分钟线汇总成半小时线时结果缺少数据

Question

我想把我的分钟线汇总成半小时线：

sessionsStart=09:30:00.000 13:00:00.000
barMinutes = 30
OHLC = select first(open) as open, max(high) as high, min(low) as low, last(close) as close from price_min group by symbol, dailyAlignedBar(time, sessionsStart, barMinutes*60*1000) as barStart

问题是：
1） 用sessionsStart=09:30:00.000 13:00:00.000的时候，报错：
Usage: dailyAlignedBar(X, timeOffset, n). timeOffset must be a scalar or an ascending vector with type SECOND

2）改成sessionsStart=09:30:00 13:00:00后可以，但是只有9：30和13：00区间的。求指导。
谢谢！

Answer 1

问题一报错原因应该是你原始分钟线数据造成的，你的time列数据应该是DATETIME格式，也就是2020.10.06T13:01:00，而不是TIMESTAMP格式2020.10.06T13:01:00.000

解决方法：price_min[`timestamp]=[timestamp(price_min.time)];

sessionsStart=09:30:00.000 13:00:00.000
barMinutes = 30
OHLC = select first(open) as open, max(high) as high, min(low) as low, last(close) as close from price_min group by symbol, dailyAlignedBar(timestamp, sessionsStart, barMinutes*60*1000) as barStart

问题二 你改成sessionsStart=09:30:00 13:00:00 后面的barMinutes601000就不能*1000

sessionsStart=09:30:00 13:00:00
barMinutes = 30
OHLC = select first(open) as open, max(high) as high, min(low) as low, last(close) as close from price_min group by symbol, dailyAlignedBar(time, sessionsStart, barMinutes*60) as barStart

还有个问题，你要看看你的分钟线数据起始第一根bar是什么时间点，如果类似聚宽分钟线2020.10.06T09:31:00这样的。就必须改为sessionsStart=09:31:00 13:01:00

现在dolphindb的技术迭代很快，很多新的高级函数用起来方便很多，去年初实现上述数据处理还得自编函数来实现。