def previous_close(self, dt): """ Given a dt, returns the previous close. Parameters ---------- dt: pd.Timestamp The dt for which to get the previous close. Returns ------- pd.Timestamp The UTC timestamp of the previous close. """ idx = previous_divider_idx(self.market_closes_nanos, dt.value) return pd.Timestamp(self.market_closes_nanos[idx], tz='UTC')
def previous_close(self, dt): """ Given a dt, returns the previous close. Parameters ---------- dt: pd.Timestamp The dt for which to get the previous close. Returns ------- pd.Timestamp The UTC timestamp of the previous close. """ idx = previous_divider_idx(self.market_closes_nanos, dt.value) return pd.Timestamp(self.market_closes_nanos[idx], tz='UTC')
def previous_minute(self, dt): """ Given a dt, return the previous exchange minute. Raises KeyError if the given timestamp is not an exchange minute. Parameters ---------- dt: pd.Timestamp The dt for which to get the previous exchange minute. Returns ------- pd.Timestamp The previous exchange minute. """ idx = previous_divider_idx(self._trading_minutes_nanos, dt.value) return self.all_minutes[idx]
def previous_minute(self, dt): """ Given a dt, return the previous exchange minute. Raises KeyError if the given timestamp is not an exchange minute. Parameters ---------- dt: pd.Timestamp The dt for which to get the previous exchange minute. Returns ------- pd.Timestamp The previous exchange minute. """ idx = previous_divider_idx(self._trading_minutes_nanos, dt.value) return self.all_minutes[idx]