Shulou(Shulou.com)06/02 Report--

How to implement a K-line synthesis function in Python? I believe many inexperienced people don't know what to do about it. Therefore, this paper summarizes the causes and solutions of the problem. Through this article, I hope you can solve this problem.

JavaScript version

Function GetNewCycleRecords (sourceRecords, targetCycle) {/ / K line synthesis function var ret = [] / / first get the period if (! sourceRecords | | sourceRecords.length) of the source K line data

< 2) { return null } var sourceLen = sourceRecords.length var sourceCycle = sourceRecords[sourceLen - 1].Time - sourceRecords[sourceLen - 2].Time if (targetCycle % sourceCycle != 0) { Log("targetCycle:", targetCycle) Log("sourceCycle:", sourceCycle) throw "targetCycle is not an integral multiple of sourceCycle." } if ((1000 * 60 * 60) % targetCycle != 0 && (1000 * 60 * 60 * 24) % targetCycle != 0) { Log("targetCycle:", targetCycle) Log("sourceCycle:", sourceCycle) Log((1000 * 60 * 60) % targetCycle, (1000 * 60 * 60 * 24) % targetCycle) throw "targetCycle cannot complete the cycle." } var multiple = targetCycle / sourceCycle var isBegin = false var count = 0 var high = 0 var low = 0 var open = 0 var close = 0 var time = 0 var vol = 0 for (var i = 0 ; i < sourceLen ; i++) { // 获取 时区偏移数值 var d = new Date() var n = d.getTimezoneOffset() if (((1000 * 60 * 60 * 24) - sourceRecords[i].Time % (1000 * 60 * 60 * 24) + (n * 1000 * 60)) % targetCycle == 0) { isBegin = true } if (isBegin) { if (count == 0) { high = sourceRecords[i].High low = sourceRecords[i].Low open = sourceRecords[i].Open close = sourceRecords[i].Close time = sourceRecords[i].Time vol = sourceRecords[i].Volume count++ } else if (count < multiple) { high = Math.max(high, sourceRecords[i].High) low = Math.min(low, sourceRecords[i].Low) close = sourceRecords[i].Close vol += sourceRecords[i].Volume count++ } if (count == multiple || i == sourceLen - 1) { ret.push({ High : high, Low : low, Open : open, Close : close, Time : time, Volume : vol, }) count = 0 } } } return ret } 有JavaScript算法，对于Python其实逐行翻译移植就可以了，遇到JavaScript的内置函数，或者固有方法，对应的去Python中查找对应的方法即可，所以移植还是比较容易的。 算法逻辑完全一模一样，只是JavaScript的函数调用var n = d.getTimezoneOffset()，移植到Python时，使用Python的time库中的n = time.altzone代替。其它差异仅仅是语言语法方面的了（例如for循环的使用，布尔值的差别，逻辑与、逻辑非、逻辑或的使用差别等..）。 移植后的Python代码：import timedef GetNewCycleRecords(sourceRecords, targetCycle): ret = [] # 首先获取源K线数据的周期 if not sourceRecords or len(sourceRecords) < 2 : return None sourceLen = len(sourceRecords) sourceCycle = sourceRecords[-1]["Time"] - sourceRecords[-2]["Time"] if targetCycle % sourceCycle != 0 : Log("targetCycle:", targetCycle) Log("sourceCycle:", sourceCycle) raise "targetCycle is not an integral multiple of sourceCycle." if (1000 * 60 * 60) % targetCycle != 0 and (1000 * 60 * 60 * 24) % targetCycle != 0 : Log("targetCycle:", targetCycle) Log("sourceCycle:", sourceCycle) Log((1000 * 60 * 60) % targetCycle, (1000 * 60 * 60 * 24) % targetCycle) raise "targetCycle cannot complete the cycle." multiple = targetCycle / sourceCycle isBegin = False count = 0 barHigh = 0 barLow = 0 barOpen = 0 barClose = 0 barTime = 0 barVol = 0 for i in range(sourceLen) : # 获取时区偏移数值 n = time.altzone if ((1000 * 60 * 60 * 24) - (sourceRecords[i]["Time"] * 1000) % (1000 * 60 * 60 * 24) + (n * 1000)) % targetCycle == 0 : isBegin = True if isBegin : if count == 0 : barHigh = sourceRecords[i]["High"] barLow = sourceRecords[i]["Low"] barOpen = sourceRecords[i]["Open"] barClose = sourceRecords[i]["Close"] barTime = sourceRecords[i]["Time"] barVol = sourceRecords[i]["Volume"] count += 1 elif count < multiple : barHigh = max(barHigh, sourceRecords[i]["High"]) barLow = min(barLow, sourceRecords[i]["Low"]) barClose = sourceRecords[i]["Close"] barVol += sourceRecords[i]["Volume"] count += 1 if count == multiple or i == sourceLen - 1 : ret.append({ "High" : barHigh, "Low" : barLow, "Open" : barOpen, "Close" : barClose, "Time" : barTime, "Volume" : barVol, }) count = 0 return ret # 测试def main(): while True: r = exchange.GetRecords() r2 = GetNewCycleRecords(r, 1000 * 60 * 60 * 4) ext.PlotRecords(r2, "r2") Sleep(1000)测试 火币行情图表

Back test synthetic 4-hour chart

After reading the above, have you mastered how to implement a K-line synthesis function in Python? If you want to learn more skills or want to know more about it, you are welcome to follow the industry information channel, thank you for reading!

Welcome to subscribe "Shulou Technology Information " to get latest news, interesting things and hot topics in the IT industry, and controls the hottest and latest Internet news, technology news and IT industry trends.