def iterate_timestamps(security_type,
exchange,
start_timestamp: pd.Timestamp,
end_timestamp: pd.Timestamp,
level=TradingLevel.LEVEL_1DAY,
contain_all_timestamp=True,
kdata_use_begin_time=False) -> pd.Timestamp:
"""
:param security_type:
:type security_type: Union[str, zvt.domain.common.SecurityType]
:param exchange:
:type exchange: str
:param start_timestamp:
:type start_timestamp: Union[str, pd.Timestamp]
:param end_timestamp:
:type end_timestamp: Union[str, pd.Timestamp]
:param level:
:type level: zvt.domain.common.TradingLevel
:param contain_all_timestamp: always contain begin and end timestamp
:type contain_all_timestamp: bool
:param kdata_use_begin_time: true means the interval [timestamp,timestamp+level),false means [timestamp-level,timestamp)
:type kdata_use_begin_time: bool
:return:
:rtype: List[pandas._libs.tslibs.timestamps.Timestamp]
"""
date_range = pd.date_range(start=start_timestamp,
end=end_timestamp,
freq='1D').tolist()
if level == TradingLevel.LEVEL_1DAY:
return date_range
if level < TradingLevel.LEVEL_1DAY:
start_end_list = get_trading_intervals(security_type=security_type,
exchange=exchange)
time_ranges = []
for date in date_range:
for start_end in start_end_list:
start = start_end[0]
end = start_end[1]
start_date = date_and_time(the_date=date, the_time=start)
end_date = date_and_time(the_date=date, the_time=end)
if end == '00:00':
end_date = end_date + pd.Timedelta(days=1)
time_range = pd.date_range(start=start_date,
end=end_date,
freq=level.to_pd_freq()).tolist()
if contain_all_timestamp:
time_ranges += time_range
else:
if kdata_use_begin_time:
time_ranges += time_range[:-1]
else:
time_ranges += time_range[1:]
time_ranges = list(set(time_ranges))
time_ranges.sort()
return time_ranges
return date_range
def is_open_timestamp(cls, timestamp):
timestamp = pd.Timestamp(timestamp)
return is_same_time(
timestamp,
date_and_time(the_date=timestamp.date(),
the_time=cls.get_trading_intervals()[0][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]))
