Example #1
0
def test_iterate_stock_timestamps():
    timestamps = iterate_timestamps(entity_type='stock',
                                    exchange='sh',
                                    level=IntervalLevel.LEVEL_1HOUR,
                                    start_timestamp='2019-05-01',
                                    end_timestamp='2019-05-02')
    assert is_same_time(timestamps[0], '2019-05-01 09:30:00')
    assert is_same_time(timestamps[-1], '2019-05-02 15:00:00')

    timestamps = iterate_timestamps(entity_type='stock',
                                    exchange='sh',
                                    level=IntervalLevel.LEVEL_5MIN,
                                    start_timestamp='2019-05-01',
                                    end_timestamp='2019-05-02')
    assert is_same_time(timestamps[0], '2019-05-01 09:30:00')
    assert is_same_time(timestamps[-1], '2019-05-02 15:00:00')

    timestamps = iterate_timestamps(entity_type='stock',
                                    exchange='sh',
                                    level=IntervalLevel.LEVEL_1HOUR,
                                    start_timestamp='2019-05-01',
                                    end_timestamp='2019-05-02',
                                    contain_all_timestamp=False)
    assert is_same_time(timestamps[0], '2019-05-01 10:30:00')
    assert is_same_time(timestamps[-1], '2019-05-02 15:00:00')

    timestamps = iterate_timestamps(entity_type='stock',
                                    exchange='sh',
                                    level=IntervalLevel.LEVEL_5MIN,
                                    start_timestamp='2019-05-01',
                                    end_timestamp='2019-05-02',
                                    contain_all_timestamp=False)
    assert is_same_time(timestamps[0], '2019-05-01 09:35:00')
    assert is_same_time(timestamps[-1], '2019-05-02 15:00:00')
Example #2
0
def test_iterate_coin_timestamps():
    timestamps = iterate_timestamps(entity_type='coin',
                                    exchange='binance',
                                    level=IntervalLevel.LEVEL_1HOUR,
                                    start_timestamp='2019-05-01',
                                    end_timestamp='2019-05-02')
    assert is_same_time(timestamps[0], '2019-05-01 00:00:00')
    assert is_same_time(timestamps[-1], '2019-05-03 00:00:00')

    timestamps = iterate_timestamps(entity_type='coin',
                                    exchange='binance',
                                    level=IntervalLevel.LEVEL_5MIN,
                                    start_timestamp='2019-05-01',
                                    end_timestamp='2019-05-02')
    assert is_same_time(timestamps[0], '2019-05-01 00:00:00')
    assert is_same_time(timestamps[-1], '2019-05-03 00:00:00')
Example #3
0
def is_close_time(entity_type, exchange, timestamp):
    return is_same_time(
        timestamp,
        date_and_time(the_date=timestamp,
                      the_time=get_trading_intervals(
                          entity_type=entity_type, exchange=exchange)[-1][-1]))