Module backtrader.utils.date

Functions

def Localizer(tz)

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def Localizer(tz):
    import types

    def localize(self, dt):
        return dt.replace(tzinfo=self)

    if tz is not None and not hasattr(tz, 'localize'):
        # patch the tz instance with a bound method
        tz.localize = types.MethodType(localize, tz)

    return tz

def date2num(dt, tz=None)

Convert :mod:datetime to the Gregorian date as UTC float days, preserving hours, minutes, seconds and microseconds. Return value is a :func:float.

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def date2num(dt, tz=None):
    """
    Convert :mod:`datetime` to the Gregorian date as UTC float days,
    preserving hours, minutes, seconds and microseconds.  Return value
    is a :func:`float`.
    """
    if tz is not None:
        dt = tz.localize(dt)

    if hasattr(dt, 'tzinfo') and dt.tzinfo is not None:
        delta = dt.tzinfo.utcoffset(dt)
        if delta is not None:
            dt -= delta

    base = float(dt.toordinal())
    if hasattr(dt, 'hour'):
        # base += (dt.hour / HOURS_PER_DAY +
        #          dt.minute / MINUTES_PER_DAY +
        #          dt.second / SECONDS_PER_DAY +
        #          dt.microsecond / MUSECONDS_PER_DAY
        #         )
        base = math.fsum(
            (base, dt.hour / HOURS_PER_DAY, dt.minute / MINUTES_PER_DAY,
             dt.second / SECONDS_PER_DAY, dt.microsecond / MUSECONDS_PER_DAY))

    return base

def num2date(x, tz=None, naive=True)

x is a float value which gives the number of days (fraction part represents hours, minutes, seconds) since 0001-01-01 00:00:00 UTC plus one. The addition of one here is a historical artifact. Also, note that the Gregorian calendar is assumed; this is not universal practice. For details, see the module docstring. Return value is a :class:datetime instance in timezone tz (default to rcparams TZ value). If x is a sequence, a sequence of :class:datetime objects will be returned.

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def num2date(x, tz=None, naive=True):
    # Same as matplotlib except if tz is None a naive datetime object
    # will be returned.
    """
    *x* is a float value which gives the number of days
    (fraction part represents hours, minutes, seconds) since
    0001-01-01 00:00:00 UTC *plus* *one*.
    The addition of one here is a historical artifact.  Also, note
    that the Gregorian calendar is assumed; this is not universal
    practice.  For details, see the module docstring.
    Return value is a :class:`datetime` instance in timezone *tz* (default to
    rcparams TZ value).
    If *x* is a sequence, a sequence of :class:`datetime` objects will
    be returned.
    """

    ix = int(x)
    dt = datetime.datetime.fromordinal(ix)
    remainder = float(x) - ix
    hour, remainder = divmod(HOURS_PER_DAY * remainder, 1)
    minute, remainder = divmod(MINUTES_PER_HOUR * remainder, 1)
    second, remainder = divmod(SECONDS_PER_MINUTE * remainder, 1)
    microsecond = int(MUSECONDS_PER_SECOND * remainder)
    if microsecond < 10:
        microsecond = 0  # compensate for rounding errors

    if True and tz is not None:
        dt = datetime.datetime(
            dt.year, dt.month, dt.day, int(hour), int(minute), int(second),
            microsecond, tzinfo=UTC)
        dt = dt.astimezone(tz)
        if naive:
            dt = dt.replace(tzinfo=None)
    else:
        # If not tz has been passed return a non-timezoned dt
        dt = datetime.datetime(
            dt.year, dt.month, dt.day, int(hour), int(minute), int(second),
            microsecond)

    if microsecond > 999990:  # compensate for rounding errors
        dt += datetime.timedelta(microseconds=1e6 - microsecond)

    return dt

def num2dt(num, tz=None, naive=True)

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def num2dt(num, tz=None, naive=True):
    return num2date(num, tz=tz, naive=naive).date()

def num2time(num, tz=None, naive=True)

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def num2time(num, tz=None, naive=True):
    return num2date(num, tz=tz, naive=naive).time()

def time2num(tm)

Converts the hour/minute/second/microsecond part of tm (datetime.datetime or time) to a num

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def time2num(tm):
    """
    Converts the hour/minute/second/microsecond part of tm (datetime.datetime
    or time) to a num
    """
    num = (tm.hour / HOURS_PER_DAY +
           tm.minute / MINUTES_PER_DAY +
           tm.second / SECONDS_PER_DAY +
           tm.microsecond / MUSECONDS_PER_DAY)

    return num

def tzparse(tz)

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def tzparse(tz):
    # If no object has been provided by the user and a timezone can be
    # found via contractdtails, then try to get it from pytz, which may or
    # may not be available.
    tzstr = isinstance(tz, string_types)
    if tz is None or not tzstr:
        return Localizer(tz)

    try:
        import pytz  # keep the import very local
    except ImportError:
        return Localizer(tz)    # nothing can be done

    tzs = tz
    if tzs == 'CST':  # usual alias
        tzs = 'CST6CDT'

    try:
        tz = pytz.timezone(tzs)
    except pytz.UnknownTimeZoneError:
        return Localizer(tz)    # nothing can be done

    return tz