MAINT: Remove date_utils module.

Most of the functions in date_utils can be done via pandas.
The other functions are no longer used for loading, etc. so remove
the date_utils module to reduce the total surface area of Zipline core.
This commit is contained in:
Eddie Hebert
2013-09-30 23:28:26 -04:00
parent 6bbc131bbf
commit df7b9c0273
3 changed files with 0 additions and 179 deletions
-8
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@@ -6,14 +6,6 @@
:undoc-members:
:show-inheritance:
:mod:`date_utils` Module
--------------------------
.. automodule:: zipline.utils.date_utils
:members:
:undoc-members:
:show-inheritance:
:mod:`factory` Module
---------------------
-49
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@@ -1,49 +0,0 @@
#
# Copyright 2012 Quantopian, Inc.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
from unittest import TestCase
import datetime
import pytz
from zipline.utils.date_utils import (
get_quarter,
dates_of_quarter
)
class DateUtilsQuarterTests(TestCase):
def test_dates_quarter_inverses(self):
last_quarter = None
for y in xrange(1900, 2050):
for m in xrange(1, 13):
dt = datetime.datetime(y, m, 1, tzinfo=pytz.utc)
q = get_quarter(dt)
if last_quarter:
self.assertGreater(q, last_quarter)
boundaries = dates_of_quarter(q)
self.assertTrue(
boundaries[0] <= dt <= boundaries[1],
"dates_of_quarter not inverse of get_quarter {0}"
.format(dt,))
self.assertEqual(q, get_quarter(boundaries[0]))
self.assertEqual(q, get_quarter(boundaries[1]))
-122
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@@ -1,122 +0,0 @@
#
# Copyright 2012 Quantopian, Inc.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
import pytz
from datetime import datetime, timedelta
# 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 int(ms)
def UN_EPOCH(ms_since_epoch):
delta = timedelta(milliseconds=ms_since_epoch)
dt = UNIX_EPOCH + delta
return dt
def epoch_now():
dt = utcnow()
return EPOCH(dt)
# UTC Datetime Subclasses
# -----------------------
def utcnow():
return datetime.utcnow().replace(tzinfo=pytz.utc)
def days_since_epoch(ms_since_epoch):
dt = UN_EPOCH(ms_since_epoch)
delta = dt - UNIX_EPOCH
return delta.days
def epoch_from_days(days_since_epoch):
delta = timedelta(days=days_since_epoch)
dt = UNIX_EPOCH + delta
ms = EPOCH(dt)
return ms
def tuple_to_date(date_tuple):
year, month, day, hour, minute, second, micros = date_tuple
dt = datetime(year, month, day, hour, minute, second)
dt = dt.replace(microsecond=micros, tzinfo=pytz.utc)
return dt
# quarter utilities
# ---------------------
def get_quarter(dt):
"""
convert the given datetime to an integer representing
the number of calendar quarters since 0.
"""
return (dt.year - 1) * 4 + (dt.month - 1) / 3 + 1
def dates_of_quarter(quarter_num):
quarter_num -= 1
year = quarter_num / 4 + 1
quarter = quarter_num % 4 + 1
if quarter == 1:
start = datetime(year, 1, 1, 0, 0, tzinfo=pytz.utc)
end = datetime(year, 3, 31, 23, 59, tzinfo=pytz.utc)
return start, end
elif quarter == 2:
start = datetime(year, 4, 1, 0, 0, tzinfo=pytz.utc)
end = datetime(year, 6, 30, 23, 59, tzinfo=pytz.utc)
return start, end
elif quarter == 3:
start = datetime(year, 7, 1, 0, 0, tzinfo=pytz.utc)
end = datetime(year, 9, 30, 23, 59, tzinfo=pytz.utc)
return start, end
elif quarter == 4:
start = datetime(year, 10, 1, 0, 0, tzinfo=pytz.utc)
end = datetime(year, 12, 31, 23, 59, tzinfo=pytz.utc)
return start, end