From d1ee105e2baef36e3e7b5e1596bc48e469001af3 Mon Sep 17 00:00:00 2001
From: yutiansut <yutiansut@qq.com>
Date: Tue, 13 Aug 2019 15:56:14 +0800
Subject: [PATCH] =?UTF-8?q?#update=20tb/=E5=BF=AB=E6=9C=9F=E7=9A=84?=
 =?UTF-8?q?=E9=87=87=E6=A0=B7=E6=96=B9=E5=BC=8F?=
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---
 QUANTAXIS/QAData/__init__.py      |  1 +
 QUANTAXIS/QAData/data_resample.py | 27 +++++++++++++++++++++++++++
 QUANTAXIS/__init__.py             |  1 +
 3 files changed, 29 insertions(+)

diff --git a/QUANTAXIS/QAData/__init__.py b/QUANTAXIS/QAData/__init__.py
index 005904e05..0fd318613 100755
--- a/QUANTAXIS/QAData/__init__.py
+++ b/QUANTAXIS/QAData/__init__.py
@@ -29,6 +29,7 @@
                                             QA_data_ctptick_resample, QA_data_day_resample,
                                             QA_data_futuremin_resample_series,
                                             QA_data_futuremin_resample, QA_data_tick_resample,
+                                            QA_data_futuremin_resample_tb_kq,
                                             QA_data_tick_resample_1min)
 from QUANTAXIS.QAData.dsmethods import (QDS_IndexDayWarpper,
                                         QDS_IndexMinWarpper,
diff --git a/QUANTAXIS/QAData/data_resample.py b/QUANTAXIS/QAData/data_resample.py
index 634685258..924c99eb3 100755
--- a/QUANTAXIS/QAData/data_resample.py
+++ b/QUANTAXIS/QAData/data_resample.py
@@ -545,6 +545,33 @@ def QA_data_futuremin_resample(min_data, type_='5min', exchange_id=EXCHANGE_ID.S
         return pd.concat([part_1_res, part_2_res, part_3_res]).dropna().sort_index().reset_index().set_index(['datetime', 'code'])
 
 
+def QA_data_futuremin_resample_tb_kq(min_data, type_='5min', exchange_id=EXCHANGE_ID.SHFE):
+    """期货分钟线采样成大周期
+
+    此采样方法仅适用于tb/快期, 因此单独拿出来
+
+    分钟线采样成子级别的分钟线
+
+
+    """
+    CONVERSION = {
+        'code': 'first',
+        'open': 'first',
+        'high': 'max',
+        'low': 'min',
+        'close': 'last',
+        'tradetime': 'last',
+        'position': 'last',
+        'volume': 'sum'}
+    min_data = min_data.loc[:, list(CONVERSION.keys())]
+    return min_data.resample(
+        type_,
+        base=0,
+        closed='right',
+        loffset=type_
+    ).agg(CONVERSION).dropna().sort_index().reset_index().set_index(['datetime', 'code'])
+
+
 def QA_data_futuremin_resample_today(min_data, type_='1D', exchange_id=EXCHANGE_ID.SHFE):
     """期货分钟线采样成大周期
 
diff --git a/QUANTAXIS/__init__.py b/QUANTAXIS/__init__.py
index 6fcaaf77b..2f7312d1a 100755
--- a/QUANTAXIS/__init__.py
+++ b/QUANTAXIS/__init__.py
@@ -63,6 +63,7 @@
     QA_data_tick_resample_1min,
     QA_data_futuremin_resample_series,
     QA_data_futuremin_resample,
+    QA_data_futuremin_resample_tb_kq,
     QA_DataStruct_Day,
     QA_DataStruct_Financial,
     QA_DataStruct_Future_day,