consolidated some of the date util methods. added iso8061 support

etc/requirements.txt

@@ -4,3 +4,4 @@ gevent-zeromq==0.2.2
 msgpack-python==0.1.12
 humanhash==0.0.1
 ujson==1.18
+iso8601==0.1.4

zipline/date_utils.py

@@ -2,6 +2,7 @@ from collections import namedtuple
 
 import time
 import pytz
+import iso8601
 import calendar
 from dateutil import rrule
 from datetime import datetime, date, timedelta
@@ -11,6 +12,50 @@ from dateutil.relativedelta import *
 # --------------
 d_tuple = namedtuple('dt', ['year', 'month', 'day', 'hour', 'minute', 'second', 'micros'])
 
+# iso8061 utility
+# ---------------------
+def parse_iso8061(date_string):
+    dt = iso8601.parse_date(date_string)
+    dt = dt.replace(tzinfo = pytz.utc)
+    return dt
+
+# Epoch utilities
+# ---------------------
+UNIX_EPOCH = datetime(1970, 1, 1, 0, 0, tzinfo = pytz.utc)
+def EPOCH(utc_datetime):
+    """
+    The key is to ensure all the dates you are using are in the utc timezone 
+    before you start converting. See http://pytz.sourceforge.net/ to learn how 
+    to do that properly. By normalizing to utc, you eliminate the ambiguity of 
+    daylight savings transitions. Then you can safely use timedelta to calculate 
+    distance from the unix epoch, and then convert to seconds or milliseconds.
+    
+    Note that the resulting unix timestamp is itself in the UTC timezone. If you 
+    wish to see the timestamp in a localized timezone, you will need to make 
+    another conversion.
+    
+    Also note that this will only work for dates after 1970.
+    """
+    assert isinstance(utc_datetime, datetime)
+    # utc only please
+    assert utc_datetime.tzinfo == pytz.utc
+    
+    # how long since the epoch?
+    delta = utc_datetime - UNIX_EPOCH
+    seconds = delta.total_seconds()
+    ms = seconds * 1000
+    return ms
+    
+def UN_EPOCH(ms_since_epoch):
+    seconds_since_epoch = ms_since_epoch / 1000
+    delta = timedelta(seconds = seconds_since_epoch)
+    dt = UNIX_EPOCH + delta
+    return dt
+    
+def iso8061_to_epoch(datestring):
+    dt = parse_iso8061(datestring)
+    return EPOCH(dt)
+
 # UTC Datetime Subclasses
 # -----------------------
 def utcnow():
@@ -22,6 +67,8 @@ class utcdatetime(datetime):
         dt = datetime.__new__(cls, *args, **kwargs)
         return dt
 
+
+    
 # Datetime Calculations
 # ---------------------
 

zipline/protocol.py

@@ -124,6 +124,7 @@ import copy
 from collections import namedtuple
 
 from protocol_utils import Enum, FrameExceptionFactory, namedict
+from date_utils import EPOCH, UN_EPOCH
 
 #import ujson
 #import ultrajson_numpy
@@ -683,37 +684,6 @@ def BT_UPDATE_UNFRAME(msg):
 # -----------------------
 # Date Helpers
 # -----------------------
-
-UNIX_EPOCH = datetime.datetime(1970, 1, 1, 0, 0, tzinfo = pytz.utc)
-def EPOCH(utc_datetime):
-    """
-    The key is to ensure all the dates you are using are in the utc timezone 
-    before you start converting. See http://pytz.sourceforge.net/ to learn how 
-    to do that properly. By normalizing to utc, you eliminate the ambiguity of 
-    daylight savings transitions. Then you can safely use timedelta to calculate 
-    distance from the unix epoch, and then convert to seconds or milliseconds.
-    
-    Note that the resulting unix timestamp is itself in the UTC timezone. If you 
-    wish to see the timestamp in a localized timezone, you will need to make 
-    another conversion.
-    
-    Also note that this will only work for dates after 1970.
-    """
-    assert isinstance(utc_datetime, datetime.datetime)
-    # utc only please
-    assert utc_datetime.tzinfo == pytz.utc
-    
-    # how long since the epoch?
-    delta = utc_datetime - UNIX_EPOCH
-    seconds = delta.total_seconds()
-    ms = seconds * 1000
-    return ms
-    
-def UN_EPOCH(ms_since_epoch):
-    seconds_since_epoch = ms_since_epoch / 1000
-    delta = datetime.timedelta(seconds = seconds_since_epoch)
-    dt = UNIX_EPOCH + delta
-    return dt
     
 def PACK_DATE(event):
     """