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python: add parse_time

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This commit is contained in:
なるみ 2022-04-18 11:40:39 +08:00
parent b576a221fc
commit 17ce9fa90b
4 changed files with 10 additions and 8 deletions
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5
python/bbgo/data/kline.py
View File

@ -6,6 +6,7 @@ from datetime import datetime
import bbgo_pb2
from ..utils import parse_float
from ..utils import parse_time
@dataclass
@ -34,7 +35,7 @@ class KLine:
close=parse_float(obj.close),
volume=parse_float(obj.volume),
quote_volume=parse_float(obj.quote_volume),
start_time=datetime.fromtimestamp(obj.start_time / 1000),
end_time=datetime.fromtimestamp(obj.end_time / 1000),
start_time=parse_time(obj.start_time),
end_time=parse_time(obj.end_time),
closed=obj.closed,
)

3
python/bbgo/data/order.py
View File

@ -8,6 +8,7 @@ import bbgo_pb2
from ..enums import OrderType
from ..enums import SideType
from ..utils import parse_float
from ..utils import parse_time
@dataclass
@ -41,5 +42,5 @@ class Order:
executed_quantity=parse_float(obj.executed_quantity),
client_order_id=obj.client_order_id,
group_id=obj.group_id,
created_at=datetime.fromtimestamp(obj.created_at / 1000),
created_at=parse_time(obj.created_at),
)

3
python/bbgo/data/trade.py
View File

@ -6,6 +6,7 @@ from datetime import datetime
import bbgo_pb2
from ..enums import SideType
from ..utils import parse_time
@dataclass
@ -31,7 +32,7 @@ class Trade:
id=obj.id,
price=float(obj.price),
quantity=float(obj.quantity),
created_at=datetime.fromtimestamp(obj.created_at / 1000),
created_at=parse_time(obj.created_at),
side=SideType(obj.side),
fee_currency=obj.fee_currency,
fee=float(obj.fee),

7
python/tests/test_data.py
View File

@ -1,9 +1,8 @@
from datetime import datetime
import bbgo_pb2
from bbgo.data import Balance
from bbgo.data import ErrorMessage
from bbgo.data import KLine
from bbgo.utils import parse_time
def test_balance_from_pb():
@ -65,8 +64,8 @@ def test_kline_from_pb():
assert kline.close == float(close)
assert kline.volume == float(volume)
assert kline.quote_volume == float(quote_volume)
assert kline.start_time == datetime.fromtimestamp(start_time / 1000)
assert kline.end_time == datetime.fromtimestamp(end_time / 1000)
assert kline.start_time == parse_time(start_time)
assert kline.end_time == parse_time(end_time)
assert closed == closed