DataProcessor

class base.DataHandler.DataProcessor

Bases: object

处理具体数据转换格式任务的类.

根据接收到的数据内容和其频道类型, 确定其实际调用的处理函数, 并由相应函数将读入的数据(通常为类JSON格式的字典)处理为本地易于保存和读取的array

Methods Summary

join_books(arr1, arr2)
join_candle(arr1, arr2)
join_data_array(arr1, arr2, channel)
join_trades(arr1, arr2)
process(data, channel)
process_books(data)	Examples:
process_candle(data)
process_trades(data)

Methods Documentation

static join_books(arr1, arr2)

static join_candle(arr1, arr2)

join_data_array(arr1: numpy.ndarray, arr2: numpy.ndarray, channel: str)

static join_trades(arr1, arr2)

process(data, channel: str)

static process_books(data)

Examples:

>>> data = [{
>>>     "asks": [
>>>         ["8476.98", "415", "0", "13"],
>>>         ["8506.49", "2", "0", "1"],
>>>         ["8506.96", "100", "0", "2"]
>>>     ],
>>>     "bids": [
>>>         ["8476.97", "256", "0", "12"],
>>>         ["8446.83", "24", "0", "1"],
>>>         ["8446", "95", "0", "3"]
>>>     ],
>>>     "ts": "1597026383085",
>>>     "checksum": -855196043
>>> }]

static process_candle(data)

static process_trades(data)