price = get_bars('510050.XSHG', 240, unit='1m',fields=['date','close'],include_now=False,end_dt='2018-10-22 15:00:00')
price

array([(2018-10-19 15:00:00, 2.442), (2018-10-22 09:31:00, 2.473),
       (2018-10-22 09:32:00, 2.477), (2018-10-22 09:33:00, 2.486),
       (2018-10-22 09:34:00, 2.491), (2018-10-22 09:35:00, 2.491),
       (2018-10-22 09:36:00, 2.497), (2018-10-22 09:37:00, 2.498),
       (2018-10-22 09:38:00, 2.499), (2018-10-22 09:39:00, 2.495),
       (2018-10-22 09:40:00, 2.498), (2018-10-22 09:41:00, 2.497),
       (2018-10-22 09:42:00, 2.494), (2018-10-22 09:43:00, 2.5),
       (2018-10-22 09:44:00, 2.508), (2018-10-22 09:45:00, 2.51),
       (2018-10-22 09:46:00, 2.508), (2018-10-22 09:47:00, 2.512),
       (2018-10-22 09:48:00, 2.509), (2018-10-22 09:49:00, 2.507),
       (2018-10-22 09:50:00, 2.504), (2018-10-22 09:51:00, 2.502),
       (2018-10-22 09:52:00, 2.504), (2018-10-22 09:53:00, 2.508),
       (2018-10-22 09:54:00, 2.506), (2018-10-22 09:55:00, 2.504),
       (2018-10-22 09:56:00, 2.506), (2018-10-22 09:57:00, 2.501),
       (2018-10-22 09:58:00, 2.501), (2018-10-22 09:59:00, 2.503),
       (2018-10-22 10:00:00, 2.501), (2018-10-22 10:01:00, 2.508),
       (2018-10-22 10:02:00, 2.505), (2018-10-22 10:03:00, 2.511),
       (2018-10-22 10:04:00, 2.517), (2018-10-22 10:05:00, 2.513),
       (2018-10-22 10:06:00, 2.515), (2018-10-22 10:07:00, 2.515),
       (2018-10-22 10:08:00, 2.519), (2018-10-22 10:09:00, 2.513),
       (2018-10-22 10:10:00, 2.517), (2018-10-22 10:11:00, 2.518),
       (2018-10-22 10:12:00, 2.525), (2018-10-22 10:13:00, 2.525),
       (2018-10-22 10:14:00, 2.528), (2018-10-22 10:15:00, 2.525),
       (2018-10-22 10:16:00, 2.526), (2018-10-22 10:17:00, 2.522),
       (2018-10-22 10:18:00, 2.518), (2018-10-22 10:19:00, 2.516),
       (2018-10-22 10:20:00, 2.514), (2018-10-22 10:21:00, 2.517),
       (2018-10-22 10:22:00, 2.517), (2018-10-22 10:23:00, 2.515),
       (2018-10-22 10:24:00, 2.517), (2018-10-22 10:25:00, 2.519),
       (2018-10-22 10:26:00, 2.518), (2018-10-22 10:27:00, 2.515),
       (2018-10-22 10:28:00, 2.516), (2018-10-22 10:29:00, 2.51),
       (2018-10-22 10:30:00, 2.513), (2018-10-22 10:31:00, 2.513),
       (2018-10-22 10:32:00, 2.517), (2018-10-22 10:33:00, 2.517),
       (2018-10-22 10:34:00, 2.515), (2018-10-22 10:35:00, 2.518),
       (2018-10-22 10:36:00, 2.521), (2018-10-22 10:37:00, 2.52),
       (2018-10-22 10:38:00, 2.522), (2018-10-22 10:39:00, 2.527),
       (2018-10-22 10:40:00, 2.523), (2018-10-22 10:41:00, 2.523),
       (2018-10-22 10:42:00, 2.527), (2018-10-22 10:43:00, 2.528),
       (2018-10-22 10:44:00, 2.527), (2018-10-22 10:45:00, 2.519),
       (2018-10-22 10:46:00, 2.522), (2018-10-22 10:47:00, 2.524),
       (2018-10-22 10:48:00, 2.526), (2018-10-22 10:49:00, 2.528),
       (2018-10-22 10:50:00, 2.528), (2018-10-22 10:51:00, 2.534),
       (2018-10-22 10:52:00, 2.535), (2018-10-22 10:53:00, 2.532),
       (2018-10-22 10:54:00, 2.536), (2018-10-22 10:55:00, 2.535),
       (2018-10-22 10:56:00, 2.537), (2018-10-22 10:57:00, 2.535),
       (2018-10-22 10:58:00, 2.538), (2018-10-22 10:59:00, 2.538),
       (2018-10-22 11:00:00, 2.538), (2018-10-22 11:01:00, 2.538),
       (2018-10-22 11:02:00, 2.537), (2018-10-22 11:03:00, 2.532),
       (2018-10-22 11:04:00, 2.533), (2018-10-22 11:05:00, 2.532),
       (2018-10-22 11:06:00, 2.528), (2018-10-22 11:07:00, 2.526),
       (2018-10-22 11:08:00, 2.528), (2018-10-22 11:09:00, 2.53),
       (2018-10-22 11:10:00, 2.532), (2018-10-22 11:11:00, 2.531),
       (2018-10-22 11:12:00, 2.532), (2018-10-22 11:13:00, 2.529),
       (2018-10-22 11:14:00, 2.531), (2018-10-22 11:15:00, 2.532),
       (2018-10-22 11:16:00, 2.533), (2018-10-22 11:17:00, 2.531),
       (2018-10-22 11:18:00, 2.537), (2018-10-22 11:19:00, 2.535),
       (2018-10-22 11:20:00, 2.534), (2018-10-22 11:21:00, 2.534),
       (2018-10-22 11:22:00, 2.537), (2018-10-22 11:23:00, 2.539),
       (2018-10-22 11:24:00, 2.542), (2018-10-22 11:25:00, 2.54),
       (2018-10-22 11:26:00, 2.539), (2018-10-22 11:27:00, 2.539),
       (2018-10-22 11:28:00, 2.54), (2018-10-22 11:29:00, 2.54),
       (2018-10-22 11:30:00, 2.542), (2018-10-22 13:01:00, 2.548),
       (2018-10-22 13:02:00, 2.547), (2018-10-22 13:03:00, 2.549),
       (2018-10-22 13:04:00, 2.549), (2018-10-22 13:05:00, 2.551),
       (2018-10-22 13:06:00, 2.55), (2018-10-22 13:07:00, 2.551),
       (2018-10-22 13:08:00, 2.553), (2018-10-22 13:09:00, 2.557),
       (2018-10-22 13:10:00, 2.556), (2018-10-22 13:11:00, 2.559),
       (2018-10-22 13:12:00, 2.562), (2018-10-22 13:13:00, 2.559),
       (2018-10-22 13:14:00, 2.559), (2018-10-22 13:15:00, 2.558),
       (2018-10-22 13:16:00, 2.555), (2018-10-22 13:17:00, 2.554),
       (2018-10-22 13:18:00, 2.553), (2018-10-22 13:19:00, 2.554),
       (2018-10-22 13:20:00, 2.556), (2018-10-22 13:21:00, 2.555),
       (2018-10-22 13:22:00, 2.555), (2018-10-22 13:23:00, 2.556),
       (2018-10-22 13:24:00, 2.556), (2018-10-22 13:25:00, 2.556),
       (2018-10-22 13:26:00, 2.556), (2018-10-22 13:27:00, 2.556),
       (2018-10-22 13:28:00, 2.558), (2018-10-22 13:29:00, 2.558),
       (2018-10-22 13:30:00, 2.56), (2018-10-22 13:31:00, 2.561),
       (2018-10-22 13:32:00, 2.565), (2018-10-22 13:33:00, 2.565),
       (2018-10-22 13:34:00, 2.566), (2018-10-22 13:35:00, 2.565),
       (2018-10-22 13:36:00, 2.565), (2018-10-22 13:37:00, 2.569),
       (2018-10-22 13:38:00, 2.562), (2018-10-22 13:39:00, 2.559),
       (2018-10-22 13:40:00, 2.555), (2018-10-22 13:41:00, 2.553),
       (2018-10-22 13:42:00, 2.551), (2018-10-22 13:43:00, 2.554),
       (2018-10-22 13:44:00, 2.553), (2018-10-22 13:45:00, 2.548),
       (2018-10-22 13:46:00, 2.552), (2018-10-22 13:47:00, 2.551),
       (2018-10-22 13:48:00, 2.553), (2018-10-22 13:49:00, 2.554),
       (2018-10-22 13:50:00, 2.555), (2018-10-22 13:51:00, 2.551),
       (2018-10-22 13:52:00, 2.552), (2018-10-22 13:53:00, 2.553),
       (2018-10-22 13:54:00, 2.554), (2018-10-22 13:55:00, 2.555),
       (2018-10-22 13:56:00, 2.556), (2018-10-22 13:57:00, 2.556),
       (2018-10-22 13:58:00, 2.555), (2018-10-22 13:59:00, 2.558),
       (2018-10-22 14:00:00, 2.559), (2018-10-22 14:01:00, 2.559),
       (2018-10-22 14:02:00, 2.555), (2018-10-22 14:03:00, 2.548),
       (2018-10-22 14:04:00, 2.547), (2018-10-22 14:05:00, 2.549),
       (2018-10-22 14:06:00, 2.548), (2018-10-22 14:07:00, 2.548),
       (2018-10-22 14:08:00, 2.548), (2018-10-22 14:09:00, 2.549),
       (2018-10-22 14:10:00, 2.55), (2018-10-22 14:11:00, 2.547),
       (2018-10-22 14:12:00, 2.547), (2018-10-22 14:13:00, 2.549),
       (2018-10-22 14:14:00, 2.55), (2018-10-22 14:15:00, 2.55),
       (2018-10-22 14:16:00, 2.55), (2018-10-22 14:17:00, 2.55),
       (2018-10-22 14:18:00, 2.551), (2018-10-22 14:19:00, 2.551),
       (2018-10-22 14:20:00, 2.55), (2018-10-22 14:21:00, 2.547),
       (2018-10-22 14:22:00, 2.549), (2018-10-22 14:23:00, 2.549),
       (2018-10-22 14:24:00, 2.549), (2018-10-22 14:25:00, 2.549),
       (2018-10-22 14:26:00, 2.547), (2018-10-22 14:27:00, 2.547),
       (2018-10-22 14:28:00, 2.547), (2018-10-22 14:29:00, 2.545),
       (2018-10-22 14:30:00, 2.546), (2018-10-22 14:31:00, 2.543),
       (2018-10-22 14:32:00, 2.545), (2018-10-22 14:33:00, 2.542),
       (2018-10-22 14:34:00, 2.542), (2018-10-22 14:35:00, 2.542),
       (2018-10-22 14:36:00, 2.54), (2018-10-22 14:37:00, 2.54),
       (2018-10-22 14:38:00, 2.535), (2018-10-22 14:39:00, 2.54),
       (2018-10-22 14:40:00, 2.54), (2018-10-22 14:41:00, 2.538),
       (2018-10-22 14:42:00, 2.538), (2018-10-22 14:43:00, 2.539),
       (2018-10-22 14:44:00, 2.54), (2018-10-22 14:45:00, 2.539),
       (2018-10-22 14:46:00, 2.543), (2018-10-22 14:47:00, 2.544),
       (2018-10-22 14:48:00, 2.543), (2018-10-22 14:49:00, 2.544),
       (2018-10-22 14:50:00, 2.543), (2018-10-22 14:51:00, 2.545),
       (2018-10-22 14:52:00, 2.544), (2018-10-22 14:53:00, 2.542),
       (2018-10-22 14:54:00, 2.541), (2018-10-22 14:55:00, 2.54),
       (2018-10-22 14:56:00, 2.543), (2018-10-22 14:57:00, 2.544),
       (2018-10-22 14:58:00, 2.546), (2018-10-22 14:59:00, 2.547)],
      dtype=(numpy.record, [('date', 'O'), ('close', '<f8')]))

量化交易吧 / 数理科学 帖子：3364677 新帖：0

18年及其之前的数据问题

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