def __init__(self,
connection,
event_type: str,
date_time: Union[str, datetime],
exact_format: bool = True):
"""
Parameters
----------
connection: dxfeed.core.DXFeedPy.ConnectionClass
Core class written in cython, that handle connection related details on the low level
event_type: str
One of possible event types: 'Trade', 'Quote', 'Summary', 'Profile', 'Order', 'TimeAndSale', 'Candle',
'TradeETH', 'SpreadOrder', 'Greeks', 'TheoPrice', 'Underlying', 'Series', 'Configuration' or ''
date_time: str or datetime.datetime
If present timed subscription will be created (conflated stream). For sting date format is following:
%Y-%m-%d %H:%M:%S.%f. If None - stream subscription will be created (non-conflated). Default - None.
exact_format: bool
If False no warning will be thrown in case of incomplete date_time parameter. Default - True
"""
self.__event_type = event_type
if date_time is None:
self.__sub = dxp.dxf_create_subscription(cc=connection,
event_type=event_type)
else:
date_time = cu.handle_datetime(date_time,
fmt='%Y-%m-%d %H:%M:%S.%f',
exact_format=exact_format)
timestamp = int(date_time.timestamp() * 1000)
self.__sub = dxp.dxf_create_subscription_timed(
cc=connection, event_type=event_type, time=timestamp)
def test_handle_datetime_with_no_mins_string_format(dt_fmt):
fmt = dt_fmt[:dt_fmt.rfind('%M') - 1]
date_time = ValueStorage.dt.strftime(fmt)
actual_datetime = cu.handle_datetime(date_time, fmt=dt_fmt)
expected_datetime = ValueStorage.dt.replace(minute=0,
second=0,
microsecond=0)
assert actual_datetime == expected_datetime
def test_handle_datetime_wrong_type():
cu.handle_datetime(20201010)
def test_handle_datetime_with_complete_string_format(dt_fmt):
date_time = ValueStorage.dt.strftime(format=dt_fmt)
expected_date_time = datetime.strptime(date_time, dt_fmt)
actual_datetime = cu.handle_datetime(expected_date_time, fmt=dt_fmt)
assert expected_date_time == actual_datetime
def test_handle_datetime_from_datetime(dt_fmt):
date_time = datetime.now()
actual_datetime = cu.handle_datetime(date_time, fmt=dt_fmt)
assert date_time == actual_datetime