def test_mongo_date_range_query_asserts():
self = create_autospec(TickStore)
self._collection = create_autospec(Collection)
self._collection.find_one.return_value = {'s': sentinel.start}
with pytest.raises(AssertionError):
TickStore._mongo_date_range_query(self, 'sym', DateRange(None, None, CLOSED_OPEN))
with pytest.raises(AssertionError):
TickStore._mongo_date_range_query(self, 'sym', DateRange(dt(2014, 1, 1), None))
with pytest.raises(AssertionError):
TickStore._mongo_date_range_query(self, 'sym', DateRange(None, dt(2014, 1, 1)))
def test_mongo_date_range_query():
self = create_autospec(TickStore)
self._collection = create_autospec(Collection)
self._collection.find_one.return_value = {'s': sentinel.start}
self._symbol_query = partial(TickStore._symbol_query, self)
query = TickStore._mongo_date_range_query(
self, 'sym',
DateRange(dt(2014, 1, 1, 0, 0, tzinfo=mktz()),
dt(2014, 1, 2, 0, 0, tzinfo=mktz())))
assert self._collection.find_one.call_args_list == [
call({
'sy': 'sym',
's': {
'$lte': dt(2014, 1, 1, 0, 0, tzinfo=mktz())
}
},
sort=[('s', -1)],
projection={
's': 1,
'_id': 0
}),
call({
'sy': 'sym',
's': {
'$gt': dt(2014, 1, 2, 0, 0, tzinfo=mktz())
}
},
sort=[('s', 1)],
projection={
's': 1,
'_id': 0
})
]
assert query == {'s': {'$gte': sentinel.start, '$lt': sentinel.start}}
def test_mongo_date_range_query():
self = create_autospec(TickStore)
self._collection = create_autospec(Collection)
self._symbol_query.return_value = {"sy": { "$in" : [ "s1" , "s2"]}}
self._collection.aggregate.return_value = iter([{"_id": "s1", "start": dt(2014, 1, 1, 0, 0, tzinfo=mktz())},
{"_id": "s2", "start": dt(2014, 1, 1, 12, 0, tzinfo=mktz())}])
self._collection.find_one.side_effect = [
{'e': dt(2014, 1, 1, 15, 0, tzinfo=mktz())},
{'e': dt(2014, 1, 2, 12, 0, tzinfo=mktz())}]
query = TickStore._mongo_date_range_query(self, 'sym', DateRange(dt(2014, 1, 2, 0, 0, tzinfo=mktz()),
dt(2014, 1, 3, 0, 0, tzinfo=mktz())))
assert self._collection.aggregate.call_args_list == [call([
{"$match": {"s": {"$lte": dt(2014, 1, 2, 0, 0, tzinfo=mktz())}, "sy": { "$in" : [ "s1" , "s2"]}}},
{"$project": {"_id": 0, "s": 1, "sy": 1}},
{"$group": {"_id": "$sy", "start": {"$max": "$s"}}},
{"$sort": {"start": 1}}])]
assert self._collection.find_one.call_args_list == [
call({'sy': 's1', 's': dt(2014, 1, 1, 0, 0, tzinfo=mktz())}, {'e': 1}),
call({'sy': 's2', 's': dt(2014, 1, 1, 12, 0, tzinfo=mktz())}, {'e': 1})]
assert query == {'s': {'$gte': dt(2014, 1, 1, 12, 0, tzinfo=mktz()), '$lte': dt(2014, 1, 3, 0, 0, tzinfo=mktz())}}
def setPWD(user=None, passwd=None):
if user is not None:
auth = lambda: None
auth.user = user
auth.password = passwd
register_get_auth_hook(lambda *x, **y: auth)
else:
register_get_auth_hook(lambda *x, **y: None)
arctic.Arctic("192.168.1.135:19931")
setPWD("liangxuanshuo", "}[;.KLJI*(%^5g6")
client = arctic.Arctic("192.168.1.135:19931")
lib = client['liangxuanshuo.demoFuture']
data = lib.read("rb1901", )
data = lib.read(symbol='rb1901', date_range=DateRange(start='2018-09-10', end='2018-11-13'))
data.sort_index()
# 将数据按每天分类，并将前一天的夜盘并到当天
da = {} # type: Dict[str, data]
days = []
starttime = pd.to_datetime(range(60), unit='D', origin=pd.Timestamp('2018-09-27'))
def f(x):
return x.strftime("%m%d")
# f = lambda x: x.strftime("%m%d")
tmp = 0
for _date in starttime: # type: daytime
try:
