Python中怎么实现一个K线合成函数

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。

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..）。

移植后的Python代码：

import timedef 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)

测试

火币行情图表

回测合成4小时图表

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