Ejemplo n.º 1
0
 def __onNewValues(self, dateTime, value):
     if self.__range is None:
         self.__range = resamplebase.build_range(dateTime, self.getFrequency())
         self.__grouper = BarsGrouper(self.__range.getBeginning(), value, self.getFrequency())
     elif self.__range.belongs(dateTime):
         self.__grouper.addValue(value)
     else:
         self.__values.append(self.__grouper.getGrouped())
         self.__range = resamplebase.build_range(dateTime, self.getFrequency())
         self.__grouper = BarsGrouper(self.__range.getBeginning(), value, self.getFrequency())
Ejemplo n.º 2
0
 def __onNewValue(self, dataSeries, dateTime, value):
     if self.__range is None:
         self.__range = resamplebase.build_range(dateTime, self.__frequency)
         self.__grouper = self.buildGrouper(self.__range, value, self.__frequency)
     elif self.__range.belongs(dateTime):
         self.__grouper.addValue(value)
     else:
         self.appendWithDateTime(self.__grouper.getDateTime(), self.__grouper.getGrouped())
         self.__range = resamplebase.build_range(dateTime, self.__frequency)
         self.__grouper = self.buildGrouper(self.__range, value, self.__frequency)
Ejemplo n.º 3
0
    def testDecember(self):
        freq = bar.Frequency.MONTH
        begin = datetime.datetime(2011, 12, 1)
        r = resamplebase.build_range(
            begin + datetime.timedelta(hours=5, minutes=25), freq)
        self.assertEqual(r.getBeginning(), begin)

        for i in range(freq):
            self.assertTrue(r.belongs(begin + datetime.timedelta(seconds=i)))

        self.assertFalse(
            r.belongs(begin + datetime.timedelta(seconds=freq + 1)))
        self.assertEqual(r.getEnding(), datetime.datetime(2012, 1, 1))
Ejemplo n.º 4
0
    def __testMinuteRangeImpl(self, timezone=None):
        freq = bar.Frequency.MINUTE

        begin = datetime.datetime(2011, 1, 1, 1, 1)
        end = datetime.datetime(2011, 1, 1, 1, 2)
        if timezone is not None:
            begin = dt.localize(begin, timezone)
            end = dt.localize(end, timezone)

        r = resamplebase.build_range(begin + datetime.timedelta(seconds=5),
                                     freq)
        self.assertEqual(r.getBeginning(), begin)
        for i in range(freq):
            self.assertTrue(r.belongs(begin + datetime.timedelta(seconds=i)))
        self.assertFalse(
            r.belongs(begin + datetime.timedelta(seconds=freq + 1)))
        self.assertEqual(r.getEnding(), end)
Ejemplo n.º 5
0
 def __updateNextBarClose(self):
     self.__nextBarClose = resamplebase.build_range(
         liveUtils.utcnow(), self.__frequency).getEnding()