tradinghours.py 文件源码

def _monthly_range(self, last_day_of_month):
        """
        Returns DatetimeIndex for monthly values.
        """
        ldom = last_day_of_month
        max_bars = 299
        utcnow = datetime.utcnow()
        dtm = pd.DatetimeIndex([])
        while ldom < utcnow:
            dtm = dtm.append(pd.date_range(
                str(ldom), str(ldom)))
            if ldom.month == 12:
                ldom = ldom.replace(year=ldom.year+1, month=2, day=1)
            elif ldom.month == 11:
                ldom = ldom.replace(year=ldom.year+1, month=1, day=1)
            else:
                ldom = ldom.replace(month=ldom.month+2, day=1)
            ldom -= timedelta(days=1)
            ldom = ldom.replace(hour=self.new_york_offset(ldom, 22))
        return dtm