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39 lines
957 B
Python
39 lines
957 B
Python
from __future__ import annotations
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from dataclasses import dataclass
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from datetime import datetime
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import bbgo_pb2
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@dataclass
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class KLine:
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exchange: str
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symbol: str
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open: float
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high: float
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low: float
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close: float
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volume: float
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session: str = None
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start_time: datetime = None
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end_time: datetime = None
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quote_volume: float = None
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closed: bool = None
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@classmethod
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def from_pb(cls, obj: bbgo_pb2.KLine) -> KLine:
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return cls(
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exchange=obj.exchange,
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symbol=obj.symbol,
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open=float(obj.open),
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high=float(obj.high),
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low=float(obj.low),
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close=float(obj.close),
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volume=float(obj.volume),
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quote_volume=float(obj.quote_volume),
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start_time=datetime.fromtimestamp(obj.start_time / 1000),
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end_time=datetime.fromtimestamp(obj.end_time / 1000),
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closed=obj.closed,
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)
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