def __init__(self, prices, from_date, to_date):
"""
Args:
prices (numpy.ndarray): The array of prices.
from_date (datetime.datetime)
to_date (datetime.datetime)
"""
Preconditions.check_prices_array(prices)
from_timestamp = TimestampUtil.get_timestamp(from_date)
to_timestamp = TimestampUtil.get_timestamp(to_date)
assert to_timestamp > from_timestamp
self._data = prices[(prices[:, 0] >= from_timestamp) *
(prices[:, 0] <= to_timestamp)]
def __init__(self, prices, from_date, to_date):
"""
Args:
prices (numpy.ndarray): The array of prices.
from_date (datetime.datetime)
to_date (datetime.datetime)
"""
Preconditions.check_prices_array(prices)
from_timestamp = TimestampUtil.get_timestamp(from_date)
to_timestamp = TimestampUtil.get_timestamp(to_date)
assert to_timestamp > from_timestamp
self._data = prices[
(prices[:, 0] >= from_timestamp) * (prices[:, 0] <= to_timestamp)]
def test_should_get_frame_end_15m_at_close(self):
expected = int(
datetime(2016, 1, 12, 9, 14, 59, 999999).timestamp() * 1000.0)
actual = TimestampUtil.get_frame_end(
self._DEFAULT_TIMESTAMP_CLOSE, StandardTimeFrame.M15)
assert actual == expected
def test_should_get_frame_start_15m_at_open(self):
expected = int(
datetime(2016, 1, 12, 9, 0, 0).timestamp() * 1000.0)
actual = TimestampUtil.get_frame_start(
self._DEFAULT_TIMESTAMP_OPEN, StandardTimeFrame.M15)
assert actual == expected