コード例 #1
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    def next_close(self, dt):
        """
        Given a dt, returns the next close.

        Parameters
        ----------
        dt: pd.Timestamp
            The dt for which to get the next close.

        Returns
        -------
        pd.Timestamp
            The UTC timestamp of the next close.
        """
        idx = next_divider_idx(self.market_closes_nanos, dt.value)
        return pd.Timestamp(self.market_closes_nanos[idx], tz='UTC')
コード例 #2
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    def next_close(self, dt):
        """
        Given a dt, returns the next close.

        Parameters
        ----------
        dt: pd.Timestamp
            The dt for which to get the next close.

        Returns
        -------
        pd.Timestamp
            The UTC timestamp of the next close.
        """
        idx = next_divider_idx(self.market_closes_nanos, dt.value)
        return pd.Timestamp(self.market_closes_nanos[idx], tz='UTC')
コード例 #3
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    def next_minute(self, dt):
        """
        Given a dt, return the next exchange minute.  If the given dt is not
        an exchange minute, returns the next exchange open.

        Parameters
        ----------
        dt: pd.Timestamp
            The dt for which to get the next exchange minute.

        Returns
        -------
        pd.Timestamp
            The next exchange minute.
        """
        idx = next_divider_idx(self._trading_minutes_nanos, dt.value)
        return self.all_minutes[idx]
コード例 #4
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    def next_minute(self, dt):
        """
        Given a dt, return the next exchange minute.  If the given dt is not
        an exchange minute, returns the next exchange open.

        Parameters
        ----------
        dt: pd.Timestamp
            The dt for which to get the next exchange minute.

        Returns
        -------
        pd.Timestamp
            The next exchange minute.
        """
        idx = next_divider_idx(self._trading_minutes_nanos, dt.value)
        return self.all_minutes[idx]
コード例 #5
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    def next_minute(self, dt):
        """
        给定一个dt,返回下一个交易所在分钟。 如果给定的dt不是交易时点,则返回下一个开盘时点。
        如dt在午休时段,则会返回下一个交易分钟,即下午开盘时间。

        Parameters
        ----------
        dt: pd.Timestamp
            The dt for which to get the next exchange minute.

        Returns
        -------
        pd.Timestamp
            The next exchange minute.
        """
        idx = next_divider_idx(self._trading_minutes_nanos, dt.value)
        return self.all_minutes[idx]
コード例 #6
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    def next_open(self, dt):
        """
        给定一个dt,返回下一个开盘时点

        即使给定的dt恰好是会话开盘时点,也会返回下一个会话的开盘点。

        Parameters
        ----------
        dt: pd.Timestamp
            The dt for which to get the next open.

        Returns
        -------
        pd.Timestamp
            The UTC timestamp of the next open.
        """
        idx = next_divider_idx(self.market_opens_nanos, dt.value)
        return pd.Timestamp(self.market_opens_nanos[idx], tz='UTC')
コード例 #7
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    def next_open(self, dt):
        """
        Given a dt, returns the next open.

        If the given dt happens to be a session open, the next session's open
        will be returned.

        Parameters
        ----------
        dt: pd.Timestamp
            The dt for which to get the next open.

        Returns
        -------
        pd.Timestamp
            The UTC timestamp of the next open.
        """
        idx = next_divider_idx(self.market_opens_nanos, dt.value)
        return pd.Timestamp(self.market_opens_nanos[idx], tz='UTC')
コード例 #8
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    def next_open(self, dt):
        """
        Given a dt, returns the next open.

        If the given dt happens to be a session open, the next session's open
        will be returned.

        Parameters
        ----------
        dt: pd.Timestamp
            The dt for which to get the next open.

        Returns
        -------
        pd.Timestamp
            The UTC timestamp of the next open.
        """
        idx = next_divider_idx(self.market_opens_nanos, dt.value)
        return pd.Timestamp(self.market_opens_nanos[idx], tz='UTC')