mirror of
https://github.com/wassname/catalyst.git
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Eddie Hebert
147 lines
3.9 KiB
Python
147 lines
3.9 KiB
Python
#
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# Copyright 2012 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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import pytz
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import iso8601
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from datetime import datetime, timedelta
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# iso8061 utility
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# ---------------------
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def parse_iso8061(date_string):
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dt = iso8601.parse_date(date_string)
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dt = dt.replace(tzinfo=pytz.utc)
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return dt
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# quarter utilities
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# ---------------------
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def get_quarter(dt):
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"""
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convert the given datetime to an integer representing
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the number of calendar quarters since 0.
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"""
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quarters = dt.year * 4
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month = dt.month
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if month <= 3:
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return quarters + 1
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elif month <= 6:
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return quarters + 2
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elif month <= 9:
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return quarters + 3
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else:
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return quarters + 4
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def dates_of_quarter(quarter_num):
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year = quarter_num / 4
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quarter = quarter_num % 4
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if quarter == 0:
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quarter = 4
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if quarter == 1:
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start = datetime(year, 1, 1, 0, 0, tzinfo=pytz.utc)
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end = datetime(year, 3, 31, 23, 59, tzinfo=pytz.utc)
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return start, end
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elif quarter == 2:
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start = datetime(year, 4, 1, 0, 0, tzinfo=pytz.utc)
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end = datetime(year, 6, 30, 23, 59, tzinfo=pytz.utc)
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return start, end
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elif quarter == 3:
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start = datetime(year, 7, 1, 0, 0, tzinfo=pytz.utc)
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end = datetime(year, 9, 30, 23, 59, tzinfo=pytz.utc)
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return start, end
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elif quarter == 4:
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start = datetime(year, 10, 1, 0, 0, tzinfo=pytz.utc)
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end = datetime(year, 12, 31, 23, 59, tzinfo=pytz.utc)
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return start, end
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# Epoch utilities
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# ---------------------
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UNIX_EPOCH = datetime(1970, 1, 1, 0, 0, tzinfo=pytz.utc)
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def EPOCH(utc_datetime):
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"""
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The key is to ensure all the dates you are using are in the utc timezone
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before you start converting. See http://pytz.sourceforge.net/ to learn how
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to do that properly. By normalizing to utc, you eliminate the ambiguity of
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daylight savings transitions. Then you can safely use timedelta to
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calculate distance from the unix epoch, and then convert to seconds or
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milliseconds.
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Note that the resulting unix timestamp is itself in the UTC timezone.
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If you wish to see the timestamp in a localized timezone, you will need
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to make another conversion.
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Also note that this will only work for dates after 1970.
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"""
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assert isinstance(utc_datetime, datetime)
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# utc only please
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assert utc_datetime.tzinfo == pytz.utc
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# how long since the epoch?
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delta = utc_datetime - UNIX_EPOCH
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seconds = delta.total_seconds()
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ms = seconds * 1000
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return int(ms)
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def UN_EPOCH(ms_since_epoch):
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delta = timedelta(milliseconds=ms_since_epoch)
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dt = UNIX_EPOCH + delta
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return dt
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def iso8061_to_epoch(datestring):
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dt = parse_iso8061(datestring)
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return EPOCH(dt)
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def epoch_now():
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dt = utcnow()
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return EPOCH(dt)
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# UTC Datetime Subclasses
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# -----------------------
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def utcnow():
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return datetime.utcnow().replace(tzinfo=pytz.utc)
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def days_since_epoch(ms_since_epoch):
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dt = UN_EPOCH(ms_since_epoch)
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delta = dt - UNIX_EPOCH
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return delta.days
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def epoch_from_days(days_since_epoch):
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delta = timedelta(days=days_since_epoch)
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dt = UNIX_EPOCH + delta
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ms = EPOCH(dt)
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return ms
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def tuple_to_date(date_tuple):
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year, month, day, hour, minute, second, micros = date_tuple
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dt = datetime(year, month, day, hour, minute, second)
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dt = dt.replace(microsecond=micros, tzinfo=pytz.utc)
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return dt
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