def is_trading_day(self, timestamp):
"""Tests whether markets are open on a given day."""
# Markets are closed on holidays.
if timestamp in UnitedStates():
self.logs.debug("Identified holiday: %s" % timestamp)
return False
# Markets are closed on weekends.
if timestamp.weekday() in [5, 6]:
self.logs.debug("Identified weekend: %s" % timestamp)
return False
# Otherwise markets are open.
return True
def fPreviousNBizDay(c, N):
newDate = c + relativedelta(bdays=-N, holidays=UnitedStates())
return newDate
'Noon':[12],
'Afternoon':[13,14,15,16],
'Evening':[17,18],
'Night':[0,1,2,3,4,19,20,21,22,23]}
CONSTANT_CLASS_WEEKDAYMAP = {'Monday':'0_Mon',
'Tuesday':'1_Tue',
'Wednesday':'2_Wed',
'Thursday':'3_Thu',
'Friday':'4_Fri',
'Saturday':'5_Sat',
'Sunday':'6_Sun'}
LOCALHOLIDAYS = UnitedStates()
#Methods
def datestr2datetime(date):
"""
#input: date string (yyyymmdd). e.g., 20171130
#output: datetime
"""
year = int(date[0:4])
month = int(date[4:6])
day = int(date[6:8])
y = datetime(year,month,day,23,59,59)
return y