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]
