'''
/*backtest
start: 2017-10-01
end: 2017-11-16
period: 1440
periodBase: 15
mode: 0
*/
'''
#需要用的pandas库，并且用自己的托管回测才能保存到本地
#import numpy as np
import pandas as pd
#保存路径
path = 'C:\\Users\\Public\\Documents\\'
def main():
df=pd.DataFrame()
while True:
records = _C(exchange.GetRecords)
df_new = pd.DataFrame(records) #把records转为dataframe
df_new['Time'] = pd.to_datetime(df_new['Time'],unit='ms')+pd.Timedelta('8 h')
df_new.index = df_new['Time']
if df.empty or df_new['Time'].min() >= df['Time'].max():
df=df.combine_first(df_new)
Log(df['Time'].max())
#确定最后一次时间，用于保存数据
if df_new['Time'].max() == pd.Timestamp('2017-11-15 23:45:00'):
Log('保存数据')
df=df.combine_first(df_new)
df.to_csv(path+'records15.csv',index=False)
break
#休眠时间是选择周期
Sleep(15*60*1000)
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