data_fetcher.py 文件源码

def get_time_delta(today, date_list, trading_calendar=True):

    delta_list = []

    if trading_calendar:
        year = 252
        calendar = USTradingCalendar()

        for date in date_list:
            trading_holidays = calendar.holidays(today, date).tolist()
            delta = np.busday_count(today, date, holidays=trading_holidays) + 1
            delta_list.append(delta)
    else:
        year = 365

        for date in date_list:
            delta = abs((today - date).days) + 1
            delta_list.append(delta)

    delta_list = np.array(delta_list)
    normalized = delta_list / float(year)

    return delta_list, normalized


# Get tape