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43 lines
1.0 KiB
Python
43 lines
1.0 KiB
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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from decimal import Decimal
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import bbgo_pb2
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from ..utils import parse_number
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from ..utils import parse_time
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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: Decimal
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high: Decimal
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low: Decimal
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close: Decimal
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volume: Decimal
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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: Decimal = 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=parse_number(obj.open),
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high=parse_number(obj.high),
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low=parse_number(obj.low),
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close=parse_number(obj.close),
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volume=parse_number(obj.volume),
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quote_volume=parse_number(obj.quote_volume),
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start_time=parse_time(obj.start_time),
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end_time=parse_time(obj.end_time),
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closed=obj.closed,
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)
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