rq下载的bar数据转换为dsb

<ol> <li> <p><a href="https://pan.baidu.com/s/1DDVhNZamxU-gSUXZyyuP7w?pwd=se0q" title="测试需要的数据下载">测试需要的数据下载</a></p> </li> <li>代码如下:</li> </ol> <pre><code class="language-python"># -*- coding: utf-8 -*- import re import pandas as pd import time from wtpy.wrapper import WtDataHelper from wtpy.WtCoreDefs import WTSBarStruct, WTSTickStruct from tqdm import tqdm df=pd.read_hdf('IF889.h5',key='data') df['money']=df['total_turnover'] df['vol']=df['volume'] df['hold']=df['open_interest'] df['time']=df['datetime'].apply(str) df['date']=df['datetime'].apply(lambda x:float(str(x)[:8])).astype('int64') df['time']=df['datetime'].apply(lambda x:float(str(x)[8:12])).astype('int64') df['time'] = (df['date']-19900000)*10000 + df['time'] count = len(df) BUFFER = WTSBarStruct * count buffer = BUFFER() for index, row in tqdm(df.iterrows()): curBar = buffer[index] curBar.date = int(row["date"]) curBar.time = int(row["time"]) curBar.open = float(row["open"]) curBar.high = float(row["high"]) curBar.low = float(row["low"]) curBar.close = float(row["close"]) curBar.vol = float(row["vol"]) curBar.hold = float(row["hold"]) dtHelper = WtDataHelper() dtHelper.store_bars(barFile='./IF889.dsb',firstBar=buffer,count=len(buffer),period='m1') dsb_data_read=dtHelper.read_dsb_bars(barFile='./IF889.dsb') # 读取 </code></pre>