class TimestampOps(object):
goal_time = 0.2
def setup(self):
self.ts = Timestamp('2017-08-25 08:16:14')
self.ts_tz = Timestamp('2017-08-25 08:16:14', tz='US/Eastern')
dt = datetime.datetime(2016, 3, 27, 1)
self.tzinfo = pytz.timezone('CET').localize(dt, is_dst=False).tzinfo
self.ts2 = Timestamp(dt)
def time_replace_tz(self):
self.ts.replace(tzinfo=pytz.timezone('US/Eastern'))
def time_replace_across_dst(self):
self.ts2.replace(tzinfo=self.tzinfo)
def time_replace_None(self):
self.ts_tz.replace(tzinfo=None)
def time_to_pydatetime(self):
self.ts.to_pydatetime()
def time_to_pydatetime_tz(self):
self.ts_tz.to_pydatetime()
def test_cant_compare_tz_naive_w_aware(self, utc_fixture):
# see GH#1404
a = Timestamp('3/12/2012')
b = Timestamp('3/12/2012', tz=utc_fixture)
with pytest.raises(TypeError):
a == b
with pytest.raises(TypeError):
a != b
with pytest.raises(TypeError):
a < b
with pytest.raises(TypeError):
a <= b
with pytest.raises(TypeError):
a > b
with pytest.raises(TypeError):
a >= b
with pytest.raises(TypeError):
b == a
with pytest.raises(TypeError):
b != a
with pytest.raises(TypeError):
b < a
with pytest.raises(TypeError):
b <= a
with pytest.raises(TypeError):
b > a
with pytest.raises(TypeError):
b >= a
assert not a == b.to_pydatetime()
assert not a.to_pydatetime() == b
def test_datetimeindex_sub_timestamp_overflow(self):
dtimax = pd.to_datetime(['now', pd.Timestamp.max])
dtimin = pd.to_datetime(['now', pd.Timestamp.min])
tsneg = Timestamp('1950-01-01')
ts_neg_variants = [tsneg,
tsneg.to_pydatetime(),
tsneg.to_datetime64().astype('datetime64[ns]'),
tsneg.to_datetime64().astype('datetime64[D]')]
tspos = Timestamp('1980-01-01')
ts_pos_variants = [tspos,
tspos.to_pydatetime(),
tspos.to_datetime64().astype('datetime64[ns]'),
tspos.to_datetime64().astype('datetime64[D]')]
for variant in ts_neg_variants:
with pytest.raises(OverflowError):
dtimax - variant
expected = pd.Timestamp.max.value - tspos.value
for variant in ts_pos_variants:
res = dtimax - variant
assert res[1].value == expected
expected = pd.Timestamp.min.value - tsneg.value
for variant in ts_neg_variants:
res = dtimin - variant
assert res[1].value == expected
for variant in ts_pos_variants:
with pytest.raises(OverflowError):
dtimin - variant
def test_replace_tzinfo(self):
# GH#15683
dt = datetime(2016, 3, 27, 1)
tzinfo = pytz.timezone('CET').localize(dt, is_dst=False).tzinfo
result_dt = dt.replace(tzinfo=tzinfo)
result_pd = Timestamp(dt).replace(tzinfo=tzinfo)
if PY3:
# datetime.timestamp() converts in the local timezone
with tm.set_timezone('UTC'):
assert result_dt.timestamp() == result_pd.timestamp()
assert result_dt == result_pd
assert result_dt == result_pd.to_pydatetime()
result_dt = dt.replace(tzinfo=tzinfo).replace(tzinfo=None)
result_pd = Timestamp(dt).replace(tzinfo=tzinfo).replace(tzinfo=None)
if PY3:
# datetime.timestamp() converts in the local timezone
with tm.set_timezone('UTC'):
assert result_dt.timestamp() == result_pd.timestamp()
assert result_dt == result_pd
assert result_dt == result_pd.to_pydatetime()
class TimestampOps(object):
params = [None, 'US/Eastern', pytz.UTC,
dateutil.tz.tzutc()]
param_names = ['tz']
def setup(self, tz):
self.ts = Timestamp('2017-08-25 08:16:14', tz=tz)
def time_replace_tz(self, tz):
self.ts.replace(tzinfo=pytz.timezone('US/Eastern'))
def time_replace_None(self, tz):
self.ts.replace(tzinfo=None)
def time_to_pydatetime(self, tz):
self.ts.to_pydatetime()
def time_normalize(self, tz):
self.ts.normalize()
def time_tz_convert(self, tz):
if self.ts.tz is not None:
self.ts.tz_convert(tz)
def time_tz_localize(self, tz):
if self.ts.tz is None:
self.ts.tz_localize(tz)
class TimestampOps(object):
params = [None, 'US/Eastern']
param_names = ['tz']
def setup(self, tz):
self.ts = Timestamp('2017-08-25 08:16:14', tz=tz)
def time_replace_tz(self, tz):
self.ts.replace(tzinfo=pytz.timezone('US/Eastern'))
def time_replace_None(self, tz):
self.ts.replace(tzinfo=None)
def time_to_pydatetime(self, tz):
self.ts.to_pydatetime()
def test_tz_is_utc(self):
exp = '"2013-01-10T05:00:00.000Z"'
ts = Timestamp('2013-01-10 05:00:00Z')
self.assertEqual(exp, pd.json.dumps(ts, iso_dates=True))
dt = ts.to_pydatetime()
self.assertEqual(exp, pd.json.dumps(dt, iso_dates=True))
ts = Timestamp('2013-01-10 00:00:00', tz='US/Eastern')
self.assertEqual(exp, pd.json.dumps(ts, iso_dates=True))
dt = ts.to_pydatetime()
self.assertEqual(exp, pd.json.dumps(dt, iso_dates=True))
ts = Timestamp('2013-01-10 00:00:00-0500')
self.assertEqual(exp, pd.json.dumps(ts, iso_dates=True))
dt = ts.to_pydatetime()
self.assertEqual(exp, pd.json.dumps(dt, iso_dates=True))
def test_to_pydatetime_nonzero_nano(self):
ts = Timestamp('2011-01-01 9:00:00.123456789')
# Warn the user of data loss (nanoseconds).
with tm.assert_produces_warning(UserWarning,
check_stacklevel=False):
expected = datetime(2011, 1, 1, 9, 0, 0, 123456)
result = ts.to_pydatetime()
assert result == expected
def test_tz_is_utc(self):
from pandas.io.json import dumps
exp = '"2013-01-10T05:00:00.000Z"'
ts = Timestamp('2013-01-10 05:00:00Z')
assert dumps(ts, iso_dates=True) == exp
dt = ts.to_pydatetime()
assert dumps(dt, iso_dates=True) == exp
ts = Timestamp('2013-01-10 00:00:00', tz='US/Eastern')
assert dumps(ts, iso_dates=True) == exp
dt = ts.to_pydatetime()
assert dumps(dt, iso_dates=True) == exp
ts = Timestamp('2013-01-10 00:00:00-0500')
assert dumps(ts, iso_dates=True) == exp
dt = ts.to_pydatetime()
assert dumps(dt, iso_dates=True) == exp
def test_timedeltaindex_add_timestamp_nat_masking(self):
# GH17991 checking for overflow-masking with NaT
tdinat = pd.to_timedelta(['24658 days 11:15:00', 'NaT'])
tsneg = Timestamp('1950-01-01')
ts_neg_variants = [tsneg,
tsneg.to_pydatetime(),
tsneg.to_datetime64().astype('datetime64[ns]'),
tsneg.to_datetime64().astype('datetime64[D]')]
tspos = Timestamp('1980-01-01')
ts_pos_variants = [tspos,
tspos.to_pydatetime(),
tspos.to_datetime64().astype('datetime64[ns]'),
tspos.to_datetime64().astype('datetime64[D]')]
for variant in ts_neg_variants + ts_pos_variants:
res = tdinat + variant
assert res[1] is pd.NaT
def test_cant_compare_tz_naive_w_aware(self):
# see gh-1404
a = Timestamp('3/12/2012')
b = Timestamp('3/12/2012', tz='utc')
pytest.raises(Exception, a.__eq__, b)
pytest.raises(Exception, a.__ne__, b)
pytest.raises(Exception, a.__lt__, b)
pytest.raises(Exception, a.__gt__, b)
pytest.raises(Exception, b.__eq__, a)
pytest.raises(Exception, b.__ne__, a)
pytest.raises(Exception, b.__lt__, a)
pytest.raises(Exception, b.__gt__, a)
if sys.version_info < (3, 3):
pytest.raises(Exception, a.__eq__, b.to_pydatetime())
pytest.raises(Exception, a.to_pydatetime().__eq__, b)
else:
assert not a == b.to_pydatetime()
assert not a.to_pydatetime() == b
def test_cant_compare_tz_naive_w_aware_dateutil(self):
# see gh-1404
a = Timestamp('3/12/2012')
b = Timestamp('3/12/2012', tz=tzutc())
pytest.raises(Exception, a.__eq__, b)
pytest.raises(Exception, a.__ne__, b)
pytest.raises(Exception, a.__lt__, b)
pytest.raises(Exception, a.__gt__, b)
pytest.raises(Exception, b.__eq__, a)
pytest.raises(Exception, b.__ne__, a)
pytest.raises(Exception, b.__lt__, a)
pytest.raises(Exception, b.__gt__, a)
if PY2:
pytest.raises(Exception, a.__eq__, b.to_pydatetime())
pytest.raises(Exception, a.to_pydatetime().__eq__, b)
else:
assert not a == b.to_pydatetime()
assert not a.to_pydatetime() == b
def test_conversion(self):
# GH#9255
ts = Timestamp('2000-01-01')
result = ts.to_pydatetime()
expected = datetime(2000, 1, 1)
assert result == expected
assert type(result) == type(expected)
result = ts.to_datetime64()
expected = np.datetime64(ts.value, 'ns')
assert result == expected
assert type(result) == type(expected)
assert result.dtype == expected.dtype
def test_constructor_coverage(self):
# float value for periods
expected = pd.interval_range(start=0, periods=10)
result = pd.interval_range(start=0, periods=10.5)
tm.assert_index_equal(result, expected)
# equivalent timestamp-like start/end
start, end = Timestamp('2017-01-01'), Timestamp('2017-01-15')
expected = pd.interval_range(start=start, end=end)
result = pd.interval_range(start=start.to_pydatetime(),
end=end.to_pydatetime())
tm.assert_index_equal(result, expected)
result = pd.interval_range(start=start.tz_localize('UTC'),
end=end.tz_localize('UTC'))
tm.assert_index_equal(result, expected)
result = pd.interval_range(start=start.asm8, end=end.asm8)
tm.assert_index_equal(result, expected)
# equivalent freq with timestamp
equiv_freq = ['D', Day(), Timedelta(days=1), timedelta(days=1),
DateOffset(days=1)]
for freq in equiv_freq:
result = pd.interval_range(start=start, end=end, freq=freq)
tm.assert_index_equal(result, expected)
# equivalent timedelta-like start/end
start, end = Timedelta(days=1), Timedelta(days=10)
expected = pd.interval_range(start=start, end=end)
result = pd.interval_range(start=start.to_pytimedelta(),
end=end.to_pytimedelta())
tm.assert_index_equal(result, expected)
result = pd.interval_range(start=start.asm8, end=end.asm8)
tm.assert_index_equal(result, expected)
# equivalent freq with timedelta
equiv_freq = ['D', Day(), Timedelta(days=1), timedelta(days=1)]
for freq in equiv_freq:
result = pd.interval_range(start=start, end=end, freq=freq)
tm.assert_index_equal(result, expected)
def test_constructor_fromordinal(self):
base = datetime(2000, 1, 1)
ts = Timestamp.fromordinal(base.toordinal(), freq='D')
assert base == ts
assert ts.freq == 'D'
assert base.toordinal() == ts.toordinal()
ts = Timestamp.fromordinal(base.toordinal(), tz='US/Eastern')
assert Timestamp('2000-01-01', tz='US/Eastern') == ts
assert base.toordinal() == ts.toordinal()
# GH#3042
dt = datetime(2011, 4, 16, 0, 0)
ts = Timestamp.fromordinal(dt.toordinal())
assert ts.to_pydatetime() == dt
# with a tzinfo
stamp = Timestamp('2011-4-16', tz='US/Eastern')
dt_tz = stamp.to_pydatetime()
ts = Timestamp.fromordinal(dt_tz.toordinal(), tz='US/Eastern')
assert ts.to_pydatetime() == dt_tz
def _pandas_ts_to_int(ts: pd.Timestamp) -> int: # pyre-ignore[11]
"""Convert int timestamp into pandas timestamp."""
return ts.to_pydatetime().timestamp()
def test_timestamp_to_datetime_dateutil(self):
stamp = Timestamp('20090415', tz='dateutil/US/Eastern', freq='D')
dtval = stamp.to_pydatetime()
assert stamp == dtval
assert stamp.tzinfo == dtval.tzinfo
def test_subtraction_ops_with_tz(self):
# check that dt/dti subtraction ops with tz are validated
dti = date_range('20130101', periods=3)
ts = Timestamp('20130101')
dt = ts.to_pydatetime()
dti_tz = date_range('20130101', periods=3).tz_localize('US/Eastern')
ts_tz = Timestamp('20130101').tz_localize('US/Eastern')
ts_tz2 = Timestamp('20130101').tz_localize('CET')
dt_tz = ts_tz.to_pydatetime()
td = Timedelta('1 days')
def _check(result, expected):
self.assertEqual(result, expected)
self.assertIsInstance(result, Timedelta)
# scalars
result = ts - ts
expected = Timedelta('0 days')
_check(result, expected)
result = dt_tz - ts_tz
expected = Timedelta('0 days')
_check(result, expected)
result = ts_tz - dt_tz
expected = Timedelta('0 days')
_check(result, expected)
# tz mismatches
self.assertRaises(TypeError, lambda: dt_tz - ts)
self.assertRaises(TypeError, lambda: dt_tz - dt)
self.assertRaises(TypeError, lambda: dt_tz - ts_tz2)
self.assertRaises(TypeError, lambda: dt - dt_tz)
self.assertRaises(TypeError, lambda: ts - dt_tz)
self.assertRaises(TypeError, lambda: ts_tz2 - ts)
self.assertRaises(TypeError, lambda: ts_tz2 - dt)
self.assertRaises(TypeError, lambda: ts_tz - ts_tz2)
# with dti
self.assertRaises(TypeError, lambda: dti - ts_tz)
self.assertRaises(TypeError, lambda: dti_tz - ts)
self.assertRaises(TypeError, lambda: dti_tz - ts_tz2)
result = dti_tz - dt_tz
expected = TimedeltaIndex(['0 days', '1 days', '2 days'])
tm.assert_index_equal(result, expected)
result = dt_tz - dti_tz
expected = TimedeltaIndex(['0 days', '-1 days', '-2 days'])
tm.assert_index_equal(result, expected)
result = dti_tz - ts_tz
expected = TimedeltaIndex(['0 days', '1 days', '2 days'])
tm.assert_index_equal(result, expected)
result = ts_tz - dti_tz
expected = TimedeltaIndex(['0 days', '-1 days', '-2 days'])
tm.assert_index_equal(result, expected)
result = td - td
expected = Timedelta('0 days')
_check(result, expected)
result = dti_tz - td
expected = DatetimeIndex(
['20121231', '20130101', '20130102'], tz='US/Eastern')
tm.assert_index_equal(result, expected)
def test_subtraction_ops_with_tz(self):
# check that dt/dti subtraction ops with tz are validated
dti = date_range('20130101', periods=3)
ts = Timestamp('20130101')
dt = ts.to_pydatetime()
dti_tz = date_range('20130101', periods=3).tz_localize('US/Eastern')
ts_tz = Timestamp('20130101').tz_localize('US/Eastern')
ts_tz2 = Timestamp('20130101').tz_localize('CET')
dt_tz = ts_tz.to_pydatetime()
td = Timedelta('1 days')
def _check(result, expected):
assert result == expected
assert isinstance(result, Timedelta)
# scalars
result = ts - ts
expected = Timedelta('0 days')
_check(result, expected)
result = dt_tz - ts_tz
expected = Timedelta('0 days')
_check(result, expected)
result = ts_tz - dt_tz
expected = Timedelta('0 days')
_check(result, expected)
# tz mismatches
pytest.raises(TypeError, lambda: dt_tz - ts)
pytest.raises(TypeError, lambda: dt_tz - dt)
pytest.raises(TypeError, lambda: dt_tz - ts_tz2)
pytest.raises(TypeError, lambda: dt - dt_tz)
pytest.raises(TypeError, lambda: ts - dt_tz)
pytest.raises(TypeError, lambda: ts_tz2 - ts)
pytest.raises(TypeError, lambda: ts_tz2 - dt)
pytest.raises(TypeError, lambda: ts_tz - ts_tz2)
# with dti
pytest.raises(TypeError, lambda: dti - ts_tz)
pytest.raises(TypeError, lambda: dti_tz - ts)
pytest.raises(TypeError, lambda: dti_tz - ts_tz2)
result = dti_tz - dt_tz
expected = TimedeltaIndex(['0 days', '1 days', '2 days'])
tm.assert_index_equal(result, expected)
result = dt_tz - dti_tz
expected = TimedeltaIndex(['0 days', '-1 days', '-2 days'])
tm.assert_index_equal(result, expected)
result = dti_tz - ts_tz
expected = TimedeltaIndex(['0 days', '1 days', '2 days'])
tm.assert_index_equal(result, expected)
result = ts_tz - dti_tz
expected = TimedeltaIndex(['0 days', '-1 days', '-2 days'])
tm.assert_index_equal(result, expected)
result = td - td
expected = Timedelta('0 days')
_check(result, expected)
result = dti_tz - td
expected = DatetimeIndex(['20121231', '20130101', '20130102'],
tz='US/Eastern')
tm.assert_index_equal(result, expected)
def ts_to_dt(ts: Timestamp) -> datetime:
return ts.to_pydatetime()
def test_timestamp_to_datetime_explicit_pytz(self):
stamp = Timestamp("20090415", tz=pytz.timezone("US/Eastern"), freq="D")
dtval = stamp.to_pydatetime()
assert stamp == dtval
assert stamp.tzinfo == dtval.tzinfo
class TickData(BaseData):
"""
Tick data contains information about:
* last trade in market
* orderbook snapshot
* intraday market statistics.
"""
symbol: str = ""
exchange: Exchange = Exchange.SHFE
datetime: datetime = datetime(2019, 1, 1)
name: str = ""
volume: float = 0
last_price: float = 0
last_volume: float = 0
limit_up: float = 0
limit_down: float = 0
open_price: float = 0
high_price: float = 0
low_price: float = 0
pre_close: float = 0
bid_price_1: float = 0
bid_price_2: float = 0
bid_price_3: float = 0
bid_price_4: float = 0
bid_price_5: float = 0
ask_price_1: float = 0
ask_price_2: float = 0
ask_price_3: float = 0
ask_price_4: float = 0
ask_price_5: float = 0
bid_volume_1: float = 0
bid_volume_2: float = 0
bid_volume_3: float = 0
bid_volume_4: float = 0
bid_volume_5: float = 0
ask_volume_1: float = 0
ask_volume_2: float = 0
ask_volume_3: float = 0
ask_volume_4: float = 0
ask_volume_5: float = 0
# StarQuant unique field
depth: int = 0
open_interest: float = 0
def __post_init__(self):
""""""
self.vt_symbol = f"{self.symbol}.{self.exchange.value}"
self.timestamp = Timestamp(self.datetime)
self.full_symbol = generate_full_symbol(self.exchange, self.symbol)
def deserialize(self, msg: str):
try:
v = msg.split('|')
self.full_symbol = v[0]
self.timestamp = pd.to_datetime(v[1])
self.datetime = self.timestamp.to_pydatetime()
self.symbol, self.exchange = extract_full_symbol(self.full_symbol)
self.vt_symbol = generate_vt_symbol(self.symbol, self.exchange)
self.last_price = float(v[2])
self.volume = int(v[3])
if (len(v) < 17):
self.depth = 1
self.bid_price_1 = float(v[4])
self.bid_volume_1 = int(v[5])
self.ask_price_1 = float(v[6])
self.ask_volume_1 = int(v[7])
self.open_interest = int(v[8])
self.open_price = float(v[9])
self.high_price = float(v[10])
self.low_price = float(v[11])
self.pre_close = float(v[12])
self.limit_up = float(v[13])
self.limit_down = float(v[14])
else:
self.depth = 5
self.bid_price_1 = float(v[4])
self.bid_volume_1 = int(v[5])
self.ask_price_1 = float(v[6])
self.ask_volume_1 = int(v[7])
self.bid_price_2 = float(v[8])
self.bid_volume_2 = int(v[9])
self.ask_price_2 = float(v[10])
self.ask_volume_2 = int(v[11])
self.bid_price_3 = float(v[12])
self.bid_volume_3 = int(v[13])
self.ask_price_3 = float(v[14])
self.ask_volume_3 = int(v[15])
self.bid_price_4 = float(v[16])
self.bid_volume_4 = int(v[17])
self.ask_price_4 = float(v[18])
self.ask_volume_4 = int(v[19])
self.bid_price_5 = float(v[20])
self.bid_volume_5 = int(v[21])
self.ask_price_5 = float(v[22])
self.ask_volume_5 = int(v[23])
self.open_interest = int(v[24])
self.open_price = float(v[25])
self.high_price = float(v[26])
self.low_price = float(v[27])
self.pre_close = float(v[28])
self.limit_up = float(v[29])
self.limit_down = float(v[30])
except Exception as e:
print(e)
pass
def test_timestamp_to_datetime_dateutil(self):
stamp = Timestamp("20090415", tz="dateutil/US/Eastern")
dtval = stamp.to_pydatetime()
assert stamp == dtval
assert stamp.tzinfo == dtval.tzinfo
def test_timestamp_to_datetime_explicit_dateutil(self):
stamp = Timestamp("20090415", tz=gettz("US/Eastern"))
dtval = stamp.to_pydatetime()
assert stamp == dtval
assert stamp.tzinfo == dtval.tzinfo
def test_timestamp_to_datetime_dateutil(self):
stamp = Timestamp('20090415', tz='dateutil/US/Eastern', freq='D')
dtval = stamp.to_pydatetime()
assert stamp == dtval
assert stamp.tzinfo == dtval.tzinfo
def test_timestamp_to_datetime(self):
stamp = Timestamp("20090415", tz="US/Eastern", freq="D")
dtval = stamp.to_pydatetime()
assert stamp == dtval
assert stamp.tzinfo == dtval.tzinfo
def test_timestamp_to_datetime_explicit_dateutil(self):
stamp = Timestamp('20090415', tz=gettz('US/Eastern'), freq='D')
dtval = stamp.to_pydatetime()
assert stamp == dtval
assert stamp.tzinfo == dtval.tzinfo
def test_timestamp_to_datetime_tzoffset(self):
tzinfo = tzoffset(None, 7200)
expected = Timestamp('3/11/2012 04:00', tz=tzinfo)
result = Timestamp(expected.to_pydatetime())
assert expected == result
def test_timestamp_to_datetime_tzoffset(self):
tzinfo = tzoffset(None, 7200)
expected = Timestamp('3/11/2012 04:00', tz=tzinfo)
result = Timestamp(expected.to_pydatetime())
assert expected == result
def test_timestamp_to_datetime_explicit_dateutil(self):
stamp = Timestamp('20090415', tz=gettz('US/Eastern'), freq='D')
dtval = stamp.to_pydatetime()
assert stamp == dtval
assert stamp.tzinfo == dtval.tzinfo
def test_to_pydatetime_fold(self):
# GH#45087
tzstr = "dateutil/usr/share/zoneinfo/America/Chicago"
ts = Timestamp(year=2013, month=11, day=3, hour=1, minute=0, fold=1, tz=tzstr)
dt = ts.to_pydatetime()
assert dt.fold == 1