def df_conv_str_to_datetime(t_colulmn_name):
"""文字列 -> 日付変換"""
try:
df[t_colulmn_name] = pd_to_datetime(df[t_colulmn_name])
except (TypeError, ValueError):
print('変換エラー %s conv_str_to_num で再試行' % t_colulmn_name)
df[t_colulmn_name] = df[t_colulmn_name].apply(conv_str_to_num)
return
def add_info2p_df(d_p_df: pd_DataFrame) -> pd_DataFrame:
d_t_df = d_p_df.copy()
d_t_df["tao"] = (pd_to_datetime(OBS_DT) - d_t_df.index).days / DAYS_IN_YEAR
# TODO: add term structure, or real financing costs
d_t_df["r"] = 0.03
d_t_df["q"] = 0.15
return d_t_df
def local_to_utc(df):
""" converts naive (usually local) timezone to UTC) """
try:
offset_hour = -(datetime.now() - datetime.utcnow()).seconds
except:
offset_hour = time.altzone if time.daylight else time.timezone
offset_hour = offset_hour // 3600
offset_hour = offset_hour if offset_hour < 10 else offset_hour // 10
df = df.copy()
df.index = pd_to_datetime(df.index, utc=True) + timedelta(hours=offset_hour)
return df