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 _run_bar(self):
"""Quotes of different symbols will be aligned into one dictionary."""
trade_dates = self.ctx.calendar.get_trade_date_range(self.start_date, self.end_date)
for trade_date in trade_dates:
self.on_new_day(trade_date)
quotes_dic = self._create_time_symbol_bars(trade_date)
for dt in sorted(quotes_dic.keys()):
_, time = jutil.split_date_time(dt)
self.ctx.time = time
quote_by_symbol = quotes_dic.get(dt)
self._process_quote_bar(quote_by_symbol)
self.on_after_market_close()
def _run_bar(self):
"""Quotes of different symbols will be aligned into one dictionary."""
trade_dates = self.ctx.data_api.get_trade_date_range(
self.start_date, self.end_date)
last_trade_date = trade_dates[0]
for i, trade_date in enumerate(trade_dates):
self.settle_for_stocks(last_trade_date, trade_date)
self.on_new_day(trade_date)
quotes_dic = self._create_time_symbol_bars(trade_date)
for dt in sorted(quotes_dic.keys()):
_, time = jutil.split_date_time(dt)
self.ctx.time = time
quote_by_symbol = quotes_dic.get(dt)
self._process_quote_bar(quote_by_symbol)
self.on_after_market_close()
last_trade_date = trade_date