def in_post_extended_hours_market_time_window(a_time: datetime = to_est()
) -> bool:
"""If in post-market, i.e. market is closed, but extended hours trades post-market are available.
Logic: After 16:00, but before 18:00 EST/EDT
Args:
a_time: a time
Returns: if in post-market time
"""
return CLOSE_TIME < a_time.time() < POST_MARKET_CLOSE_TIME
def in_pre_extended_hours_market_time_window(a_time: datetime = to_est()
) -> bool:
"""If in pre-market, i.e. market is closed, but extended hours trades pre-market are available.
Logic: After 09:00, but before 09:30 EST/EDT
Args:
a_time: a time
Returns: if in pre-market time
"""
return PRE_MARKET_OPEN_TIME < a_time.time() < OPEN_TIME
def is_extended_hours_market_open(a_time: datetime = to_est()) -> bool:
"""Is market extended-hours open?
Args:
a_time: current date/time
Returns: if the extended-hours market time window is open, not a holiday and not a weekend
"""
return all([
in_extended_hours_market_time_window(a_time), not is_holiday(a_time),
not is_weekend(a_time)
])
def in_market_time_window(a_time: datetime = to_est()) -> bool:
"""Is the market open?
Logic: Between 09:30-16:00 EST/EDT
Args:
a_time: a time
Returns: if in regular market hours
"""
return not any([
in_pre_market_time_window(a_time),
in_post_market_time_window(a_time)
])
def time_til_close(a_date: datetime = to_est(),
extended_hours: bool = False) -> timedelta:
"""How long until the market is closed?
Args:
a_date: a datetime
extended_hours: determine time based on extended hours window
Returns: time until the market will close as a time offset
"""
return time_til_extended_close(
a_date=a_date) if extended_hours else time_til_regular_close(
a_date=a_date)
def time_til_open(a_date: datetime = to_est(),
extended_hours: bool = False) -> timedelta:
"""How long until the market will be open?
Args:
a_date: a datetime
extended_hours: determine time based on extended hours window
Returns: next time the market will be open as a time offset
"""
return time_til_extended_open(
a_date=a_date) if extended_hours else time_til_regular_open(
a_date=a_date)
def in_post_market_time_window(a_time: datetime = to_est(),
extended_hours: bool = False) -> bool:
"""If the time is in post-market, i.e. market is closed.
Logic: After 16:00 EST/EDT
Args:
a_time: a time
extended_hours: use extended hour end time?
Returns: if after the market is closed
"""
time_compare = POST_MARKET_CLOSE_TIME if extended_hours else CLOSE_TIME
return a_time.time() > time_compare
def in_pre_market_time_window(a_time: datetime = to_est(),
extended_hours: bool = False) -> bool:
"""If the time is in pre-market, i.e. market is closed.
Logic: Before 09:30 EST/EDT
Args:
a_time: a time
extended_hours: use extended hour start time?
Returns: if before the market is open
"""
time_compare = PRE_MARKET_OPEN_TIME if extended_hours else OPEN_TIME
return a_time.time() < time_compare
def time_til_extended_close(a_date: datetime = to_est()) -> timedelta:
"""Time until close of extended-trading hours.
Args:
a_date: date/time
Returns: time offset until extended-trading market close
"""
if not is_extended_hours_market_open(a_date):
return timedelta.max
close_time = tz_localize(
datetime.combine(date=a_date.date(), time=POST_MARKET_CLOSE_TIME))
return close_time - a_date
def time_til_regular_close(a_date: datetime = to_est()) -> timedelta:
"""Time until close of regular market hours.
Args:
a_date: date/time
Returns: time offset until regular market close
"""
if not is_market_open(a_date):
return timedelta.max
close_time = tz_localize(
datetime.combine(date=a_date.date(), time=CLOSE_TIME))
return close_time - a_date
def in_extended_hours_market_time_window(a_time: datetime = to_est()) -> bool:
"""If in pre/open/post market.
Logic: After 09:00, but before 18:00 EST/EDT
Args:
a_time: a time
Returns: if extended and regular hours are open
"""
return any([
in_pre_extended_hours_market_time_window(a_time),
in_post_extended_hours_market_time_window(a_time),
in_market_time_window(a_time),
])
def within_close_threshold(
a_date: datetime = to_est(),
extended_hours: bool = False,
closing_window_mins: int = MARKET_CLOSING_WINDOW) -> bool:
"""Within the closing threshold of the market for the given day.
Args:
a_date: a datetime
extended_hours: determine time based on extended hours window
closing_window_mins: closing window in minutes
Returns: if the market will close within the closing window
"""
time_left = time_til_close(a_date=a_date, extended_hours=extended_hours)
return time_left < timedelta(minutes=closing_window_mins)
def time_til_extended_open(a_date: datetime = to_est()) -> timedelta:
"""Time until extended trading hours opens again.
Args:
a_date: date/time
Returns: time offset until extended-hours open
"""
if in_extended_hours_market_time_window(a_date):
return timedelta.min
# Calculate days to skip for holidays and weekends based on that start of that day
base_date = a_date.replace(hour=0, minute=0, second=0, microsecond=0)
if is_weekend(base_date) or is_holiday(base_date):
while is_weekend(base_date) or is_holiday(base_date):
base_date += timedelta(days=1)
else:
# If after extended-hours close, add a day
if in_post_market_time_window(a_date, extended_hours=True):
base_date += timedelta(days=1)
open_time = tz_localize(
datetime.combine(base_date.date(), PRE_MARKET_OPEN_TIME))
return open_time - a_date