接收到tick資料，合成成實時1分鐘的K線。

不是1分鐘K線來一根，而是在1分鐘內，最後一根K線的 H、L、C 在不斷變化。

用 insert into 同時 on duplicate key，就能解決這個問題。

MySQL

sql = """INSERT INTO {TABLE_NAME} ({time_col_name}, `code`, `open`, `high`, `low`, `close`, `volume`) VALUES
	('{RT_TIME}', '{code}', {open}, {high}, {low}, {close}, {volume})
	ON DUPLICATE KEY UPDATE `high` = IF (`high` > {high},`high`,{high}),
    `low` = IF (`low` < {low},`low`, {low}), `close` = {close}, `volume` = {volume};
    """.format(**format_data)
 

PostgreSQL

    sql = """INSERT INTO {TABLE_NAME} (trade_date, ticker, open, high, low, close) VALUES
         ('{RT_TIME}', '{ticker}', {open}, {high}, {low}, {close})
         ON CONFLICT (trade_date, ticker) DO UPDATE 
         SET  
           high = case when {TABLE_NAME}.high < excluded.high then excluded.high 
               when {TABLE_NAME}.high >= excluded.high then {TABLE_NAME}.high end,
           low = case when {TABLE_NAME}.low > excluded.low then excluded.low 
               when {TABLE_NAME}.low <= excluded.low then {TABLE_NAME}.low end,
           close = {close};""".format(**format_data)