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Python中怎么实现一个K线合成函数，相信很多没有经验的人对此束手无策，为此本文总结了问题出现的原因和解决方法，通过这篇文章希望你能解决这个问题。
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JavaScript版本
function GetNewCycleRecords (sourceRecords, targetCycle) { // K线合成函数
var ret = []
// 首先获取源K线数据的周期
if (!sourceRecords || sourceRecords.length < 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..）。
import time
def 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)火币行情图表
回测合成4小时图表
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