def getSpecificReturnDateTime(self, start_dt=None, end_dt=None): SpecificReturn = self.readSpecificReturn() if SpecificReturn is not None: return cutDateTime(SpecificReturn.index, start_dt=start_dt, end_dt=end_dt) return []
def getFactorReturnDateTime(self, start_dt=None, end_dt=None): FactorReturn = self.readFactorReturn() if FactorReturn is not None: return cutDateTime(FactorReturn.index, start_dt=start_dt, end_dt=end_dt) return []
def getSpecificReturnDateTime(self, start_dt=None, end_dt=None): FilePath = self._RiskDB.MainDir + os.sep + self._Name + "." + self._RiskDB._Suffix with self._RiskDB._DataLock: if not os.path.isfile(FilePath): return [] with h5py.File(FilePath, mode="r") as File: if "SpecificReturn" not in File: return [] DTs = sorted(File["SpecificReturn"]) DTs = [ dt.datetime.strptime(iDT, "%Y-%m-%d %H:%M:%S.%f") for iDT in DTs ] return cutDateTime(DTs, start_dt=start_dt, end_dt=end_dt)
def getDateTime(self, start_dt=None, end_dt=None): return cutDateTime(self._RiskDB._TableDT[self._Name], start_dt, end_dt)