本文整理汇总了Python中pyalgotrade.bar.getDateTime函数的典型用法代码示例。如果您正苦于以下问题：Python getDateTime函数的具体用法？Python getDateTime怎么用？Python getDateTime使用的例子？那么恭喜您, 这里精选的函数代码示例或许可以为您提供帮助。
在下文中一共展示了getDateTime函数的10个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于我们的系统推荐出更棒的Python代码示例。
示例1: __getNextLine
def __getNextLine(self, bar):
ret = None
if len(self.getValues()) > 0:
lastLine = self.getValues()[-1]
close = pyalgotrade.bar.get_close(bar, self.__useAdjustedValues)
if lastLine.isWhite():
if close > lastLine.getHigh():
# Price extends in the same direction
ret = Line(lastLine.getHigh(), close, bar.getDateTime(), True)
elif self.__isReversal(close, False):
# Price change is enough to warrant a reversal.
ret = Line(close, lastLine.getLow(), bar.getDateTime(), False)
else:
if close < lastLine.getLow():
# Price extends in the same direction
ret = Line(close, lastLine.getLow(), bar.getDateTime(), False)
elif self.__isReversal(close, True):
# Price change is enough to warrant a reversal.
ret = Line(lastLine.getHigh(), close, bar.getDateTime(), True)
else:
white = False
if pyalgotrade.bar.get_close(bar, self.__useAdjustedValues) >= pyalgotrade.bar.get_open(bar, self.__useAdjustedValues):
white = True
ret = Line(pyalgotrade.bar.get_low(bar, self.__useAdjustedValues), pyalgotrade.bar.get_high(bar, self.__useAdjustedValues), bar.getDateTime(), white)
return ret
开发者ID:charnugagoo，项目名称:pyalgotrade，代码行数:26，代码来源:linebreak.py
示例2: testWithPerFileTimezone
def testWithPerFileTimezone(self):
barFeed = yahoofeed.Feed()
barFeed.addBarsFromCSV(FeedTestCase.TestInstrument, common.get_data_file_path("orcl-2000-yahoofinance.csv"), marketsession.USEquities.getTimezone())
barFeed.addBarsFromCSV(FeedTestCase.TestInstrument, common.get_data_file_path("orcl-2001-yahoofinance.csv"), marketsession.USEquities.getTimezone())
for dateTime, bars in barFeed:
bar = bars.getBar(FeedTestCase.TestInstrument)
self.assertFalse(dt.datetime_is_naive(bar.getDateTime()))
开发者ID:Greenwicher，项目名称:pyalgotrade，代码行数:7，代码来源:yahoofeed_test.py
示例3: testWithoutTimezone
def testWithoutTimezone(self):
barFeed = yahoofeed.Feed()
barFeed.addBarsFromCSV(YahooTestCase.TestInstrument, common.get_data_file_path("orcl-2000-yahoofinance.csv"))
barFeed.addBarsFromCSV(YahooTestCase.TestInstrument, common.get_data_file_path("orcl-2001-yahoofinance.csv"))
for dateTime, bars in barFeed:
bar = bars.getBar(YahooTestCase.TestInstrument)
self.assertTrue(dt.datetime_is_naive(bar.getDateTime()))
开发者ID:arippbbc，项目名称:pyalgotrade，代码行数:7，代码来源:csvbarfeed_test.py
示例4: tryExecuteImpl
def tryExecuteImpl(self, broker_, bar):
justHitStopPrice = False
# Check if we have to activate the limit order first.
if not self.isLimitOrderActive() and self.__stopHit(broker_, bar):
self.setLimitOrderActive(True)
justHitStopPrice = True
# Check if we have ever reached the limit price
if self.isLimitOrderActive():
fillInfo = broker_.getFillStrategy().fillStopLimitOrder(self, broker_, bar, justHitStopPrice)
if fillInfo != None:
broker_.commitOrderExecution(self, fillInfo.getPrice(), self.getQuantity(), bar.getDateTime())
开发者ID:iantuan，项目名称:pyalgotrade，代码行数:13，代码来源:backtesting.py
示例5: addBar
def addBar(self, instrument, bar, frequency):
instrument = normalize_instrument(instrument)
instrumentId = self.__getOrCreateInstrument(instrument)
timeStamp = dt.datetime_to_timestamp(bar.getDateTime())
try:
sql = "insert into bar (instrument_id, frequency, timestamp, open, high, low, close, volume, adj_close) values (?, ?, ?, ?, ?, ?, ?, ?, ?)"
params = [instrumentId, frequency, timeStamp, bar.getOpen(), bar.getHigh(), bar.getLow(), bar.getClose(), bar.getVolume(), bar.getAdjClose()]
self.__connection.execute(sql, params)
except sqlite3.IntegrityError:
sql = "update bar set open = ?, high = ?, low = ?, close = ?, volume = ?, adj_close = ?" \
" where instrument_id = ? and frequency = ? and timestamp = ?"
params = [bar.getOpen(), bar.getHigh(), bar.getLow(), bar.getClose(), bar.getVolume(), bar.getAdjClose(), instrumentId, frequency, timeStamp]
self.__connection.execute(sql, params)
开发者ID:363158858，项目名称:pyalgotrade-cn，代码行数:14，代码来源:sqlitefeed.py
示例6: onBars
def onBars(self, bars):
bar = bars[self.__instrument]
# tmp_dtime = bar.getDateTime()
self.__dtime = bar.getDateTime()
if (None is self.lastDate):
self.lastDate = self.__dtime.date()
else:
if (self.lastDate != self.__dtime.date()):
self.lastDate = self.__dtime.date()
self.__resetORHL()
else:
self.barIntradayCount += 1
## intraday dynamics
if (self.openrange > self.barIntradayCount):
if bar.getHigh() > self.orh:
self.orh = bar.getHigh()
if bar.getLow() < self.orl:
self.orl = bar.getLow()
elif (self.openrange == self.barIntradayCount):
self.__resetAC()
elif (self.__dtime.time() > self.exitIntradayTradeTime):
self.exitAllPositions()
else:
self.__clos = bar.getClose()
self.__dynamics(self.__clos)
if (0 == self.stateA):
tmp_0 = self.processEvent1()
if (1 <= tmp_0):
self.action_init2up()
elif (-1 >= tmp_0):
self.action_init2down()
else:
if (1 == self.stateA):
if (6 == self.stateB):
tmp_6 = self.processEvent1()
if (1 <= tmp_6):
self.action_upempty2duo()
elif (-2 == tmp_6):
self.action_upempty2kong()
elif (2 == self.stateB):
tmp_2 = self.processEvent3()
if (1 == tmp_2):
self.action_upduo2exit_time()
elif (4 == self.stateB):
tmp_4 = self.processEvent3()
if (1 == tmp_4):
self.action_upkong2exit_time()
else: # self.stateA == -1
if (6 == self.stateB):
tmp_6 = self.processEvent1()
if (2 == tmp_6):
self.action_downempty2duo()
elif (-1 >= tmp_6):
self.action_downempty2kong()
elif (2 == self.stateB):
tmp_2 = self.processEvent3()
if (1 == tmp_2):
self.action_downduo2exit_time()
elif (4 == self.stateB):
tmp_4 = self.processEvent3()
if (1 == tmp_4):
self.action_downkong2exit_time()
开发者ID:fuckfuckfuckfuck，项目名称:bin，代码行数:63，代码来源:orb.py
示例7: getCurrentDateTime
def getCurrentDateTime(self):
if self.__nextBar < len(self.__bars):
bar = self.__bars[self.__nextBar]
else:
bar = self.__bars[-1]
return bar.getDateTime()
开发者ID:frostyplanet，项目名称:pyalgotrade，代码行数:6，代码来源:__init__.py
示例8: tryExecuteImpl
def tryExecuteImpl(self, broker_, bar):
fillInfo = broker_.getFillStrategy().fillStopOrder(self, broker_, bar)
if fillInfo is not None:
broker_.commitOrderExecution(self, fillInfo.getPrice(), self.getQuantity(), bar.getDateTime())
开发者ID:akkineniramesh，项目名称:pyalgotrade，代码行数:4，代码来源:backtesting.py
示例9: adjustBars
def adjustBars(self):
for key, value in self.__barsDict.iteritems():
basicbars = []
bars = value
bars_in_dtrange = [bar for bar in bars if self.__startdate.replace(tzinfo=None) <= bar.getDateTime() <= self.__enddate.replace(tzinfo=None)]
bars_in_dtrange.sort(key=lambda bar: bar.getDateTime(), reverse=True)
k = 0
splitdataList = []
dividendList = []
for bar in bars_in_dtrange:
splitdata = float(bar.getSplit())
dividend = float(bar.getDividend())
if splitdata != 1.0:
splitdataList.append(bar.getSplit())
if dividend != 0.0:
adjFactor = (bar.getClose() + bar.getDividend()) / bar.getClose()
dividendList.append(adjFactor)
#### Special case.... end date / analysis date nothing to do..
if (k==0):
bar = BasicBar(bar.getDateTime(),
bar.getOpen() , bar.getHigh(), bar.getLow(), bar.getClose(), bar.getVolume(), bar.getClose(), Frequency.DAY)
basicbars.append(bar)
else:
#### Adjust OHLC & Volume data for split adjustments and dividend adjustments
Open = bar.getOpen()
High = bar.getHigh()
Low = bar.getLow()
Close = bar.getClose()
Volume = bar.getVolume()
### adjust data for splits
for split in splitdataList:
Open = Open / split
High = High / split
Low = Low / split
Close = Close /split
Volume = Volume * split
### adjust data for dividends
for adjFactor in dividendList:
Open = Open / adjFactor
High = High / adjFactor
Low = Low / adjFactor
Close = Close / adjFactor
Volume = Volume * adjFactor
bar = BasicBar(bar.getDateTime(),
Open , High, Low, Close, Volume, Close, Frequency.DAY)
basicbars.append(bar)
k +=1
DateTimes = []
OpenSeries = SequenceDataSeries(4000)
HighSeries = SequenceDataSeries(4000)
LowSeries = SequenceDataSeries(4000)
CloseSeries = SequenceDataSeries(4000)
VolumeSeries = SequenceDataSeries(4000)
TypicalSeries = SequenceDataSeries(4000)
barSeries = BarDataSeries(4000)
basicbars.sort(key=lambda bar: bar.getDateTime(), reverse=False)
for bar in basicbars:
DateTimes.append(bar.getDateTime())
OpenSeries.appendWithDateTime(bar.getDateTime(), bar.getOpen())
HighSeries.appendWithDateTime(bar.getDateTime(), bar.getHigh())
LowSeries.appendWithDateTime(bar.getDateTime(), bar.getLow())
CloseSeries.appendWithDateTime(bar.getDateTime(), bar.getClose())
VolumeSeries.appendWithDateTime(bar.getDateTime(), bar.getVolume())
TypicalSeries.appendWithDateTime(bar.getDateTime(), (bar.getClose()+bar.getHigh()+bar.getLow())/3.0)
barSeries.appendWithDateTime(bar.getDateTime(), bar)
self.__DateTimes[key+"_adjusted"] = DateTimes
self.__OpenDataSeries[key+"_adjusted"] = OpenSeries
self.__HighDataSeries[key+"_adjusted"] = HighSeries
self.__LowDataSeries[key+"_adjusted"] = LowSeries
self.__CloseDataSeries[key+"_adjusted"] = CloseSeries
self.__VolumeDataSeries[key+"_adjusted"] = VolumeSeries
self.__TypicalDataSeries[key+"_adjusted"] = TypicalSeries
self.__barSeries[key+"_adjusted"] = barSeries
开发者ID:lagisettyk，项目名称:roboquant，代码行数:84，代码来源:xiquantPlatform.py
示例10: __addBar
def __addBar(self, symbol, bar, cursor):
string = ("INSERT INTO data (`symbol`, `date`,`milliseconds`, `open`, `close`, `high`, `low`, `volume`) " +
"VALUES ('{0:s}', '{1:%Y-%m-%d %H:%M:%S}', '{4:d}','{2:f}', '{2:f}', '{2:f}', '{2:f}', '{3:f}')")
queryStr = string.format(symbol, bar.getDateTime(), bar.getClose(), bar.getVolume(), bar.getMilliSeconds())
cursor.execute(queryStr)
开发者ID:TimonPeng，项目名称:pi314，代码行数:5，代码来源:client.py
注：本文中的pyalgotrade.bar.getDateTime函数示例由纯净天空整理自Github/MSDocs等源码及文档管理平台，相关代码片段筛选自各路编程大神贡献的开源项目，源码版权归原作者所有，传播和使用请参考对应项目的License；未经允许，请勿转载。 |
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