mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-24 07:45:15 +00:00
39 lines
957 B
Python
39 lines
957 B
Python
from __future__ import annotations
|
|
|
|
from dataclasses import dataclass
|
|
from datetime import datetime
|
|
|
|
import bbgo_pb2
|
|
|
|
|
|
@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
|
|
|
|
@classmethod
|
|
def from_pb(cls, obj: bbgo_pb2.KLine) -> KLine:
|
|
return cls(
|
|
exchange=obj.exchange,
|
|
symbol=obj.symbol,
|
|
open=float(obj.open),
|
|
high=float(obj.high),
|
|
low=float(obj.low),
|
|
close=float(obj.close),
|
|
volume=float(obj.volume),
|
|
quote_volume=float(obj.quote_volume),
|
|
start_time=datetime.fromtimestamp(obj.start_time / 1000),
|
|
end_time=datetime.fromtimestamp(obj.end_time / 1000),
|
|
closed=obj.closed,
|
|
)
|