code: def on_bar_min1(self, tiny_bar):
          
  
          symbol = self.symbol_pools[0]
  
          now = datetime.datetime.now()
          work_time = now.replace(hour=15, minute=55, second=0)
  
          if now == work_time:
              quote_ctx = OpenQuoteContext(host='172.24.31.139', port=11111)
              data = tiny_bar
              price = data.open
              start_day = (now - datetime.timedelta(days=100)).strftime('%Y-%m-%d')
              end_day = now.strftime('%Y-%m-%d')
              history_result, history_kline_result = quote_ctx.get_history_kline(symbol, start=start_day, end=end_day)
              result, kline_result = quote_ctx.get_history_kline(symbol, start=start_day, end=end_day, ktype='K_5M')
              if history_result == 0 and result == 0 and history_kline_result.shape[0] >= 25 and kline_result.shape[0] > 0 :
                  close_price = kline_result[-1:]
                  close_price_array = history_kline_result['close']
                  close_price_array.append(close_price)
                  df = pd.DataFrame()
                  df['EMA12'] = talib.EMA(np.array(close_price_array), timeperiod=6)
                  df['EMA26'] = talib.EMA(np.array(close_price_array), timeperiod=12)
                  df['MACD'], df['MACDsignal'], df['MACDhist'] = talib.MACD(np.array(close_price_array), fastperiod=6, slowperiod=12, signalperiod=9)
                  signal = df['MACDsignal'][-1:].values[0]
                  if signal > 0:
                      self.do_trade(symbol, price, "buy")
                  elif signal <0:
                      self.do_trade(symbol, price, "sell")
              quote_ctx = OpenQuoteContext(host='172.24.31.139', port=11111)
docs: 每一分钟触发一次回调