test_backtesting.py 文件源码

def get_timeframe(data: Dict[str, Dict]) -> Tuple[arrow.Arrow, arrow.Arrow]:
    """
    Get the maximum timeframe for the given backtest data
    :param data: dictionary with backtesting data
    :return: tuple containing min_date, max_date
    """
    min_date, max_date = None, None
    for values in data.values():
        sorted_values = sorted(values, key=lambda d: arrow.get(d['T']))
        if not min_date or sorted_values[0]['T'] < min_date:
            min_date = sorted_values[0]['T']
        if not max_date or sorted_values[-1]['T'] > max_date:
            max_date = sorted_values[-1]['T']
    return arrow.get(min_date), arrow.get(max_date)