Python aligned.datetime_aligned函数代码示例

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本文整理汇总了Python中pyalgotrade.dataseries.aligned.datetime_aligned函数的典型用法代码示例。如果您正苦于以下问题：Python datetime_aligned函数的具体用法？Python datetime_aligned怎么用？Python datetime_aligned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datetime_aligned函数的12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: multipleDatetimeAligned

 def multipleDatetimeAligned(self, feed):
     # in case of multiple dataseries, add multiple datatime aligned function
     ds = dict()
     ds[self.__instrumentList[0]] = feed[self.__instrumentList[0]].getAdjCloseDataSeries()
     for i in range(1,len(self.__instrumentList)) :
         ds[self.__instrumentList[0]], ds[self.__instrumentList[i]] = \
             aligned.datetime_aligned(ds[self.__instrumentList[0]], feed[self.__instrumentList[i]].getAdjCloseDataSeries())
     for i in range(1,len(self.__instrumentList)) :
         ds[self.__instrumentList[0]], ds[self.__instrumentList[i]] = \
             aligned.datetime_aligned(ds[self.__instrumentList[0]], ds[self.__instrumentList[i]])
     return ds

开发者ID:vdaytona，项目名称:Quant-Ver1，代码行数:11，代码来源:mean_reversion_v1.py

示例2: testIncremental_Recursive

    def testIncremental_Recursive(self):
        size = 20
        ds1 = dataseries.SequenceDataSeries()
        ds2 = dataseries.SequenceDataSeries()
        ads1, ads2 = aligned.datetime_aligned(ds1, ds2)
        # Align the aligned dataseries again with respect to each other.
        ads1, ads2 = aligned.datetime_aligned(ads1, ads2)

        now = datetime.datetime.now()
        for i in range(size):
            ds1.appendWithDateTime(now + datetime.timedelta(seconds=i), i)
            ds2.appendWithDateTime(now + datetime.timedelta(seconds=i), i)
            self.assertEqual(len(ads1), len(ads2))
            self.assertEqual(ads1[:], ads2[:])
            self.assertEqual(ads1.getDateTimes()[:], ads2.getDateTimes()[:])

开发者ID:akkineniramesh，项目名称:pyalgotrade，代码行数:15，代码来源:dataseries_test.py

示例3: init

 def __init__(self, ds1, ds2, windowSize):
     # We're going to use datetime aligned versions of the dataseries.
     self.__ds1, self.__ds2 = aligned.datetime_aligned(ds1, ds2)
     self.__windowSize = windowSize
     self.__hedgeRatio = None
     self.__spread = None
     self.__spreadMean = None
     self.__spreadStd = None
     self.__zScore = None

开发者ID:arippbbc，项目名称:pyalgotrade，代码行数:9，代码来源:statarb_erniechan.py

示例4: testFullyAligned_Recursive

    def testFullyAligned_Recursive(self):
        size = 20
        ds1 = dataseries.SequenceDataSeries()
        ds2 = dataseries.SequenceDataSeries()
        ads1, ads2 = aligned.datetime_aligned(ds1, ds2)
        # Align the aligned dataseries again with respect to each other.
        ads1, ads2 = aligned.datetime_aligned(ads1, ads2)

        now = datetime.datetime.now()
        for i in range(size):
            ds1.appendWithDateTime(now + datetime.timedelta(seconds=i), i)
            ds2.appendWithDateTime(now + datetime.timedelta(seconds=i), i)

        self.assertEqual(len(ds1), len(ds2))

        for ads in [ads1, ads2]:
            self.assertEqual(len(ads), size)
            for i in range(size):
                self.assertEqual(ads.getValueAbsolute(i), i)
                self.assertEqual(ads.getDateTimes()[i], now + datetime.timedelta(seconds=i))

开发者ID:akkineniramesh，项目名称:pyalgotrade，代码行数:20，代码来源:dataseries_test.py

示例5: testNotAligned_Recursive

	def testNotAligned_Recursive(self):
		size = 20
		ds1 = dataseries.SequenceDataSeries()
		ds2 = dataseries.SequenceDataSeries()
		ads1, ads2 = aligned.datetime_aligned(ds1, ds2)
		# Align the aligned dataseries again with respect to each other.
		ads1, ads2 = aligned.datetime_aligned(ads1, ads2)

		now = datetime.datetime.now()
		for i in range(size):
			if i % 2 == 0:
				ds1.appendWithDateTime(now + datetime.timedelta(seconds=i), i)
			else:
				ds2.appendWithDateTime(now + datetime.timedelta(seconds=i), i)

		self.assertEqual(len(ds1), len(ds2))

		for ads in [ads1, ads2]:
			self.assertEqual(ads.getLength(), 0)
			self.assertEqual(ads.getFirstValidPos(), 0)
			self.assertEqual(ads.getValueAbsolute(0), None)
			self.assertEqual(ads.getDateTimes(), [])

开发者ID:Barcelons281，项目名称:pyalgotrade，代码行数:22，代码来源:dataseries_test.py

示例6: testIncremental

	def testIncremental(self):
		size = 20
		ds1 = dataseries.SequenceDataSeries()
		ds2 = dataseries.SequenceDataSeries()
		ads1, ads2 = aligned.datetime_aligned(ds1, ds2)

		now = datetime.datetime.now()
		for i in range(size):
			ds1.appendWithDateTime(now + datetime.timedelta(seconds=i), i)
			ds2.appendWithDateTime(now + datetime.timedelta(seconds=i), i)
			self.assertEqual(ads1.getLength(), ads2.getLength())
			self.assertEqual(ads1[:], ads2[:])
			self.assertEqual(ads1.getDateTimes()[:], ads2.getDateTimes()[:])

开发者ID:Barcelons281，项目名称:pyalgotrade，代码行数:13，代码来源:dataseries_test.py

示例7: testBoundedSources

    def testBoundedSources(self):
        ds1 = dataseries.SequenceDataSeries(1)
        ds2 = dataseries.SequenceDataSeries(1)
        ads1, ads2 = aligned.datetime_aligned(ds1, ds2)

        now = datetime.datetime.now()
        ds1.appendWithDateTime(now + datetime.timedelta(seconds=1), 1)
        ds1.appendWithDateTime(now + datetime.timedelta(seconds=2), 2)
        ds1.appendWithDateTime(now + datetime.timedelta(seconds=3), 3)
        ds2.appendWithDateTime(now + datetime.timedelta(seconds=2), 2)
        ds2.appendWithDateTime(now + datetime.timedelta(seconds=3), 3)
        ds2.appendWithDateTime(now + datetime.timedelta(seconds=4), 4)
        self.assertEqual(ads1[:], [2, 3])
        self.assertEqual(ads2[:], [2, 3])

开发者ID:akkineniramesh，项目名称:pyalgotrade，代码行数:14，代码来源:dataseries_test.py

示例8: testBounded

	def testBounded(self):
		ds1 = dataseries.SequenceDataSeries()
		ds2 = dataseries.SequenceDataSeries()
		ads1, ads2 = aligned.datetime_aligned(ds1, ds2, 1)

		now = datetime.datetime.now()
		ds1.appendWithDateTime(now + datetime.timedelta(seconds=1), 1)
		ds1.appendWithDateTime(now + datetime.timedelta(seconds=2), 2)
		ds1.appendWithDateTime(now + datetime.timedelta(seconds=3), 3)
		ds2.appendWithDateTime(now + datetime.timedelta(seconds=2), 2)
		ds2.appendWithDateTime(now + datetime.timedelta(seconds=3), 3)
		ds2.appendWithDateTime(now + datetime.timedelta(seconds=4), 4)
		self.assertEqual(ads1.getValues(), [3])
		self.assertEqual(ads2.getValues(), [3])

开发者ID:Barcelons281，项目名称:pyalgotrade，代码行数:14，代码来源:dataseries_test.py

示例9: testPartiallyAligned_Recursive

    def testPartiallyAligned_Recursive(self):
        size = 20
        commonDateTimes = []
        ds1 = dataseries.SequenceDataSeries()
        ds2 = dataseries.SequenceDataSeries()
        ads1, ads2 = aligned.datetime_aligned(ds1, ds2)
        # Align the aligned dataseries again with respect to each other.
        ads1, ads2 = aligned.datetime_aligned(ads1, ads2)

        now = datetime.datetime.now()
        for i in range(size):
            if i % 3 == 0:
                commonDateTimes.append(now + datetime.timedelta(seconds=i))
                ds1.appendWithDateTime(now + datetime.timedelta(seconds=i), i)
                ds2.appendWithDateTime(now + datetime.timedelta(seconds=i), i)
            elif i % 2 == 0:
                ds1.appendWithDateTime(now + datetime.timedelta(seconds=i), i)
            else:
                ds2.appendWithDateTime(now + datetime.timedelta(seconds=i), i)

        self.assertEqual(len(ads1), len(ads2))
        self.assertEqual(ads1[:], ads2[:])
        self.assertEqual(ads1.getDateTimes(), commonDateTimes)
        self.assertEqual(ads2.getDateTimes(), commonDateTimes)

开发者ID:akkineniramesh，项目名称:pyalgotrade，代码行数:24，代码来源:dataseries_test.py

示例10: testNotAligned

    def testNotAligned(self):
        size = 20
        ds1 = dataseries.SequenceDataSeries()
        ds2 = dataseries.SequenceDataSeries()
        ads1, ads2 = aligned.datetime_aligned(ds1, ds2)

        now = datetime.datetime.now()
        for i in range(size):
            if i % 2 == 0:
                ds1.appendWithDateTime(now + datetime.timedelta(seconds=i), i)
            else:
                ds2.appendWithDateTime(now + datetime.timedelta(seconds=i), i)

        self.assertEqual(len(ds1), len(ds2))

        for ads in [ads1, ads2]:
            self.assertEqual(len(ads), 0)
            self.assertEqual(ads.getValueAbsolute(0), None)
            self.assertEqual(ads.getDateTimes(), [])

开发者ID:akkineniramesh，项目名称:pyalgotrade，代码行数:19，代码来源:dataseries_test.py

示例11: testFullyAligned

	def testFullyAligned(self):
		size = 20
		ds1 = dataseries.SequenceDataSeries()
		ds2 = dataseries.SequenceDataSeries()
		ads1, ads2 = aligned.datetime_aligned(ds1, ds2)

		now = datetime.datetime.now()
		for i in range(size):
			ds1.appendWithDateTime(now + datetime.timedelta(seconds=i), i)
			ds2.appendWithDateTime(now + datetime.timedelta(seconds=i), i)

		self.assertEqual(len(ds1), len(ds2))

		for ads in [ads1, ads2]:
			self.assertEqual(ads.getLength(), size)
			self.assertEqual(ads.getFirstValidPos(), 0)
			for i in range(size):
				self.assertEqual(ads.getValueAbsolute(i), i)
				self.assertEqual(ads.getDateTimes()[i], now + datetime.timedelta(seconds=i))

开发者ID:Barcelons281，项目名称:pyalgotrade，代码行数:19，代码来源:dataseries_test.py

示例12: testPartiallyAligned

	def testPartiallyAligned(self):
		size = 20
		commonDateTimes = []
		ds1 = dataseries.SequenceDataSeries()
		ds2 = dataseries.SequenceDataSeries()
		ads1, ads2 = aligned.datetime_aligned(ds1, ds2)

		now = datetime.datetime.now()
		for i in range(size):
			if i % 3 == 0:
				commonDateTimes.append(now + datetime.timedelta(seconds=i))
				ds1.appendWithDateTime(now + datetime.timedelta(seconds=i), i)
				ds2.appendWithDateTime(now + datetime.timedelta(seconds=i), i)
			elif i % 2 == 0:
				ds1.appendWithDateTime(now + datetime.timedelta(seconds=i), i)
			else:
				ds2.appendWithDateTime(now + datetime.timedelta(seconds=i), i)

		self.assertEqual(ads1.getLength(), ads2.getLength())
		self.assertEqual(ads1[:], ads2[:])
		self.assertEqual(ads1.getDateTimes(), commonDateTimes)
		self.assertEqual(ads2.getDateTimes(), commonDateTimes)

开发者ID:Barcelons281，项目名称:pyalgotrade，代码行数:22，代码来源:dataseries_test.py

注：本文中的pyalgotrade.dataseries.aligned.datetime_aligned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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Python aligned.datetime_aligned函数代码示例

示例1: multipleDatetimeAligned

示例2: testIncremental_Recursive

示例3: init

示例4: testFullyAligned_Recursive

示例5: testNotAligned_Recursive

示例6: testIncremental

示例7: testBoundedSources

示例8: testBounded

示例9: testPartiallyAligned_Recursive

示例10: testNotAligned

示例11: testFullyAligned

示例12: testPartiallyAligned

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Python aligned.datetime_aligned函数代码示例

示例1: multipleDatetimeAligned

示例2: testIncremental_Recursive

示例3: __init__

示例4: testFullyAligned_Recursive

示例5: testNotAligned_Recursive

示例6: testIncremental

示例7: testBoundedSources

示例8: testBounded

示例9: testPartiallyAligned_Recursive

示例10: testNotAligned

示例11: testFullyAligned

示例12: testPartiallyAligned

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示例3: init