Python dt.localize函数代码示例

    def testResampleNinjaTraderHour(self):
        # Resample.
        feed = ninjatraderfeed.Feed(ninjatraderfeed.Frequency.MINUTE)
        feed.addBarsFromCSV("spy", common.get_data_file_path("nt-spy-minute-2011.csv"))
        resampledBarDS = resampled.ResampledBarDataSeries(feed["spy"], barfeed.Frequency.HOUR)
        resampledFile = os.path.join(common.get_temp_path(), "hour-nt-spy-minute-2011.csv")
        resample.resample_to_csv(feed, barfeed.Frequency.HOUR, resampledFile)
        resampledBarDS.pushLast()  # Need to manually push the last stot since time didn't change.

        # Load the resampled file.
        feed = csvfeed.GenericBarFeed(barfeed.Frequency.HOUR, marketsession.USEquities.getTimezone())
        feed.addBarsFromCSV("spy", resampledFile)
        feed.loadAll()

        self.assertEqual(len(feed["spy"]), 340)
        self.assertEqual(feed["spy"][0].getDateTime(), dt.localize(datetime.datetime(2011, 1, 3, 9), marketsession.USEquities.getTimezone()))
        self.assertEqual(feed["spy"][-1].getDateTime(), dt.localize(datetime.datetime(2011, 2, 1, 1), marketsession.USEquities.getTimezone()))
        self.assertEqual(feed["spy"][0].getOpen(), 126.35)
        self.assertEqual(feed["spy"][0].getHigh(), 126.45)
        self.assertEqual(feed["spy"][0].getLow(), 126.3)
        self.assertEqual(feed["spy"][0].getClose(), 126.4)
        self.assertEqual(feed["spy"][0].getVolume(), 3397.0)
        self.assertEqual(feed["spy"][0].getAdjClose(), None)

        self.assertEqual(len(resampledBarDS), len(feed["spy"]))
        self.assertEqual(resampledBarDS[0].getDateTime(), dt.as_utc(datetime.datetime(2011, 1, 3, 9)))
        self.assertEqual(resampledBarDS[-1].getDateTime(), dt.as_utc(datetime.datetime(2011, 2, 1, 1)))

    def testResampleNinjaTraderDay(self):
        # Resample.
        feed = ninjatraderfeed.Feed(ninjatraderfeed.Frequency.MINUTE)
        feed.addBarsFromCSV("spy", common.get_data_file_path("nt-spy-minute-2011.csv"))
        resampledBarDS = resampled.ResampledBarDataSeries(feed["spy"], barfeed.Frequency.DAY)
        resampledFile = os.path.join(common.get_temp_path(), "day-nt-spy-minute-2011.csv")
        resample.resample_to_csv(feed, barfeed.Frequency.DAY, resampledFile)
        resampledBarDS.pushLast()  # Need to manually push the last stot since time didn't change.

        # Load the resampled file.
        feed = csvfeed.GenericBarFeed(barfeed.Frequency.DAY)
        feed.addBarsFromCSV("spy", resampledFile, marketsession.USEquities.getTimezone())
        feed.loadAll()

        self.assertEqual(len(feed["spy"]), 25)
        self.assertEqual(
            feed["spy"][0].getDateTime(),
            dt.localize(datetime.datetime(2011, 1, 3), marketsession.USEquities.getTimezone()),
        )
        self.assertEqual(
            feed["spy"][-1].getDateTime(),
            dt.localize(datetime.datetime(2011, 2, 1), marketsession.USEquities.getTimezone()),
        )

        self.assertEqual(len(resampledBarDS), len(feed["spy"]))
        self.assertEqual(resampledBarDS[0].getDateTime(), dt.as_utc(datetime.datetime(2011, 1, 3)))
        self.assertEqual(resampledBarDS[-1].getDateTime(), dt.as_utc(datetime.datetime(2011, 2, 1)))

    def __init__(self, dateTime):
        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 __testHourRangeImpl(self, timezone=None):
        freq = bar.Frequency.HOUR

        begin = datetime.datetime(2011, 1, 1, 16)
        end = datetime.datetime(2011, 1, 1, 17)
        if timezone is not None:
            begin = dt.localize(begin, timezone)
            end = dt.localize(end, timezone)

        r = resamplebase.build_range(begin + datetime.timedelta(seconds=120), freq)
        self.assertEqual(r.getBeginning(), begin)
        for i in range(freq):
            self.assertTrue(r.belongs(begin + datetime.timedelta(seconds=i)))
        self.assertFalse(r.belongs(begin + datetime.timedelta(seconds=freq+1)))
        self.assertEqual(r.getEnding(), end)

    def testFeedWithQuandl(self):
        class RowFilter(csvfeed.RowFilter):
            def includeRow(self, dateTime, values):
                return dateTime.year == 2013

        feed = csvfeed.Feed("Date", "%Y-%m-%d", maxLen=40, timezone=marketsession.USEquities.timezone)
        feed.setRowFilter(RowFilter())
        feed.setTimeDelta(datetime.timedelta(hours=23, minutes=59, seconds=59))
        feed.addValuesFromCSV(common.get_data_file_path("quandl_gold_2.csv"))

        for col in ["USD", "GBP", "EUR"]:
            self.assertEqual(len(feed[col]), 0)

        dispatcher = observer.Dispatcher()
        dispatcher.addSubject(feed)
        dispatcher.run()

        for col in ["USD", "GBP", "EUR"]:
            self.assertEqual(len(feed[col]), 39)

        self.assertEqual(feed["USD"][-1], 1333.0)
        self.assertEqual(feed["GBP"][-1], 831.203)
        self.assertEqual(feed["EUR"][-1], 986.75)
        self.assertFalse(dt.datetime_is_naive(feed["USD"].getDateTimes()[-1]))
        self.assertEqual(feed["USD"].getDateTimes()[-1], dt.localize(datetime.datetime(2013, 9, 29, 23, 59, 59), marketsession.USEquities.timezone))

    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))

        sql += " order by bar.timestamp asc"
        cursor = self.__connection.cursor()
        cursor.execute(sql, args)
        ret = []
        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 __parseDate(self, dateString):
     datetime_format = "%Y-%m-%d %H:%M:%S"
     ret = datetime.datetime.strptime(dateString, datetime_format)
     # Localize the datetime if a timezone was given.
     if self.__timezone:
         ret = dt.localize(ret, self.__timezone)
     return ret

    def testUnrealized(self):
        barFeed = self.loadIntradayBarFeed()
        strat = TestStrategy(barFeed, 1000)
        strat.setExitOnSessionClose(False)

        # 3/Jan/2011 205300 - Enter long
        # 3/Jan/2011 205400 - entry gets filled at 127.21
        # 3/Jan/2011 210000 - last bar

        strat.addPosEntry(
            dt.localize(datetime.datetime(2011, 1, 3, 20, 53), pytz.utc),
            strat.enterShort,
            StrategyTestCase.TestInstrument,
            1,
            True,
        )
        strat.run()
        self.assertTrue(strat.getEnterOkEvents() == 1)
        self.assertTrue(strat.getExitOkEvents() == 0)
        self.assertTrue(strat.getEnterCanceledEvents() == 0)
        self.assertTrue(strat.getExitCanceledEvents() == 0)

        self.assertEqual(strat.getActivePosition().getUnrealizedReturn(127.21), 0)
        self.assertEqual(strat.getActivePosition().getUnrealizedNetProfit(127.21), 0)

        self.assertEqual(round(strat.getActivePosition().getUnrealizedReturn(127.21 / 2), 4), 0.5)
        self.assertEqual(round(strat.getActivePosition().getUnrealizedNetProfit(127.21 / 2), 4), 127.21 / 2)

        self.assertEqual(strat.getActivePosition().getUnrealizedReturn(127.21 * 2), -1)
        self.assertEqual(strat.getActivePosition().getUnrealizedNetProfit(127.21 * 2), -127.21)

def get_slot_datetime(dateTime, frequency):
	ts = dt.datetime_to_timestamp(dateTime)
	slot = ts / frequency
	slotTs = (slot + 1) * frequency - 1
	ret = dt.timestamp_to_datetime(slotTs, False)
	if not dt.datetime_is_naive(dateTime):
		ret = dt.localize(ret, dateTime.tzinfo)
	return ret

 def __parseDate(self, dateString):
     ret = parse_date(dateString,self.__frequency)
     # Time on Yahoo! Finance CSV files is empty. If told to set one, do it.
     if self.__frequency == bar.Frequency.DAY and 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 = 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 = datetime.datetime.strptime(dateString, "%Y-%m-%d")
		# Time on Yahoo! Finance CSV files is empty. If told to set one, do it.
		if self.__dailyBarTime != 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 Google 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 __parseDate(self, dateString):
     dt_, d_ = parse_date(dateString)
     # Time on Yahoo! Finance CSV files is empty. If told to set one, do it.
     if self.__dailyBarTime != None:
         dt_ = datetime.datetime.combine(dt_, self.__dailyBarTime)
     # Localize the datetime if a timezone was given.
     if self.__timezone:
         dt_ = dt.localize(dt_, self.__timezone)
     return dt_, d_

 def __parseDate(self, dateString):
     ret = self.parse_date(dateString)
     # Time on Yahoo! Finance CSV files is empty. If told to set one, do it.
     #mid 下面这个过程将ret带h:m:s的时间弄成无h:m:s，使只能测试日线
     if(False):
         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