Ejemplo n.º 1
0
    def _start_finish(self):
        # A live feed (for example) may have learnt something about the
        # timezones after the start and that's why the date/time related
        # parameters are converted at this late stage
        # Get the output timezone (if any)
        self._tz = self._gettz()
        # Lines have already been create, set the tz
        self.lines.datetime._settz(self._tz)

        # This should probably be also called from an override-able method
        self._tzinput = bt.utils.date.Localizer(self._gettzinput())

        # Convert user input times to the output timezone (or min/max)
        if self.p.fromdate is None:
            self.fromdate = float('-inf')
        else:
            self.fromdate = self.date2num(self.p.fromdate)

        if self.p.todate is None:
            self.todate = float('inf')
        else:
            self.todate = self.date2num(self.p.todate)

        # FIXME: These two are never used and could be removed
        self.sessionstart = time2num(self.p.sessionstart)
        self.sessionend = time2num(self.p.sessionend)

        self._calendar = cal = self.p.calendar
        if cal is None:
            self._calendar = self._env._tradingcal
        elif isinstance(cal, string_types):
            self._calendar = PandasMarketCalendar(calendar=cal)

        self._started = True
Ejemplo n.º 2
0
    def _start_finish(self):
        # A live feed (for example) may have learnt something about the
        # timezones after the start and that's why the date/time related
        # parameters are converted at this late stage
        # Get the output timezone (if any)
        self._tz = self._gettz()
        # Lines have already been create, set the tz
        self.lines.datetime._settz(self._tz)

        # This should probably be also called from an override-able method
        self._tzinput = bt.utils.date.Localizer(self._gettzinput())

        # Convert user input times to the output timezone (or min/max)
        if self.p.fromdate is None:
            self.fromdate = float('-inf')
        else:
            self.fromdate = self.date2num(self.p.fromdate)

        if self.p.todate is None:
            self.todate = float('inf')
        else:
            self.todate = self.date2num(self.p.todate)

        # FIXME: These two are never used and could be removed
        self.sessionstart = time2num(self.p.sessionstart)
        self.sessionend = time2num(self.p.sessionend)

        self._calendar = cal = self.p.calendar
        if cal is None:
            self._calendar = self._env._tradingcal
        elif isinstance(cal, string_types):
            self._calendar = PandasMarketCalendar(calendar=cal)

        self._started = True
Ejemplo n.º 3
0
    def dopostinit(cls, _obj, *args, **kwargs):
        _obj, args, kwargs = \
            super(MetaAbstractDataBase, cls).dopostinit(_obj, *args, **kwargs)

        _obj._name = _obj.p.name
        _obj._compression = _obj.p.compression
        _obj._timeframe = _obj.p.timeframe

        if _obj.p.sessionstart is None:
            _obj.p.sessionstart = datetime.time(0, 0, 0)

        if _obj.p.sessionend is None:
            _obj.p.sessionend = datetime.time(23, 59, 59)

        if isinstance(_obj.p.fromdate, datetime.date):
            # push it to the end of the day, or else intraday
            # values before the end of the day would be gone
            _obj.p.fromdate = datetime.datetime.combine(
                _obj.p.fromdate, _obj.p.sessionstart)

        if isinstance(_obj.p.todate, datetime.date):
            # push it to the end of the day, or else intraday
            # values before the end of the day would be gone
            _obj.p.todate = datetime.datetime.combine(
                _obj.p.todate, _obj.p.sessionend)

        _obj.fromdate = date2num(_obj.p.fromdate)
        _obj.todate = date2num(_obj.p.todate)
        _obj.sessionstart = time2num(_obj.p.sessionstart)
        _obj.sessionend = time2num(_obj.p.sessionend)

        # hold datamaster points corresponding to own
        _obj.mlen = list()

        return _obj, args, kwargs
Ejemplo n.º 4
0
    def dopostinit(cls, _obj, *args, **kwargs):
        _obj, args, kwargs = \
            super(MetaAbstractDataBase, cls).dopostinit(_obj, *args, **kwargs)

        _obj._name = _obj.p.name
        _obj._compression = _obj.p.compression
        _obj._timeframe = _obj.p.timeframe

        if isinstance(_obj.p.sessionstart, datetime.datetime):
            _obj.p.sessionstart = _obj.p.sessionstart.time()

        if _obj.p.sessionstart is None:
            _obj.p.sessionstart = datetime.time(0, 0, 0)

        if isinstance(_obj.p.sessionend, datetime.datetime):
            _obj.p.sessionend = _obj.p.sessionend.time()

        if _obj.p.sessionend is None:
            _obj.p.sessionend = datetime.time(23, 59, 59)

        if isinstance(_obj.p.fromdate, datetime.date):
            # push it to the end of the day, or else intraday
            # values before the end of the day would be gone
            _obj.p.fromdate = datetime.datetime.combine(
                _obj.p.fromdate, _obj.p.sessionstart)

        if isinstance(_obj.p.todate, datetime.date):
            # push it to the end of the day, or else intraday
            # values before the end of the day would be gone
            _obj.p.todate = datetime.datetime.combine(_obj.p.todate,
                                                      _obj.p.sessionend)

        _obj.fromdate = date2num(_obj.p.fromdate)
        _obj.todate = date2num(_obj.p.todate)
        _obj.sessionstart = time2num(_obj.p.sessionstart)
        _obj.sessionend = time2num(_obj.p.sessionend)

        # hold datamaster points corresponding to own
        _obj.mlen = list()

        _obj._barstack = collections.deque()  # for filter operations

        _obj._filters = list()
        _obj._ffilters = list()
        for fp in _obj.p.filters:
            if inspect.isclass(fp):
                fp = fp(_obj)
                if hasattr(fp, 'last'):
                    _obj._ffilters.append((fp, [], {}))

            _obj._filters.append((fp, [], {}))

        return _obj, args, kwargs
Ejemplo n.º 5
0
    def dopostinit(cls, _obj, *args, **kwargs):
        _obj, args, kwargs = \
            super(MetaAbstractDataBase, cls).dopostinit(_obj, *args, **kwargs)

        _obj._name = _obj.p.name
        _obj._compression = _obj.p.compression
        _obj._timeframe = _obj.p.timeframe

        if isinstance(_obj.p.sessionstart, datetime.datetime):
            _obj.p.sessionstart = _obj.p.sessionstart.time()

        if _obj.p.sessionstart is None:
            _obj.p.sessionstart = datetime.time(0, 0, 0)

        if isinstance(_obj.p.sessionend, datetime.datetime):
            _obj.p.sessionend = _obj.p.sessionend.time()

        if _obj.p.sessionend is None:
            _obj.p.sessionend = datetime.time(23, 59, 59)

        if isinstance(_obj.p.fromdate, datetime.date):
            # push it to the end of the day, or else intraday
            # values before the end of the day would be gone
            _obj.p.fromdate = datetime.datetime.combine(
                _obj.p.fromdate, _obj.p.sessionstart)

        if isinstance(_obj.p.todate, datetime.date):
            # push it to the end of the day, or else intraday
            # values before the end of the day would be gone
            _obj.p.todate = datetime.datetime.combine(
                _obj.p.todate, _obj.p.sessionend)

        _obj.fromdate = date2num(_obj.p.fromdate)
        _obj.todate = date2num(_obj.p.todate)
        _obj.sessionstart = time2num(_obj.p.sessionstart)
        _obj.sessionend = time2num(_obj.p.sessionend)

        # hold datamaster points corresponding to own
        _obj.mlen = list()

        _obj._barstack = collections.deque()  # for filter operations

        _obj._filters = list()
        _obj._ffilters = list()
        for fp in _obj.p.filters:
            if inspect.isclass(fp):
                fp = fp(_obj)
                if hasattr(fp, 'last'):
                    _obj._ffilters.append((fp, [], {}))

            _obj._filters.append((fp, [], {}))

        return _obj, args, kwargs
Ejemplo n.º 6
0
 def __init__(self, data):
     self.tmnum = time2num(self.p.endtime)
Ejemplo n.º 7
0
 def __init__(self, data):
     self.tmnum = time2num(self.p.endtime)