def test_convert_minute(calendar):
cal = calendar.schedule.loc[TEST_CALENDAR_START:TEST_CALENDAR_STOP]
market_opens = cal.market_open
market_closes = cal.market_close
market_open_values = market_opens.values.astype('datetime64[m]').astype(
np.int64)
market_closes_values = market_closes.values.astype('datetime64[m]').astype(
np.int64)
# 测试期间的所有分钟
all_minutes = calendar.minutes_window(market_opens.iloc[0],
MINUTES_PER_DAY * len(cal))
# 首先查找分钟对应位置，然后根据位置找回分钟epoch，转换后测试是否一致
for i in range(len(all_minutes)):
minute_dt = all_minutes[i]
pos = find_position_of_minute(
market_open_values,
market_closes_values,
minute_dt.value / NANOS_IN_MINUTE,
MINUTES_PER_DAY,
False,
)
minute_epoch = minute_value(market_open_values, pos, MINUTES_PER_DAY)
finded = pd.Timestamp(minute_epoch, tz='UTC', unit="m")
assert minute_dt == finded
def _pos_to_minute(self, pos):
minute_epoch = minute_value(
self._market_open_values,
pos,
self._minutes_per_day
)
return pd.Timestamp(minute_epoch, tz='UTC', unit="m")
def _pos_to_minute(self, pos):
minute_epoch = minute_value(
self._market_open_values,
pos,
US_EQUITIES_MINUTES_PER_DAY
)
return pd.Timestamp(minute_epoch, tz='UTC', unit="m")
def _pos_to_minute(self, pos):
minute_epoch = minute_value(
self._market_open_values,
pos,
self._minutes_per_day
)
return pd.Timestamp(minute_epoch, tz='UTC', unit="m")
def _pos_to_minute(self, pos):
minute_epoch = minute_value(
self._market_open_values,
pos,
US_EQUITIES_MINUTES_PER_DAY
)
return pd.Timestamp(minute_epoch, tz='UTC', unit="m")
def test_minute_value(calendar):
cal = calendar.schedule.loc[TEST_CALENDAR_START:TEST_CALENDAR_STOP]
market_opens = cal.market_open
market_open_values = market_opens.values.astype('datetime64[m]').astype(
np.int64)
# 测试期间的所有分钟
all_minutes = calendar.minutes_window(market_opens.iloc[0],
MINUTES_PER_DAY * len(cal))
for i, expected in enumerate(all_minutes):
actual = minute_value(market_open_values, i, MINUTES_PER_DAY)
actual = pd.Timestamp(actual, unit='m', tz='utc')
assert actual == expected
