664d44824c130d91591cb2e508131e1e1475e668,QUANTAXIS/QAData/data_resample.py,,QA_data_tick_resample_1min,#Any#Any#,29

Before Change

        resx = resx.append(_data1).append(_data2)
    resx["vol"] = resx["vol"] * 100.0
    resx["type"] = "1min"
    resx = resx.rename(columns={"vol": "volume"})
    return resx.reset_index().drop_duplicates().set_index(["datetime", "code"])

def QA_data_tick_resample(tick, type_="1min"):

After Change

        _data1.loc[time(9, 31): time(9, 31), "low"] = _data1.loc[time(9, 26): time(9, 31), "low"].min()
        _data1.loc[time(9, 31): time(9, 31), "vol"] = _data1.loc[time(9, 26): time(9, 31), "vol"].sum()
        _data1.loc[time(9, 31): time(9, 31), "amount"] = _data1.loc[time(9, 26): time(9, 31), "amount"].sum()
        _data1.loc[time(11, 30): time(11, 30), "high"] = _data1.loc[time(11, 30): time(11, 31), "high"].max()
        _data1.loc[time(11, 30): time(11, 30), "low"] = _data1.loc[time(11, 30): time(11, 31), "low"].min()
        _data1.loc[time(11, 30): time(11, 30), "close"] = _data1.loc[time(11, 31): time(11, 31), "close"].values
        _data1.loc[time(11, 30): time(11, 30), "vol"] = _data1.loc[time(11, 30): time(11, 31), "vol"].sum()
        _data1.loc[time(11, 30): time(11, 30), "amount"] = _data1.loc[time(11, 30): time(11, 31), "amount"].sum()
        _data1 = _data1.loc[time(9, 31): time(11, 30)]

Instances