def test_instance_timezone_aware_datetime_pytz_offset(self):
# Impossible timezone of +21 (won't accidentally match the local offset)
fixed_offset = pytz.FixedOffset(21 * 60)
now = Pendulum.instance(
datetime.now(fixed_offset)
)
self.assertEqual(21, now.offset_hours)
now = Pendulum.instance(
datetime.now(), fixed_offset
)
self.assertEqual(21, now.offset_hours)
now = Pendulum.instance(
datetime.now(fixed_offset), pytz.timezone('Europe/Paris')
)
self.assertEqual(21, now.offset_hours)
python类FixedOffset()的实例源码
def update_position(self):
for _, pos in self.__shares.items():
inst = Instrument.objects.filter(
exchange=pos['ExchangeID'],
product_code=re.findall('[A-Za-z]+', pos['InstrumentID'])[0]).first()
tick = json.loads(self.redis_client.get(pos['InstrumentID']))
if pos['Direction'] == ApiStruct.D_Buy:
profit = Decimal(tick['LastPrice']) - Decimal(pos['OpenPrice'])
else:
profit = Decimal(pos['OpenPrice']) - Decimal(tick['LastPrice'])
profit = profit * Decimal(pos['Volume']) * inst.volume_multiple
Trade.objects.update_or_create(
broker=self.__broker, strategy=self.__strategy, instrument=inst,
code=pos['InstrumentID'],
direction=DirectionType.LONG if pos['Direction'] == ApiStruct.D_Buy else DirectionType.SHORT,
close_time__isnull=True,
defaults={
'open_time': datetime.datetime.strptime(
pos['OpenDate']+'09', '%Y%m%d%H').replace(tzinfo=pytz.FixedOffset(480)),
'shares': pos['Volume'], 'filled_shares': pos['Volume'],
'avg_entry_price': Decimal(pos['OpenPrice']),
'cost': pos['Volume'] * Decimal(pos['OpenPrice']) * inst.fee_money *
inst.volume_multiple + pos['Volume'] * inst.fee_volume,
'profit': profit, 'frozen_margin': Decimal(pos['Margin'])})
def start(self):
self.redis_client.set('HEARTBEAT:TRADER', 1, ex=61)
await self.query('TradingAccount')
self.__shares.clear()
await self.query('InvestorPositionDetail')
# await self.collect_tick_stop()
# await self.collect_quote()
# day = datetime.datetime.strptime('20161031', '%Y%m%d').replace(tzinfo=pytz.FixedOffset(480))
# for inst in self.__strategy.instruments.all():
# # self.calc_signal(inst, day)
# self.process_signal(inst)
# order_list = await self.query('Order')
# if order_list:
# for order in order_list:
# if order['OrderStatus'] == ApiStruct.OST_NotTouched and \
# order['OrderSubmitStatus'] == ApiStruct.OSS_InsertSubmitted:
# self.__activeOrders[order['OrderRef']] = order
# logger.info("?????: %s", self.__activeOrders)
# inst_set = list()
# for inst in Instrument.objects.all():
# inst_set += inst.all_inst.split(',')
# await self.SubscribeMarketData(inst_set)
def fetch_bar():
day = datetime.datetime.strptime('20100416', '%Y%m%d').replace(tzinfo=pytz.FixedOffset(480))
end = datetime.datetime.strptime('20160118', '%Y%m%d').replace(tzinfo=pytz.FixedOffset(480))
tasks = []
while day <= end:
tasks.append(is_trading_day(day))
day += datetime.timedelta(days=1)
trading_days = []
for f in tqdm(asyncio.as_completed(tasks), total=len(tasks)):
rst = await f
trading_days.append(rst)
tasks.clear()
for day, trading in trading_days:
if trading:
tasks += [
asyncio.ensure_future(update_from_shfe(day)),
asyncio.ensure_future(update_from_dce(day)),
asyncio.ensure_future(update_from_czce(day)),
asyncio.ensure_future(update_from_cffex(day)),
]
print('task len=', len(tasks))
for f in tqdm(asyncio.as_completed(tasks), total=len(tasks)):
await f
def fetch_bar2():
day = datetime.datetime.strptime('20160114', '%Y%m%d').replace(tzinfo=pytz.FixedOffset(480))
end = datetime.datetime.strptime('20160914', '%Y%m%d').replace(tzinfo=pytz.FixedOffset(480))
while day <= end:
day, trading = await is_trading_day(day)
if trading:
print('process ', day)
tasks = [
asyncio.ensure_future(update_from_shfe(day)),
asyncio.ensure_future(update_from_dce(day)),
asyncio.ensure_future(update_from_czce(day)),
asyncio.ensure_future(update_from_cffex(day)),
]
await asyncio.wait(tasks)
day += datetime.timedelta(days=1)
print('all done!')
# asyncio.get_event_loop().run_until_complete(fetch_bar2())
# create_main_all()
# fetch_from_quandl_all()
# clean_dailybar()
# load_kt_data()
def clean_daily_bar():
day = datetime.datetime.strptime('20100416', '%Y%m%d').replace(tzinfo=pytz.FixedOffset(480))
end = datetime.datetime.strptime('20160118', '%Y%m%d').replace(tzinfo=pytz.FixedOffset(480))
tasks = []
while day <= end:
tasks.append(is_trading_day(day))
day += datetime.timedelta(days=1)
trading_days = []
for f in tqdm(asyncio.as_completed(tasks), total=len(tasks)):
rst = await f
trading_days.append(rst)
tasks.clear()
for day, trading in trading_days:
if not trading:
DailyBar.objects.filter(time=day.date()).delete()
print('done!')
def _get_localtime(send_job):
timezone = pytz.FixedOffset(-send_job.utc_offset)
time = pytz.utc.localize(send_job.scheduled_at)
localtime = time.astimezone(timezone)
return localtime
def __reduce__(self):
return FixedOffset, (self._minutes, )
def __repr__(self):
return 'pytz.FixedOffset(%d)' % self._minutes
def __reduce__(self):
return FixedOffset, (self._minutes, )
def __repr__(self):
return 'pytz.FixedOffset(%d)' % self._minutes
def __reduce__(self):
return FixedOffset, (self._minutes, )
def __repr__(self):
return 'pytz.FixedOffset(%d)' % self._minutes
def __reduce__(self):
return FixedOffset, (self._minutes,)
def __repr__(self):
return 'pytz.FixedOffset(%d)' % self._minutes
def __reduce__(self):
return FixedOffset, (self._minutes, )
def __repr__(self):
return 'pytz.FixedOffset(%d)' % self._minutes
def __reduce__(self):
return FixedOffset, (self._minutes, )
def __repr__(self):
return 'pytz.FixedOffset(%d)' % self._minutes
def __reduce__(self):
return FixedOffset, (self._minutes, )
def __repr__(self):
return 'pytz.FixedOffset(%d)' % self._minutes
def __reduce__(self):
return FixedOffset, (self._minutes, )
def __repr__(self):
return 'pytz.FixedOffset(%d)' % self._minutes
def __reduce__(self):
return FixedOffset, (self._minutes, )
def __repr__(self):
return 'pytz.FixedOffset(%d)' % self._minutes
def __reduce__(self):
return FixedOffset, (self._minutes, )
def __repr__(self):
return 'pytz.FixedOffset(%d)' % self._minutes
def __reduce__(self):
return FixedOffset, (self._minutes, )
def __repr__(self):
return 'pytz.FixedOffset(%d)' % self._minutes
def __reduce__(self):
return FixedOffset, (self._minutes, )
