resample_bars

czsc.utils.resample_bars(df: DataFrame, target_freq: Freq | AnyStr, raw_bars=True, **kwargs)[source]

将df中的K线序列转换为目标周期的K线序列

Parameters:

df –

原始K线数据，必须包含以下列：symbol, dt, open, close, high, low, vol, amount。样例如下：
symbol dt open close high low 0 000001.XSHG 2015-01-05 09:31:00 3258.63 3259.69 3262.85 3258.63

1 000001.XSHG 2015-01-05 09:32:00 3258.33 3256.19 3259.55 3256.19 2 000001.XSHG 2015-01-05 09:33:00 3256.10 3257.50 3258.42 3256.10 3 000001.XSHG 2015-01-05 09:34:00 3259.33 3261.76 3261.76 3257.98 4 000001.XSHG 2015-01-05 09:35:00 3261.71 3264.88 3265.48 3261.71

vol amount

0 1333523100 4.346872e+12 1 511386100 1.665170e+12 2 455375200 1.483385e+12 3 363393800 1.185303e+12 4 402854600 1.315272e+12
target_freq – 目标周期
raw_bars – 是否将转换后的K线序列转换为RawBar对象

Returns:

转换后的K线序列