mirror of
https://github.com/Ichinga-Samuel/aiomql.git
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testdata
This commit is contained in:
Ichinga Samuel
+61
-105
@@ -2,7 +2,7 @@
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"cells": [
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{
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"cell_type": "code",
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"execution_count": 5,
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"execution_count": 1,
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"id": "f4500c8d-0e58-4d3f-8dd3-06a4896f397f",
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"metadata": {},
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"outputs": [],
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@@ -41,9 +41,52 @@
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},
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{
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"cell_type": "code",
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"execution_count": 19,
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"execution_count": 3,
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"id": "2c598a85-1e90-49b0-abf1-87329597feae",
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"True"
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]
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},
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"execution_count": 3,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"sym = Symbol(name='Volatility 25 Index')\n",
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"await sym.init()"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 13,
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"id": "0a7d319c-5760-4058-994f-27e8d10df108",
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"0.5"
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]
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},
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"execution_count": 13,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"await sym.mt5.order_calc_margin(0, 'Volatility 25 Index', 1, sym.tick.ask)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 17,
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"id": "4ec498ea-5e4e-4ff6-85da-051acc2eaf28",
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"metadata": {},
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"outputs": [
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{
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"data": {
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@@ -51,136 +94,49 @@
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"4"
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]
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},
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"execution_count": 19,
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"execution_count": 17,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"tz = pytz.timezone('Etc/UTC')\n",
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"sym = Symbol(name='EURUSD')\n",
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"start = datetime(day=22, month=8, year=2024, tzinfo=tz)\n",
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"end = datetime(day=26, month=8, year=2024, hour=12, tzinfo=tz)\n",
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"# rates = await sym.mt5.copy_rates_from(symbol='EURUSD', date_from=end, count=5, timeframe=TimeFrame.H12)\n",
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"rates = await sym.mt5.copy_rates_from_pos(symbol='EURUSD', start_pos=0, count=5, timeframe=TimeFrame.H12)\n",
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"df = DataFrame(rates)\n",
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"df['time'] = pd.to_datetime(df['time'], unit='s')\n",
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"df.index[-1]"
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"sy = await sym.mt5.symbol_info('Volatility 25 Index')\n",
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"await sym.mt5.symbol_select('Volatility 25 Index', enable=True)\n",
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"sy.trade_calc_mode"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 30,
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"id": "0a7d319c-5760-4058-994f-27e8d10df108",
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"execution_count": 12,
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"id": "9307e3df-a5f3-42cf-9d3d-e65e5254c0e5",
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<div>\n",
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"<style scoped>\n",
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" .dataframe tbody tr th:only-of-type {\n",
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" vertical-align: middle;\n",
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" }\n",
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"\n",
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" .dataframe tbody tr th {\n",
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" vertical-align: top;\n",
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" }\n",
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"\n",
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" .dataframe thead th {\n",
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" text-align: right;\n",
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" }\n",
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"</style>\n",
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"<table border=\"1\" class=\"dataframe\">\n",
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" <thead>\n",
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" <tr style=\"text-align: right;\">\n",
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" <th></th>\n",
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" <th>time</th>\n",
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" <th>open</th>\n",
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" <th>high</th>\n",
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" <th>low</th>\n",
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" <th>close</th>\n",
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" <th>tick_volume</th>\n",
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" <th>spread</th>\n",
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" <th>real_volume</th>\n",
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" </tr>\n",
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" </thead>\n",
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" <tbody>\n",
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" <tr>\n",
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" <th>2</th>\n",
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" <td>2024-08-25 12:00:00</td>\n",
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" <td>1.11869</td>\n",
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" <td>1.11947</td>\n",
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" <td>1.11849</td>\n",
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" <td>1.11894</td>\n",
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" <td>4570</td>\n",
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" <td>1</td>\n",
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" <td>0</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>3</th>\n",
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" <td>2024-08-26 00:00:00</td>\n",
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" <td>1.11894</td>\n",
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" <td>1.12016</td>\n",
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" <td>1.11628</td>\n",
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" <td>1.11652</td>\n",
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" <td>43583</td>\n",
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" <td>0</td>\n",
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" <td>0</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>4</th>\n",
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" <td>2024-08-26 12:00:00</td>\n",
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" <td>1.11652</td>\n",
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" <td>1.11790</td>\n",
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" <td>1.11501</td>\n",
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" <td>1.11618</td>\n",
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" <td>45034</td>\n",
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" <td>0</td>\n",
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" <td>0</td>\n",
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" </tr>\n",
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" </tbody>\n",
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"</table>\n",
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"</div>"
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],
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"text/plain": [
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" time open high low close tick_volume \\\n",
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"2 2024-08-25 12:00:00 1.11869 1.11947 1.11849 1.11894 4570 \n",
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"3 2024-08-26 00:00:00 1.11894 1.12016 1.11628 1.11652 43583 \n",
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"4 2024-08-26 12:00:00 1.11652 1.11790 1.11501 1.11618 45034 \n",
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"\n",
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" spread real_volume \n",
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"2 1 0 \n",
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"3 0 0 \n",
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"4 0 0 "
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"0.50097375"
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]
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},
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"execution_count": 30,
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"execution_count": 12,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"df.loc[2:6]"
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"# margin\n",
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"# worked for forex.\n",
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"tcs = 1 * sym.trade_contract_size\n",
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"lv = Account().leverage /0.125\n",
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"tcs * sym.tick.ask / lv"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "9307e3df-a5f3-42cf-9d3d-e65e5254c0e5",
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"id": "e8413f70-244f-47a2-97b3-2be6fcd87589",
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"metadata": {},
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"outputs": [],
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"source": [
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"now = datetime.now()\n",
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"st = now.replace(hour=0, minute=0, second=0, day=1, month=1, year=2023)\n",
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"et = now.replace(hour=9, minute=0, second=0)\n",
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"diff = et - st\n",
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"secs = int(diff.total_seconds())\n",
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"# st = now.replace(hour=0, day=16)\n",
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"# et = now.replace(hour=9)\n",
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"# start = now.replace(day=now.day-3, tzinfo=tz)\n",
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"# end = now.replace(day=now.day-1, tzinfo=tz)"
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]
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"source": []
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},
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{
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"cell_type": "code",
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@@ -658,7 +614,7 @@
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.11.4"
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"version": "3.11.6"
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}
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},
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"nbformat": 4,
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