Feature/cal days from pandas (#213)

* new fetch_calendar_data function

* new class Calendar

* Revert common/model.py to the state before the last commit

* dataframe transformation is making Timestamp objects in open and close columns naive before converting to dictionary.

* typing for function arguments added. Function returns list of Calendar objects that have properties defined like strings.

* else condition fixed

* else condition returns directly an  empty without declaring a list name

v2realbot/utils/utils.py

@@ -20,7 +20,7 @@ from uuid import UUID
 from enum import Enum
 #from v2realbot.enums.enums import Order
 from v2realbot.common.model import Order as btOrder, TradeUpdate as btTradeUpdate
-from alpaca.trading.models import Order, TradeUpdate
+from alpaca.trading.models import Order, TradeUpdate, Calendar
 import numpy as np
 import pandas as pd
 from collections import deque
@@ -35,6 +35,7 @@ import tempfile
 import shutil
 from filelock import FileLock
 import v2realbot.utils.config_handler as cfh
+import pandas_market_calendars as mcal
 
 def validate_and_format_time(time_string):
     """
@@ -59,8 +60,32 @@ def validate_and_format_time(time_string):
     else:
         return None
 
+def fetch_calendar_data(start: datetime, end: datetime) -> List[Calendar]:
+    """
+    Fetches the trading schedule for the NYSE (New York Stock Exchange) between the specified start and end dates.
+    Args:
+        start (datetime): The start date for the trading schedule.
+        end (datetime): The end date for the trading schedule.
+    Returns:
+        List[Calendar]: A list of Calendar objects containing the trading dates and market open/close times. 
+                        Returns an empty list if no trading days are found within the specified range.
+    """ 
+    nyse = mcal.get_calendar('NYSE')
+    schedule = nyse.schedule(start_date=start, end_date=end, tz='America/New_York')
+    if not schedule.empty: 
+        schedule = (schedule.reset_index()
+                        .rename(columns={"index": "date", "market_open": "open", "market_close": "close"})
+                        .assign(date=lambda day: day['date'].dt.date.astype(str),
+                                open=lambda day: day['open'].dt.strftime('%H:%M'), 
+                                close=lambda day: day['close'].dt.strftime('%H:%M'))
+                        .to_dict(orient="records"))
+        cal_dates = [Calendar(**record) for record in schedule]
+        return cal_dates
+    else:
+        return []
+
 #Alpaca Calendar wrapper with retry
-def fetch_calendar_data(start, end, max_retries=5, backoff_factor=1):
+def fetch_calendar_data_from_alpaca(start, end, max_retries=5, backoff_factor=1):
     """
     Attempts to fetch calendar data with exponential backoff. Raises an exception if all retries fail.