代码如下:
- path = "C:\\Users\\dell\\Desktop\\Quant Trading\\sh10000460.csv"
- data = pd.read_csv(path, index_col= 'time')
- resampled = data[['buyPrice1', 'buyVolume1', 'sellPrice1', 'sellVolume1', 'volume']]
- resampled = resampled.between_time('9:30','14:58')#TODO 连续交易
求达人,帮帮忙 谢谢