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get_history_candles

可在 __init__ 函數中取得過去 length 個週期為 period 的歷史資料,以便執行策略當下即可計算相關參數(例如 MA)。 呼叫後請儲存結果,CA.get_history_candles 僅可呼叫一次。

Input

  length: number;
period: number;
is_reverse: boolean = False;

回傳

  error: string;
candles: dictionary;

範例

獲取歷史價量資料(按時間順序排列)

def __init__(self):
self.period = 60 * 60 # 1 hour
self.subscribed_books = {}
self.options = {}
# query the past 1 day data
self.history_candles = CA.get_history_candles(24, self.period)
if self.history_candles:
CA.log(str(self.history_candles))
for exchange in self.history_candles:
for pair in self.history_candles[exchange]:
for candle in self.history_candles[exchange][pair]:
CA.log(str(candle))

獲取歷史價量資料(按時間倒序排列)

def __init__(self):
self.period = 60 * 60 # 1 hour
self.subscribed_books = {}
self.options = {}
# query the past 1 day data
self.history_candles = CA.get_history_candles(24, self.period, True)
if self.history_candles:
CA.log(str(self.history_candles))
for exchange in self.history_candles:
for pair in self.history_candles[exchange]:
for candle in self.history_candles[exchange][pair]:
CA.log(str(candle))