November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
Content preview from Python算法交易
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处理金融数据
｜
87
colindexes := {
"index": Index(6, medium, shuffle, zlib(1)).is_csi=False}
In [81]: h5.root.data.table[:3]
Out[81]: array([(1609459200000000000, [100. , 100. , 100. , 100. ,
100. , 100. , 100. , 100. , 100. , 100. ]),
(1609459260000000000, [100.0752, 100.1164, 100.0224, 100.0073,
100.1142, 100.0474, 99.9329, 100.0254, 100.1009, 100.066 ]),
(1609459320000000000, [100.1593, 100.1721, 100.0519, 100.0933,
100.1578, 100.0301, 99.92 , 100.0965, 100.1441, 100.0717])],
dtype=[('index', '<i8'), ('values_block_0', '<f8', (10,))])
In [82]: h5.close()
In [83]: rm data/data.h5 ...
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