EMFutureKdataRecorder

class zvt.recorders.em.quotes.em_kdata_recorder.EMFutureKdataRecorder(force_update=True, sleeping_time=10, exchanges=None, entity_id=None, entity_ids=None, code=None, codes=None, day_data=False, entity_filters=None, ignore_failed=True, real_time=False, fix_duplicate_way='ignore', start_timestamp=None, end_timestamp=None, level=IntervalLevel.LEVEL_1DAY, kdata_use_begin_time=False, one_day_trading_minutes=1440, adjust_type=AdjustType.qfq, return_unfinished=False)

Bases: zvt.recorders.em.quotes.em_kdata_recorder.BaseEMStockKdataRecorder

__init__(force_update=True, sleeping_time=10, exchanges=None, entity_id=None, entity_ids=None, code=None, codes=None, day_data=False, entity_filters=None, ignore_failed=True, real_time=False, fix_duplicate_way='ignore', start_timestamp=None, end_timestamp=None, level=IntervalLevel.LEVEL_1DAY, kdata_use_begin_time=False, one_day_trading_minutes=1440, adjust_type=AdjustType.qfq, return_unfinished=False) → None
Parameters

  • code –

  • ignore_failed –

  • entity_filters –

  • exchanges –

  • entity_id – for record single entity

  • entity_ids – set entity_ids or (entity_type,exchanges,codes)

  • codes –

  • day_data – one record per day,set to True if you want skip recording it when data of today exist

  • force_update –

  • sleeping_time –

entity_schema

alias of zvt.domain.meta.future_meta.Future

data_schema

alias of zvt.domain.quotes.FutureKdataCommon

clear_state_data(entity_id=None)

clear state of the entity

Parameters

entity_id – entity id

decode_state(state: str)

decode state

Parameters

state –

Returns

encode_state(state: object)

encode state

Parameters

state –

Returns

generate_domain(entity, original_data)

generate the data_schema instance using entity and original_data,the original_data is from record result

Parameters

  • entity –

  • original_data –

generate_domain_id(entity, original_data, time_fmt='YYYY-MM-DD')

generate domain id from the entity and original data,the default id meaning:entity + event happen time

Parameters

  • entity –

  • original_data –

  • time_fmt –

Returns

Return type

get_data_map()

{‘original_field’:(‘domain_field’,transform_func)}

get_evaluated_time_field()

the timestamp field for evaluating time range of recorder,used in get_latest_saved_record

init_entities()

init the entities which we would record data for

persist(entity, domain_list)

persist the domain list to db

Parameters

  • entity –

  • domain_list –

record(entity, start, end, size, timestamps)

implement the recording logic in this method, should return json or domain list

Parameters

  • entity –

  • start –

  • end –

  • size –

  • timestamps –

state_schema

alias of zvt.contract.zvt_info.RecorderState

exchanges

setup the entities you want to record

entity_ids

set entity_ids or (entity_type,exchanges,codes)

session

using to do db operations