获取全部实时5档行情的存储结果

def QA_fetch_quotations(date=datetime.date.today(), db=DATABASE):
    '获取全部实时5档行情的存储结果'
    try:
        collections = db.get_collection(
            'realtime_{}'.format(date))
        data = pd.DataFrame([item for item in collections.find(
            {}, {"_id": 0}, batch_size=10000)])
        return data.assign(date=pd.to_datetime(data.datetime.apply(lambda x: str(x)[0:10]))).assign(datetime=pd.to_datetime(data.datetime)).set_index(['datetime', 'code'], drop=False).sort_index()
    except Exception as e:
        raise e