Beispiel #1
0
 def getSpecificReturnDateTime(self, start_dt=None, end_dt=None):
     SpecificReturn = self.readSpecificReturn()
     if SpecificReturn is not None:
         return cutDateTime(SpecificReturn.index,
                            start_dt=start_dt,
                            end_dt=end_dt)
     return []
Beispiel #2
0
 def getFactorReturnDateTime(self, start_dt=None, end_dt=None):
     FactorReturn = self.readFactorReturn()
     if FactorReturn is not None:
         return cutDateTime(FactorReturn.index,
                            start_dt=start_dt,
                            end_dt=end_dt)
     return []
Beispiel #3
0
 def getSpecificReturnDateTime(self, start_dt=None, end_dt=None):
     FilePath = self._RiskDB.MainDir + os.sep + self._Name + "." + self._RiskDB._Suffix
     with self._RiskDB._DataLock:
         if not os.path.isfile(FilePath): return []
         with h5py.File(FilePath, mode="r") as File:
             if "SpecificReturn" not in File: return []
             DTs = sorted(File["SpecificReturn"])
     DTs = [
         dt.datetime.strptime(iDT, "%Y-%m-%d %H:%M:%S.%f") for iDT in DTs
     ]
     return cutDateTime(DTs, start_dt=start_dt, end_dt=end_dt)
Beispiel #4
0
 def getDateTime(self, start_dt=None, end_dt=None):
     return cutDateTime(self._RiskDB._TableDT[self._Name], start_dt, end_dt)