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return market hours in timestamp instead of iso string (#36)
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@cctdaniel
cctdaniel authored Jul 28, 2023
1 parent 23fedd2 commit 6bb10e2
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Showing 3 changed files with 36 additions and 36 deletions.
14 changes: 5 additions & 9 deletions pythclient/calendar.py
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Original file line number Diff line number Diff line change
Expand Up @@ -74,7 +74,7 @@ def is_market_open(asset_type: str, dt: datetime.datetime) -> bool:
return True


def get_next_market_open(asset_type: str, dt: datetime.datetime) -> str:
def get_next_market_open(asset_type: str, dt: datetime.datetime) -> int:
# make sure time is in NY timezone
dt = dt.astimezone(NY_TZ)
time = dt.time()
Expand Down Expand Up @@ -119,10 +119,10 @@ def get_next_market_open(asset_type: str, dt: datetime.datetime) -> str:
while not is_market_open(asset_type, next_market_open):
next_market_open += datetime.timedelta(days=1)

return next_market_open.astimezone(UTC_TZ).strftime("%Y-%m-%dT%H:%M:%S") + "Z"
return int(next_market_open.timestamp())


def get_next_market_close(asset_type: str, dt: datetime.datetime) -> str:
def get_next_market_close(asset_type: str, dt: datetime.datetime) -> int:
# make sure time is in NY timezone
dt = dt.astimezone(NY_TZ)
time = dt.time()
Expand All @@ -148,16 +148,12 @@ def get_next_market_close(asset_type: str, dt: datetime.datetime) -> str:
next_market_open = get_next_market_open(
asset_type, dt + datetime.timedelta(days=1)
)
next_market_close = (
datetime.datetime.fromisoformat(next_market_open.replace("Z", "+00:00"))
.astimezone(NY_TZ)
.replace(
next_market_close = datetime.datetime.fromtimestamp(next_market_open).astimezone(NY_TZ).replace(
hour=EQUITY_CLOSE.hour,
minute=EQUITY_CLOSE.minute,
second=0,
microsecond=0,
)
)
else:
next_market_close = dt.replace(
hour=EQUITY_CLOSE.hour,
Expand Down Expand Up @@ -189,4 +185,4 @@ def get_next_market_close(asset_type: str, dt: datetime.datetime) -> str:
else: # crypto markets never close
return None

return next_market_close.astimezone(UTC_TZ).strftime("%Y-%m-%dT%H:%M:%S") + "Z"
return int(next_market_close.timestamp())
2 changes: 1 addition & 1 deletion setup.py
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Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,7 @@

setup(
name='pythclient',
version='0.1.8',
version='0.1.9',
packages=['pythclient'],
author='Pyth Developers',
author_email='[email protected]',
Expand Down
56 changes: 30 additions & 26 deletions tests/test_calendar.py
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Original file line number Diff line number Diff line change
Expand Up @@ -24,8 +24,12 @@
CRYPTO_OPEN_WED_2023_6_21_12 = datetime.datetime(2023, 6, 21, 12, 0, 0, tzinfo=NY_TZ)
CRYPTO_OPEN_SUN_2023_6_18_12 = datetime.datetime(2023, 6, 18, 12, 0, 0, tzinfo=NY_TZ)

def format_datetime_to_utc_iso_string(dt: datetime.datetime):
return dt.astimezone(UTC_TZ).strftime("%Y-%m-%dT%H:%M:%S") + "Z"

def format_datetime_to_unix_timestamp(dt: datetime.datetime):
# Convert the datetime object to a Unix timestamp in UTC
timestamp = dt.astimezone(UTC_TZ).timestamp()
unix_timestamp_utc = int(timestamp)
return unix_timestamp_utc

def test_is_market_open():
# equity
Expand Down Expand Up @@ -67,65 +71,65 @@ def test_get_next_market_open():
# equity within market hours
assert (
get_next_market_open("equity", EQUITY_OPEN_WED_2023_6_21_12)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 22, 9, 30, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 22, 9, 30, 0, tzinfo=NY_TZ))
)

# equity out of market hours
assert (
get_next_market_open("equity", EQUITY_CLOSE_WED_2023_6_21_17)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 22, 9, 30, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 22, 9, 30, 0, tzinfo=NY_TZ))
)

# equity weekend
assert (
get_next_market_open("equity", EQUITY_CLOSE_SAT_2023_6_10_17)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 12, 9, 30, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 12, 9, 30, 0, tzinfo=NY_TZ))
)

# equity holiday
assert (
get_next_market_open("equity", EQUITY_HOLIDAY_MON_2023_6_19)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 20, 9, 30, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 20, 9, 30, 0, tzinfo=NY_TZ))
)

# equity early close holiday
assert (
get_next_market_open("equity", EQUITY_EARLY_CLOSE_OPEN_FRI_2023_11_24_14)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 11, 27, 9, 30, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 27, 9, 30, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_open("equity", EQUITY_EARLY_CLOSE_CLOSE_FRI_2023_11_24_14)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 11, 27, 9, 30, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 27, 9, 30, 0, tzinfo=NY_TZ))
)

# fx & metal within market hours
assert (
get_next_market_open("fx", FX_METAL_OPEN_WED_2023_6_21_22)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 25, 17, 0, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 25, 17, 0, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_open("metal", FX_METAL_OPEN_WED_2023_6_21_22)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 25, 17, 0, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 25, 17, 0, 0, tzinfo=NY_TZ))
)

# fx & metal out of market hours
assert (
get_next_market_open("fx", FX_METAL_CLOSE_SUN_2023_6_18_16)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 18, 17, 0, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 18, 17, 0, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_open("metal", FX_METAL_CLOSE_SUN_2023_6_18_16)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 18, 17, 0, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 18, 17, 0, 0, tzinfo=NY_TZ))
)

# fx & metal holiday
assert (
get_next_market_open("fx", FX_METAL_HOLIDAY_SUN_2023_1_1)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 1, 2, 17, 0, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 1, 2, 17, 0, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_open("metal", FX_METAL_HOLIDAY_SUN_2023_1_1)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 1, 2, 17, 0, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 1, 2, 17, 0, 0, tzinfo=NY_TZ))
)

# crypto
Expand All @@ -137,65 +141,65 @@ def test_get_next_market_close():
# equity within market hours
assert (
get_next_market_close("equity", EQUITY_OPEN_WED_2023_6_21_12)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 21, 16, 0, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 21, 16, 0, 0, tzinfo=NY_TZ))
)

# equity out of market hours
assert (
get_next_market_close("equity", EQUITY_CLOSE_WED_2023_6_21_17)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 22, 16, 0, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 22, 16, 0, 0, tzinfo=NY_TZ))
)

# equity weekend
assert (
get_next_market_close("equity", EQUITY_CLOSE_SAT_2023_6_10_17)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 12, 16, 0, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 12, 16, 0, 0, tzinfo=NY_TZ))
)

# equity holiday
assert (
get_next_market_close("equity", EQUITY_HOLIDAY_MON_2023_6_19)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 20, 16, 0, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 20, 16, 0, 0, tzinfo=NY_TZ))
)

# equity early close holiday
assert (
get_next_market_close("equity", EQUITY_EARLY_CLOSE_OPEN_FRI_2023_11_24_14)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 11, 24, 13, 0, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 24, 13, 0, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_close("equity", EQUITY_EARLY_CLOSE_CLOSE_FRI_2023_11_24_14)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 11, 27, 16, 0, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 27, 16, 0, 0, tzinfo=NY_TZ))
)

# fx & metal within market hours
assert (
get_next_market_close("fx", FX_METAL_OPEN_WED_2023_6_21_22)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_close("metal", FX_METAL_OPEN_WED_2023_6_21_22)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
)

# fx & metal out of market hours
assert (
get_next_market_close("fx", FX_METAL_CLOSE_SUN_2023_6_18_16)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_close("metal", FX_METAL_CLOSE_SUN_2023_6_18_16)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
)

# fx & metal holiday
assert (
get_next_market_close("fx", FX_METAL_HOLIDAY_SUN_2023_1_1)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 1, 6, 17, 0, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 1, 6, 17, 0, 0, tzinfo=NY_TZ))
)
assert (
get_next_market_close("metal", FX_METAL_HOLIDAY_SUN_2023_1_1)
== format_datetime_to_utc_iso_string(datetime.datetime(2023, 1, 6, 17, 0, 0, tzinfo=NY_TZ))
== format_datetime_to_unix_timestamp(datetime.datetime(2023, 1, 6, 17, 0, 0, tzinfo=NY_TZ))
)

# crypto
Expand Down

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