def test_dtutil():
import datetime
date = 20170105
dt = jutil.convert_int_to_datetime(date)
assert jutil.shift(date, 2) == 20170119
assert jutil.convert_datetime_to_int(jutil.shift(dt, 2)) == 20170119
t = 145539
dt = jutil.combine_date_time(date, t)
assert jutil.split_date_time(dt) == (date, t)
assert jutil.get_next_period_day(date, 'day', 1, 1) == 20170109
assert jutil.get_next_period_day(date, 'week', 2, 0) == 20170116
assert jutil.get_next_period_day(date, 'month', 1, 0) == 20170201
date = 20170808
assert jutil.get_next_period_day(20170831, 'day',
extra_offset=1) == 20170904
assert jutil.get_next_period_day(20170831, 'day', n=2,
extra_offset=0) == 20170904
assert jutil.get_next_period_day(20170831, 'day', n=7,
extra_offset=0) == 20170911
assert jutil.get_next_period_day(20170831, 'week',
extra_offset=1) == 20170905
assert jutil.get_next_period_day(20170831, 'month',
extra_offset=0) == 20170901
monthly = 20170101
while monthly < 20180301:
monthly = jutil.get_next_period_day(monthly, 'month', extra_offset=0)
assert datetime.datetime.strptime(str(monthly), "%Y%m%d").weekday() < 5
def init_from_config(self, props, data_api):
"""
Initialize various attributes like start/end date, universe/symbol, fields, etc.
If your want to parse symbol, but use a custom benchmark index, please directly assign self.data_benchmark.
Parameters
----------
props : dict
start_date, end_date, freq, symbol, fields, etc.
data_api : BaseDataServer
"""
# data_api.init_from_config(props)
self.data_api = data_api
sep = ','
# initialize parameters
self.start_date = props['start_date']
self.extended_start_date = jutil.shift(self.start_date, n_weeks=-1) # query more data
self.end_date = props['end_date']
self.adjust_mode = props.get("adjust_mode", "post")
# get and filter fields
fields = props.get('fields', [])
if fields:
fields = props['fields'].split(sep)
self.fields = [field for field in fields if self._is_predefined_field(field)]
if len(self.fields) < len(fields):
print("Field name [{}] not valid, ignore.".format(set.difference(set(fields), set(self.fields))))
# initialize universe/symbol
universe = props.get('universe', "")
symbol = props.get('symbol', "")
benchmark = props.get('benchmark', '')
if symbol and universe:
raise ValueError("Please use either [symbol] or [universe].")
if not (symbol or universe):
raise ValueError("One of [symbol] or [universe] must be provided.")
if universe:
univ_list = universe.split(',')
self.universe = univ_list
symbols_list = []
for univ in univ_list:
symbols_list.extend(data_api.query_index_member(univ, self.extended_start_date, self.end_date))
self.symbol = sorted(list(set(symbols_list)))
else:
self.symbol = sorted(symbol.split(sep))
if benchmark:
self.benchmark = benchmark
else:
if self.universe:
if len(self.universe) > 1:
print("More than one universe are used: {}, "
"use the first one ({}) as index by default. "
"If you want to use other benchmark, "
"please specify benchmark in configs.".format(repr(self.universe), self.universe[0]))
self.benchmark = self.universe[0]
print("Initialize config success.")