tradinghours.py 文件源码

def _hourly_range(self, init_date, time_frame):
        """
        Returns DatetimeIndex trading week/s in hours.
        """
        utcnow = datetime.utcnow()
        tr_wk_str, tr_wk_end = self.get_trading_week(init_date)
        if tr_wk_end > utcnow:
            tr_wk_end = utcnow.replace(
                minute=00,second=00, microsecond=00)
        freq, interval_type, delta = self._data_frequency(time_frame)
        dth = pd.date_range(str(tr_wk_str), str(tr_wk_end), freq=freq)
        while (len(dth) % (300*int(time_frame[1:])) == 0) == False:
            tr_wk_str = tr_wk_end + timedelta(**{interval_type: delta})
            if tr_wk_str < utcnow:
                tr_wk_str, tr_wk_end = self.get_trading_week(tr_wk_str)
                if tr_wk_end > utcnow:
                    tr_wk_end = utcnow.replace(
                        minute=00,second=00, microsecond=00)
                    tr_wk_end += timedelta(hours=1)
                dth = dth.append(
                    pd.date_range(str(tr_wk_str), str(tr_wk_end), freq=freq))
            else:
                break
        return dth