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do not using update_multi for put_xminute when markets minutes are not 1440, need to fix timestamp_to_index first.
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datafeed/datastore.py

Lines changed: 5 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -392,6 +392,8 @@ def __init__(self, store, market_minutes=None):
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self.store = store
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self.shape_x = None
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self.market_minutes = market_minutes
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if market_minutes:
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self.shape_x = market_minutes / (self.time_interval / 60)
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@@ -423,7 +425,9 @@ def update(self, symbol, quotes):
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assert quotes['time'][0] < quotes['time'][1], \
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'Data are not chronological ordered.'
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if self.shape_x:
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# FIXME: disable update_multi for markets like SH
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# need to fix timestamp_to_index first
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if self.market_minutes == 1440: # full day
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self._update_multi(symbol, quotes)
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else:
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self._update(symbol, quotes)

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