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())
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())
def __onNewValue(self, dataSeries, dateTime, value):
if self.__range is None:
self.__range = resamplebase.build_range(dateTime, self.__frequency)
self.__grouper = BarGrouper(self.__range.getBeginning(), 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 = BarGrouper(self.__range.getBeginning(), value, self.__frequency)
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)
def testFiveMinuteRange(self):
freq = 60*5
begin = datetime.datetime(2011, 1, 1, 1)
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(), datetime.datetime(2011, 1, 1, 1, 5))
def testHourRange(self):
freq = bar.Frequency.HOUR
begin = datetime.datetime(2011, 1, 1, 16)
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(), datetime.datetime(2011, 1, 1, 17))
def test28Days(self):
freq = bar.Frequency.MONTH
begin = datetime.datetime(2011, 2, 1)
r = resamplebase.build_range(begin + datetime.timedelta(hours=5, minutes=25), freq)
self.assertEqual(r.getBeginning(), begin)
for i in range(freq - bar.Frequency.DAY*3):
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(2011, 3, 1))
def testMinuteRange(self):
freq = bar.Frequency.MINUTE
begin = datetime.datetime(2011, 1, 1, 1, 1)
r = resamplebase.build_range(begin + datetime.timedelta(seconds=5), 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(2011, 1, 1, 1, 2))
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))
def testHourRange(self):
freq = bar.Frequency.HOUR
begin = datetime.datetime(2011, 1, 1, 16)
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(), datetime.datetime(2011, 1, 1, 17))
def testMinuteRange(self):
freq = bar.Frequency.MINUTE
begin = datetime.datetime(2011, 1, 1, 1, 1)
r = resamplebase.build_range(begin + datetime.timedelta(seconds=5),
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(2011, 1, 1, 1, 2))
def testFiveMinuteRange(self):
freq = 60 * 5
begin = datetime.datetime(2011, 1, 1, 1)
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(), datetime.datetime(2011, 1, 1, 1, 5))
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)
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)
def __updateNextBarClose(self):
self.__nextBarClose = resamplebase.build_range(
utcnow(), self.__frequency).getEnding()
def __updateNextBarClose(self):
self.__nextBarClose = resamplebase.build_range(
localnow(), self.__frequency).getEnding()
logger.info('local: {0} ,nextcall: {1}'.format(localnow(),
self.__nextBarClose))
def __updateNextBarClose(self):
print 'local', localnow()
self.__nextBarClose = resamplebase.build_range(localnow(), self.__frequency).getEnding()
print 'nextcall', self.__nextBarClose
def __updateNextBarClose(self):
self.__nextBarClose = resamplebase.build_range(utcnow(), self.__frequency).getEnding()