# coding: utf8
import tushare as ts
import pandas as pd


def calcOneMinuteBar():
    # data_frame = pd.read_csv('AUDJPY-2016-01.csv', names=['Symbol', 'Date_Time', 'Bid', 'Ask'],
    #                         index_col=1, parse_dates=True)
    df = ts.get_tick_data('002743', date='2016-10-28')
    # df.tail(10)
    df['time'] = '2016-10-28 ' + df['time']
    df['time'] = pd.to_datetime(df['time'])
    df = df.set_index(['time'])
    # TICK数据转成开、高、低、收
    price_df = df['price'].resample('1min').ohlc()
    price_df = price_df.dropna()
    # 成交量
    vols = df['volume'].resample('1min').sum()
    vols = vols.dropna()
    vol_df = pd.DataFrame(vols, columns=['volume'])
    # 成交额
    amounts = df['amount'].resample('1min').sum()
    amount = amounts.dropna()
    amount_df = pd.DataFrame(amounts, columns=['amount'])
    # 合并
    result_df = price_df.merge(vol_df, left_index=True, right_index=True).merge(
        amount_df, left_index=True, right_index=True)
    result_df.head()
    # 一分钟转N分钟
    d_dict = {'open': 'first', 'high': 'max',
              'close': 'last', 'low': 'min', 'amount': 'sum'}
    newdf = pd.DataFrame()
    for col in newdf.columns:
        newdf[col] = newdf[col].resample('5min', how=d_dict[col])
    newdf.tail(20)


if __name__ == "__main__":
    calcOneMinuteBar()

# http://mp.weixin.qq.com/s?__biz=MzAwOTgzMDk5Ng==&mid=2650833965&idx=1&sn=e3e74639c068e7a1e41a35bb1decd313