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Python dt.as_utc函数代码示例

原作者: [db:作者] 来自: [db:来源] 收藏 邀请

本文整理汇总了Python中pyalgotrade.utils.dt.as_utc函数的典型用法代码示例。如果您正苦于以下问题：Python as_utc函数的具体用法？Python as_utc怎么用？Python as_utc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as_utc函数的18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: testResampleMtGoxDay

    def testResampleMtGoxDay(self):
        # Resample.
        feed = mtgoxfeed.CSVTradeFeed()
        feed.addBarsFromCSV(common.get_data_file_path("trades-mgtox-usd-2013-01-01.csv"))
        resampledBarDS = resampled.ResampledBarDataSeries(feed["BTC"], barfeed.Frequency.DAY)
        resampledFile = os.path.join(common.get_temp_path(), "day-mgtox-usd-2013-01-01.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("BTC", resampledFile)
        feed.loadAll()

        self.assertEqual(len(feed["BTC"]), 1)
        self.assertEqual(feed["BTC"][0].getDateTime(), datetime.datetime(2013, 1, 1))
        self.assertEqual(feed["BTC"][0].getOpen(), 13.51001)
        self.assertEqual(feed["BTC"][0].getHigh(), 13.56)
        self.assertEqual(feed["BTC"][0].getLow(), 13.16123)
        self.assertEqual(feed["BTC"][0].getClose(), 13.30413)
        self.assertEqual(feed["BTC"][0].getVolume(), 28168.9114596)
        self.assertEqual(feed["BTC"][0].getAdjClose(), 13.30413)

        self.assertEqual(len(resampledBarDS), len(feed["BTC"]))
        self.assertEqual(resampledBarDS[0].getDateTime(), dt.as_utc(feed["BTC"][0].getDateTime()))
        self.assertEqual(resampledBarDS[-1].getDateTime(), dt.as_utc(feed["BTC"][-1].getDateTime()))
        self.assertEqual(resampledBarDS[0].getOpen(), feed["BTC"][0].getOpen())
        self.assertEqual(resampledBarDS[0].getHigh(), feed["BTC"][0].getHigh())
        self.assertEqual(resampledBarDS[0].getLow(), feed["BTC"][0].getLow())
        self.assertEqual(resampledBarDS[0].getClose(), feed["BTC"][0].getClose())
        self.assertEqual(round(resampledBarDS[0].getVolume(), 5), round(feed["BTC"][0].getVolume(), 5))
        self.assertEqual(resampledBarDS[0].getAdjClose(), feed["BTC"][0].getAdjClose())
开发者ID:stephenagyeman，项目名称:pyalgotrade，代码行数:32，代码来源:resample_test.py


示例2: testResampleNinjaTraderHour

    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)))
开发者ID:stephenagyeman，项目名称:pyalgotrade，代码行数:27，代码来源:resample_test.py


示例3: load_intraday_bars

def load_intraday_bars():
	global feed

	print "Loading bars from file"
	feed = ninjatraderfeed.Feed(barfeed.Frequency.MINUTE)
	feed.setBarFilter(csvfeed.DateRangeFilter(dt.as_utc(datetime.datetime(2008, 1, 1)), dt.as_utc(datetime.datetime(2008, 12, 31))))
	feed.addBarsFromCSV(instrument, "/Users/gabo/Downloads/etf-quotes/SPY.Last.txt")
开发者ID:codelurker，项目名称:pyalgotrade，代码行数:7，代码来源:performance_test.py


示例4: testResampleNinjaTraderDay

    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)))
开发者ID:jjman889，项目名称:pyalgotrade，代码行数:27，代码来源:resample_test.py


示例5: testMarketTimes

    def testMarketTimes(self):
        # 9:30 in GMT-5
        dateTime = dt.as_utc(datetime.datetime(2013, 1, 1, 9+5, 30))
        self.assertEqual(dt.unlocalize(api.to_market_datetime(dateTime, "XNYS")), datetime.datetime(2013, 1, 1, 9, 30))
        self.assertEqual(dt.unlocalize(api.to_market_datetime(dateTime, "XASE")), datetime.datetime(2013, 1, 1, 9, 30))
        self.assertEqual(dt.unlocalize(api.to_market_datetime(dateTime, "XNAS")), datetime.datetime(2013, 1, 1, 9, 30))
        self.assertEqual(dt.unlocalize(api.to_market_datetime(dateTime, "XNYS")), datetime.datetime(2013, 1, 1, 9, 30))

        # 8:00 in GMT
        dateTime = dt.as_utc(datetime.datetime(2013, 1, 1, 8))
        self.assertEqual(dt.unlocalize(api.to_market_datetime(dateTime, "CHIX")), datetime.datetime(2013, 1, 1, 8))
        # From Apr~Oct CHIX is GMT+1
        dateTime = dt.as_utc(datetime.datetime(2013, 4, 1, 8))
        self.assertEqual(dt.unlocalize(api.to_market_datetime(dateTime, "CHIX")), datetime.datetime(2013, 4, 1, 9))
开发者ID:363158858，项目名称:pyalgotrade-cn，代码行数:14，代码来源:xignite_tests.py


示例6: testLoadFilterFromAndTo

    def testLoadFilterFromAndTo(self):
        feed = barfeed.CSVTradeFeed()
        feed.addBarsFromCSV(common.get_data_file_path("bitstampUSD.csv"), "bitstampUSD", fromDateTime=dt.as_utc(datetime.datetime(2012, 5, 29)), toDateTime=datetime.datetime(2012, 5, 31))
        loaded = [(dateTime, bars) for dateTime, bars in feed]

        self.assertEquals(len(loaded), 579)

        self.assertEquals(loaded[0][0], dt.as_utc(datetime.datetime(2012, 5, 29, 1, 47, 52)))
        self.assertEquals(loaded[0][1]["bitstampUSD"].getDateTime(), dt.as_utc(datetime.datetime(2012, 5, 29, 1, 47, 52)))
        self.assertEquals(loaded[0][1]["bitstampUSD"].getClose(), 5.07)
        self.assertEquals(loaded[0][1]["bitstampUSD"].getVolume(), 1.39081288)

        self.assertEquals(loaded[-1][0], dt.as_utc(datetime.datetime(2012, 5, 30, 23, 49, 21)))
        self.assertEquals(loaded[-1][1]["bitstampUSD"].getDateTime(), dt.as_utc(datetime.datetime(2012, 5, 30, 23, 49, 21)))
        self.assertEquals(loaded[-1][1]["bitstampUSD"].getClose(), 5.14)
        self.assertEquals(loaded[-1][1]["bitstampUSD"].getVolume(), 20)
开发者ID:gansaihua，项目名称:pyalgotrade，代码行数:16，代码来源:btcharts_test.py


示例7: testLoadFilterFrom

    def testLoadFilterFrom(self):
        feed = barfeed.CSVTradeFeed()
        feed.addBarsFromCSV(common.get_data_file_path("bitstampUSD.csv"), "bitstampUSD", fromDateTime=dt.as_utc(datetime.datetime(2012, 5, 29)))
        loaded = [(dateTime, bars) for dateTime, bars in feed]

        self.assertEquals(len(loaded), 646)

        self.assertEquals(loaded[0][0], dt.as_utc(datetime.datetime(2012, 5, 29, 1, 47, 52)))
        self.assertEquals(loaded[0][1]["bitstampUSD"].getDateTime(), dt.as_utc(datetime.datetime(2012, 5, 29, 1, 47, 52)))
        self.assertEquals(loaded[0][1]["bitstampUSD"].getClose(), 5.07)
        self.assertEquals(loaded[0][1]["bitstampUSD"].getVolume(), 1.39081288)

        self.assertEquals(loaded[-1][0], dt.as_utc(datetime.datetime(2012, 5, 31, 8, 41, 18, 5)))
        self.assertEquals(loaded[-1][1]["bitstampUSD"].getDateTime(), dt.as_utc(datetime.datetime(2012, 5, 31, 8, 41, 18, 5)))
        self.assertEquals(loaded[-1][1]["bitstampUSD"].getClose(), 5.1)
        self.assertEquals(loaded[-1][1]["bitstampUSD"].getVolume(), 0.39215686)
开发者ID:frostyplanet，项目名称:pyalgotrade，代码行数:16，代码来源:btcharts_test.py


示例8: testLoadNoFilter

    def testLoadNoFilter(self):
        feed = barfeed.CSVTradeFeed()
        feed.addBarsFromCSV(common.get_data_file_path("bitstampUSD.csv"))
        loaded = [(dateTime, bars) for dateTime, bars in feed]

        self.assertEquals(len(loaded), 9999)

        self.assertEquals(loaded[0][0], dt.as_utc(datetime.datetime(2011, 9, 13, 13, 53, 36)))
        self.assertEquals(loaded[0][1]["BTC"].getDateTime(), dt.as_utc(datetime.datetime(2011, 9, 13, 13, 53, 36)))
        self.assertEquals(loaded[0][1]["BTC"].getClose(), 5.8)
        self.assertEquals(loaded[0][1]["BTC"].getVolume(), 1.0)

        self.assertEquals(loaded[-1][0], dt.as_utc(datetime.datetime(2012, 5, 31, 8, 41, 18, 5)))
        self.assertEquals(loaded[-1][1]["BTC"].getDateTime(), dt.as_utc(datetime.datetime(2012, 5, 31, 8, 41, 18, 5)))
        self.assertEquals(loaded[-1][1]["BTC"].getClose(), 5.1)
        self.assertEquals(loaded[-1][1]["BTC"].getVolume(), 0.39215686)
开发者ID:frostyplanet，项目名称:pyalgotrade，代码行数:16，代码来源:btcharts_test.py


示例9: testResampleMtGoxHour

	def testResampleMtGoxHour(self):
		# Resample.
		feed = mtgoxfeed.CSVTradeFeed()
		feed.addBarsFromCSV(common.get_data_file_path("trades-mgtox-usd-2013-01-01.csv"))
		resampledBarDS = resampled.ResampledBarDataSeries(feed["BTC"], barfeed.Frequency.HOUR)
		resample.resample_to_csv(feed, barfeed.Frequency.HOUR, "hour-mgtox-usd-2013-01-01.csv")
		resampledBarDS.pushLast() # Need to manually push the last stot since time didn't change.

		# Load the resampled file.
		feed = csvfeed.GenericBarFeed(barfeed.Frequency.HOUR)
		feed.addBarsFromCSV("BTC", "hour-mgtox-usd-2013-01-01.csv")
		feed.loadAll()
	
		self.assertEqual(len(feed["BTC"]), 24)
		self.assertEqual(feed["BTC"][0].getDateTime(), datetime.datetime(2013, 01, 01, 00, 59, 59))
		self.assertEqual(feed["BTC"][-1].getDateTime(), datetime.datetime(2013, 01, 01, 23, 59, 59))

		self.assertEqual(len(resampledBarDS), len(feed["BTC"]))
		self.assertEqual(resampledBarDS[0].getDateTime(), dt.as_utc(feed["BTC"][0].getDateTime()))
		self.assertEqual(resampledBarDS[-1].getDateTime(), dt.as_utc(feed["BTC"][-1].getDateTime()))
开发者ID:Barcelons281，项目名称:pyalgotrade，代码行数:20，代码来源:resample_test.py


示例10: testResampleMtGoxMinute

    def testResampleMtGoxMinute(self):
        # Resample.
        feed = mtgoxfeed.CSVTradeFeed()
        feed.addBarsFromCSV(common.get_data_file_path("trades-mgtox-usd-2013-01-01.csv"))
        resampledBarDS = resampled.ResampledBarDataSeries(feed["BTC"], barfeed.Frequency.MINUTE)
        resampledFile = os.path.join(common.get_temp_path(), "minute-mgtox-usd-2013-01-01.csv")
        resample.resample_to_csv(feed, barfeed.Frequency.MINUTE, resampledFile)
        resampledBarDS.pushLast()  # Need to manually push the last stot since time didn't change.

        # Load the resampled file.
        feed = csvfeed.GenericBarFeed(barfeed.Frequency.MINUTE)
        feed.addBarsFromCSV("BTC", resampledFile)
        feed.loadAll()

        self.assertEqual(len(feed["BTC"]), 537)
        self.assertEqual(feed["BTC"][0].getDateTime(), datetime.datetime(2013, 1, 1, 0, 4))
        self.assertEqual(feed["BTC"][-1].getDateTime(), datetime.datetime(2013, 1, 1, 23, 58))

        self.assertEqual(len(resampledBarDS), len(feed["BTC"]))
        self.assertEqual(resampledBarDS[0].getDateTime(), dt.as_utc(feed["BTC"][0].getDateTime()))
        self.assertEqual(resampledBarDS[-1].getDateTime(), dt.as_utc(feed["BTC"][-1].getDateTime()))
开发者ID:stephenagyeman，项目名称:pyalgotrade，代码行数:21，代码来源:resample_test.py


示例11: testBuildBar

    def testBuildBar(self):
        # This is the response to http://globalrealtime.xignite.com/v3/xGlobalRealTime.json/GetBar?Identifier=RIOl.CHIX&IdentifierType=Symbol&EndTime=3/19/2014%2010:00:00&Precision=Minutes&Period=5
        response = """{
            "Outcome": "Success",
            "Message": null,
            "Identity": "Request",
            "Delay": 0.0330687,
            "Bar": {
                "StartDate": "3/19/2014",
                "StartTime": "9:55:00 AM",
                "EndDate": "3/19/2014",
                "EndTime": "10:00:00 AM",
                "UTCOffset": 0,
                "Open": 31.71,
                "High": 31.71,
                "Low": 31.68,
                "Close": 31.69,
                "Volume": 2966,
                "Trades": 19,
                "TWAP": 31.6929,
                "VWAP": 31.693
            },
            "Security": {
                "CIK": "0000863064",
                "CUSIP": null,
                "Symbol": "RIOl.CHIX",
                "ISIN": null,
                "Valoren": "402589",
                "Name": "Rio Tinto PLC",
                "Market": "CHI-X EUROPE LIMITED.",
                "MarketIdentificationCode": "CHIX",
                "MostLiquidExchange": false,
                "CategoryOrIndustry": "IndustrialMetalsAndMinerals"
            }
        }"""

        responseDict = json.loads(response)
        bar = barfeed.build_bar(responseDict["Bar"], "RIOl.CHIX", 60*5)

        self.assertEqual(bar.getOpen(), 31.71)
        self.assertEqual(bar.getHigh(), 31.71)
        self.assertEqual(bar.getLow(), 31.68)
        self.assertEqual(bar.getClose(), 31.69)
        self.assertEqual(bar.getVolume(), 2966)
        self.assertEqual(bar.getDateTime(), dt.as_utc(datetime.datetime(2014, 3, 19, 9, 55)))
开发者ID:363158858，项目名称:pyalgotrade-cn，代码行数:45，代码来源:xignite_tests.py


示例12: build_order_from_open_order

def build_order_from_open_order(openOrder, instrumentTraits):
    #order_id = openOrder.order.m_permId   #we use the TWS id for the order rather than our id - not sure this is a good idea but its apparently consistent across sessions - https://www.interactivebrokers.com/en/software/api/apiguide/java/order.htm
    order_id = openOrder.order.m_orderId
    #doesn't seem to be a useable date/time for orders so going to use current time
    order_time = dt.as_utc(datetime.datetime.now())

    order_type = openOrder.order.m_orderType     #stop, limit, stoplimit, market
    

    order_action = openOrder.order.m_action

    order_amount = openOrder.order.m_totalQuantity
    order_limprice = openOrder.order.m_lmtPrice
    order_auxprice = openOrder.order.m_auxPrice
    contract_symbol = openOrder.contract.m_symbol


    if order_action == 'BUY':
        action = broker.Order.Action.BUY
    elif order_action == 'SELL':
        action = broker.Order.Action.SELL
    elif order_action == 'SSHORT':
        action = broker.Order.Action.SELL_SHORT
    else:
        raise Exception("Invalid order action")

    if order_type == 'LMT':     #Limit
        ret = broker.LimitOrder(action, contract_symbol, order_limprice, order_amount, instrumentTraits)
    elif order_type == 'MKT':   #Market
        ret = broker.MarketOrder(action, contract_symbol, order_amount, False, instrumentTraits)
    elif order_type == 'MOC':   #Market On Close
        ret = broker.MarketOrder(action, contract_symbol, order_amount, True, instrumentTraits)
    elif order_type == 'STP':   #Stop order
        ret = broker.StopOrder(action, contract_symbol, order_auxprice, order_amount, instrumentTraits)
    elif order_type == 'STP LMT':
        ret = broker.StopLimitOrder(action, contract_symbol, order_auxprice, order_limprice, order_amount, instrumentTraits)
    else:
        #Totally possible if you use pyalgotrade and TWS to manage the same account which is not really a good idea
        raise Exception("Unsupported order type - %s" % order_type)
    

    ret.setSubmitted(order_id, order_time)
    ret.setState(broker.Order.State.ACCEPTED)
    return ret
开发者ID:dailypips，项目名称:pyalgotrade，代码行数:44，代码来源:livebroker.py


示例13: parse_datetime

def parse_datetime(dateTime):
    try:
        ret = datetime.datetime.strptime(dateTime, "%Y-%m-%d %H:%M:%S")
    except ValueError:
        ret = datetime.datetime.strptime(dateTime, "%Y-%m-%d %H:%M:%S.%f")
    return dt.as_utc(ret)
开发者ID:363158858，项目名称:pyalgotrade-cn，代码行数:6，代码来源:httpclient.py


示例14: utcnow

def utcnow():
    return dt.as_utc(datetime.datetime.utcnow())
开发者ID:WESTLIN，项目名称:PyAlgoTrade_DocCn，代码行数:2，代码来源:barfeed.py


示例15: to_utc_if_naive

def to_utc_if_naive(dateTime):
    if dateTime is not None and dt.datetime_is_naive(dateTime):
        dateTime = dt.as_utc(dateTime)
    return dateTime
开发者ID:Chin-I，项目名称:pyalgotrade，代码行数:4，代码来源:barfeed.py


示例16: testTimeStampConversionsWithMicroseconds

    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)
开发者ID:gansaihua，项目名称:pyalgotrade，代码行数:6，代码来源:utils_test.py


示例17: testTimeStampConversions

    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)
开发者ID:gansaihua，项目名称:pyalgotrade，代码行数:6，代码来源:utils_test.py


示例18: datetime_to_tid

def datetime_to_tid(dateTime):
    unixTime = dt.datetime_to_timestamp(dt.as_utc(dateTime))
    return timestamp_to_tid(unixTime)
开发者ID:stephenagyeman，项目名称:pyalgotrade，代码行数:3，代码来源:base.py



注：本文中的pyalgotrade.utils.dt.as_utc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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