def __init__(self, dateTime):
super(MonthRange, self).__init__()
self.__begin = datetime.datetime(dateTime.year, dateTime.month, 1)
# Calculate the ending date.
if dateTime.month == 12:
self.__end = datetime.datetime(dateTime.year + 1, 1, 1)
else:
self.__end = datetime.datetime(dateTime.year, dateTime.month + 1,
1)
if not dt.datetime_is_naive(dateTime):
self.__begin = dt.localize(self.__begin, dateTime.tzinfo)
self.__end = dt.localize(self.__end, dateTime.tzinfo)
def __init__(self, dateTime):
super(DayRange, self).__init__()
self.__begin = datetime.datetime(dateTime.year, dateTime.month,
dateTime.day)
if not dt.datetime_is_naive(dateTime):
self.__begin = dt.localize(self.__begin, dateTime.tzinfo)
self.__end = self.__begin + datetime.timedelta(days=1)
def _parseDate(self, dateString):
ret = datetime.datetime.strptime(dateString, self.__dateTimeFormat)
if self.__dailyBarTime is not None:
ret = datetime.datetime.combine(ret, self.__dailyBarTime)
# Localize the datetime if a timezone was given.
if self.__timezone:
ret = dt.localize(ret, self.__timezone)
return ret
def __parseDate(self, dateString):
ret = parse_date(dateString)
# Time on Yahoo! Finance CSV files is empty. If told to set one, do it.
if self.__dailyBarTime is not None:
ret = datetime.datetime.combine(ret, self.__dailyBarTime)
# Localize the datetime if a timezone was given.
if self.__timezone:
ret = dt.localize(ret, self.__timezone)
return ret
def __init__(self, dateTime, frequency):
super(IntraDayRange, self).__init__()
assert isinstance(frequency, int)
assert frequency > 1
assert frequency < bar.Frequency.DAY
ts = int(dt.datetime_to_timestamp(dateTime))
slot = int(ts / frequency)
slotTs = slot * frequency
self.__begin = dt.timestamp_to_datetime(
slotTs, not dt.datetime_is_naive(dateTime))
if not dt.datetime_is_naive(dateTime):
self.__begin = dt.localize(self.__begin, dateTime.tzinfo)
self.__end = self.__begin + datetime.timedelta(seconds=frequency)
def parseRow(self, csvRowDict):
dateTime = datetime.datetime.strptime(
csvRowDict[self.__dateTimeColumn], self.__dateTimeFormat)
# Localize the datetime if a timezone was given.
if self.__timezone is not None:
if self.__timeDelta is not None:
dateTime += self.__timeDelta
dateTime = dt.localize(dateTime, self.__timezone)
# Convert the values
values = {}
for key, value in csvRowDict.items():
if key != self.__dateTimeColumn:
values[key] = self.__converter(key, value)
return (dateTime, values)
def includeBar(self, bar_):
ret = super(USEquitiesRTH, self).includeBar(bar_)
if ret:
# Check day of week
barDay = bar_.getDateTime().weekday()
if barDay > 4:
return False
# Check time
barTime = dt.localize(bar_.getDateTime(), USEquitiesRTH.timezone).time()
if barTime < self.__fromTime:
return False
if barTime > self.__toTime:
return False
return ret
def __parseDate(self, dateString):
ret = parse_date(dateString)
# Localize the datetime if a timezone was given.
if self.__timezone:
ret = dt.localize(ret, self.__timezone)
return ret
def to_market_datetime(dateTime):
timezone = pytz.timezone('Asia/Shanghai')
return dt.localize(dateTime, timezone)