def test_open_close():
assert TradableEntity.is_open_timestamp("2020-06-17 09:30")
assert TradableEntity.is_close_timestamp("2020-06-17 15:00")
timestamps = []
for timestamp in TradableEntity.get_interval_timestamps(
start_date="2020-06-17", end_date="2020-06-18", level=IntervalLevel.LEVEL_1HOUR
):
timestamps.append(timestamp)
assert TradableEntity.is_open_timestamp(timestamps[0])
assert TradableEntity.is_close_timestamp(timestamps[-1])
def test_get_1min_timestamps():
timestamps = []
for timestamp in TradableEntity.get_interval_timestamps(
start_date="2020-06-17", end_date="2020-06-18", level=IntervalLevel.LEVEL_1MIN
):
timestamps.append(timestamp)
assert to_pd_timestamp("2020-06-17 09:31:00") in timestamps
assert to_pd_timestamp("2020-06-17 11:30:00") in timestamps
assert to_pd_timestamp("2020-06-17 13:01:00") in timestamps
assert to_pd_timestamp("2020-06-17 15:00:00") in timestamps
assert to_pd_timestamp("2020-06-17 09:31:00") in timestamps
assert to_pd_timestamp("2020-06-17 11:30:00") in timestamps
assert to_pd_timestamp("2020-06-17 13:01:00") in timestamps
assert to_pd_timestamp("2020-06-18 15:00:00") in timestamps
def test_get_1h_timestamps():
timestamps = []
for timestamp in TradableEntity.get_interval_timestamps(
start_date='2020-06-17',
end_date='2020-06-18',
level=IntervalLevel.LEVEL_1HOUR):
timestamps.append(timestamp)
assert to_pd_timestamp('2020-06-17 10:30:00') in timestamps
assert to_pd_timestamp('2020-06-17 11:30:00') in timestamps
assert to_pd_timestamp('2020-06-17 14:00:00') in timestamps
assert to_pd_timestamp('2020-06-17 15:00:00') in timestamps
assert to_pd_timestamp('2020-06-17 10:30:00') in timestamps
assert to_pd_timestamp('2020-06-17 11:30:00') in timestamps
assert to_pd_timestamp('2020-06-17 14:00:00') in timestamps
assert to_pd_timestamp('2020-06-18 15:00:00') in timestamps