new StockBarConverter for hk stock

ricequant · Aug 29, 2018 · d1b5d01 · d1b5d01
1 parent c8e1751
commit d1b5d01
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Showing 2 changed files with 14 additions and 2 deletions.
diff --git a/rqalpha/data/base_data_source.py b/rqalpha/data/base_data_source.py
@@ -27,7 +27,9 @@
 
 from rqalpha.data.future_info_cn import CN_FUTURE_INFO
 from rqalpha.data.converter import StockBarConverter, IndexBarConverter
-from rqalpha.data.converter import FutureDayBarConverter, FundDayBarConverter, PublicFundDayBarConverter
+from rqalpha.data.converter import (
+    FutureDayBarConverter, FundDayBarConverter, PublicFundDayBarConverter, HkStockBarConverter)
+
 from rqalpha.data.daybar_store import DayBarStore
 from rqalpha.data.date_set import DateSet
 from rqalpha.data.dividend_store import DividendStore
@@ -78,7 +80,7 @@ def _p(name):
 
         elif self._market == MARKET.HK:
             self._day_bars = [
-                HkDayBarStore(_p("hk_stocks.bcolz"), StockBarConverter)
+                HkDayBarStore(_p("hk_stocks.bcolz"), HkStockBarConverter)
             ]
             self._instruments = InstrumentStore(_p("hk_instruments.pk"))
             self._dividends = HkDividendStore(_p('hk_dividend.bcolz'))

diff --git a/rqalpha/data/converter.py b/rqalpha/data/converter.py
@@ -55,6 +55,16 @@ def field_type(self, name, dt):
     'volume': Rule(float64, 1, 0),
 })
 
+HkStockBarConverter = Converter({
+    'open': Rule(float64, 1 / 10000.0, 3),
+    'close': Rule(float64, 1 / 10000.0, 3),
+    'high': Rule(float64, 1 / 10000.0, 3),
+    'low': Rule(float64, 1 / 10000.0, 3),
+    'limit_up': Rule(float64, 1/10000.0, 3),
+    'limit_down': Rule(float64, 1/10000.0, 3),
+    'volume': Rule(float64, 1, 0),
+})
+
 FutureDayBarConverter = Converter({
     'open': Rule(float64, 1 / 10000.0, 3),
     'close': Rule(float64, 1 / 10000.0, 3),