def test_is_trading_date():
assert is_trading_date(entity_type='stock',
exchange=None,
timestamp='2019-06-28')
assert not is_trading_date(
entity_type='stock', exchange=None, timestamp='2019-06-22')
assert not is_trading_date(
entity_type='stock', exchange=None, timestamp='2019-06-23')
def test_is_trading_date():
assert is_trading_date(security_type=SecurityType.stock,
exchange=None,
timestamp='2019-06-28')
assert not is_trading_date(security_type=SecurityType.stock,
exchange=None,
timestamp='2019-06-22')
assert not is_trading_date(security_type=SecurityType.stock,
exchange=None,
timestamp='2019-06-23')
def run(self):
# iterate timestamp of the min level,e.g,9:30,9:35,9.40...for 5min level
# timestamp represents the timestamp in kdata
for timestamp in iterate_timestamps(security_type=self.security_type, exchange=self.exchanges[0],
start_timestamp=self.start_timestamp, end_timestamp=self.end_timestamp,
level=self.level):
if not is_trading_date(security_type=self.security_type, exchange=self.exchanges[0], timestamp=timestamp):
continue
if self.real_time:
# all selector move on to handle the coming data
if self.kdata_use_begin_time:
real_end_timestamp = timestamp + pd.Timedelta(seconds=self.level.to_second())
else:
real_end_timestamp = timestamp
waiting_seconds, _ = self.level.count_from_timestamp(real_end_timestamp,
one_day_trading_minutes=get_one_day_trading_minutes(
security_type=self.security_type))
# meaning the future kdata not ready yet,we could move on to check
if waiting_seconds and (waiting_seconds > 0):
# iterate the selector from min to max which in finished timestamp kdata
for level in self.trading_level_asc:
if (is_in_finished_timestamps(security_type=self.security_type, exchange=self.exchanges[0],
timestamp=timestamp, level=level)):
for selector in self.selectors:
if selector.level == level:
selector.move_on(timestamp, self.kdata_use_begin_time)
# on_trading_open to setup the account
if self.level == TradingLevel.LEVEL_1DAY or (
self.level != TradingLevel.LEVEL_1DAY and is_open_time(security_type=self.security_type,
exchange=self.exchanges[0],
timestamp=timestamp)):
self.account_service.on_trading_open(timestamp)
# the time always move on by min level step and we could check all level targets in the slot
self.handle_targets_slot(timestamp=timestamp)
for level in self.trading_level_asc:
# in every cycle, all level selector do its job in its time
if (is_in_finished_timestamps(security_type=self.security_type, exchange=self.exchanges[0],
timestamp=timestamp, level=level)):
df = self.selectors_comparator.make_decision(timestamp=timestamp,
trading_level=level)
if not df.empty:
selected = set(df['security_id'].to_list())
else:
selected = {}
self.targets_slot.input_targets(level, selected)
# on_trading_close to calculate date account
if self.level == TradingLevel.LEVEL_1DAY or (
self.level != TradingLevel.LEVEL_1DAY and is_close_time(security_type=self.security_type,
exchange=self.exchanges[0],
timestamp=timestamp)):
self.account_service.on_trading_close(timestamp)
self.on_finish()
