def testTimeStampConversions(self):
dateTime = datetime.datetime(2000, 1, 1)
self.assertEqual(
dt.timestamp_to_datetime(dt.datetime_to_timestamp(dateTime),
False), dateTime)
dateTime = dt.as_utc(datetime.datetime(2000, 1, 1, 1, 1))
self.assertEqual(
dt.timestamp_to_datetime(dt.datetime_to_timestamp(dateTime), True),
dateTime)
def testTimeStampConversionsWithMicroseconds(self):
dateTime = datetime.datetime(2000, 1, 1, 1, 1, 1, microsecond=10)
self.assertEqual(
dt.timestamp_to_datetime(dt.datetime_to_timestamp(dateTime),
False), dateTime)
dateTime = dt.as_utc(
datetime.datetime(2000, 1, 1, 1, 1, 1, microsecond=10))
self.assertEqual(
dt.timestamp_to_datetime(dt.datetime_to_timestamp(dateTime), True),
dateTime)
def getBars(self, instrument, frequency, timezone=None, fromDateTime=None, toDateTime=None):
instrument = normalize_instrument(instrument)
sql = "SELECT bar.timestamp, bar.open, bar.high, bar.low, bar.close, bar.volume, bar.adj_close, bar.frequency" \
" FROM bar JOIN instrument ON (bar.instrument_id = instrument.instrument_id)" \
" WHERE instrument.name = ? AND bar.frequency = ?"
args = [instrument, frequency]
if fromDateTime is not None:
sql += " AND bar.timestamp >= ?"
args.append(dt.datetime_to_timestamp(fromDateTime))
if toDateTime is not None:
sql += " AND bar.timestamp <= ?"
args.append(dt.datetime_to_timestamp(toDateTime))
ret = []
sql += " ORDER by bar.timestamp ASC"
cursor = self.__connection.cursor()
cursor.execute(sql, args)
for row in cursor:
dateTime = dt.timestamp_to_datetime(row[0])
if timezone:
dateTime = dt.localize(dateTime, timezone)
ret.append(bar.BasicBar(dateTime, row[1], row[2], row[3], row[4], row[5], row[6], row[7]))
cursor.close()
return ret
def __init__(self, barDict, frequency):
self.__DateTimeLocal = liveUtils.timestamp_to_DateTimeLocal(
barDict["Timestamp"])
super(liveBar,
self).__init__(dt.timestamp_to_datetime(barDict["Timestamp"]),
barDict["Open"], barDict["High"], barDict["Low"],
barDict["Close"], barDict["Volume"], None,
frequency)
def parseBar(self, csvRowDict):
unixTime = int(csvRowDict["unixtime"])
price = float(csvRowDict["price"])
amount = float(csvRowDict["amount"])
dateTime = dt.timestamp_to_datetime(unixTime)
dateTime = self.__unixTimeFix.fixDateTime(dateTime)
# Localize the datetime if a timezone was given.
if self.__timezone:
dateTime = dt.localize(dateTime, self.__timezone)
return TradeBar(dateTime, price, amount)
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 getDateTime(self):
return dt.timestamp_to_datetime(int(self.__obj['finished-at']) / 1000)