shioaji quote tony version code review

sj_tony.py

import shioaji as sj
import pandas as pd
import sys
import os
import datetime
from datetime import datetime as datetime2
from threading import Timer

'''user_information & barminute'''
min_k=1
begin1='15:00:00.000000'
end1='17:00:00.000000'
begin2='15:00:00'
set_barfreq=60*min_k
begin1t=datetime2.strptime(begin1,'%H:%M:%S.%f')
end1t=datetime2.strptime(end1,'%H:%M:%S.%f')
today=str(datetime.date.today())
txf_name='台指期貨'

dit_totalquote={}
lit_p=[]
df_bar_csv=pd.DataFrame(columns=['DateTime','Date','Time','Open','High','Low','Close','Volume'])

'''sj_login'''
api=sj.Shioaji(backend='http',simulation=False)
api.login(user_id,user_pw)
api.activate_ca(user_ca,user_id,user_id)

'''sj_event&quote'''
def event_callback(resp_code, event_code, event):
    print("Respone Code: {} | Event Code: {} | Event: {}".format(resp_code, event_code, event))
    
def quote_callback(title_fromsj,quote_fromsj):
    get_kbar(title=title_fromsj,quote=quote_fromsj)
    
def get_kbar(title,quote):
    global fsttick
    dit_totalquote[title]=quote
    dit_key1=list(dit_totalquote.keys())[0]    
    
    date_p=dit_totalquote[dit_key1].get('Date')   #str
    time_p=datetime2.strptime(dit_totalquote[dit_key1].get('Time'),'%H:%M:%S.%f').time()
    close_p=dit_totalquote[dit_key1].get('Close')[0]  #float
    vol_p=dit_totalquote[dit_key1].get('Volume')[0]   #int
    
    if all([time_p>=begin1t.time(),time_p<end1t.time()]):
        if len(lit_p)==0:
            inikstr=begin2
            inik=datetime2.strptime(inikstr,'%H:%M:%S')
            nxtk=inik+datetime.timedelta(0,set_barfreq)
            nxtkstr=str(nxtk)[-8:]
            lit_p.append([date_p+' '+nxtkstr,
                          date_p,
                          nxtkstr,
                          close_p,
                          close_p,
                          close_p,
                          close_p,
                          vol_p,
                          inikstr,
                          nxtkstr])
            fsttick=dit_totalquote[dit_key1].get('Time')
        elif all([time_p>=datetime2.strptime(lit_p[-1][8],'%H:%M:%S').time(),
                  time_p<datetime2.strptime(lit_p[-1][9],'%H:%M:%S').time()]):
            if close_p>lit_p[-1][4]:
                lit_p[-1][4]=close_p
            elif close_p<lit_p[-1][5]:
                lit_p[-1][5]=close_p
            lit_p[-1][6]=close_p
            lit_p[-1][7]+=vol_p
        else:
            inikstr=lit_p[-1][9]
            inik=datetime2.strptime(inikstr,'%H:%M:%S')
            nxtk=inik+datetime.timedelta(0,set_barfreq)
            nxtkstr=str(nxtk)[-8:]
            lit_p.append([date_p+' '+nxtkstr,
                          date_p,
                          nxtkstr,
                          close_p,
                          close_p,
                          close_p,
                          close_p,
                          vol_p,
                          inikstr,
                          nxtkstr])
         
        if len(lit_p)>=1:
            tmp=len(lit_p)-1
            df_bar_csv.loc[tmp]=lit_p[tmp][0:8]

def savedf():
    df_bar_csv.to_csv(today+txf_name+'.csv',index=False)
    sys.exit()

#save df to csv and shutdown module
now=datetime2.now()
finistr=today+' '+end1
finitime=datetime2.strptime(finistr,'%Y-%m-%d %H:%M:%S.%f')
difftime=finitime-now
secsave=difftime.days*60*60*24+difftime.seconds
t=Timer(interval=secsave,function=savedf)
t.start()

'''sj_setting'''
txf_01=api.Contracts.Futures.TXF.TXF201907
api.quote.subscribe(txf_01)
api.quote.set_event_callback(event_callback)
api.quote.set_callback(quote_callback)