Exemple #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())
Exemple #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)
Exemple #3
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())
Exemple #4
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))
Exemple #5
0
    def __testHourRangeImpl(self, timezone=None):
        freq = bar.Frequency.HOUR

        begin = datetime.datetime(2011, 1, 1, 16)
        end = datetime.datetime(2011, 1, 1, 17)
        if timezone is not None:
            begin = dt.localize(begin, timezone)
            end = dt.localize(end, timezone)

        r = resamplebase.build_range(begin + datetime.timedelta(seconds=120), 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)
Exemple #6
0
 def __updateNextBarClose(self):
     self.__nextBarClose = resamplebase.build_range(
         utcnow(), self.__frequency).getEnding()
Exemple #7
0
 def __updateNextBarClose(self):
     self.__nextBarClose = resamplebase.build_range(utcnow(), self.__frequency).getEnding()