algo_engine.exchange_profile¶
Exchange profiles provide trading calendars, session times, and holiday schedules. Both CN (A-share) and global exchange profiles are supported.
Exchange Profile¶
- class algo_engine.exchange_profile.ExchangeProfile¶
- __init__(*args, **kwargs)¶
- activate(self)¶
- bound_instance¶
- break_adjusted(self, double elapsed_seconds)¶
- close_call_auction¶
- deactivate(self)¶
- is_auction_session(self, timestamp)¶
- is_market_session(self, timestamp)¶
- is_trading_day(self, date market_date)¶
- nearest_trading_date(self, date market_date, str method='previous')¶
- open_call_auction¶
- profile_id¶
- range_break¶
- resolve_auction_phase(self, session_time)¶
- resolve_session_phase(self, session_time)¶
- resolve_session_type(self, session_date)¶
- session_breaks¶
- session_end¶
- session_end_ts¶
- session_length_seconds¶
- session_start¶
- session_start_ts¶
- time_to_seconds(self, time t, bool break_adjusted=True)¶
- time_zone¶
- timestamp_to_datetime(self, double unix_ts)¶
- timestamp_to_seconds(self, double t, bool break_adjusted=True)¶
- trade_calendar(self, start_date, end_date)¶
- trade_calendar_cache¶
- trading_days_after(self, date market_date, Py_ssize_t days)¶
- trading_days_before(self, date market_date, Py_ssize_t days)¶
- trading_days_between(self, date start_date, date end_date)¶
- trading_time_between(self, start_time, end_time)¶
- tz_offset_seconds¶
Global Dispatcher¶
- algo_engine.exchange_profile.PROFILE = <ExchangeProfile>(UTC_NONSTOP_DEFAULT)¶
ExchangeProfile()
Default Profile (Global)¶
- algo_engine.exchange_profile.PROFILE_DEFAULT = <ExchangeProfile>(UTC_NONSTOP_DEFAULT)¶
ExchangeProfile()
Session Types¶
- class algo_engine.exchange_profile.SessionDate(uint16_t year, uint8_t month, uint8_t day)¶
- __init__(*args, **kwargs)¶
- add_days(self, Py_ssize_t days)¶
- addr¶
- day¶
- static days_in_month(uint16_t year, uint8_t month)¶
- fork(self) SessionDate¶
- classmethod from_ordinal(cls, uint32_t ordinal)¶
- classmethod from_pydate(cls, date dt)¶
- classmethod from_unix(cls, double unix_ts)¶
- classmethod fromisocalendar(cls, int year, int week, int weekday)¶
- classmethod fromisoformat(cls, str date_str)¶
- static is_leap_year(uint16_t year)¶
- is_valid(self)¶
- is_weekend(self)¶
- month¶
- override(self, date dt)¶
- session_type¶
- timestamp(self)¶
- to_ordinal(self)¶
- to_pydate(self)¶
- classmethod today(cls)¶
- classmethod unix_to_ordinal(cls, double unix_ts)¶
- year¶
- class algo_engine.exchange_profile.SessionTime¶
- elapsed_seconds¶
- classmethod from_pytime(cls, time t)¶
- classmethod from_timestamp(cls, double unix_ts)¶
- classmethod from_ts(cls, double ts)¶
- classmethod fromisoformat(cls, str time_str)¶
- hour¶
- isoformat(self, *args, **kwargs)¶
- microsecond¶
- minute¶
- nanosecond¶
- second¶
- session_phase¶
- to_pytime(self)¶
- ts¶