class BarGenerator_Miss(BarGenerator):
"""解决20分钟,30分钟一根k线消失的问题"""
def init(
self,
on_bar: Callable,
window: int = 0,
on_window_bar: Callable = None,
interval: Interval = Interval.MINUTE
):
super().init(on_bar,on_window_bar,interval)
self.window = window
def update_bar_new(self,bar:BarData):
"""自定义方法,在10:14分k线到达时调用函数on_window_bar"""
if bar.datetime.hour == 10 and bar.datetime.minute ==14 and self.interval == Interval.MINUTE :
if self.window == 20 or self.window ==30 :
self.update_bar_minute_window_new(bar)
else:
super().update_bar(bar)
def update_bar_minute_window_new(self,bar:BarData):
""""""
self.window_bar.high_price = max(
self.window_bar.high_price,
bar.high_price
)
self.window_bar.low_price = min(
self.window_bar.low_price,
bar.low_price
)
self.window_bar.close_price = bar.close_price
self.window_bar.volume += int(bar.volume)
self.window_bar.open_interest = bar.open_interest
self.on_window_bar(self.window_bar)
self.window_bar= None
此类目的:原vnpy20分钟k线每天10:00--10:40为一根k线,但是我想10:00-10:30出现一根k线,10:30-10:40出现一根k线
运行报错:'Interval' object is not callable
请大佬帮忙看一下,哪里出现了问题,谢谢