0.9.59 update

czsc/__init__.py

@@ -47,6 +47,7 @@
 from czsc.utils import (
     mac_address,
     overlap,
+    to_arrow,
 
     format_standard_kline,
 
@@ -65,6 +66,7 @@
     save_json,
     get_sub_elements,
     get_py_namespace,
+    code_namespace,
     freqs_sorted,
     x_round,
     import_by_name,

czsc/utils/__init__.py

@@ -95,6 +95,20 @@ def get_py_namespace(file_py: str, keys: list = []) -> dict:
     return namespace
 
 
+def code_namespace(code: str, keys: list = []) -> dict:
+    """获取 python 代码中的 namespace
+
+    :param code: python 代码
+    :param keys: 指定需要的对象名称
+    :return: namespace
+    """
+    namespace = {"code": code}
+    exec(code, namespace)
+    if keys:
+        namespace = {k: v for k, v in namespace.items() if k in keys}
+    return namespace
+
+
 def import_by_name(name):
     """通过字符串导入模块、类、函数
 
@@ -199,3 +213,15 @@ def mac_address():
     x = uuid.UUID(int=uuid.getnode()).hex[-12:].upper()
     x = "-".join([x[i : i + 2] for i in range(0, 11, 2)])
     return x
+
+
+def to_arrow(df: pd.DataFrame):
+    """将 pandas.DataFrame 转换为 pyarrow.Table"""
+    import io
+    import pyarrow as pa
+
+    table = pa.Table.from_pandas(df)
+    with io.BytesIO() as sink:
+        with pa.ipc.new_file(sink, table.schema) as writer:
+            writer.write_table(table)
+        return sink.getvalue()

czsc/utils/bar_generator.py

@@ -31,6 +31,7 @@ def is_trading_time(dt: datetime = datetime.now(), market="A股"):
 def get_intraday_times(freq="1分钟", market="A股"):
     """获取指定市场的交易时间段
 
+    :param freq: K线周期，如 1分钟、5分钟、15分钟、30分钟、60分钟
     :param market: 市场名称，可选值：A股、期货、默认
     :return: 交易时间段列表
     """