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关于日期时间的设计 #38

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semigodking opened this issue Apr 24, 2018 · 0 comments
Open

关于日期时间的设计 #38

semigodking opened this issue Apr 24, 2018 · 0 comments

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@semigodking
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在JAQS中,日期时间都被分开存储并转换成数字形式。这样就没法方便地利用pandas中的日期时间处理函数了。更麻烦的是,丢失了时区信息,当标地处于不同时区的市场时,没法处理啊。
···
trade_date : int
%YY%mm%dd
date : int
%YY%mm%dd, natural date.
time : int
%HH%mm%ss
···

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