0.9.47 fix minites split

czsc/utils/bar_generator.py

@@ -81,39 +81,25 @@ def check_freq_and_market(time_seq: List[AnyStr], freq: Optional[AnyStr] = None)
         - freq      K线周期
         - market    交易市场
     """
-    if not freq or freq in ['日线', '周线', '月线', '季线', '年线']:
+    if freq in ['日线', '周线', '月线', '季线', '年线']:
         return freq, "默认"
 
-    # if freq == '1分钟':
-    #     time_seq.extend(['14:57', '14:58', '14:59', '15:00'])
+    if freq == '1分钟':
+        time_seq.extend(['14:57', '14:58', '14:59', '15:00'])
 
     time_seq = sorted(list(set(time_seq)))
     assert len(time_seq) >= 2, "time_seq长度必须大于等于2"
 
-    a_sdt = freq_market_times[f"{freq}_A股"][0]
-    f_sdt = freq_market_times[f"{freq}_期货"][0]
+    for key, tts in freq_market_times.items():
+        if freq and not key.startswith(freq):
+            continue
 
-    # 判断是不是有 dt 落在 10:15 - 10:30 之间
-    # match = [x for x in time_seq if "10:15" < x < "10:30"]
+        sub_tts = [x for x in tts if x >= min(time_seq) and x <= max(time_seq)]
+        if set(time_seq) == set(sub_tts):
+            freq_x, market = key.split("_")
+            return freq_x, market
 
-    if time_seq[0] >= a_sdt and time_seq[-1] <= "15:00":
-        market = "A股"
-    elif time_seq[0] >= f_sdt and time_seq[-1] in ["15:00", "23:00", "23:30", "02:30"]:
-        market = "期货"
-    else:
-        market = "默认"
-
-    return freq, market
-
-    # for key, tts in freq_market_times.items():
-    #     if freq and not key.startswith(freq):
-    #         continue
-
-    #     if set(time_seq) == set(tts[:len(time_seq)]):
-    #         freq_x, market = key.split("_")
-    #         return freq_x, market
-
-    # return None, "默认"
+    return None, "默认"
 
 
 def freq_end_date(dt, freq: Union[Freq, AnyStr]):

examples/develop/minites_split.py

@@ -0,0 +1,14 @@
+import pandas as pd
+
+df = pd.read_feather(r"D:\ZB\git_repo\waditu\czsc\czsc\utils\minites_split.feather")
+df.to_csv(r"C:\Users\zengb\Desktop\minites_split.csv", index=False, encoding="gbk")
+
+# df = pd.read_feather(r"C:\Users\zengb\Desktop\minites_split_240317.feather")
+
+df = pd.read_csv(r"C:\Users\zengb\Desktop\minites_split.csv", encoding="gbk")
+# df.to_excel(r"C:\Users\zengb\Desktop\minites_split.xlsx", index=False)
+cols = [x for x in df.columns if x not in ["market"]]
+for col in cols:
+    df[col] = pd.to_datetime(df[col]).dt.strftime("%H:%M")
+
+df.to_feather(r"D:\ZB\git_repo\waditu\czsc\czsc\utils\minites_split.feather")

test/test_bar_generator.py

@@ -12,7 +12,7 @@
 
 def test_check_freq_and_market():
     time_seq = ['11:00', '15:00', '23:00', '01:00', '02:30']
-    assert check_freq_and_market(time_seq) == ('120分钟', '期货')
+    assert check_freq_and_market(time_seq, freq='120分钟') == ('120分钟', '期货')
 
     time_seq = [
         '09:31',
@@ -257,8 +257,9 @@ def test_check_freq_and_market():
     ]
     assert check_freq_and_market(time_seq, freq='1分钟') == ('1分钟', 'A股')
 
-    for key, values in freq_market_times.items():
-        assert check_freq_and_market(values) == (key.split("_")[0], key.split("_")[1])
+    for key, time_seq in freq_market_times.items():
+        freq, market = key.split("_")
+        assert check_freq_and_market(time_seq, freq) == (freq, market)
 
 
 def test_freq_end_time():