def next_close(self, dt):
"""
Given a dt, returns the next close.
Parameters
----------
dt: pd.Timestamp
The dt for which to get the next close.
Returns
-------
pd.Timestamp
The UTC timestamp of the next close.
"""
idx = next_divider_idx(self.market_closes_nanos, dt.value)
return pd.Timestamp(self.market_closes_nanos[idx], tz='UTC')
def next_close(self, dt):
"""
Given a dt, returns the next close.
Parameters
----------
dt: pd.Timestamp
The dt for which to get the next close.
Returns
-------
pd.Timestamp
The UTC timestamp of the next close.
"""
idx = next_divider_idx(self.market_closes_nanos, dt.value)
return pd.Timestamp(self.market_closes_nanos[idx], tz='UTC')
def next_minute(self, dt):
"""
Given a dt, return the next exchange minute. If the given dt is not
an exchange minute, returns the next exchange open.
Parameters
----------
dt: pd.Timestamp
The dt for which to get the next exchange minute.
Returns
-------
pd.Timestamp
The next exchange minute.
"""
idx = next_divider_idx(self._trading_minutes_nanos, dt.value)
return self.all_minutes[idx]
def next_minute(self, dt):
"""
Given a dt, return the next exchange minute. If the given dt is not
an exchange minute, returns the next exchange open.
Parameters
----------
dt: pd.Timestamp
The dt for which to get the next exchange minute.
Returns
-------
pd.Timestamp
The next exchange minute.
"""
idx = next_divider_idx(self._trading_minutes_nanos, dt.value)
return self.all_minutes[idx]
def next_open(self, dt):
"""
Given a dt, returns the next open.
If the given dt happens to be a session open, the next session's open
will be returned.
Parameters
----------
dt: pd.Timestamp
The dt for which to get the next open.
Returns
-------
pd.Timestamp
The UTC timestamp of the next open.
"""
idx = next_divider_idx(self.market_opens_nanos, dt.value)
return pd.Timestamp(self.market_opens_nanos[idx], tz='UTC')
def next_open(self, dt):
"""
Given a dt, returns the next open.
If the given dt happens to be a session open, the next session's open
will be returned.
Parameters
----------
dt: pd.Timestamp
The dt for which to get the next open.
Returns
-------
pd.Timestamp
The UTC timestamp of the next open.
"""
idx = next_divider_idx(self.market_opens_nanos, dt.value)
return pd.Timestamp(self.market_opens_nanos[idx], tz='UTC')
def next_five_minute(self, dt):
idx = next_divider_idx(self._trading_five_minutes_nanos, dt.values)
return self.all_five_mintutes[idx]