def listOfHolidays():
mydates = pd.date_range(
'2020-06-05',
datetime.datetime.today().date().strftime("%Y-%m-%d")).tolist()
print(mydates)
myholiday_list = [
date.date().strftime("%Y-%m-%d") for date in mydates
if HolidayCheck(date)
]
return myholiday_list
def all_task_runner(self):
if HolidayCheck(datetime.strptime(self.date, '%Y-%m-%d').date()):
logger.info("Holiday. Exiting...")
sys.exit(0)
self.get_updated_etf_list()
for etf in self.etflist:
self.calculate_arbitrage_for_etf(etf, self.date)
self.write_etfwhichfailed_tocsv()
print(self.etflist)
print(self.etfwhichfailed)
def ListOfHolidays():
mydates = pd.date_range(
'2020-06-05',
datetime.today().date().strftime("%Y-%m-%d")).tolist()
MyholidayList = [
date.date().strftime("%Y-%m-%d") for date in mydates
if HolidayCheck(date)
]
return jsonify({'HolidayList': MyholidayList})
def all_task_runner(self):
dates = ['2021-09-07', '2021-09-08', '2021-09-09', '2021-09-10', '2021-09-13', '2021-09-14']
for date_ in dates:
if HolidayCheck(datetime.strptime(date_, '%Y-%m-%d').date()):
logger.info("Holiday. Moving to next date...")
continue
self.date = date_
self.get_updated_etf_list()
self.etflist = ['SPY', 'VOO', 'QQQ', 'IVV', 'IJR', 'VO', 'VGT', 'XLK', 'XLF', 'SCHX']
# self.etflist = ['IJR']
self.remove_old_trades_quotes_for_the_date_etf()
for etf in self.etflist:
start = time.time()
self.calculate_arbitrage_for_etf(etf, self.date)
print(f"Time Taken: {time.time() - start} seconds")
self.write_etfwhichfailed_tocsv()
print(self.etflist)
def getMarketConditionsForFullDayData(self, now=None):
if not now:
now = datetime.datetime.utcnow()
currentTime = now.time()
todaysDate = now.date()
ifaholiday = HolidayCheck(todaysDate)
end_dt = None
if currentTime >= self.UTCStartTime and (not ifaholiday):
start_dt = now
start_dt = start_dt.replace(hour=self.StartHour, minute=30, second=0, microsecond=0)
# start_dt=start_dt - datetime.timedelta(hours=self.daylightSavingAdjutment)
start_dt = start_dt.replace(tzinfo=tz.gettz('UTC'))
start_dt = start_dt.astimezone(tz.tzlocal())
else:
lastworkinDay = LastWorkingDay(todaysDate - datetime.timedelta(days=1))
start_dt = lastworkinDay
start_dt = start_dt.replace(hour=self.StartHour, minute=30, second=0, microsecond=0)
start_dt = start_dt.replace(tzinfo=tz.gettz('UTC'))
start_dt = start_dt.astimezone(tz.tzlocal())
end_dt = lastworkinDay.replace(hour=self.EndHour, minute=00, second=0, microsecond=0)
end_dt = end_dt.replace(tzinfo=tz.gettz('UTC'))
end_dt = end_dt.astimezone(tz.tzlocal())
'''Custom Condition for Older Date Data Display'''
if now:
start_dt = now
start_dt = start_dt.replace(hour=self.StartHour, minute=30, second=0, microsecond=0)
# start_dt=start_dt - datetime.timedelta(hours=self.daylightSavingAdjutment)
start_dt = start_dt.replace(tzinfo=tz.gettz('UTC'))
start_dt = start_dt.astimezone(tz.tzlocal())
end_dt = now
end_dt = end_dt.replace(year=now.year, month=now.month, day=now.day, second=0, microsecond=0)
end_dt = end_dt.replace(tzinfo=tz.gettz('UTC'))
end_dt = end_dt.astimezone(tz.tzlocal())
FetchDataForTimeObject = {}
FetchDataForTimeObject['start_dt'] = int(start_dt.timestamp() * 1000)
FetchDataForTimeObject['end_dt'] = int(end_dt.timestamp() * 1000) if end_dt else end_dt
return FetchDataForTimeObject
def getMarketConditionTime(self, todaysDate=None):
''''''
'''Current UTC datetime'''
now = datetime.datetime.utcnow()
'''Current time only'''
currentTime = now.time()
'''Current date only'''
if not todaysDate:
todaysDate = now.date()
ifaholiday = HolidayCheck(todaysDate)
dt = None
##########################################################################################
'''Piyush's Logic'''
'''Market operating time on a Non-Holiday UTC 13:30:00 (self.UTCStartTime) to 20:00:00 (self.UTCEndTime)'''
if (currentTime >= self.UTCStartTime) and (currentTime < self.UTCEndTime) and (not ifaholiday):
dt = datetime.datetime.now().replace(second=0, microsecond=0)
if todaysDate:
dt = datetime.datetime.now().replace(year=todaysDate.year, month=todaysDate.month, day=todaysDate.day, second=0, microsecond=0)
'''Before Market opens same day UTC 4:00:00 (self.DAYendTimeZeroZeo) to 13:30:00 (self.UTCStartTime) OR if it's a holiday'''
if currentTime > self.DAYendTimeZeroZeo and currentTime < self.UTCStartTime or ifaholiday:
dt = LastWorkingDay(todaysDate - datetime.timedelta(days=1)).replace(hour=self.EndHour, minute=0, second=0,
microsecond=0)
dt = dt.replace(tzinfo=tz.gettz('UTC'))
dt = dt.astimezone(tz.tzlocal())
'''Here 2 conditions will be used.'''
'''After market closes same day UTC 20:00:00 (self.UTCEndTime) to 23:59:59 (UTC Date Change Time). On a Non-Holiday.'''
if currentTime < datetime.time(23, 59, 59) and currentTime > self.UTCEndTime and (not ifaholiday):
dt = now.replace(hour=self.EndHour, minute=0, second=0, microsecond=0)
dt = dt.replace(tzinfo=tz.gettz('UTC'))
dt = dt.astimezone(tz.tzlocal())
'''After market closes 00:00:00 (UTC New Date Time) to 3:59:59 (self.DAYendTimeZeroZeo). Doesn't matter if it's a holiday.'''
if currentTime > datetime.time(0, 0) and currentTime < self.DAYendTimeZeroZeo:
dt = LastWorkingDay(todaysDate - datetime.timedelta(days=1)).replace(hour=self.EndHour, minute=0, second=0,
microsecond=0)
dt = dt.replace(tzinfo=tz.gettz('UTC'))
dt = dt.astimezone(tz.tzlocal())
return int(dt.timestamp() * 1000)