Files
catalyst/backtest/util.py
T
2012-01-17 16:18:15 -05:00

53 lines
1.7 KiB
Python

"""
Small classes to assist with db access, timezone calculations, and so on.
"""
import datetime
import pytz
class DocWrap():
"""
Provides attribute access style on top of dictionary results from pymongo.
Allows you to access result['field'] as result.field.
Aliases result['_id'] to result.id.
"""
def __init__(self, store=None):
if(store == None):
self.store = {}
else:
self.store = store.copy()
if(self.store.has_key('_id')):
self.store['id'] = self.store['_id']
del(self.store['_id'])
def __setitem__(self,key,value):
if(key == '_id'):
self.store['id'] = value
else:
self.store[key] = value
def __getitem__(self, key):
if self.store.has_key(key):
return self.store[key]
def __getattr__(self,attrname):
if self.store.has_key(attrname):
return self.store[attrname]
else:
raise AttributeError("No attribute named {name}".format(name=attrname))
def parse_date(dt_str):
"""parse strings according to the same format as generated by format_date"""
if(dt_str == None):
return None
parts = dt_str.split(".")
dt = datetime.datetime.strptime(parts[0], '%Y/%m/%d-%H:%M:%S').replace(microsecond=int(parts[1]+"000")).replace(tzinfo = pytz.utc)
return dt
def format_date(dt):
"""Format the date into a date with millesecond resolution and string/alphabetical sorting that is equivalent to datetime sorting"""
if(dt == None):
return None
dt_str = dt.strftime('%Y/%m/%d-%H:%M:%S') + "." + str(dt.microsecond / 1000)
return dt_str