奇怪我都跑起来是这样

yangmeishu commented 8 months ago

` history_candle = self.market.get_history_candle( instId='BTC-USDT', start='2024-01-01 00:00:00', end='2024-01-01 23:59:00', bar='2H', )

    eprint(history_candle)
    print('candle.shape=', history_candle['data'].shape)`

返回的是 {'code': 'CANDLE_START_ERROR', 'data': array([], shape=(0, 9), dtype=float64), 'msg': 'BTC-USDT[candle empty]'} candle.shape= (0, 9)

pyted commented 8 months ago

这是成功的代码：

from okx.app.market import MarketSPOT
from okx.app.utils import eprint

if __name__ == '__main__':
    proxy_host = None
    marketSPOT = MarketSPOT(proxy_host=proxy_host)
    history_candle = marketSPOT.get_history_candle(
        instId='BTC-USDT',
        start='2024-01-01 00:00:00',
        end='2024-01-01 22:00:00',
        bar='2H',
    )
    eprint(history_candle)

输出结果：

{'code': '0', 'data': array([[1.70403840e+12, 4.24576000e+04, 4.27007000e+04, 4.24301000e+04, 4.26104000e+04, 3.78315832e+02, 1.61084931e+07, 1.61084931e+07, 1.00000000e+00], [1.70404560e+12, 4.26105000e+04, 4.27200000e+04, 4.25333000e+04, 4.26121000e+04, 3.48587937e+02, 1.48615666e+07, 1.48615666e+07, 1.00000000e+00], [1.70405280e+12, 4.26158000e+04, 4.26808000e+04, 4.25058000e+04, 4.25144000e+04, 3.62747155e+02, 1.54495793e+07, 1.54495793e+07, 1.00000000e+00], [1.70406000e+12, 4.25145000e+04, 4.25911000e+04, 4.20660000e+04, 4.22830000e+04, 8.69770762e+02, 3.67719985e+07, 3.67719985e+07, 1.00000000e+00], [1.70406720e+12, 4.22840000e+04, 4.27777000e+04, 4.22597000e+04, 4.26139000e+04, 5.88295584e+02, 2.50402635e+07, 2.50402635e+07, 1.00000000e+00], [1.70407440e+12, 4.26139000e+04, 4.26438000e+04, 4.22090000e+04, 4.23357000e+04, 5.61299281e+02, 2.38199641e+07, 2.38199641e+07, 1.00000000e+00], [1.70408160e+12, 4.23357000e+04, 4.24023000e+04, 4.21820000e+04, 4.22410000e+04, 5.28343756e+02, 2.23519674e+07, 2.23519674e+07, 1.00000000e+00], [1.70408880e+12, 4.22396000e+04, 4.25047000e+04, 4.22064000e+04, 4.24952000e+04, 5.04646095e+02, 2.14063019e+07, 2.14063019e+07, 1.00000000e+00], [1.70409600e+12, 4.24953000e+04, 4.26950000e+04, 4.24541000e+04, 4.26550000e+04, 4.98716704e+02, 2.12273604e+07, 2.12273604e+07, 1.00000000e+00], [1.70410320e+12, 4.26535000e+04, 4.27602000e+04, 4.26020000e+04, 4.26895000e+04, 4.48015722e+02, 1.91258758e+07, 1.91258758e+07, 1.00000000e+00], [1.70411040e+12, 4.26895000e+04, 4.27740000e+04, 4.26102000e+04, 4.27181000e+04, 3.68393192e+02, 1.57314187e+07, 1.57314187e+07, 1.00000000e+00], [1.70411760e+12, 4.27182000e+04, 4.28480000e+04, 4.25743000e+04, 4.27828000e+04, 7.57382673e+02, 3.23363389e+07, 3.23363389e+07, 1.00000000e+00]]), 'msg': ''}

可能需要注意的：

如果你要获取某一个天的全部数据，最好使用get_history_candle_by_date函数；
OKX库中，任何获取K线数据的函数都会做3个验证：数据起始时间严格等于start、终止时间严格等于end、数据的时间间隔严格等于bar，所以如果您获取的bar为2H，则不存在以23:59:00秒终止的数据，应该换成22:00:00，或者00:00:00

yangmeishu commented 8 months ago

感谢作者的耐心回复。我使用的是 https://github.com/pyted/okx/blob/master/examples/2.4%20APP%20%E7%8E%B0%E8%B4%A7%E8%A1%8C%E6%83%85-%E5%8E%86%E5%8F%B2K%E7%BA%BF.ipynb 这个链接的例子 2H 是因为示例1m太多数据

我示例里，第一次是能够得到okx返回的数据，在包处理组合时候，出现的错误情况。我的具体代码