def QA_data_futuremin_resample(min_data, type_='5min'):
    """期货分钟线采样成大周期


    分钟线采样成子级别的分钟线

    future:

    vol ==> trade
    amount X
    """

    min_data.tradeime = pd.to_datetime(min_data.tradetime)

    CONVERSION = {
        'code': 'first',
        'open': 'first',
        'high': 'max',
        'low': 'min',
        'close': 'last',
        'trade': 'sum',
        'tradetime': 'last',
        'date': 'last'
    }
    resx = min_data.resample(
        type_,
        closed='right',
        loffset=type_
    ).apply(CONVERSION)
    return resx.dropna().reset_index().set_index(['datetime', 'code'])
期货分钟线采样成大周期


    分钟线采样成子级别的分钟线

    future:

    vol ==> trade
    amount X