查找bar行情调用的方法并获取当前K线的收盘价和开盘价
def init(context):
# 设置要进行回测的合约
context.symbol = 'SHSE.600004' # 订阅&交易标的, 此处订阅的是600004
# 订阅行情
subscribe(symbols= context.symbol, frequency='1d', count=1)
def on_bar(context, bars):
# 获取数据滑窗,只要在init里面有订阅,在这里就可以取的到,返回值是pandas.DataFrame
data = context.data(symbol=context.symbol, frequency='1d', count=context.period, fields='close')
print(bars)
查询固定长度历史行情 data = history({'SZSE.000001','SHSE.600000'},'60s','2023-04-01','2023-05-01','ADJUST_NONE') [data] = history({'SZSE.000001','SHSE.600000'},'60s','2018-08-01','2018-09-01','ADJUST_NONE') history_data = history( symbol='SZSE.002446', frequency='1d', start_time='2021-01-22', end_time='2022-12-22', fields='open, close, low, high, eob', adjust=ADJUST_PREV, df= True) history_data = history( {'SZSE.000001','SHSE.600000'}, frequency='1d', start_time='2021-01-22', end_time='2022-12-22', fields='open, close, low, high, eob', adjust=ADJUST_PREV, df= True)
查询tick快照 # 订阅行情 subscribe(symbols='SHSE.600004', frequency='tick') def on_tick(context, tick): print(tick)
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