如何在 dolphindb 中将 1 分钟的数据聚合为 30 分钟或 1 小时的平均数据

Question

我有一个按分钟排序的股票数据，我想将 1 分钟的数据聚合为 30 分钟或 1 小时的平均数据。我先通过 stock_code 上下文，然后调用函数 rolling 进行聚合。但它不起作用。代码是：

mins_data = select rolling(first, code, 15,15) as Code,rolling(first, time_all, 15,15) as time 
, rolling(first, open, 15, 15) as Open, rolling(max, high, 15,15) as High, rolling(min, low, 
15, 15) as Low, rolling(last, close, 15, 15) as Close, rolling(sum, volume, 15, 15) as Volume, 
rolling(sum, turnover, 15, 15) as Turnover from mins_data context by code;

我该怎么办？

Answer 1

k线数据可以通过'group by code, date, bar(time,...)'来实现。具体例子请参考k-line tutorial