def get_index_by_days_dict(timestamps: pd.DatetimeIndex, dates = None):
"""Create dictionary with dates as index an intraday timestamps as values
"""
if(dates is None):
dates = timestamps.map(pd.Timestamp.date)
indexes_by_day_dict = timestamps.groupby(dates)
return indexes_by_day_dict
def get_timestamps_by_trading_session_dict(self, timestamps: pd.DatetimeIndex):
"""Create dictionary with dates as index an intraday timestamps as values
"""
## TODO: Take iso into consideration here.
dates = timestamps.map(pd.Timestamp.date)
indexes_by_day_dict = timestamps.groupby(dates)
return indexes_by_day_dict