def test_get_pretty(year: int, month: int, day: int, hour: int, minute: int,
second: int, pretty: str):
values = (year, month, day, hour, minute, second, 0, 0, 0)
st = struct_time(values)
epoch = timegm(st)
ti = TimeInt(epoch)
assert ti.get_pretty() == pretty
def test_time_int():
value = 1590984783
st = gmtime(value)
ti = TimeInt(value)
dt = ti.get_datetime()
assert st.tm_zone == "UTC"
assert dt.tzinfo == timezone.utc
assert isinstance(ti, int)
assert isinstance(ti, TimeInt)
assert ti.year == st.tm_year == dt.year == 2020
assert ti.month == st.tm_mon == dt.month == 6
assert ti.day == st.tm_mday == dt.day == 1
assert ti.hour == st.tm_hour == dt.hour == 4
assert ti.minute == st.tm_min == dt.minute == 13
assert ti.second == st.tm_sec == dt.second == 3
assert ti > TimeInt.MIN
assert ti < TimeInt.MAX
def test_end_of_week_stamp():
"""Testing specific stamp Friday evening at 8:59 pm."""
# This specific time is to give me confidence that values are really UAC and
# not my local timezone. Got int from the last 1 minute candle downloaded
# from the forex broker Oanda for a trading week. Forex trading weeks
# end when it is 5pm in New York thus the last 1 minute candle would
# start at 4:59 pm in New York, which means 8:59 pm in UTC.
stamp_9_11_8_59_pm = 1599857940
ti = TimeInt(stamp_9_11_8_59_pm)
assert ti.year == 2020
assert ti.month == 9
assert ti.day == 11
assert ti.weekday == 5
assert ti.hour == 20
assert ti.minute == 59
assert ti.second == 0
assert ti.get_pretty() == "2020-09-11 08:59 PM"
def from_tuple(cls, data: Tuple[Tuple, Tuple, Tuple, int,
bool]) -> "Candle":
"""Create Candle object from tuple like one created by to_tuple method."""
return cls(
Ohlc.from_tuple(data[0]),
Ohlc.from_tuple(data[1]),
Ohlc.from_tuple(data[2]),
TimeInt(data[3]),
data[4],
)
def test_trunc_year():
values = (2020, 6, 1, 4, 13, 3, 0, 0, 0)
epoch = timegm(values)
raw_ti = TimeInt(epoch)
year_ti = raw_ti.trunc_year()
assert year_ti.get_pretty() == "2020"
ti = raw_ti.trunc_year(num=2)
assert ti.get_pretty() == "2020"
ti = raw_ti.trunc_year(num=3)
assert ti.get_pretty() == "2019"
ti = raw_ti.trunc_year(num=4)
assert ti.get_pretty() == "2020"
ti = raw_ti.trunc_year(num=5)
assert ti.get_pretty() == "2020"
ti = raw_ti.trunc_year(num=6)
assert ti.get_pretty() == "2016"
ti = raw_ti.trunc_year(num=10)
assert ti.get_pretty() == "2020"
ti = raw_ti.trunc_year(num=17)
assert ti.get_pretty() == "2006"
def from_oanda(cls, data: dict) -> "Candle":
"""Put together candle from dict data returned from V20 candle query.
Args:
data: dictionary from candle query with candle specific data.
"""
return Candle(
Ohlc.from_oanda(data["ask"]),
Ohlc.from_oanda(data["bid"]),
Ohlc.from_oanda(data["mid"]),
TimeInt.from_float_string(data["time"]),
data["complete"],
)
def test_trunc_month():
values = (2020, 6, 1, 4, 13, 3, 0, 0, 0)
epoch = timegm(values)
raw_ti = TimeInt(epoch)
ti = raw_ti.trunc_month()
assert ti.get_pretty() == "2020-06"
ti = raw_ti.trunc_month(num=2)
assert ti.get_pretty() == "2020-05"
ti = raw_ti.trunc_month(num=3)
assert ti.get_pretty() == "2020-04"
ti = raw_ti.trunc_month(num=4)
assert ti.get_pretty() == "2020-05"
ti = raw_ti.trunc_month(num=5)
assert ti.get_pretty() == "2020-06"
ti = raw_ti.trunc_month(num=6)
assert ti.get_pretty() == "2020"
ti = raw_ti.trunc_month(num=7)
assert ti.get_pretty() == "2020"
def test_trunc():
values = (2018, 8, 18, 12, 0, 1, 0, 0, 0)
epoch = timegm(values)
raw_ti = TimeInt(epoch)
ti = raw_ti.trunc(TimeTruncUnit.YEAR, num=6)
assert ti.get_pretty() == "2016"
ti = raw_ti.trunc(TimeTruncUnit.MONTH, num=3)
assert ti.get_pretty() == "2018-07"
ti = raw_ti.trunc(TimeTruncUnit.WEEK)
assert ti.get_pretty() == "2018-08-12"
ti = raw_ti.trunc(TimeTruncUnit.DAY, num=7)
assert ti.get_pretty() == "2018-08-15"
ti = raw_ti.trunc(TimeTruncUnit.HOUR, num=5)
assert ti.get_pretty() == "2018-08-18 10 AM"
ti = raw_ti.trunc(TimeTruncUnit.MINUTE, num=2)
assert ti.get_pretty() == "2018-08-18 12 PM"
def test_trunc_week():
values = (2018, 8, 18, 12, 0, 1, 0, 0, 0)
epoch = timegm(values)
raw_ti = TimeInt(epoch)
ti = raw_ti.trunc_week()
assert ti.get_pretty() == "2018-08-12"
values = (2018, 8, 3, 3, 0, 1, 0, 0, 0)
epoch = timegm(values)
raw_ti = TimeInt(epoch)
ti = raw_ti.trunc_week()
assert ti.get_pretty() == "2018-07-29"
def prepend(self, candles: List[Candle], count: int) -> bool:
"""Prepend candles to front of a list (recurse if needed).
Args:
candles: list of candles that is prepended with older candles.
count: number of candles to prepend. If 0 or less do nothing.
Returns:
True if the requested number of candles is provided.
False if Oanda ran out of candles to give us.
"""
if count <= 0:
return True
first_candle_time = candles[0].time if candles else TimeInt.now()
pull_size = count if count <= 5000 else 2000
new_candles = self._request(count=pull_size, before=first_candle_time)
if len(new_candles):
candles[0:0] = new_candles
if len(new_candles) < pull_size:
return False
else:
if count > pull_size:
return self.prepend(candles, count - pull_size)
return True
return False
def test_errors():
with pytest.raises(ValueError):
TimeInt(-1)
with pytest.raises(ValueError):
TimeInt(TimeInt.MAX + 1)
with pytest.raises(ValueError):
TimeInt("bogus")
TimeInt(0)
TimeInt(TimeInt.MAX)
ti = TimeInt(49299112)
with pytest.raises(ValueError):
ti.trunc("bogus")
with pytest.raises(ValueError):
ti.trunc(TimeTruncUnit.DAY, num=-2)
with pytest.raises(ValueError):
ti.trunc(TimeTruncUnit.WEEK, num=2)
with pytest.raises(ValueError):
ti.trunc(TimeTruncUnit.MONTH, num=0)
def test_trunc_minute():
values = (1994, 8, 14, 7, 19, 12, 0, 0, 0)
epoch = timegm(values)
raw_ti = TimeInt(epoch)
ti = raw_ti.trunc_minute()
assert ti.get_pretty() == "1994-08-14 07:19 AM"
ti = raw_ti.trunc_minute(num=2)
assert ti.get_pretty() == "1994-08-14 07:18 AM"
ti = raw_ti.trunc_minute(num=3)
assert ti.get_pretty() == "1994-08-14 07:18 AM"
ti = raw_ti.trunc_minute(num=4)
assert ti.get_pretty() == "1994-08-14 07:16 AM"
ti = raw_ti.trunc_minute(num=5)
assert ti.get_pretty() == "1994-08-14 07:15 AM"
ti = raw_ti.trunc_minute(num=6)
assert ti.get_pretty() == "1994-08-14 07:18 AM"
ti = raw_ti.trunc_minute(num=7)
assert ti.get_pretty() == "1994-08-14 07:14 AM"
ti = raw_ti.trunc_minute(num=15)
assert ti.get_pretty() == "1994-08-14 07:15 AM"
ti = raw_ti.trunc_minute(num=18)
assert ti.get_pretty() == "1994-08-14 07:18 AM"
ti = raw_ti.trunc_minute(num=19)
assert ti.get_pretty() == "1994-08-14 07:19 AM"
ti = raw_ti.trunc_minute(num=20)
assert ti.get_pretty() == "1994-08-14 07 AM"
ti = raw_ti.trunc_minute(num=30)
assert ti.get_pretty() == "1994-08-14 07 AM"
def test_trunc_hour():
values = (2012, 3, 31, 14, 18, 13, 0, 0, 0)
epoch = timegm(values)
raw_ti = TimeInt(epoch)
ti = raw_ti.trunc_hour()
assert ti.get_pretty() == "2012-03-31 02 PM"
ti = raw_ti.trunc_hour(num=2)
assert ti.get_pretty() == "2012-03-31 02 PM"
ti = raw_ti.trunc_hour(num=3)
assert ti.get_pretty() == "2012-03-31 12 PM"
ti = raw_ti.trunc_hour(num=4)
assert ti.get_pretty() == "2012-03-31 12 PM"
ti = raw_ti.trunc_hour(num=5)
assert ti.get_pretty() == "2012-03-31 10 AM"
ti = raw_ti.trunc_hour(num=6)
assert ti.get_pretty() == "2012-03-31 12 PM"
ti = raw_ti.trunc_hour(num=12)
assert ti.get_pretty() == "2012-03-31 12 PM"
ti = raw_ti.trunc_hour(num=13)
assert ti.get_pretty() == "2012-03-31 01 PM"
ti = raw_ti.trunc_hour(num=14)
assert ti.get_pretty() == "2012-03-31 02 PM"
ti = raw_ti.trunc_hour(num=15)
assert ti.get_pretty() == "2012-03-31"
def test_trunc_day():
values = (2012, 3, 11, 14, 18, 13, 0, 0, 0)
epoch = timegm(values)
raw_ti = TimeInt(epoch)
ti = raw_ti.trunc_day()
assert ti.get_pretty() == "2012-03-11"
ti = raw_ti.trunc_day(num=2)
assert ti.get_pretty() == "2012-03-11"
ti = raw_ti.trunc_day(num=3)
assert ti.get_pretty() == "2012-03-10"
ti = raw_ti.trunc_day(num=4)
assert ti.get_pretty() == "2012-03-09"
ti = raw_ti.trunc_day(num=5)
assert ti.get_pretty() == "2012-03-11"
ti = raw_ti.trunc_day(num=6)
assert ti.get_pretty() == "2012-03-07"
ti = raw_ti.trunc_day(num=7)
assert ti.get_pretty() == "2012-03-08"
ti = raw_ti.trunc_day(num=11)
assert ti.get_pretty() == "2012-03"
ti = raw_ti.trunc_day(num=15)
assert ti.get_pretty() == "2012-03"
def get_labels(self):
second_year = TimeInt(self.time + _ApproxTimes.FAT_YEAR).trunc_year()
return f"{self.time.get_pretty()}-", second_year.get_pretty()
def __init__(self, time: TimeInt):
"""Round down time to most recent time that fell evenly on scale."""
self.time = time.trunc(self.unit, num=self.num)
def test_time(year, month, day, hour, minute, second):
dt = datetime(
year=year,
month=month,
day=day,
hour=hour,
minute=minute,
second=second,
tzinfo=timezone.utc,
)
dt_minute = datetime(
year=year,
month=month,
day=day,
hour=hour,
minute=minute,
second=0,
tzinfo=timezone.utc,
)
dt_hour = datetime(
year=year,
month=month,
day=day,
hour=hour,
minute=0,
second=0,
tzinfo=timezone.utc,
)
dt_day = datetime(year=year,
month=month,
day=day,
hour=0,
minute=0,
second=0,
tzinfo=timezone.utc)
dt_month = datetime(year=year,
month=month,
day=1,
hour=0,
minute=0,
second=0,
tzinfo=timezone.utc)
dt_year = datetime(year=year,
month=1,
day=1,
hour=0,
minute=0,
second=0,
tzinfo=timezone.utc)
time_minute = TimeInt(dt_minute.timestamp())
time_hour = TimeInt(dt_hour.timestamp())
time_day = TimeInt(dt_day.timestamp())
time_month = TimeInt(dt_month.timestamp())
time_year = TimeInt(dt_year.timestamp())
time = TimeInt(dt.timestamp())
# time attrs equal to dt counterpart
dt2 = time.get_datetime()
assert time.year == dt.year == dt2.year
assert time.month == dt.month == dt2.month
assert time.day == dt.day == dt2.day
assert time.hour == dt.hour == dt2.hour
assert time.minute == dt.minute == dt2.minute
assert time.second == dt.second == dt2.second
assert dt == dt2
# For TimeInt week starts at Sunday, for datetime its Monday.
assert time.weekday == (dt.weekday() + 1) % 7
# times greater than their truncated parts
assert time >= time_minute
assert time >= time_hour
assert time >= time_day
assert time >= time_month
assert time >= time_year
# time attrs
assert time.second == second
assert time.minute == minute
assert time.hour == hour
assert time.day == day
assert time.month == month
assert time.year == year
# time_minute attrs
assert time_minute.second == 0
assert time_minute.minute == minute
assert time_minute.hour == hour
assert time_minute.day == day
assert time_minute.month == month
assert time_minute.year == year
# time_hour attrs
assert time_hour.second == 0
assert time_hour.minute == 0
assert time_hour.hour == hour
assert time_hour.month == month
assert time_hour.year == year
# time_day attrs
assert time_day.second == 0
assert time_day.minute == 0
assert time_day.hour == 0
assert time_day.day == day
assert time_day.month == month
assert time_day.year == year
# time_month attrs
assert time_month.second == 0
assert time_month.minute == 0
assert time_month.hour == 0
assert time_month.day == 1
assert time_month.month == month
assert time_month.year == year
# time_year attrs
assert time_year.second == 0
assert time_year.minute == 0
assert time_year.hour == 0
assert time_year.day == 1
assert time_year.month == 1
assert time_year.year == year
assert time.trunc_minute() == time_minute
assert time.trunc_hour() == time_hour
assert time.trunc_day() == time_day
assert time.trunc_month() == time_month
assert time.trunc_year() == time_year
assert time.trunc(TimeTruncUnit.MINUTE) == time_minute
assert time.trunc(TimeTruncUnit.HOUR) == time_hour
assert time.trunc(TimeTruncUnit.DAY) == time_day
assert time.trunc(TimeTruncUnit.MONTH) == time_month
assert time.trunc(TimeTruncUnit.YEAR) == time_year
def get_labels(self):
fifth_year = TimeInt(self.time +
4 * _ApproxTimes.FAT_YEAR).trunc_year()
return f"{self.time.get_pretty()}-", fifth_year.get_pretty()
