周期转换函数

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# 周期转换函数
def data_cycle_change(df, rule_type = '5T'):
'''
周期转换,盘前数据转换可以直接用这个接口处理
1分钟转换其他分钟:
'5m':rule_type = '5T', '15m':rule_type = '15T', '30m':rule_type = '30T',
'60m':rule_type = '60T'
日线转换周线:
'1W':rule_type = '1W'
'1M':rule_type = '1m'
'''
# df['low'] = df['low'].resample(rule = rule_type, base = 0,label = 'right', closed = 'right').min()
# df['high'] = df['high'].resample(rule = rule_type, base = 0,label = 'right', closed = 'right').max()
# df['open'] = df['open'].resample(rule = rule_type, base = 0,label = 'right', closed = 'right').first()
# df['close'] = df['close'].resample(rule = rule_type, base = 0,label = 'right', closed = 'right').last()
# df['volume'] = df['volume'].resample(rule = rule_type, base = 0,label = 'right', closed = 'right').sum()
df.dropna(inplace=True)
return df

发布于 2024-05-13 13:22

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本文由 量化交流搬运工 原创发布于 百果量化交流平台 ,著作权归作者所有。

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