Yuxuan Yan
45 lines
1.2 KiB
Python
45 lines
1.2 KiB
Python
from dataclasses import dataclass, field
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from datetime import date
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from typing import Optional
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import pandas as pd
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@dataclass
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class DailyBar:
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"""Single daily bar for one stock."""
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symbol: str
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date: date
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open: float
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high: float
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low: float
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close: float
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volume: float
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amount: float # turnover in yuan
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@classmethod
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def from_dataframe(cls, df: pd.DataFrame, symbol_col: str = "symbol") -> list["DailyBar"]:
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"""Convert akshare/baostock DataFrame to list of DailyBar."""
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bars = []
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for _, row in df.iterrows():
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bars.append(cls(
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symbol=row.get(symbol_col, ""),
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date=pd.Timestamp(row["date"]).date(),
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open=float(row["open"]),
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high=float(row["high"]),
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low=float(row["low"]),
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close=float(row["close"]),
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volume=float(row["volume"]),
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amount=float(row.get("amount", 0)),
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))
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return bars
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def to_series(self) -> dict:
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return {
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"date": self.date,
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"open": self.open,
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"high": self.high,
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"low": self.low,
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"close": self.close,
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"volume": self.volume,
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}
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