Exemple #1
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def test_open_close():
    assert TradableEntity.is_open_timestamp("2020-06-17 09:30")
    assert TradableEntity.is_close_timestamp("2020-06-17 15:00")

    timestamps = []
    for timestamp in TradableEntity.get_interval_timestamps(
        start_date="2020-06-17", end_date="2020-06-18", level=IntervalLevel.LEVEL_1HOUR
    ):
        timestamps.append(timestamp)

    assert TradableEntity.is_open_timestamp(timestamps[0])
    assert TradableEntity.is_close_timestamp(timestamps[-1])
Exemple #2
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def test_is_finished_kdata_timestamp():
    assert TradableEntity.is_finished_kdata_timestamp("2020-06-17 10:30", IntervalLevel.LEVEL_30MIN)
    assert not TradableEntity.is_finished_kdata_timestamp("2020-06-17 10:30", IntervalLevel.LEVEL_1DAY)

    assert TradableEntity.is_finished_kdata_timestamp("2020-06-17 11:30", IntervalLevel.LEVEL_30MIN)
    assert not TradableEntity.is_finished_kdata_timestamp("2020-06-17 11:30", IntervalLevel.LEVEL_1DAY)

    assert TradableEntity.is_finished_kdata_timestamp("2020-06-17 13:30", IntervalLevel.LEVEL_30MIN)
    assert not TradableEntity.is_finished_kdata_timestamp("2020-06-17 13:30", IntervalLevel.LEVEL_1DAY)
Exemple #3
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def test_get_1min_timestamps():
    timestamps = []
    for timestamp in TradableEntity.get_interval_timestamps(
        start_date="2020-06-17", end_date="2020-06-18", level=IntervalLevel.LEVEL_1MIN
    ):
        timestamps.append(timestamp)

    assert to_pd_timestamp("2020-06-17 09:31:00") in timestamps
    assert to_pd_timestamp("2020-06-17 11:30:00") in timestamps
    assert to_pd_timestamp("2020-06-17 13:01:00") in timestamps
    assert to_pd_timestamp("2020-06-17 15:00:00") in timestamps

    assert to_pd_timestamp("2020-06-17 09:31:00") in timestamps
    assert to_pd_timestamp("2020-06-17 11:30:00") in timestamps
    assert to_pd_timestamp("2020-06-17 13:01:00") in timestamps
    assert to_pd_timestamp("2020-06-18 15:00:00") in timestamps
Exemple #4
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def test_get_1h_timestamps():
    timestamps = []
    for timestamp in TradableEntity.get_interval_timestamps(
            start_date='2020-06-17',
            end_date='2020-06-18',
            level=IntervalLevel.LEVEL_1HOUR):
        timestamps.append(timestamp)

    assert to_pd_timestamp('2020-06-17 10:30:00') in timestamps
    assert to_pd_timestamp('2020-06-17 11:30:00') in timestamps
    assert to_pd_timestamp('2020-06-17 14:00:00') in timestamps
    assert to_pd_timestamp('2020-06-17 15:00:00') in timestamps

    assert to_pd_timestamp('2020-06-17 10:30:00') in timestamps
    assert to_pd_timestamp('2020-06-17 11:30:00') in timestamps
    assert to_pd_timestamp('2020-06-17 14:00:00') in timestamps
    assert to_pd_timestamp('2020-06-18 15:00:00') in timestamps