Python build_range 예제들

예제 #1

파일: resampled.py 프로젝트: Chin-I/pyalgotrade

 def __onNewValues(self, dateTime, value):
     if self.__range is None:
         self.__range = resamplebase.build_range(dateTime, self.getFrequency())
         self.__grouper = BarsGrouper(self.__range.getBeginning(), value, self.getFrequency())
     elif self.__range.belongs(dateTime):
         self.__grouper.addValue(value)
     else:
         self.__values.append(self.__grouper.getGrouped())
         self.__range = resamplebase.build_range(dateTime, self.getFrequency())
         self.__grouper = BarsGrouper(self.__range.getBeginning(), value, self.getFrequency())

예제 #2

 def __onNewValues(self, dateTime, value):
     if self.__range is None:
         self.__range = resamplebase.build_range(dateTime, self.getFrequency())
         self.__grouper = BarsGrouper(self.__range.getBeginning(), value, self.getFrequency())
     elif self.__range.belongs(dateTime):
         self.__grouper.addValue(value)
     else:
         self.__values.append(self.__grouper.getGrouped())
         self.__range = resamplebase.build_range(dateTime, self.getFrequency())
         self.__grouper = BarsGrouper(self.__range.getBeginning(), value, self.getFrequency())

예제 #3

 def __onNewValue(self, dataSeries, dateTime, value):
     if self.__range is None:
         self.__range = resamplebase.build_range(dateTime, self.__frequency)
         self.__grouper = BarGrouper(self.__range.getBeginning(), value, self.__frequency)
     elif self.__range.belongs(dateTime):
         self.__grouper.addValue(value)
     else:
         self.appendWithDateTime(self.__grouper.getDateTime(), self.__grouper.getGrouped())
         self.__range = resamplebase.build_range(dateTime, self.__frequency)
         self.__grouper = BarGrouper(self.__range.getBeginning(), value, self.__frequency)

예제 #4

파일: resampled.py 프로젝트: PierFio/pyalgotrade

 def __onNewValue(self, dataSeries, dateTime, value):
     if self.__range is None:
         self.__range = resamplebase.build_range(dateTime, self.__frequency)
         self.__grouper = self.buildGrouper(self.__range, value, self.__frequency)
     elif self.__range.belongs(dateTime):
         self.__grouper.addValue(value)
     else:
         self.appendWithDateTime(self.__grouper.getDateTime(), self.__grouper.getGrouped())
         self.__range = resamplebase.build_range(dateTime, self.__frequency)
         self.__grouper = self.buildGrouper(self.__range, value, self.__frequency)

예제 #5

파일: resample_test.py 프로젝트: elisbyberi/pyalgotrade

 def testFiveMinuteRange(self):
     freq = 60*5
     begin = datetime.datetime(2011, 1, 1, 1)
     r = resamplebase.build_range(begin + datetime.timedelta(seconds=120), freq)
     self.assertEqual(r.getBeginning(), begin)
     for i in range(freq):
         self.assertTrue(r.belongs(begin + datetime.timedelta(seconds=i)))
     self.assertFalse(r.belongs(begin + datetime.timedelta(seconds=freq+1)))
     self.assertEqual(r.getEnding(), datetime.datetime(2011, 1, 1, 1, 5))

예제 #6

파일: resample_test.py 프로젝트: elisbyberi/pyalgotrade

 def testHourRange(self):
     freq = bar.Frequency.HOUR
     begin = datetime.datetime(2011, 1, 1, 16)
     r = resamplebase.build_range(begin + datetime.timedelta(seconds=120), freq)
     self.assertEqual(r.getBeginning(), begin)
     for i in range(freq):
         self.assertTrue(r.belongs(begin + datetime.timedelta(seconds=i)))
     self.assertFalse(r.belongs(begin + datetime.timedelta(seconds=freq+1)))
     self.assertEqual(r.getEnding(), datetime.datetime(2011, 1, 1, 17))

예제 #7

파일: resample_test.py 프로젝트: elisbyberi/pyalgotrade

 def test28Days(self):
     freq = bar.Frequency.MONTH
     begin = datetime.datetime(2011, 2, 1)
     r = resamplebase.build_range(begin + datetime.timedelta(hours=5, minutes=25), freq)
     self.assertEqual(r.getBeginning(), begin)
     for i in range(freq - bar.Frequency.DAY*3):
         self.assertTrue(r.belongs(begin + datetime.timedelta(seconds=i)))
     self.assertFalse(r.belongs(begin + datetime.timedelta(seconds=freq+1)))
     self.assertEqual(r.getEnding(), datetime.datetime(2011, 3, 1))

예제 #8

파일: resample_test.py 프로젝트: elisbyberi/pyalgotrade

 def testMinuteRange(self):
     freq = bar.Frequency.MINUTE
     begin = datetime.datetime(2011, 1, 1, 1, 1)
     r = resamplebase.build_range(begin + datetime.timedelta(seconds=5), freq)
     self.assertEqual(r.getBeginning(), begin)
     for i in range(freq):
         self.assertTrue(r.belongs(begin + datetime.timedelta(seconds=i)))
     self.assertFalse(r.belongs(begin + datetime.timedelta(seconds=freq+1)))
     self.assertEqual(r.getEnding(), datetime.datetime(2011, 1, 1, 1, 2))

예제 #9

 def testDecember(self):
     freq = bar.Frequency.MONTH
     begin = datetime.datetime(2011, 12, 1)
     r = resamplebase.build_range(begin + datetime.timedelta(hours=5, minutes=25), freq)
     self.assertEqual(r.getBeginning(), begin)
     for i in range(freq):
         self.assertTrue(r.belongs(begin + datetime.timedelta(seconds=i)))
     self.assertFalse(r.belongs(begin + datetime.timedelta(seconds=freq+1)))
     self.assertEqual(r.getEnding(), datetime.datetime(2012, 1, 1))

예제 #10

 def testHourRange(self):
     freq = bar.Frequency.HOUR
     begin = datetime.datetime(2011, 1, 1, 16)
     r = resamplebase.build_range(begin + datetime.timedelta(seconds=120),
                                  freq)
     self.assertEqual(r.getBeginning(), begin)
     for i in range(freq):
         self.assertTrue(r.belongs(begin + datetime.timedelta(seconds=i)))
     self.assertFalse(
         r.belongs(begin + datetime.timedelta(seconds=freq + 1)))
     self.assertEqual(r.getEnding(), datetime.datetime(2011, 1, 1, 17))

예제 #11

 def testMinuteRange(self):
     freq = bar.Frequency.MINUTE
     begin = datetime.datetime(2011, 1, 1, 1, 1)
     r = resamplebase.build_range(begin + datetime.timedelta(seconds=5),
                                  freq)
     self.assertEqual(r.getBeginning(), begin)
     for i in range(freq):
         self.assertTrue(r.belongs(begin + datetime.timedelta(seconds=i)))
     self.assertFalse(
         r.belongs(begin + datetime.timedelta(seconds=freq + 1)))
     self.assertEqual(r.getEnding(), datetime.datetime(2011, 1, 1, 1, 2))

예제 #12

 def testFiveMinuteRange(self):
     freq = 60 * 5
     begin = datetime.datetime(2011, 1, 1, 1)
     r = resamplebase.build_range(begin + datetime.timedelta(seconds=120),
                                  freq)
     self.assertEqual(r.getBeginning(), begin)
     for i in range(freq):
         self.assertTrue(r.belongs(begin + datetime.timedelta(seconds=i)))
     self.assertFalse(
         r.belongs(begin + datetime.timedelta(seconds=freq + 1)))
     self.assertEqual(r.getEnding(), datetime.datetime(2011, 1, 1, 1, 5))

예제 #13

파일: resample_test.py 프로젝트: JimSnead/pyalgotrade

    def __testHourRangeImpl(self, timezone=None):
        freq = bar.Frequency.HOUR

        begin = datetime.datetime(2011, 1, 1, 16)
        end = datetime.datetime(2011, 1, 1, 17)
        if timezone is not None:
            begin = dt.localize(begin, timezone)
            end = dt.localize(end, timezone)

        r = resamplebase.build_range(begin + datetime.timedelta(seconds=120), freq)
        self.assertEqual(r.getBeginning(), begin)
        for i in range(freq):
            self.assertTrue(r.belongs(begin + datetime.timedelta(seconds=i)))
        self.assertFalse(r.belongs(begin + datetime.timedelta(seconds=freq+1)))
        self.assertEqual(r.getEnding(), end)

예제 #14

    def __testHourRangeImpl(self, timezone=None):
        freq = bar.Frequency.HOUR

        begin = datetime.datetime(2011, 1, 1, 16)
        end = datetime.datetime(2011, 1, 1, 17)
        if timezone is not None:
            begin = dt.localize(begin, timezone)
            end = dt.localize(end, timezone)

        r = resamplebase.build_range(begin + datetime.timedelta(seconds=120), freq)
        self.assertEqual(r.getBeginning(), begin)
        for i in range(freq):
            self.assertTrue(r.belongs(begin + datetime.timedelta(seconds=i)))
        self.assertFalse(r.belongs(begin + datetime.timedelta(seconds=freq+1)))
        self.assertEqual(r.getEnding(), end)

예제 #15

 def __updateNextBarClose(self):
     self.__nextBarClose = resamplebase.build_range(
         utcnow(), self.__frequency).getEnding()

예제 #16

파일: tushareLiveFeed.py 프로젝트: zzprice/xuefu

    def __updateNextBarClose(self):

        self.__nextBarClose = resamplebase.build_range(
            localnow(), self.__frequency).getEnding()
        logger.info('local: {0} ,nextcall: {1}'.format(localnow(),
                                                       self.__nextBarClose))

예제 #17

파일: tushareLiveFeed.py 프로젝트: ycw222008/xuefu

 def __updateNextBarClose(self):
     print  'local', localnow()
     self.__nextBarClose = resamplebase.build_range(localnow(), self.__frequency).getEnding()
     print  'nextcall', self.__nextBarClose

예제 #18

파일: barfeed.py 프로젝트: WESTLIN/PyAlgoTrade_DocCn

 def __updateNextBarClose(self):
     self.__nextBarClose = resamplebase.build_range(utcnow(), self.__frequency).getEnding()