dt:=select ['StockID'],
timetostr(TimeOf(["date"])) as "交易时间",
['price'] as "价格",
['sectional_amount']/['sectional_vol'] as "均价"
from markettable datekey endt to endt+16/24 of stock end;
return TSDN_DataFormatToPig(dt);
End;
说明: 单日分钟线数据的标准化
代码:
Function TSDN_DataFormatToPig(tradData);
Begin
{**
%% @explain(说明)衍生正常交易日的分钟线,把数据于分钟线连接对应,返回完整的日分钟线数据
%% @param(traddata)(array) 分钟线交易数据
%% @return(array) 标准化的当前完整日分钟线数据
**}
ov:=BackupSystemParameters2();
setsysparam(PN_Cycle(),cy_1m());
dt:=select timetostr(TimeOf(["date"])) as "交易时间"
from markettable datekey 20210305.0930t to 20210305.1530t
of "SZ000001" end;
Data:= select [2].*,[1].['交易时间'] from dt left join tradData on ([1].['交易时间'] = [2].['交易时间']) end;
Data[:,'StockID']:=tradData[0,'StockID'];
v:=tradData[length(tradData)-1,'交易时间'];
lastTime:=mfind(dt,mcell=v,false)[0,0];
Data::=ifnil(mcell)?(mrow>lastTime?nil:0):mcell;
return Data;
End;