Msi-147K\Shi.Ji
9a3769f862
2.source基类实现 3.时间转换工具datetime convert实现 4.使用binance restapi获取数据实现 5.binance获取数据单元测试
68 lines
2.1 KiB
Python
68 lines
2.1 KiB
Python
# data_manager/data_structure/kline_base.py
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from abc import ABC, abstractmethod
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import pandas as pd
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from datetime import datetime
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class KlineBase(ABC):
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"""
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K线数据基类，定义所有K线必须具备的核心属性和方法。
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所有具体的K线类都应继承此基类。
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"""
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def __init__(self, open_time: int, close_time: int, open_price: float, high_price: float,
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low_price: float, close_price: float, volume: float):
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"""
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初始化K线基础信息。
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Args:
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open_time: 开盘时间戳 (毫秒)
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close_time: 收盘时间戳 (毫秒)
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open_price: 开盘价
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high_price: 最高价
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low_price: 最低价
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close_price: 收盘价
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volume: 成交量
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"""
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self.open_time = open_time
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self.close_time = close_time
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self.open_price = open_price
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self.high_price = high_price
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self.low_price = low_price
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self.close_price = close_price
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self.volume = volume
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@property
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def open_datetime(self) -> datetime:
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"""获取开盘时间的datetime对象"""
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return pd.to_datetime(self.open_time, unit='ms')
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@property
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def close_datetime(self) -> datetime:
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"""获取收盘时间的datetime对象"""
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return pd.to_datetime(self.close_time, unit='ms')
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@abstractmethod
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def to_dict(self) -> dict:
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"""
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将K线数据转换为字典格式。
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子类必须实现此方法。
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"""
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pass
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@abstractmethod
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def to_pandas_series(self) -> pd.Series:
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"""
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将K线数据转换为pandas Series。
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子类必须实现此方法。
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"""
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pass
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def __str__(self):
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"""字符串表示"""
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return f"Kline({self.open_datetime.strftime('%Y-%m-%d %H:%M:%S')} - {self.close_datetime.strftime('%Y-%m-%d %H:%M:%S')}, " \
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f"Open: {self.open_price}, Close: {self.close_price}, High: {self.high_price}, Low: {self.low_price}, Vol: {self.volume})"
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def __repr__(self):
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"""详细字符串表示"""
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return self.__str__() |