bbgo_origin/python/bbgo/data/kline.py

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2022-04-13 06:00:28 +00:00
from dataclasses import dataclass
from datetime import datetime
@dataclass
class KLine:
exchange: str
symbol: str
open: float
high: float
low: float
close: float
volume: float
session: str = None
start_time: datetime = None
end_time: datetime = None
quote_volume: float = None
closed: bool = None