tradetime.bardelta#

class tradetime.bardelta(date_bars=0, time_bars=0, date_freq=’D’)

用于对bar进行位移计算,并获得两个datetime之间的差。

Parameters#

  • date_bars: int

    • 交易日期bar,默认为0。

  • time_bars: int

    • 交易时间bar,默认为0。

  • date_freq: str

    • 交易日期频率,默认为D


Object Instance#


>>> tradetime.bardelta()
bardelta(0)

>>> tradetime.bardelta(date_bars=1)
bardelta(date_bars=1, date_freq=D)

>>> tradetime.bardelta(date_bars=1, date_freq='W')
bardelta(date_bars=1, date_freq=W)

>>> tradetime.bardelta(time_bars=10)
bardelta(time_bars=10)

Obejct Attributes#


>>> bd = tradetime.bardelta(date_bars=1, time_bars=10, date_freq='W')
>>> bd.date_bars
1
>>> bd.time_bars
10
>>> bd.date_freq
'W'

Object Operators#


  • +/- operators

    进行运算的两个bardelta频率必须一致

    >>> tradetime.bardelta(date_bars=1) + tradetime.bardelta(date_bars=2)                
    bardelta(date_bars=3, date_freq=D)
    
    >>> tradetime.bardelta(time_bars=10) - tradetime.bardelta(time_bars=5)  
    bardelta(time_bars=5)
    
    >>> tradetime.bardelta(date_bars=1) + tradetime.bardelta(date_bars=2, date_freq='W')
    
    Traceback (most recent call last):
      ...
    ValueError: D and W inconsistent
    

  • comparison operators

    >>> tradetime.bardelta(date_bars=1) < tradetime.bardelta(date_bars=2)
    True
    
    >>> tradetime.bardelta(date_bars=1) < tradetime.bardelta(time_bars=2) 
    False
    
    >>> tradetime.bardelta(date_bars=1) < tradetime.bardelta(date_bars=2, date_freq='W') 
    Traceback (most recent call last):
      ...
    ValueError: D and W inconsistent
    

  • bool operators

    >>> bool(tradetime.bardelta()) 
    False
    
    >>> bool(tradetime.bardelta(date_bars=1)) 
    True