def test_iterate_coin_timestamps():
timestamps = iterate_timestamps(security_type=SecurityType.coin, exchange='binance',
level=TradingLevel.LEVEL_1HOUR, start_timestamp='2019-05-01',
end_timestamp='2019-05-02')
assert is_same_time(timestamps[0], '2019-05-01 00:00:00')
assert is_same_time(timestamps[-1], '2019-05-03 00:00:00')
timestamps = iterate_timestamps(security_type=SecurityType.coin, exchange='binance',
level=TradingLevel.LEVEL_5MIN, start_timestamp='2019-05-01',
end_timestamp='2019-05-02')
assert is_same_time(timestamps[0], '2019-05-01 00:00:00')
assert is_same_time(timestamps[-1], '2019-05-03 00:00:00')
def test_iterate_stock_timestamps():
timestamps = iterate_timestamps(security_type=SecurityType.stock,
exchange='sh',
level=TradingLevel.LEVEL_1HOUR,
start_timestamp='2019-05-01',
end_timestamp='2019-05-02')
assert is_same_time(timestamps[0], '2019-05-01 09:30:00')
assert is_same_time(timestamps[-1], '2019-05-02 15:00:00')
timestamps = iterate_timestamps(security_type=SecurityType.stock,
exchange='sh',
level=TradingLevel.LEVEL_5MIN,
start_timestamp='2019-05-01',
end_timestamp='2019-05-02')
assert is_same_time(timestamps[0], '2019-05-01 09:30:00')
assert is_same_time(timestamps[-1], '2019-05-02 15:00:00')
timestamps = iterate_timestamps(security_type=SecurityType.stock,
exchange='sh',
level=TradingLevel.LEVEL_1HOUR,
start_timestamp='2019-05-01',
end_timestamp='2019-05-02',
contain_all_timestamp=False)
assert is_same_time(timestamps[0], '2019-05-01 10:30:00')
assert is_same_time(timestamps[-1], '2019-05-02 15:00:00')
timestamps = iterate_timestamps(security_type=SecurityType.stock,
exchange='sh',
level=TradingLevel.LEVEL_5MIN,
start_timestamp='2019-05-01',
end_timestamp='2019-05-02',
contain_all_timestamp=False)
assert is_same_time(timestamps[0], '2019-05-01 09:35:00')
assert is_same_time(timestamps[-1], '2019-05-02 15:00:00')
def is_close_time(security_type, exchange, timestamp):
return is_same_time(
timestamp,
date_and_time(
the_date=timestamp,
the_time=get_trading_intervals(security_type=security_type,
exchange=exchange)[-1][-1]))
def test_iterate_coin_timestamps():
timestamps = iterate_timestamps(entity_type='coin',
exchange='binance',
level=IntervalLevel.LEVEL_1HOUR,
start_timestamp='2019-05-01',
end_timestamp='2019-05-02')
assert is_same_time(timestamps[0], '2019-05-01 00:00:00')
assert is_same_time(timestamps[-1], '2019-05-03 00:00:00')
timestamps = iterate_timestamps(entity_type='coin',
exchange='binance',
level=IntervalLevel.LEVEL_5MIN,
start_timestamp='2019-05-01',
end_timestamp='2019-05-02')
assert is_same_time(timestamps[0], '2019-05-01 00:00:00')
assert is_same_time(timestamps[-1], '2019-05-03 00:00:00')
def test_data_correctness(cls, region, provider, data_samples):
for data in data_samples:
item = cls.query_data(region=region, provider=provider, ids=[data['id']], return_type='dict')
print(item)
for k in data:
if k == 'timestamp':
assert is_same_time(item[0][k], data[k])
else:
assert item[0][k] == data[k]
def test_data_correctness(cls, provider, data_samples):
for data in data_samples:
item = cls.query_data(provider=provider, ids=[data["id"]], return_type="dict")
print(item)
for k in data:
if k == "timestamp":
assert is_same_time(item[0][k], data[k])
else:
assert item[0][k] == data[k]
def is_finished_kdata_timestamp(cls, timestamp: pd.Timestamp, level: IntervalLevel):
"""
:param timestamp: the timestamp could be recorded in kdata of the level
:type timestamp: pd.Timestamp
:param level:
:type level: zvt.domain.common.IntervalLevel
:return:
:rtype: bool
"""
timestamp = pd.Timestamp(timestamp)
for t in cls.get_interval_timestamps(timestamp.date(), timestamp.date(), level=level):
if is_same_time(t, timestamp):
return True
return False
def is_close_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()[-1][1]))
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_open_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)[0][0]))
