Python pytz.FixedOffset方法代码示例

# 需要导入模块: import pytz [as 别名]
# 或者: from pytz import FixedOffset [as 别名]
def fetch_bar():
    day = datetime.datetime.strptime('20100416', '%Y%m%d').replace(tzinfo=pytz.FixedOffset(480))
    end = datetime.datetime.strptime('20160118', '%Y%m%d').replace(tzinfo=pytz.FixedOffset(480))
    tasks = []
    while day <= end:
        tasks.append(is_trading_day(day))
        day += datetime.timedelta(days=1)
    trading_days = []
    for f in tqdm(asyncio.as_completed(tasks), total=len(tasks)):
        rst = await f
        trading_days.append(rst)
    tasks.clear()
    for day, trading in trading_days:
        if trading:
            tasks += [
                asyncio.ensure_future(update_from_shfe(day)),
                asyncio.ensure_future(update_from_dce(day)),
                asyncio.ensure_future(update_from_czce(day)),
                asyncio.ensure_future(update_from_cffex(day)),
            ]
    print('task len=', len(tasks))
    for f in tqdm(asyncio.as_completed(tasks), total=len(tasks)):
        await f 

# 需要导入模块: import pytz [as 别名]
# 或者: from pytz import FixedOffset [as 别名]
def fetch_bar2():
    day = datetime.datetime.strptime('20160114', '%Y%m%d').replace(tzinfo=pytz.FixedOffset(480))
    end = datetime.datetime.strptime('20160914', '%Y%m%d').replace(tzinfo=pytz.FixedOffset(480))
    while day <= end:
        day, trading = await is_trading_day(day)
        if trading:
            print('process ', day)
            tasks = [
                asyncio.ensure_future(update_from_shfe(day)),
                asyncio.ensure_future(update_from_dce(day)),
                asyncio.ensure_future(update_from_czce(day)),
                asyncio.ensure_future(update_from_cffex(day)),
            ]
            await asyncio.wait(tasks)
        day += datetime.timedelta(days=1)
    print('all done!')


# asyncio.get_event_loop().run_until_complete(fetch_bar2())
# create_main_all()
# fetch_from_quandl_all()
# clean_dailybar()
# load_kt_data() 

# 需要导入模块: import pytz [as 别名]
# 或者: from pytz import FixedOffset [as 别名]
def update_position(self):
        for _, pos in self.__shares.items():
            inst = Instrument.objects.filter(
                exchange=pos['ExchangeID'],
                product_code=re.findall('[A-Za-z]+', pos['InstrumentID'])[0]).first()
            tick = json.loads(self.redis_client.get(pos['InstrumentID']))
            if pos['Direction'] == ApiStruct.D_Buy:
                profit = Decimal(tick['LastPrice']) - Decimal(pos['OpenPrice'])
            else:
                profit = Decimal(pos['OpenPrice']) - Decimal(tick['LastPrice'])
            profit = profit * Decimal(pos['Volume']) * inst.volume_multiple
            Trade.objects.update_or_create(
                broker=self.__broker, strategy=self.__strategy, instrument=inst,
                code=pos['InstrumentID'],
                direction=DirectionType.LONG if pos['Direction'] == ApiStruct.D_Buy else DirectionType.SHORT,
                close_time__isnull=True,
                defaults={
                    'open_time': datetime.datetime.strptime(
                        pos['OpenDate']+'09', '%Y%m%d%H').replace(tzinfo=pytz.FixedOffset(480)),
                    'shares': pos['Volume'], 'filled_shares': pos['Volume'],
                    'avg_entry_price': Decimal(pos['OpenPrice']),
                    'cost': pos['Volume'] * Decimal(pos['OpenPrice']) * inst.fee_money *
                    inst.volume_multiple + pos['Volume'] * inst.fee_volume,
                    'profit': profit, 'frozen_margin': Decimal(pos['Margin'])}) 

# 需要导入模块: import pytz [as 别名]
# 或者: from pytz import FixedOffset [as 别名]
def start(self):
        self.redis_client.set('HEARTBEAT:TRADER', 1, ex=61)
        await self.query('TradingAccount')
        self.__shares.clear()
        await self.query('InvestorPositionDetail')
        # await self.collect_tick_stop()
        # await self.collect_quote()
        # day = datetime.datetime.strptime('20161031', '%Y%m%d').replace(tzinfo=pytz.FixedOffset(480))
        # for inst in self.__strategy.instruments.all():
        #     # self.calc_signal(inst, day)
        #     self.process_signal(inst)
        # order_list = await self.query('Order')
        # if order_list:
        #     for order in order_list:
        #         if order['OrderStatus'] == ApiStruct.OST_NotTouched and \
        #                         order['OrderSubmitStatus'] == ApiStruct.OSS_InsertSubmitted:
        #             self.__activeOrders[order['OrderRef']] = order
        #     logger.info("未成交订单: %s", self.__activeOrders)
        # inst_set = list()
        # for inst in Instrument.objects.all():
        #     inst_set += inst.all_inst.split(',')
        # await self.SubscribeMarketData(inst_set) 

# 需要导入模块: import pytz [as 别名]
# 或者: from pytz import FixedOffset [as 别名]
def update_equity(self):
        today, trading = await is_trading_day(datetime.datetime.today().replace(tzinfo=pytz.FixedOffset(480)))
        if trading:
            logger.info('更新资金净值 %s %s', today, trading)
            dividend = Performance.objects.filter(
                broker=self.__broker, day__lt=today.date()).aggregate(Sum('dividend'))['dividend__sum']
            if dividend is None:
                dividend = Decimal(0)
            perform = Performance.objects.filter(
                broker=self.__broker, day__lt=today.date()).order_by('-day').first()
            if perform is None:
                unit = Decimal(1000000)
            else:
                unit = perform.unit_count
            nav = self.__current / unit
            accumulated = (self.__current - dividend) / (unit - dividend)
            Performance.objects.update_or_create(broker=self.__broker, day=today.date(), defaults={
                'used_margin': self.__margin,
                'capital': self.__current, 'unit_count': unit, 'NAV': nav, 'accumulated': accumulated}) 

# 需要导入模块: import pytz [as 别名]
# 或者: from pytz import FixedOffset [as 别名]
def test_parse_timezone(all_parsers):
    # see gh-22256
    parser = all_parsers
    data = """dt,val
              2018-01-04 09:01:00+09:00,23350
              2018-01-04 09:02:00+09:00,23400
              2018-01-04 09:03:00+09:00,23400
              2018-01-04 09:04:00+09:00,23400
              2018-01-04 09:05:00+09:00,23400"""
    result = parser.read_csv(StringIO(data), parse_dates=["dt"])

    dti = pd.date_range(start="2018-01-04 09:01:00",
                        end="2018-01-04 09:05:00", freq="1min",
                        tz=pytz.FixedOffset(540))
    expected_data = {"dt": dti, "val": [23350, 23400, 23400, 23400, 23400]}

    expected = DataFrame(expected_data)
    tm.assert_frame_equal(result, expected) 

# 需要导入模块: import pytz [as 别名]
# 或者: from pytz import FixedOffset [as 别名]
def __init__(self, latitude, longitude, tz='UTC', altitude=0,
                 name=None, **kwargs):

        self.latitude = latitude
        self.longitude = longitude

        if isinstance(tz, str):
            self.tz = tz
            self.pytz = pytz.timezone(tz)
        elif isinstance(tz, datetime.timezone):
            self.tz = 'UTC'
            self.pytz = pytz.UTC
        elif isinstance(tz, datetime.tzinfo):
            self.tz = tz.zone
            self.pytz = tz
        elif isinstance(tz, (int, float)):
            self.tz = tz
            self.pytz = pytz.FixedOffset(tz*60)
        else:
            raise TypeError('Invalid tz specification')

        self.altitude = altitude

        self.name = name 

# 需要导入模块: import pytz [as 别名]
# 或者: from pytz import FixedOffset [as 别名]
def test_query_cond_greater_than(self):
        # Make sure type checking works
        q1 = Field("test")
        self.assertRaises(QueryTypeError, q1.gt, "a")

        # Make sure a valid operation works
        q2 = Field("test").gt(1)
        self.assertEqual(str(q2), "test>1")

        # Make sure naive dates are assumed as UTC
        q3 = Field("test").gt(dt(2016, 2, 1))
        self.assertEqual(str(q3), 'test>javascript:gs.dateGenerate("2016-02-01 00:00:00")')

        # Make sure tz-aware dates are converted to UTC (UTC+1)
        q4 = (
            Field("test")
            .gt(dt(2016, 2, 1, 3, tzinfo=pytz.FixedOffset(60)))
        )
        self.assertEqual(str(q4), 'test>javascript:gs.dateGenerate("2016-02-01 02:00:00")') 

# 需要导入模块: import pytz [as 别名]
# 或者: from pytz import FixedOffset [as 别名]
def test_query_cond_less_than(self):
        # Make sure type checking works
        q1 = Field("test")
        self.assertRaises(QueryTypeError, q1.lt, "a")

        # Make sure a valid operation works
        q2 = Field("test").lt(1)
        self.assertEqual(str(q2), "test<1")

        # Make sure naive dates are assumed as UTC
        q3 = Field("test").lt(dt(2016, 2, 1))
        self.assertEqual(str(q3), 'test<javascript:gs.dateGenerate("2016-02-01 00:00:00")')

        # Make sure tz-aware dates are converted to UTC (UTC+1)
        q3 = (
            Field("test")
            .lt(dt(2016, 2, 1, 3, tzinfo=pytz.FixedOffset(60)))
        )
        self.assertEqual(str(q3), 'test<javascript:gs.dateGenerate("2016-02-01 02:00:00")') 

# 需要导入模块: import pytz [as 别名]
# 或者: from pytz import FixedOffset [as 别名]
def test_query_cond_greater_than_or_equal(self):
        # Make sure type checking works
        q1 = Field("test")
        self.assertRaises(QueryTypeError, q1.gte, "a")

        # Make sure a valid operation works
        q2 = Field("test").gte(1)
        self.assertEqual(str(q2), "test>=1")

        # Make sure naive dates are assumed as UTC
        q3 = Field("test").gte(dt(2016, 2, 1))
        self.assertEqual(str(q3), 'test>=javascript:gs.dateGenerate("2016-02-01 00:00:00")')

        # Make sure tz-aware dates are converted to UTC (UTC+1)
        q4 = (
            Field("test")
            .gte(dt(2016, 2, 1, 3, tzinfo=pytz.FixedOffset(60)))
        )
        self.assertEqual(str(q4), 'test>=javascript:gs.dateGenerate("2016-02-01 02:00:00")') 

# 需要导入模块: import pytz [as 别名]
# 或者: from pytz import FixedOffset [as 别名]
def test_query_cond_less_than_or_equal(self):
        # Make sure type checking works
        q1 = Field("test")
        self.assertRaises(QueryTypeError, q1.lte, "a")

        # Make sure a valid operation works
        q2 = Field("test").lte(1)
        self.assertEqual(str(q2), "test<=1")

        # Make sure naive dates are assumed as UTC
        q3 = Field("test").lte(dt(2016, 2, 1))
        self.assertEqual(str(q3), 'test<=javascript:gs.dateGenerate("2016-02-01 00:00:00")')

        # Make sure tz-aware dates are converted to UTC (UTC+1)
        q3 = (
            Field("test")
            .lte(dt(2016, 2, 1, 3, tzinfo=pytz.FixedOffset(60)))
        )
        self.assertEqual(str(q3), 'test<=javascript:gs.dateGenerate("2016-02-01 02:00:00")') 

# 需要导入模块: import pytz [as 别名]
# 或者: from pytz import FixedOffset [as 别名]
def test_query_cond_greater_than(self):
        # Make sure type checking works
        q1 = pysnow.QueryBuilder().field("test")
        self.assertRaises(QueryTypeError, q1.greater_than, "a")

        # Make sure a valid operation works
        q2 = pysnow.QueryBuilder().field("test").greater_than(1)
        self.assertEqual(str(q2), "test>1")

        # Make sure naive dates are assumed as UTC
        q3 = pysnow.QueryBuilder().field("test").greater_than(dt(2016, 2, 1))
        self.assertEqual(str(q3), "test>2016-02-01 00:00:00")

        # Make sure tz-aware dates are converted to UTC (UTC+1)
        q4 = (
            pysnow.QueryBuilder()
            .field("test")
            .greater_than(dt(2016, 2, 1, 3, tzinfo=pytz.FixedOffset(60)))
        )
        self.assertEqual(str(q4), "test>2016-02-01 02:00:00") 

# 需要导入模块: import pytz [as 别名]
# 或者: from pytz import FixedOffset [as 别名]
def test_query_cond_less_than(self):
        # Make sure type checking works
        q1 = pysnow.QueryBuilder().field("test")
        self.assertRaises(QueryTypeError, q1.less_than, "a")

        # Make sure a valid operation works
        q2 = pysnow.QueryBuilder().field("test").less_than(1)
        self.assertEqual(str(q2), "test<1")

        # Make sure naive dates are assumed as UTC
        q3 = pysnow.QueryBuilder().field("test").less_than(dt(2016, 2, 1))
        self.assertEqual(str(q3), "test<2016-02-01 00:00:00")

        # Make sure tz-aware dates are converted to UTC (UTC+1)
        q3 = (
            pysnow.QueryBuilder()
            .field("test")
            .less_than(dt(2016, 2, 1, 3, tzinfo=pytz.FixedOffset(60)))
        )
        self.assertEqual(str(q3), "test<2016-02-01 02:00:00") 

# 需要导入模块: import pytz [as 别名]
# 或者: from pytz import FixedOffset [as 别名]
def test_query_cond_less_than_or_equal(self):
        # Make sure type checking works
        q1 = pysnow.QueryBuilder().field("test")
        self.assertRaises(QueryTypeError, q1.less_than_or_equal, "a")

        # Make sure a valid operation works
        q2 = pysnow.QueryBuilder().field("test").less_than_or_equal(1)
        self.assertEqual(str(q2), "test<=1")

        # Make sure naive dates are assumed as UTC
        q3 = pysnow.QueryBuilder().field("test").less_than_or_equal(dt(2016, 2, 1))
        self.assertEqual(str(q3), "test<=2016-02-01 00:00:00")

        # Make sure tz-aware dates are converted to UTC (UTC+1)
        q3 = (
            pysnow.QueryBuilder()
            .field("test")
            .less_than_or_equal(dt(2016, 2, 1, 3, tzinfo=pytz.FixedOffset(60)))
        )
        self.assertEqual(str(q3), "test<=2016-02-01 02:00:00") 

# 需要导入模块: import pytz [as 别名]
# 或者: from pytz import FixedOffset [as 别名]
def asn1_generalizedtime_to_dt(timestamp):
    """Convert ASN.1 GENERALIZEDTIME to datetime.

    Useful for deserialization of `OpenSSL.crypto.X509.get_notAfter` and
    `OpenSSL.crypto.X509.get_notAfter` outputs.

    TODO: Implement remaining two formats: *+hhmm, *-hhmm.

    >>> asn1_generalizedtime_to_dt('201511150803Z')
    datetime.datetime(2015, 11, 15, 8, 0, 3, tzinfo=<UTC>)
    >>> asn1_generalizedtime_to_dt('201511150803+1512')
    datetime.datetime(2015, 11, 15, 8, 0, 3, tzinfo=pytz.FixedOffset(912))
    >>> asn1_generalizedtime_to_dt('201511150803-1512')
    datetime.datetime(2015, 11, 15, 8, 0, 3, tzinfo=pytz.FixedOffset(-912))
    """
    dt = datetime.datetime.strptime(  # pylint: disable=invalid-name
        timestamp[:12], '%Y%m%d%H%M%S')
    # tzinfo, pylint bug | pylint: disable=redefined-variable-type
    if timestamp.endswith('Z'):
        tzinfo = pytz.utc
    else:
        sign = -1 if timestamp[-5] == '-' else 1
        tzinfo = pytz.FixedOffset(
            sign * (int(timestamp[-4:-2]) * 60 + int(timestamp[-2:])))
    return tzinfo.localize(dt)