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pytdx.reader好像读期货数据有些问题 #25

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alligatorme opened this issue Aug 13, 2017 · 4 comments
Closed

pytdx.reader好像读期货数据有些问题 #25

alligatorme opened this issue Aug 13, 2017 · 4 comments

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@alligatorme
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试了大豆和铁矿的数据,好像不同品种数据的转换公式还不一样!

@rainx
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rainx commented Aug 13, 2017

是否可以上传一份对应的数据文件,我可以这边解析一下试试看...

@alligatorme
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alligatorme commented Aug 13, 2017

lday.zip
试了一下ohlc,大豆A=x/(2^12)-270*1024, 铁矿 =x/(2^14)-67.5*1024, 成交量和持仓没问题,unpack的时候用I就行了。

@rainx
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rainx commented Aug 14, 2017

已修复 增加 TdxExHqDailyBarReader ,用于读取扩展行情(如期货,现货,期权等)的盘后日线数据

/usr/local/Cellar/python3/3.5.2_3/Frameworks/Python.framework/Versions/3.5/bin/python3.5 /Users/rainx/dev/pytdx/pytdx/reader/exhq_daily_bar_reader.py
open high low close amount volume jiesuan
date
2017-08-07 3830.0 3936.0 3826.0 3925.0 167038 224516 3881.0
2017-08-08 3926.0 3990.0 3921.0 3951.0 188460 256984 3958.0
2017-08-09 3951.0 3997.0 3951.0 3982.0 194150 157330 3976.0
2017-08-10 3978.0 4015.0 3970.0 3995.0 206944 174878 3993.0
2017-08-11 3997.0 4017.0 3927.0 3954.0 202010 258036 3971.0

Process finished with exit code 0

@rainx rainx closed this as completed Aug 14, 2017
@rainx
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rainx commented Aug 14, 2017

rainx pushed a commit that referenced this issue Nov 15, 2017
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