def __preptime(self,when):
"""
Extract information in a suitable format from when,
a datetime.datetime object.
"""
# datetime days are numbered in the Gregorian calendar
# while the calculations from NOAA are distibuted as
# OpenOffice spreadsheets with days numbered from
# 1/1/1900. The difference are those numbers taken for
# 18/12/2010
self.day = when.toordinal()-(734124-40529)
t=when.time()
self.time= (t.hour + t.minute/60.0 + t.second/3600.0)/24.0
self.timezone=0
offset=when.utcoffset()
if not offset is None:
self.timezone=offset.seconds/3600.0
python类datetime()的实例源码
def to_utc_timestamp(date_time):
"""Convert a naive or timezone-aware datetime to UTC timestamp.
Arguments:
date_time (:py:class:`datetime.datetime`): The datetime to
convert.
Returns:
:py:class:`int`: The timestamp (in seconds).
"""
if date_time is None:
return
if date_time.tzname() is None:
timestamp = date_time.replace(tzinfo=timezone.utc).timestamp()
else:
timestamp = date_time.timestamp()
return int(round(timestamp, 0))
def safe_parse(time):
"""Parse a string without throwing an error.
Arguments:
time (:py:class:`str`): The string to parse.
Returns:
:py:class:`datetime.datetime`: The parsed datetime.
"""
if time is None:
return
try:
return parse(time)
except (OverflowError, ValueError):
pass
def occurred(at_):
"""Calculate when a service event occurred.
Arguments:
at_ (:py:class:`str`): When the event occurred.
Returns:
:py:class:`str`: The humanized occurrence time.
"""
try:
occurred_at = parse(at_)
except (TypeError, ValueError):
logger.warning('failed to parse occurrence time %r', at_)
return 'time not available'
utc_now = datetime.now(tz=timezone.utc)
try:
return naturaltime((utc_now - occurred_at).total_seconds())
except TypeError: # at_ is a naive datetime
return naturaltime((datetime.now() - occurred_at).total_seconds())
def convertToDate(fmt="%Y-%m-%d"):
"""
Helper to create a parse action for converting parsed date string to Python datetime.date
Params -
- fmt - format to be passed to datetime.strptime (default=C{"%Y-%m-%d"})
Example::
date_expr = pyparsing_common.iso8601_date.copy()
date_expr.setParseAction(pyparsing_common.convertToDate())
print(date_expr.parseString("1999-12-31"))
prints::
[datetime.date(1999, 12, 31)]
"""
def cvt_fn(s,l,t):
try:
return datetime.strptime(t[0], fmt).date()
except ValueError as ve:
raise ParseException(s, l, str(ve))
return cvt_fn
def convertToDatetime(fmt="%Y-%m-%dT%H:%M:%S.%f"):
"""
Helper to create a parse action for converting parsed datetime string to Python datetime.datetime
Params -
- fmt - format to be passed to datetime.strptime (default=C{"%Y-%m-%dT%H:%M:%S.%f"})
Example::
dt_expr = pyparsing_common.iso8601_datetime.copy()
dt_expr.setParseAction(pyparsing_common.convertToDatetime())
print(dt_expr.parseString("1999-12-31T23:59:59.999"))
prints::
[datetime.datetime(1999, 12, 31, 23, 59, 59, 999000)]
"""
def cvt_fn(s,l,t):
try:
return datetime.strptime(t[0], fmt)
except ValueError as ve:
raise ParseException(s, l, str(ve))
return cvt_fn
def convertToDate(fmt="%Y-%m-%d"):
"""
Helper to create a parse action for converting parsed date string to Python datetime.date
Params -
- fmt - format to be passed to datetime.strptime (default=C{"%Y-%m-%d"})
Example::
date_expr = pyparsing_common.iso8601_date.copy()
date_expr.setParseAction(pyparsing_common.convertToDate())
print(date_expr.parseString("1999-12-31"))
prints::
[datetime.date(1999, 12, 31)]
"""
def cvt_fn(s,l,t):
try:
return datetime.strptime(t[0], fmt).date()
except ValueError as ve:
raise ParseException(s, l, str(ve))
return cvt_fn
def convertToDatetime(fmt="%Y-%m-%dT%H:%M:%S.%f"):
"""
Helper to create a parse action for converting parsed datetime string to Python datetime.datetime
Params -
- fmt - format to be passed to datetime.strptime (default=C{"%Y-%m-%dT%H:%M:%S.%f"})
Example::
dt_expr = pyparsing_common.iso8601_datetime.copy()
dt_expr.setParseAction(pyparsing_common.convertToDatetime())
print(dt_expr.parseString("1999-12-31T23:59:59.999"))
prints::
[datetime.datetime(1999, 12, 31, 23, 59, 59, 999000)]
"""
def cvt_fn(s,l,t):
try:
return datetime.strptime(t[0], fmt)
except ValueError as ve:
raise ParseException(s, l, str(ve))
return cvt_fn
def convertToDate(fmt="%Y-%m-%d"):
"""
Helper to create a parse action for converting parsed date string to Python datetime.date
Params -
- fmt - format to be passed to datetime.strptime (default=C{"%Y-%m-%d"})
Example::
date_expr = pyparsing_common.iso8601_date.copy()
date_expr.setParseAction(pyparsing_common.convertToDate())
print(date_expr.parseString("1999-12-31"))
prints::
[datetime.date(1999, 12, 31)]
"""
def cvt_fn(s,l,t):
try:
return datetime.strptime(t[0], fmt).date()
except ValueError as ve:
raise ParseException(s, l, str(ve))
return cvt_fn
def convertToDatetime(fmt="%Y-%m-%dT%H:%M:%S.%f"):
"""
Helper to create a parse action for converting parsed datetime string to Python datetime.datetime
Params -
- fmt - format to be passed to datetime.strptime (default=C{"%Y-%m-%dT%H:%M:%S.%f"})
Example::
dt_expr = pyparsing_common.iso8601_datetime.copy()
dt_expr.setParseAction(pyparsing_common.convertToDatetime())
print(dt_expr.parseString("1999-12-31T23:59:59.999"))
prints::
[datetime.datetime(1999, 12, 31, 23, 59, 59, 999000)]
"""
def cvt_fn(s,l,t):
try:
return datetime.strptime(t[0], fmt)
except ValueError as ve:
raise ParseException(s, l, str(ve))
return cvt_fn
def convertToDate(fmt="%Y-%m-%d"):
"""
Helper to create a parse action for converting parsed date string to Python datetime.date
Params -
- fmt - format to be passed to datetime.strptime (default=C{"%Y-%m-%d"})
Example::
date_expr = pyparsing_common.iso8601_date.copy()
date_expr.setParseAction(pyparsing_common.convertToDate())
print(date_expr.parseString("1999-12-31"))
prints::
[datetime.date(1999, 12, 31)]
"""
def cvt_fn(s,l,t):
try:
return datetime.strptime(t[0], fmt).date()
except ValueError as ve:
raise ParseException(s, l, str(ve))
return cvt_fn
def convertToDatetime(fmt="%Y-%m-%dT%H:%M:%S.%f"):
"""
Helper to create a parse action for converting parsed datetime string to Python datetime.datetime
Params -
- fmt - format to be passed to datetime.strptime (default=C{"%Y-%m-%dT%H:%M:%S.%f"})
Example::
dt_expr = pyparsing_common.iso8601_datetime.copy()
dt_expr.setParseAction(pyparsing_common.convertToDatetime())
print(dt_expr.parseString("1999-12-31T23:59:59.999"))
prints::
[datetime.datetime(1999, 12, 31, 23, 59, 59, 999000)]
"""
def cvt_fn(s,l,t):
try:
return datetime.strptime(t[0], fmt)
except ValueError as ve:
raise ParseException(s, l, str(ve))
return cvt_fn
def on_dt_changed(self, dt):
"""
Callback triggered by the simulation loop whenever the current dt
changes.
Any logic that should happen exactly once at the start of each datetime
group should happen here.
"""
assert isinstance(dt, datetime), \
"Attempt to set algorithm's current time with non-datetime"
assert dt.tzinfo == pytz.utc, \
"Algorithm expects a utc datetime"
self.datetime = dt
self.perf_tracker.set_date(dt)
self.blotter.set_date(dt)
def add_history(self, bar_count, frequency, field, ffill=True):
data_frequency = self.sim_params.data_frequency
history_spec = HistorySpec(bar_count, frequency, field, ffill,
data_frequency=data_frequency,
env=self.trading_environment)
self.history_specs[history_spec.key_str] = history_spec
if self.initialized:
if self.history_container:
self.history_container.ensure_spec(
history_spec, self.datetime, self._most_recent_data,
)
else:
self.history_container = self.history_container_class(
self.history_specs,
self.current_universe(),
self.sim_params.first_open,
self.sim_params.data_frequency,
env=self.trading_environment,
)
def convertToDate(fmt="%Y-%m-%d"):
"""
Helper to create a parse action for converting parsed date string to Python datetime.date
Params -
- fmt - format to be passed to datetime.strptime (default=C{"%Y-%m-%d"})
Example::
date_expr = pyparsing_common.iso8601_date.copy()
date_expr.setParseAction(pyparsing_common.convertToDate())
print(date_expr.parseString("1999-12-31"))
prints::
[datetime.date(1999, 12, 31)]
"""
def cvt_fn(s,l,t):
try:
return datetime.strptime(t[0], fmt).date()
except ValueError as ve:
raise ParseException(s, l, str(ve))
return cvt_fn
def convertToDatetime(fmt="%Y-%m-%dT%H:%M:%S.%f"):
"""
Helper to create a parse action for converting parsed datetime string to Python datetime.datetime
Params -
- fmt - format to be passed to datetime.strptime (default=C{"%Y-%m-%dT%H:%M:%S.%f"})
Example::
dt_expr = pyparsing_common.iso8601_datetime.copy()
dt_expr.setParseAction(pyparsing_common.convertToDatetime())
print(dt_expr.parseString("1999-12-31T23:59:59.999"))
prints::
[datetime.datetime(1999, 12, 31, 23, 59, 59, 999000)]
"""
def cvt_fn(s,l,t):
try:
return datetime.strptime(t[0], fmt)
except ValueError as ve:
raise ParseException(s, l, str(ve))
return cvt_fn
def convertToDate(fmt="%Y-%m-%d"):
"""
Helper to create a parse action for converting parsed date string to Python datetime.date
Params -
- fmt - format to be passed to datetime.strptime (default=C{"%Y-%m-%d"})
Example::
date_expr = pyparsing_common.iso8601_date.copy()
date_expr.setParseAction(pyparsing_common.convertToDate())
print(date_expr.parseString("1999-12-31"))
prints::
[datetime.date(1999, 12, 31)]
"""
def cvt_fn(s,l,t):
try:
return datetime.strptime(t[0], fmt).date()
except ValueError as ve:
raise ParseException(s, l, str(ve))
return cvt_fn
def convertToDatetime(fmt="%Y-%m-%dT%H:%M:%S.%f"):
"""
Helper to create a parse action for converting parsed datetime string to Python datetime.datetime
Params -
- fmt - format to be passed to datetime.strptime (default=C{"%Y-%m-%dT%H:%M:%S.%f"})
Example::
dt_expr = pyparsing_common.iso8601_datetime.copy()
dt_expr.setParseAction(pyparsing_common.convertToDatetime())
print(dt_expr.parseString("1999-12-31T23:59:59.999"))
prints::
[datetime.datetime(1999, 12, 31, 23, 59, 59, 999000)]
"""
def cvt_fn(s,l,t):
try:
return datetime.strptime(t[0], fmt)
except ValueError as ve:
raise ParseException(s, l, str(ve))
return cvt_fn
def parse_date(datestring, default_timezone=UTC):
"""Parses ISO 8601 dates into datetime objects
The timezone is parsed from the date string. However it is quite common to
have dates without a timezone (not strictly correct). In this case the
default timezone specified in default_timezone is used. This is UTC by
default.
"""
if not isinstance(datestring, _basestring):
raise ParseError("Expecting a string %r" % datestring)
m = ISO8601_REGEX.match(datestring)
if not m:
raise ParseError("Unable to parse date string %r" % datestring)
groups = m.groupdict()
tz = parse_timezone(groups["timezone"], default_timezone=default_timezone)
if groups["fraction"] is None:
groups["fraction"] = 0
else:
groups["fraction"] = int(float("0.%s" % groups["fraction"]) * 1e6)
return datetime(int(groups["year"]), int(groups["month"]), int(groups["day"]),
int(groups["hour"]), int(groups["minute"]), int(groups["second"]),
int(groups["fraction"]), tz)
def convertToDate(fmt="%Y-%m-%d"):
"""
Helper to create a parse action for converting parsed date string to Python datetime.date
Params -
- fmt - format to be passed to datetime.strptime (default=C{"%Y-%m-%d"})
Example::
date_expr = pyparsing_common.iso8601_date.copy()
date_expr.setParseAction(pyparsing_common.convertToDate())
print(date_expr.parseString("1999-12-31"))
prints::
[datetime.date(1999, 12, 31)]
"""
def cvt_fn(s,l,t):
try:
return datetime.strptime(t[0], fmt).date()
except ValueError as ve:
raise ParseException(s, l, str(ve))
return cvt_fn
def convertToDatetime(fmt="%Y-%m-%dT%H:%M:%S.%f"):
"""
Helper to create a parse action for converting parsed datetime string to Python datetime.datetime
Params -
- fmt - format to be passed to datetime.strptime (default=C{"%Y-%m-%dT%H:%M:%S.%f"})
Example::
dt_expr = pyparsing_common.iso8601_datetime.copy()
dt_expr.setParseAction(pyparsing_common.convertToDatetime())
print(dt_expr.parseString("1999-12-31T23:59:59.999"))
prints::
[datetime.datetime(1999, 12, 31, 23, 59, 59, 999000)]
"""
def cvt_fn(s,l,t):
try:
return datetime.strptime(t[0], fmt)
except ValueError as ve:
raise ParseException(s, l, str(ve))
return cvt_fn
def convertToDate(fmt="%Y-%m-%d"):
"""
Helper to create a parse action for converting parsed date string to Python datetime.date
Params -
- fmt - format to be passed to datetime.strptime (default=C{"%Y-%m-%d"})
Example::
date_expr = pyparsing_common.iso8601_date.copy()
date_expr.setParseAction(pyparsing_common.convertToDate())
print(date_expr.parseString("1999-12-31"))
prints::
[datetime.date(1999, 12, 31)]
"""
def cvt_fn(s,l,t):
try:
return datetime.strptime(t[0], fmt).date()
except ValueError as ve:
raise ParseException(s, l, str(ve))
return cvt_fn
def convertToDatetime(fmt="%Y-%m-%dT%H:%M:%S.%f"):
"""
Helper to create a parse action for converting parsed datetime string to Python datetime.datetime
Params -
- fmt - format to be passed to datetime.strptime (default=C{"%Y-%m-%dT%H:%M:%S.%f"})
Example::
dt_expr = pyparsing_common.iso8601_datetime.copy()
dt_expr.setParseAction(pyparsing_common.convertToDatetime())
print(dt_expr.parseString("1999-12-31T23:59:59.999"))
prints::
[datetime.datetime(1999, 12, 31, 23, 59, 59, 999000)]
"""
def cvt_fn(s,l,t):
try:
return datetime.strptime(t[0], fmt)
except ValueError as ve:
raise ParseException(s, l, str(ve))
return cvt_fn
def timestampUNIX(value, is_local):
"""
Convert an UNIX (32-bit) timestamp to datetime object. Timestamp value
is the number of seconds since the 1st January 1970 at 00:00. Maximum
value is 2147483647: 19 january 2038 at 03:14:07.
May raise ValueError for invalid value: value have to be in 0..2147483647.
>>> timestampUNIX(0, False)
datetime.datetime(1970, 1, 1, 0, 0)
>>> timestampUNIX(1154175644.37, False)
datetime.datetime(2006, 7, 29, 12, 20, 44, 370000)
"""
timestamp = UNIX_TIMESTAMP_T0 + timedelta(seconds=value)
if is_local:
timestamp += LOCAL_TIMEZONE_OFFSET
return timestamp
def _totimestamp(dt_obj):
"""
Args:
dt_obj (:class:`datetime.datetime`):
Returns:
int:
"""
if not dt_obj:
return None
try:
# Python 3.3+
return int(dt_obj.timestamp())
except AttributeError:
# Python 3 (< 3.3) and Python 2
return int(mktime(dt_obj.timetuple()))
def template_localtime(value, use_tz=None):
"""
Checks if value is a datetime and converts it to local time if necessary.
If use_tz is provided and is not None, that will force the value to
be converted (or not), overriding the value of settings.USE_TZ.
This function is designed for use by the template engine.
"""
should_convert = (isinstance(value, datetime)
and (settings.USE_TZ if use_tz is None else use_tz)
and not is_naive(value)
and getattr(value, 'convert_to_local_time', True))
return localtime(value) if should_convert else value
# Utilities
def localtime(value, timezone=None):
"""
Converts an aware datetime.datetime to local time.
Local time is defined by the current time zone, unless another time zone
is specified.
"""
if timezone is None:
timezone = get_current_timezone()
# If `value` is naive, astimezone() will raise a ValueError,
# so we don't need to perform a redundant check.
value = value.astimezone(timezone)
if hasattr(timezone, 'normalize'):
# This method is available for pytz time zones.
value = timezone.normalize(value)
return value
def query_hist_data(
engine: object, sectype: str, symbol: str, datatype: str, barsize: str,
start: datetime=None, end: datetime=None) -> MarketDataBlock:
"""Query database on conditions.
"""
if start is None:
start = pytz.UTC.localize(datetime(1, 1, 1))
if end is None:
end = pytz.UTC.localize(datetime(9999, 12, 31, 23, 59, 59))
table = _gen_sa_table(sectype)
stmt = table.select().where(
and_(
table.c.Symbol == symbol,
table.c.DataType == datatype,
table.c.BarSize == barsize,
table.c.TickerTime.between(
start.astimezone(pytz.UTC), end.astimezone(pytz.UTC))
)
)
async with engine.acquire() as conn:
result = await conn.execute(stmt)
df = pd.DataFrame(list(result), columns=table.columns.keys())
blk = MarketDataBlock(df, tz='UTC')
blk.tz_convert(start.tzinfo)
return blk
def disambiguated(self, basedate):
"""Returns either a ``datetime`` or unambiguous ``timespan`` version
of this object.
Unless this ``adatetime`` object is full specified down to the
microsecond, this method will return a timespan built from the "floor"
and "ceil" of this object.
This method raises an error if the ``adatetime`` object has no year.
>>> adt = adatetime(year=2009, month=10, day=31)
>>> adt.disambiguated()
timespan(datetime(2009, 10, 31, 0, 0, 0, 0), datetime(2009, 10, 31, 23, 59 ,59, 999999)
"""
dt = self
if not is_ambiguous(dt):
return fix(dt)
return timespan(dt, dt).disambiguated(basedate)
# Time span class
def convertToDate(fmt="%Y-%m-%d"):
"""
Helper to create a parse action for converting parsed date string to Python datetime.date
Params -
- fmt - format to be passed to datetime.strptime (default=C{"%Y-%m-%d"})
Example::
date_expr = pyparsing_common.iso8601_date.copy()
date_expr.setParseAction(pyparsing_common.convertToDate())
print(date_expr.parseString("1999-12-31"))
prints::
[datetime.date(1999, 12, 31)]
"""
def cvt_fn(s,l,t):
try:
return datetime.strptime(t[0], fmt).date()
except ValueError as ve:
raise ParseException(s, l, str(ve))
return cvt_fn
