(current_dt))
            if runtime < 240:
                amountLast = float(dfreal.amount[0])
                amountData = np.append(amountData, amountLast)
        return amountData

    # overide