market_calendar.py 文件源码

def days_at_time(days, t, tz, day_offset=0):
    """
    Create an index of days at time ``t``, interpreted in timezone ``tz``. The returned index is localized to UTC.

    In the example below, the times switch from 13:45 to 12:45 UTC because
    March 13th is the daylight savings transition for US/Eastern.  All the
    times are still 8:45 when interpreted in US/Eastern.

    >>> import pandas as pd; import datetime; import pprint
    >>> dts = pd.date_range('2016-03-12', '2016-03-14')
    >>> dts_at_845 = days_at_time(dts, datetime.time(8, 45), 'US/Eastern')
    >>> pprint.pprint([str(dt) for dt in dts_at_845])
    ['2016-03-12 13:45:00+00:00',
     '2016-03-13 12:45:00+00:00',
     '2016-03-14 12:45:00+00:00']

    :param days: DatetimeIndex An index of dates (represented as midnight).
    :param t: datetime.time The time to apply as an offset to each day in ``days``.
    :param tz: pytz.timezone The timezone to use to interpret ``t``.
    :param day_offset: int The number of days we want to offset @days by
    :return: DatetimeIndex of date with the time t            
    """
    if len(days) == 0:
        return pd.DatetimeIndex(days).tz_localize(tz).tz_convert('UTC')

    # Offset days without tz to avoid timezone issues.
    days = DatetimeIndex(days).tz_localize(None)
    delta = pd.Timedelta(
        days=day_offset,
        hours=t.hour,
        minutes=t.minute,
        seconds=t.second,
    )
    return (days + delta).tz_localize(tz).tz_convert('UTC')