股票代码之间的时区转换(第 3 部分) [英] Timezone convertion between tickers (part 3)

问题描述

正如

为了可视化该时差，我创建了一个小脚本来绘制两个时区的时间.

//@version=4研究(Nymex-CME 时间"，shorttitle="时间")time_cl1 = security("CL1!", timeframe.period, time(timeframe.period), gaps=barmerge.gaps_on)//UTC-4 Nymextime_es1 = security("ES1!", timeframe.period, time(timeframe.period), gaps=barmerge.gaps_on)//UTC-5 CME情节(time_cl1，time_cl1"，color.blue)情节(time_es1，time_es1"，color.red)

由于两个股票代码在相隔 1 小时的时区交易，我预计会出现 1 小时的时差.

然而，令我惊讶的是，两个时间总是完全相同.
我不明白.
不是应该有1小时的差异吗?

解决方案

time() 是交易所时区的时间，当通过 security() 查看时，还将取决于每个代码的条形图如何相互映射.此外，这两个市场的开始/收盘时间有 1 小时的增量.

在这里，我们获取 Unix 时间，然后在图表时区的上下文中将其转换为小时:

//@version=4研究(Nymex-CME 时间"，shorttitle="时间")time_cl1 = security("CL1!", timeframe.period, timestamp(year, month, dayofmonth, hour, minute, second), gaps=barmerge.gaps_on)//UTC-4 Nymextime_es1 = security("ES1!", timeframe.period, timestamp(year, month, dayofmonth, hour, minute, second), gaps=barmerge.gaps_on)//UTC-5 CMEhour_cl1 = hour(security("CL1!", timeframe.period, timestamp(year, month, dayofmonth, hour, minute, second), gaps=barmerge.gaps_on))//UTC-4 Nymexhour_es1 = hour(security("ES1!", timeframe.period, timestamp(year, month, dayofmonth, hour, minute, second), gaps=barmerge.gaps_on))//UTC-5 CME情节(time_cl1，time_cl1"，color.blue)情节(time_es1，time_es1"，color.red)情节(hour_cl1，hour_cl1"，color.blue)情节(hour_es1，hour_es1"，color.red)

As mentioned in the answer to Timezone convertion between tickers by Dennis T,
we can use the security() function to get the time in another timezone.

Now I was trying to get times from 2 different timezones.

Ticker CL1! trades on Nymex in New York, in timezone UTC-4.
Ticker ES1! trades on CME in Chicago, in timezone UTC-5.

We can see that from the symbol info

In order to visualize that time difference, I've created a small script that plots the time in both timezones.

//@version=4
study("Nymex-CME times", shorttitle="Time")

time_cl1 = security("CL1!", timeframe.period, time(timeframe.period), gaps=barmerge.gaps_on) // UTC-4 Nymex
time_es1 = security("ES1!", timeframe.period, time(timeframe.period), gaps=barmerge.gaps_on) // UTC-5 CME

plot(time_cl1, "time_cl1", color.blue)
plot(time_es1, "time_es1", color.red)

Since both tickers are traded in timezones that are 1 hour apart, I expected to see a 1 hour time difference.

To my surprise however, both times are always exactly the same.
I don't understand that.
Shouldn't there be a 1 hour difference?

解决方案

time() is the time in the exchange's time zone and when viewed through security(), will also be dependent on how the bars from each ticker are mapped to each other. Also, those two markets have a one hour delta in their starting/closing time.

Here, we fetch the Unix time but then convert it to hours in the context of the chart's timezone:

//@version=4
study("Nymex-CME times", shorttitle="Time")

time_cl1 = security("CL1!", timeframe.period, timestamp(year, month, dayofmonth, hour, minute, second), gaps=barmerge.gaps_on) // UTC-4 Nymex
time_es1 = security("ES1!", timeframe.period, timestamp(year, month, dayofmonth, hour, minute, second), gaps=barmerge.gaps_on) // UTC-5 CME

hour_cl1 = hour(security("CL1!", timeframe.period, timestamp(year, month, dayofmonth, hour, minute, second), gaps=barmerge.gaps_on)) // UTC-4 Nymex
hour_es1 = hour(security("ES1!", timeframe.period, timestamp(year, month, dayofmonth, hour, minute, second), gaps=barmerge.gaps_on)) // UTC-5 CME

plot(time_cl1, "time_cl1", color.blue)
plot(time_es1, "time_es1", color.red)

plot(hour_cl1, "hour_cl1", color.blue)
plot(hour_es1, "hour_es1", color.red)

这篇关于股票代码之间的时区转换(第 3 部分)的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持IT屋！