From f68db2a9321a09ad8ab2956baa3019a720ab2f61 Mon Sep 17 00:00:00 2001
From: zengbin93 <zeng_bin8888@163.com>
Date: Thu, 21 Sep 2023 16:21:29 +0800
Subject: [PATCH] 0.9.29 update

---
 czsc/cmd.py                                   |   1 -
 czsc/data/base.py                             |   2 +-
 czsc/eda.py                                   |   7 +-
 czsc/enum.py                                  |   8 +
 czsc/envs.py                                  |   2 +-
 czsc/utils/bar_generator.py                   | 139 ++++++---
 czsc/utils/minites_split.feather              | Bin 0 -> 174474 bytes
 czsc/utils/st_components.py                   |  32 +++
 ...36\345\244\232\345\215\263\347\251\272.py" | 129 ++++-----
 examples/develop/bar_end_time.py              |  72 +++++
 setup.py                                      |   2 +-
 test/test_bar_generator.py                    | 264 +++++++++++++++++-
 12 files changed, 543 insertions(+), 115 deletions(-)
 create mode 100644 czsc/utils/minites_split.feather
 create mode 100644 czsc/utils/st_components.py
 create mode 100644 examples/develop/bar_end_time.py

diff --git a/czsc/cmd.py b/czsc/cmd.py
index 83c8f5b61..076531dac 100644
--- a/czsc/cmd.py
+++ b/czsc/cmd.py
@@ -8,7 +8,6 @@
 https://click.palletsprojects.com/en/8.0.x/quickstart/
 """
 import click
-from loguru import logger
 
 
 @click.group()
diff --git a/czsc/data/base.py b/czsc/data/base.py
index 5a3ff8d49..80a42153b 100644
--- a/czsc/data/base.py
+++ b/czsc/data/base.py
@@ -17,6 +17,7 @@
               "3600s": "60分钟", "1d": "日线"}
 freq_cn2gm = {v: k for k, v in freq_gm2cn.items()}
 
+
 def jq_symbol_to_gm(symbol: str) -> str:
     """聚宽代码转掘金代码"""
     code, exchange = symbol.split(".")
@@ -154,4 +155,3 @@ def save_symbols_to_ebk(symbols, file_ebk, source='ts'):
     tdx_symbols = [symbol_to_tdx(ts_code) for ts_code in symbols]
     with open(file_ebk, encoding='utf-8', mode='w') as f:
         f.write("\n".join(tdx_symbols))
-
diff --git a/czsc/eda.py b/czsc/eda.py
index 0aa4269ba..c1488b4b3 100644
--- a/czsc/eda.py
+++ b/czsc/eda.py
@@ -6,12 +6,11 @@
 describe: 用于探索性分析的函数
 """
 import numpy as np
-import pandas as pd
 
 
 def vwap(price: np.array, volume: np.array, **kwargs) -> float:
     """计算成交量加权平均价
-    
+
     :param price: 价格序列
     :param volume: 成交量序列
     :return: 平均价
@@ -26,7 +25,3 @@ def twap(price: np.array, **kwargs) -> float:
     :return: 平均价
     """
     return np.average(price)
-
-
-
-
diff --git a/czsc/enum.py b/czsc/enum.py
index 29c8daaf8..071f9f81a 100644
--- a/czsc/enum.py
+++ b/czsc/enum.py
@@ -39,10 +39,18 @@ def __str__(self):
 class Freq(Enum):
     Tick = "Tick"
     F1 = "1分钟"
+    F2 = "2分钟"
+    F3 = "3分钟"
+    F4 = "4分钟"
     F5 = "5分钟"
+    F6 = "6分钟"
+    F10 = "10分钟"
+    F12 = "12分钟"
     F15 = "15分钟"
+    F20 = "20分钟"
     F30 = "30分钟"
     F60 = "60分钟"
+    F120 = "120分钟"
     D = "日线"
     W = "周线"
     M = "月线"
diff --git a/czsc/envs.py b/czsc/envs.py
index 569d197a4..d79b07ad7 100644
--- a/czsc/envs.py
+++ b/czsc/envs.py
@@ -50,5 +50,5 @@ def get_bi_change_th(v: float = None) -> float:
     """
     bi_change_th = v if v else os.environ.get('czsc_bi_change_th', '1')
     bi_change_th = float(bi_change_th)
-    assert 2 >= bi_change_th >= 0.5 or bi_change_th == -1, f"czsc_bi_change_th not in [0.5, 2]"
+    assert 2 >= bi_change_th >= 0.5 or bi_change_th == -1, "czsc_bi_change_th not in [0.5, 2]"
     return bi_change_th
diff --git a/czsc/utils/bar_generator.py b/czsc/utils/bar_generator.py
index 2e6862b4b..2d6c71dd3 100644
--- a/czsc/utils/bar_generator.py
+++ b/czsc/utils/bar_generator.py
@@ -6,9 +6,109 @@
 describe: 从任意周期K线开始合成更高周期K线的工具类
 """
 import pandas as pd
-from datetime import datetime, timedelta
+from datetime import datetime, timedelta, date
 from typing import List, Union, AnyStr
 from czsc.objects import RawBar, Freq
+from pathlib import Path
+from loguru import logger
+from czsc.utils.calendar import next_trading_date
+
+
+mss = pd.read_feather(Path(__file__).parent / "minites_split.feather")
+freq_market_times, freq_edt_map = {}, {}
+for _m, dfg in mss.groupby('market'):
+    for _f in [x for x in mss.columns if x.endswith("分钟")]:
+        freq_market_times[f"{_f}_{_m}"] = list(dfg[_f].unique())
+        freq_edt_map[f"{_f}_{_m}"] = {k: v for k, v in dfg[["time", _f]].values}
+
+
+def check_freq_and_market(time_seq: List[AnyStr]):
+    """检查时间序列是否为同一周期，是否为同一市场
+
+    :param time_seq: 时间序列，如 ['11:00', '15:00', '23:00', '01:00', '02:30']
+    :return:
+        - freq      K线周期
+        - market    交易市场
+    """
+    assert len(time_seq) >= 2, "time_seq长度必须大于等于2"
+    res = {}
+    for key, tts in freq_market_times.items():
+        if set(tts) == set(time_seq):
+            freq, market = key.split("_")
+            return freq, market
+
+        if len(time_seq) < len(tts) * 0.9 or len(time_seq) > len(tts) * 1.1:
+            continue
+
+        res[key] = len(set(time_seq).intersection(set(tts))) / len(tts)
+    freq, market = sorted(res.items(), key=lambda x: x[1], reverse=True)[0][0].split("_")
+    return freq, market
+
+
+def freq_end_date(dt, freq: Union[Freq, AnyStr]):
+    """交易日结束时间计算"""
+    if not isinstance(dt, date):
+        dt = pd.to_datetime(dt).date()
+    if not isinstance(freq, Freq):
+        freq = Freq(freq)
+
+    dt = pd.to_datetime(dt)
+    if freq == Freq.D:
+        return dt
+
+    if freq == Freq.W:
+        return dt + timedelta(days=5 - dt.isoweekday())
+
+    if freq == Freq.Y:
+        return datetime(year=dt.year, month=12, day=31)
+
+    if freq == Freq.M:
+        if dt.month == 12:
+            edt = datetime(year=dt.year, month=12, day=31)
+        else:
+            edt = datetime(year=dt.year, month=dt.month + 1, day=1) - timedelta(days=1)
+        return edt
+
+    if freq == Freq.S:
+        dt_m = dt.month
+        if dt_m in [1, 2, 3]:
+            edt = datetime(year=dt.year, month=4, day=1) - timedelta(days=1)
+        elif dt_m in [4, 5, 6]:
+            edt = datetime(year=dt.year, month=7, day=1) - timedelta(days=1)
+        elif dt_m in [7, 8, 9]:
+            edt = datetime(year=dt.year, month=10, day=1) - timedelta(days=1)
+        else:
+            edt = datetime(year=dt.year, month=12, day=31)
+        return edt
+
+    logger.warning(f'error: {dt} - {freq}')
+    return dt
+
+
+def freq_end_time_V230921(dt: datetime, freq: Union[Freq, AnyStr], market="A股") -> datetime:
+    """A股与期货市场精确的获取 dt 对应的K线周期结束时间
+
+    :param dt: datetime
+    :param freq: Freq
+    :return: datetime
+    """
+    assert market in ['A股', '期货', '默认'], "market 参数必须为 A股 或 期货 或 默认"
+    if not isinstance(freq, Freq):
+        freq = Freq(freq)
+    if dt.second > 0 or dt.microsecond > 0:
+        dt = dt.replace(second=0, microsecond=0) + timedelta(minutes=1)
+
+    hm = dt.strftime("%H:%M")
+    key = f"{freq.value}_{market}"
+    if freq.value.endswith("分钟"):
+        h, m = freq_edt_map[key][hm].split(":")
+        edt = dt.replace(hour=int(h), minute=int(m))
+        return edt
+
+    if not ("15:00" > hm > "09:00") and market == "期货":
+        dt = next_trading_date(dt.strftime("%Y-%m-%d"), 1)
+
+    return freq_end_date(dt.date(), freq)
 
 
 def freq_end_time(dt: datetime, freq: Union[Freq, AnyStr]) -> datetime:
@@ -44,39 +144,7 @@ def freq_end_time(dt: datetime, freq: Union[Freq, AnyStr]) -> datetime:
                     return edt
 
     # 处理 日、周、月、季、年 的结束时间
-    dt = dt.replace(hour=0, minute=0)
-
-    if freq == Freq.D:
-        return dt
-
-    if freq == Freq.W:
-        sdt = dt + timedelta(days=5 - dt.isoweekday())
-        return sdt
-
-    if freq == Freq.M:
-        if dt.month == 12:
-            sdt = datetime(year=dt.year + 1, month=1, day=1) - timedelta(days=1)
-        else:
-            sdt = datetime(year=dt.year, month=dt.month + 1, day=1) - timedelta(days=1)
-        return sdt
-
-    if freq == Freq.S:
-        dt_m = dt.month
-        if dt_m in [1, 2, 3]:
-            sdt = datetime(year=dt.year, month=4, day=1) - timedelta(days=1)
-        elif dt_m in [4, 5, 6]:
-            sdt = datetime(year=dt.year, month=7, day=1) - timedelta(days=1)
-        elif dt_m in [7, 8, 9]:
-            sdt = datetime(year=dt.year, month=10, day=1) - timedelta(days=1)
-        else:
-            sdt = datetime(year=dt.year + 1, month=1, day=1) - timedelta(days=1)
-        return sdt
-
-    if freq == Freq.Y:
-        return datetime(year=dt.year, month=12, day=31)
-
-    print(f'freq_end_time error: {dt} - {freq}')
-    return dt
+    return freq_end_date(dt.date(), freq)
 
 
 def resample_bars(df: pd.DataFrame, target_freq: Union[Freq, AnyStr], raw_bars=True, **kwargs):
@@ -102,7 +170,8 @@ def resample_bars(df: pd.DataFrame, target_freq: Union[Freq, AnyStr], raw_bars=T
     if not isinstance(target_freq, Freq):
         target_freq = Freq(target_freq)
 
-    df['freq_edt'] = df['dt'].apply(lambda x: freq_end_time(x, target_freq))
+    market = kwargs.get("market", "默认")
+    df['freq_edt'] = df['dt'].apply(lambda x: freq_end_time_V230921(x, target_freq, market))
     dfk1 = df.groupby('freq_edt').agg(
         {'symbol': 'first', 'dt': 'last', 'open': 'first', 'close': 'last', 'high': 'max',
          'low': 'min', 'vol': 'sum', 'amount': 'sum', 'freq_edt': 'last'})
diff --git a/czsc/utils/minites_split.feather b/czsc/utils/minites_split.feather
new file mode 100644
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literal 0
HcmV?d00001

diff --git a/czsc/utils/st_components.py b/czsc/utils/st_components.py
new file mode 100644
index 000000000..d4b36af56
--- /dev/null
+++ b/czsc/utils/st_components.py
@@ -0,0 +1,32 @@
+import czsc
+import pandas as pd
+import streamlit as st
+import plotly.express as px
+
+
+def show_daily_return(df, **kwargs):
+    """用streamlit展示日收益"""
+    assert df.index.dtype == 'datetime64[ns]', "index必须是datetime64[ns]类型, 请先使用 pd.to_datetime 进行转换"
+    type_ = "持有日" if kwargs.get("none_zero", False) else "交易日"
+
+    df = df.copy().fillna(0)
+    stats = []
+    for col in df.columns:
+        col_stats = czsc.daily_performance([x for x in df[col] if x != 0]) if type_ == '持有日' else czsc.daily_performance(df[col])
+        col_stats['日收益名称'] = col
+        stats.append(col_stats)
+
+    stats = pd.DataFrame(stats).set_index('日收益名称')
+    fmt_cols = ['年化', '夏普', '最大回撤', '卡玛', '年化波动率', '非零覆盖']
+    stats = stats.style.background_gradient(cmap='RdYlGn_r', axis=None).format('{:.4f}', subset=fmt_cols)
+
+    df = df.cumsum()
+    fig = px.line(df, y=df.columns.to_list(), title="日收益累计曲线")
+    for col in kwargs.get("legend_only_cols", []):
+        fig.update_traces(visible="legendonly", selector=dict(name=col))
+
+    with st.container():
+        st.subheader(f'{kwargs.get("title", "日收益表现评价")}（{type_}）')
+        st.divider()
+        st.dataframe(stats, use_container_width=True)
+        st.plotly_chart(fig, use_container_width=True)
diff --git "a/examples/30\345\210\206\351\222\237\347\254\224\351\235\236\345\244\232\345\215\263\347\251\272.py" "b/examples/30\345\210\206\351\222\237\347\254\224\351\235\236\345\244\232\345\215\263\347\251\272.py"
index d83c5e9a1..9bb6e0570 100644
--- "a/examples/30\345\210\206\351\222\237\347\254\224\351\235\236\345\244\232\345\215\263\347\251\272.py"
+++ "b/examples/30\345\210\206\351\222\237\347\254\224\351\235\236\345\244\232\345\215\263\347\251\272.py"
@@ -21,48 +21,44 @@ def create_long_short_V230908(symbol, **kwargs):
     """
     opens = [
         {
-        "operate": "开多",
-        "signals_all": [],
-        "signals_any": [],
-        "signals_not": [],
-        "factors": [
-            {
-            "signals_all": [
-                "30分钟_D1_表里关系V230101_向上_任意_任意_0"
-            ],
+            "operate": "开多",
+            "signals_all": [],
             "signals_any": [],
-            "signals_not": [
-                "30分钟_D1_涨跌停V230331_涨停_任意_任意_0"
-            ]
-            }
-        ]
+            "signals_not": [],
+            "factors": [
+                {
+                    "signals_all": ["30分钟_D1_表里关系V230101_向上_任意_任意_0"],
+                    "signals_any": [],
+                    "signals_not": ["30分钟_D1_涨跌停V230331_涨停_任意_任意_0"],
+                }
+            ],
         },
-
         {
-        "operate": "开空",
-        "signals_all": [],
-        "signals_any": [],
-        "signals_not": [],
-        "factors": [
-            {
-            "signals_all": [
-                "30分钟_D1_表里关系V230101_向下_任意_任意_0"
-            ],
+            "operate": "开空",
+            "signals_all": [],
             "signals_any": [],
-            "signals_not": [
-                "30分钟_D1_涨跌停V230331_跌停_任意_任意_0"
-            ]
-            }
-        ]
-        }
+            "signals_not": [],
+            "factors": [
+                {
+                    "signals_all": ["30分钟_D1_表里关系V230101_向下_任意_任意_0"],
+                    "signals_any": [],
+                    "signals_not": ["30分钟_D1_涨跌停V230331_跌停_任意_任意_0"],
+                }
+            ],
+        },
     ]
 
     exits = []
 
-    pos = Position(name="30分钟笔非多即空", symbol=symbol,
-                   opens=[Event.load(x) for x in opens],
-                   exits=[Event.load(x) for x in exits],
-                   interval=3600 * 4, timeout=16 * 30, stop_loss=500)
+    pos = Position(
+        name="30分钟笔非多即空",
+        symbol=symbol,
+        opens=[Event.load(x) for x in opens],
+        exits=[Event.load(x) for x in exits],
+        interval=3600 * 4,
+        timeout=16 * 30,
+        stop_loss=500,
+    )
     return pos
 
 
@@ -77,52 +73,47 @@ def create_long_short_V230909(symbol, **kwargs):
 
     opens = [
         {
-        "operate": "开多",
-        "signals_all": [],
-        "signals_any": [],
-        "signals_not": [],
-        "factors": [
-            {
-            "signals_all": [
-                f"{base_freq}_D1_表里关系V230101_向上_任意_任意_0"
-            ],
+            "operate": "开多",
+            "signals_all": [],
             "signals_any": [],
-            "signals_not": [
-                f"{base_freq}_D1_涨跌停V230331_涨停_任意_任意_0"
-            ]
-            }
-        ]
+            "signals_not": [],
+            "factors": [
+                {
+                    "signals_all": [f"{base_freq}_D1_表里关系V230101_向上_任意_任意_0"],
+                    "signals_any": [],
+                    "signals_not": [f"{base_freq}_D1_涨跌停V230331_涨停_任意_任意_0"],
+                }
+            ],
         },
-
         {
-        "operate": "开空",
-        "signals_all": [],
-        "signals_any": [],
-        "signals_not": [],
-        "factors": [
-            {
-            "signals_all": [
-                f"{base_freq}_D1_表里关系V230101_向下_任意_任意_0"
-            ],
+            "operate": "开空",
+            "signals_all": [],
             "signals_any": [],
-            "signals_not": [
-                f"{base_freq}_D1_涨跌停V230331_跌停_任意_任意_0"
-            ]
-            }
-        ]
-        }
+            "signals_not": [],
+            "factors": [
+                {
+                    "signals_all": [f"{base_freq}_D1_表里关系V230101_向下_任意_任意_0"],
+                    "signals_any": [],
+                    "signals_not": [f"{base_freq}_D1_涨跌停V230331_跌停_任意_任意_0"],
+                }
+            ],
+        },
     ]
 
     exits = []
 
-    pos = Position(name=f"{base_freq}笔非多即空", symbol=symbol,
-                   opens=[Event.load(x) for x in opens],
-                   exits=[Event.load(x) for x in exits],
-                   interval=3600 * 4, timeout=16 * 30, stop_loss=500)
+    pos = Position(
+        name=f"{base_freq}笔非多即空",
+        symbol=symbol,
+        opens=[Event.load(x) for x in opens],
+        exits=[Event.load(x) for x in exits],
+        interval=3600 * 4,
+        timeout=16 * 30,
+        stop_loss=500,
+    )
     return pos
 
 
-
 class Strategy(czsc.CzscStrategyBase):
     def __init__(self, **kwargs):
         super().__init__(**kwargs)
diff --git a/examples/develop/bar_end_time.py b/examples/develop/bar_end_time.py
new file mode 100644
index 000000000..8f88208f9
--- /dev/null
+++ b/examples/develop/bar_end_time.py
@@ -0,0 +1,72 @@
+# 创建K线分割规则
+import pandas as pd
+from czsc.connectors.research import get_raw_bars
+
+
+def init_kline():
+    bars = get_raw_bars(symbol="000001.SH", freq="1分钟", sdt="20210903", edt="20210904", fq="后复权")
+    dft = pd.DataFrame(bars)
+    dft['time'] = dft['dt'].dt.strftime('%H:%M')
+    dft[['time']].to_excel('test.xlsx')
+
+
+    bars = get_raw_bars(symbol="SQau9001", freq="1分钟", sdt="20210903", edt="20210904", fq="后复权")
+    dft = pd.DataFrame(bars)
+    dft['time'] = dft['dt'].dt.strftime('%H:%M')
+    dft[['time']].to_excel('test.xlsx')
+
+
+# df = pd.read_excel(r"C:\Users\zengb\Desktop\time_split_conf_V2.xlsx")
+# df['time_t'] = pd.to_datetime(df['time'], format='%H:%M')
+
+# # for i in (3, 5, 10, 15, 20, 30, 60):
+# #     df[f"{i}分钟A"] = df['time_t'].apply(lambda x: x + pd.Timedelta(minutes=i - x.minute % i))
+# #     df[f"{i}分钟A"] = df[f"{i}分钟A"].dt.strftime('%H:%M').shift(1)
+
+# # df['20分钟A'] = df['20分钟'].fillna(method='bfill')
+# # for i in (2, 4, 6, 12):
+# #     df[f"{i}分钟A"] = df['time_t'].apply(lambda x: x + pd.Timedelta(minutes=i - x.minute % i))
+# #     df[f"{i}分钟A"] = df[f"{i}分钟A"].dt.strftime('%H:%M').shift(1)
+
+# # df.to_excel(r"C:\Users\zengb\Desktop\time_split_conf_V2.xlsx", index=False)
+
+
+# df['60分钟'] = df['60分钟'].fillna(method='bfill')
+# df['120分钟'] = df['120分钟'].fillna(method='bfill')
+# df.to_excel(r"C:\Users\zengb\Desktop\time_split_conf_V3.xlsx", index=False)
+
+# df = pd.read_excel(r"C:\Users\zengb\Desktop\time_split_conf_V3.xlsx")
+# df.to_feather("minites_split.feather")
+
+# 默认分割规则
+
+def split_time(freq="60分钟"):
+    sdt = pd.to_datetime("2021-09-03 00:00")
+    res = [sdt]
+    for i in range(2000):
+        sdt += pd.Timedelta(minutes=1)
+        res.append(sdt)
+    df = pd.DataFrame(res, columns=['time'])
+    df['t1'] = df['time'].dt.strftime('%H:%M')
+    df1 = df.resample(freq.replace("分钟", "T"), on='time').last().reset_index()
+    df1['t2'] = df1['time'].dt.strftime('%H:%M')
+    dfx = pd.merge_asof(df, df1, on='time', direction='forward')
+    dfx = dfx.dropna().copy()
+    dfx['time'] = dfx['t1_x']
+    dfx['edt'] = dfx['t2']
+    dfx['freq'] = freq
+    dfx = dfx[['time', 'edt', 'freq']].drop_duplicates().sort_values('time')
+    return dfx
+
+rows = []
+for freq in ("1分钟", "2分钟", "3分钟", "4分钟", "5分钟", "6分钟", "10分钟", "12分钟", "15分钟", "20分钟", "30分钟", "60分钟", '120分钟'):
+    rows.append(split_time(freq))
+
+df = pd.concat(rows, ignore_index=True)
+df = pd.pivot_table(df, index='time', columns='freq', values='edt', aggfunc='first').reset_index()
+df['market'] = "默认"
+df = df[['market', 'time', '1分钟', '2分钟', '3分钟', '4分钟', '5分钟', '6分钟', '10分钟', '12分钟', '15分钟', '20分钟', '30分钟', '60分钟', '120分钟']]
+df.to_excel(r"C:\Users\zengb\Desktop\time_split_conf_V4.xlsx", index=False)
+
+df = pd.read_excel(r"C:\Users\zengb\Desktop\time_split_conf_V4.xlsx")
+df.to_feather(r"D:\ZB\git_repo\waditu\czsc\czsc\utils\minites_split.feather")
\ No newline at end of file
diff --git a/setup.py b/setup.py
index 1a4d7c2f2..0785ed18e 100644
--- a/setup.py
+++ b/setup.py
@@ -26,7 +26,7 @@
     packages=find_packages(exclude=['test', 'images', 'docs', 'examples', 'hist']),
     include_package_data=True,
     install_requires=install_requires,
-    package_data={'': ['utils/china_calendar.feather']},
+    package_data={'': ['utils/china_calendar.feather', 'utils/minites_split.feather']},
     classifiers=[
         'License :: OSI Approved :: Apache Software License',
         'Programming Language :: Python :: 3.7',
diff --git a/test/test_bar_generator.py b/test/test_bar_generator.py
index 55fd93901..714b42f02 100644
--- a/test/test_bar_generator.py
+++ b/test/test_bar_generator.py
@@ -3,13 +3,266 @@
 import pandas as pd
 from tqdm import tqdm
 from czsc.objects import Freq
-from czsc.utils.bar_generator import BarGenerator, freq_end_time, resample_bars
+from czsc.utils.bar_generator import BarGenerator, freq_end_time, resample_bars, check_freq_and_market, freq_market_times
 from test.test_analyze import read_1min, read_daily
 
 cur_path = os.path.split(os.path.realpath(__file__))[0]
 kline = read_1min()
 
 
+def test_check_freq_and_market():
+    time_seq = ['11:00', '15:00', '23:00', '01:00', '02:30']
+    assert check_freq_and_market(time_seq) == ('120分钟', '期货')
+
+    time_seq = [
+        '09:25',
+        '09:30',
+        '09:31',
+        '09:32',
+        '09:33',
+        '09:34',
+        '09:35',
+        '09:36',
+        '09:37',
+        '09:38',
+        '09:39',
+        '09:40',
+        '09:41',
+        '09:42',
+        '09:43',
+        '09:44',
+        '09:45',
+        '09:46',
+        '09:47',
+        '09:48',
+        '09:49',
+        '09:50',
+        '09:51',
+        '09:52',
+        '09:53',
+        '09:54',
+        '09:55',
+        '09:56',
+        '09:57',
+        '09:58',
+        '09:59',
+        '10:00',
+        '10:01',
+        '10:02',
+        '10:03',
+        '10:04',
+        '10:05',
+        '10:06',
+        '10:07',
+        '10:08',
+        '10:09',
+        '10:10',
+        '10:11',
+        '10:12',
+        '10:13',
+        '10:14',
+        '10:15',
+        '10:16',
+        '10:17',
+        '10:18',
+        '10:19',
+        '10:20',
+        '10:21',
+        '10:22',
+        '10:23',
+        '10:24',
+        '10:25',
+        '10:26',
+        '10:27',
+        '10:28',
+        '10:29',
+        '10:30',
+        '10:31',
+        '10:32',
+        '10:33',
+        '10:34',
+        '10:35',
+        '10:36',
+        '10:37',
+        '10:38',
+        '10:39',
+        '10:40',
+        '10:41',
+        '10:42',
+        '10:43',
+        '10:44',
+        '10:45',
+        '10:46',
+        '10:47',
+        '10:48',
+        '10:49',
+        '10:50',
+        '10:51',
+        '10:52',
+        '10:53',
+        '10:54',
+        '10:55',
+        '10:56',
+        '10:57',
+        '10:58',
+        '10:59',
+        '11:00',
+        '11:01',
+        '11:02',
+        '11:03',
+        '11:04',
+        '11:05',
+        '11:06',
+        '11:07',
+        '11:08',
+        '11:09',
+        '11:10',
+        '11:11',
+        '11:12',
+        '11:13',
+        '11:14',
+        '11:15',
+        '11:16',
+        '11:17',
+        '11:18',
+        '11:19',
+        '11:20',
+        '11:21',
+        '11:22',
+        '11:23',
+        '11:24',
+        '11:25',
+        '11:26',
+        '11:27',
+        '11:28',
+        '11:29',
+        '11:30',
+        '13:01',
+        '13:02',
+        '13:03',
+        '13:04',
+        '13:05',
+        '13:06',
+        '13:07',
+        '13:08',
+        '13:09',
+        '13:10',
+        '13:11',
+        '13:12',
+        '13:13',
+        '13:14',
+        '13:15',
+        '13:16',
+        '13:17',
+        '13:18',
+        '13:19',
+        '13:20',
+        '13:21',
+        '13:22',
+        '13:23',
+        '13:24',
+        '13:25',
+        '13:26',
+        '13:27',
+        '13:28',
+        '13:29',
+        '13:30',
+        '13:31',
+        '13:32',
+        '13:33',
+        '13:34',
+        '13:35',
+        '13:36',
+        '13:37',
+        '13:38',
+        '13:39',
+        '13:40',
+        '13:41',
+        '13:42',
+        '13:43',
+        '13:44',
+        '13:45',
+        '13:46',
+        '13:47',
+        '13:48',
+        '13:49',
+        '13:50',
+        '13:51',
+        '13:52',
+        '13:53',
+        '13:54',
+        '13:55',
+        '13:56',
+        '13:57',
+        '13:58',
+        '13:59',
+        '14:00',
+        '14:01',
+        '14:02',
+        '14:03',
+        '14:04',
+        '14:05',
+        '14:06',
+        '14:07',
+        '14:08',
+        '14:09',
+        '14:10',
+        '14:11',
+        '14:12',
+        '14:13',
+        '14:14',
+        '14:15',
+        '14:16',
+        '14:17',
+        '14:18',
+        '14:19',
+        '14:20',
+        '14:21',
+        '14:22',
+        '14:23',
+        '14:24',
+        '14:25',
+        '14:26',
+        '14:27',
+        '14:28',
+        '14:29',
+        '14:30',
+        '14:31',
+        '14:32',
+        '14:33',
+        '14:34',
+        '14:35',
+        '14:36',
+        '14:37',
+        '14:38',
+        '14:39',
+        '14:40',
+        '14:41',
+        '14:42',
+        '14:43',
+        '14:44',
+        '14:45',
+        '14:46',
+        '14:47',
+        '14:48',
+        '14:49',
+        '14:50',
+        '14:51',
+        '14:52',
+        '14:53',
+        '14:54',
+        '14:55',
+        '14:56',
+        '14:57',
+        '14:58',
+        '15:00',
+    ]
+    assert check_freq_and_market(time_seq) == ('1分钟', 'A股')
+
+    for key, values in freq_market_times.items():
+        assert check_freq_and_market(values) == (key.split("_")[0], key.split("_")[1])
+
+
 def test_freq_end_time():
     assert freq_end_time(pd.to_datetime("2021-11-11 09:43"), Freq.F1) == pd.to_datetime("2021-11-11 09:43")
     assert freq_end_time(pd.to_datetime("2021-11-11 09:43"), Freq.F5) == pd.to_datetime("2021-11-11 09:45")
@@ -35,6 +288,15 @@ def test_resample_bars():
     assert len(_d_bars) == 1000
 
     _f60_bars = resample_bars(df, Freq.F60, raw_bars=True)
+    assert len(_f60_bars) == 4995
+
+    _f30_bars = resample_bars(df, Freq.F30, raw_bars=True, market='A股')
+    assert len(_f30_bars) == 7991
+
+    _d_bars = resample_bars(df, Freq.D, raw_bars=True, market='A股')
+    assert len(_d_bars) == 1000
+
+    _f60_bars = resample_bars(df, Freq.F60, raw_bars=True, market='A股')
     assert len(_f60_bars) == 3996