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testy/pracesdatumem.py

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+from alpaca.data.historical import CryptoHistoricalDataClient, StockHistoricalDataClient
+from alpaca.data.requests import CryptoLatestTradeRequest, StockLatestTradeRequest, StockLatestBarRequest, StockTradesRequest
+from alpaca.data.enums import DataFeed
+from v2realbot.config import API_KEY, SECRET_KEY, MAX_BATCH_SIZE
+#from v2realbot.utils.utils import zoneNY
+from datetime import datetime, timezone, time, timedelta, date
+import pytz
+from rich import print
+from pandas import to_datetime
+
+#práce s datumy
+
+zone_NY = pytz.timezone('America/New_York')
+zoneNY=zone_NY
+
+# parametry = {}
+# symbol = ["C","BAC"]
+# client = StockHistoricalDataClient(API_KEY, SECRET_KEY, raw_data=True)
+# datetime_object_from = datetime(2023, 3, 16, 17, 51, 38, tzinfo=timezone.utc)
+# datetime_object_to = datetime(2023, 3, 16, 17, 52, 39, tzinfo=timezone.utc)
+# trades_request = StockTradesRequest(symbol_or_symbols=symbol, feed = DataFeed.SIP, start=datetime_object_from, end=datetime_object_to)
+
+# all_trades = client.get_stock_trades(trades_request)
+
+# print(len(all_trades))
+
+# for i in all_trades:
+#     print(all_trades[i])
+
+# timeZ_Ny = pytz.timezone('America/New_York')
+# MARKET_OPEN = time(hour=9, minute=30, second=0, tzinfo=timeZ_Ny)
+# MARKET_CLOSE = time(hour=16, minute=30, second=0, tzinfo=timeZ_Ny)
+
+# print(MARKET_OPEN)
+# print(MARKET_CLOSE)
+
+
+
+def is_open_rush(dt: datetime, mins: int = 30):
+    """"
+    Returns true if time is within morning rush (open+mins)
+    """
+    dt = dt.astimezone(zoneNY)
+    business_hours = {
+        "from": time(hour=9, minute=30),
+        "to": time(hour=16, minute=0)
+    }
+    rushtime = (datetime.combine(date.today(), business_hours["from"]) + timedelta(minutes=mins)).time()
+    return business_hours["from"] <= dt.time() < rushtime
+
+def is_close_rush(dt: datetime, mins: int = 30):
+    """"
+    Returns true if time is within morning rush (open+mins)
+    """
+    dt = dt.astimezone(zoneNY)
+    business_hours = {
+        "from": time(hour=9, minute=30),
+        "to": time(hour=16, minute=0)
+    }
+    rushtime = (datetime.combine(date.today(), business_hours["to"]) - timedelta(minutes=mins)).time()
+    return rushtime <= dt.time() <= business_hours["to"]
+
+
+now = datetime.now(tz=zone_NY)
+now = datetime(2023, 3, 16, 15, 50, 00, tzinfo=zone_NY)
+print(now)
+print("is closing rush", is_close_rush(now, 0))
+
+
+
+""""
+TODO toto pridat do utils a pak bud do agregatoru
+a nebo do spis offline_loaderu (tam je muzu filtrovat) - pripadne nejake flagy
+pak pokracovat v BASE kde jsem skoncil vcera
+
+
+returns if date is within market open times (no holidays implemented yet)
+input is timezone aware datetime
+"""
+def is_open_hours(dt):
+
+    dt = dt.astimezone(pytz.timezone('America/New_York'))
+    print("ameriko time", dt)
+
+    business_hours = {
+        # monday = 0, tuesday = 1, ... same pattern as date.weekday()
+        "weekdays": [0, 1, 2, 3, 4],
+        "from": time(hour=9, minute=30),
+        "to": time(hour=16, minute=30)
+    }
+
+    holidays = [date(2022, 12, 24), date(2022, 2, 24)]
+
+    return dt.weekday() in business_hours["weekdays"] \
+           and dt.date() not in holidays \
+           and business_hours["from"] <= dt.time() < business_hours["to"]
+
+now = datetime.now(tz=zone_NY)
+now = datetime(2023, 3, 16, 15, 51, 38, tzinfo=zone_NY)
+now = datetime(2023, 3, 16, 15, 51, 38, tzinfo=timezone.utc)
+print(now)
+print("is business hour", is_open_hours(now))
+
+
+def parse_nanodate(s):
+  """
+  parse date, ignore nanoseconds
+  sample input: 2020-12-31T16:20:00.000000123Z
+  --> 123ns will be ignored
+  """
+  print(s[0:26]+s[len(s) - 1]+'+0000')
+  return datetime.strptime(
+    s[0:26]+s[len(s) - 1]+'+0000', '%Y-%m-%dT%H:%M:%S.%fZ%z')
+
+a = "2023-03-17T12:56:37.588388864Z"
+b = "2023-03-17T12:56:41.332702720Z"
+c = "2023-03-17T12:56:41.3327027Z"
+d = "2023-03-17T12:01:36.13168Z"
+
+
+print(to_datetime(d))
+
+print(int(datetime(2023, 3, 17, 9, 30, 0, 0, tzinfo=zone_NY).timestamp()))
+print(int(datetime(2023, 3, 17, 16, 00, 0, 0, tzinfo=zone_NY).timestamp()))
+
+# print(a)
+# print(parse_nanodate(a).astimezone(tz=zone_NY))
+# print(b)
+# print(parse_nanodate(b))
+# print(c)
+# print(parse_nanodate(c))
+# print(d)
+# print(parse_nanodate(d))