tradinghours.py 文件源码

def _daily_range(self, daily):
        """
        Returns DatetimeIndex for daily values.
        """
        max_bars = 299
        utcnow = datetime.utcnow()
        dtd = pd.DatetimeIndex([])
        while daily < utcnow:
            tr_wk_str, tr_wk_end = self.get_trading_week(daily)
            hour = int(str(tr_wk_str.time())[:2])
            daily += timedelta(days=1)
            daily = daily.replace(hour=hour)
            if daily >= tr_wk_end:
                daily, tr_wk_end = self.get_trading_week(daily)
            dtd = dtd.append(
                pd.date_range(str(daily), str(daily)))
        return dtd