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在omicron<2.0.0.a35中,以月线为例,获取未收盘的数据需要:
提议中的feature将有以下功能:
The text was updated successfully, but these errors were encountered:
OG-REQ-0001 服务端未收盘数据实时更新功能
46cddc9
Fixes #31
5891a53
zillionare
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在omicron<2.0.0.a35中,以月线为例,获取未收盘的数据需要:
上述过程在_get_day_level_bars中可以看到。
显然,上述过程时比较耗时的。如果有一个监控条件,当股价击穿月线时买入,以分钟为单位进行检测,则每分钟就要重复一次上述计算。如果要同时监控上百支股票,可以想见,进程算力将几乎消耗殆尽,不再有能力做别的事。
提议中的feature将有以下功能:
a. 如果frame对应的数据为空,则直接拷贝min_frame过去,但要修改时间为frame
b. 否则,修改close为min_frame的close, high = max(frame_high, min_frame_high), low = min(frame_low, min_frame_low), volume = add(frame_volume, min_frame_volume), amount = add(frame_amount, min_frame_amount), open和factor保持不变。
The text was updated successfully, but these errors were encountered: