jerry/OpenBB
1
0
Fork 0
mirror of https://github.com/OpenBB-finance/OpenBB.git synced 2026-10-27 12:40:35 +00:00
Code Issues Packages Projects Releases Wiki Activity

Fixed errors in trading hours + tests (#2770)

Browse Source 
Co-authored-by: James Maslek <jmaslek11@gmail.com>
This commit is contained in:
Gerard
2022-10-10 23:09:21 +02:00
committed by GitHub
parent a94699ab4e
commit 4f189db935
5 changed files with 73 additions and 84 deletions
Download Patch File Download Diff File Expand all files Collapse all files

102
openbb_terminal/stocks/tradinghours/bursa_model.py
View File

@@ -153,15 +153,15 @@ def all_bursa():
return bursa
def check_if_open(bursa, exchange):
def check_if_open(bursa: pd.DataFrame, exchange: str) -> bool:
"""Check if market open helper function
Parameters
__________
bursa
bursa : pd.DataFrame
pd.DataFrame of all exchanges
exchange
bursa pd.DataFrame index value for exchande
exchange : str
bursa pd.DataFrame index value for exchange
Returns
_______
@@ -178,94 +178,30 @@ def check_if_open(bursa, exchange):
exchange_df = exchange_df.iloc[0].transpose()
utcmoment_naive = datetime.utcnow()
utcmoment = utcmoment_naive.replace(tzinfo=pytz.utc)
localDatetime = utcmoment.astimezone(pytz.timezone(tz))
local_datetime = utcmoment.astimezone(pytz.timezone(tz))
market_open = datetime.strptime(exchange_df["market_open"], "%H:%M:%S")
market_close = datetime.strptime(exchange_df["market_close"], "%H:%M:%S")
after_market_open = local_datetime.time() >= market_open.time()
before_market_close = local_datetime.time() <= market_close.time()
try:
lunchbreak_start = datetime.strptime(
exchange_df["lunchbreak_start"], "%H:%M:%S"
)
lunchbreak_end = datetime.strptime(exchange_df["lunchbreak_end"], "%H:%M:%S")
except Exception:
lunchbreak_end = None
lunchbreak_start = None
if localDatetime.weekday() >= 5:
after_lunch_start = local_datetime.time() >= lunchbreak_start.time()
before_lunch_end = local_datetime.time() <= lunchbreak_end.time()
except Exception:
after_lunch_start = False
before_lunch_end = False
if local_datetime.weekday() >= 5:
result = False
elif (
localDatetime.hour > market_open.hour and localDatetime.hour < market_close.hour
):
if lunchbreak_start is not None and lunchbreak_end is not None:
if (
localDatetime.hour > lunchbreak_start.hour
and localDatetime.hour < lunchbreak_end.hour
):
result = False
elif (
localDatetime.hour > lunchbreak_start.hour
and localDatetime.hour == lunchbreak_end.hour
and localDatetime.minute < lunchbreak_end.minute
):
result = False
elif (
localDatetime.hour == lunchbreak_start.hour
and localDatetime.minute >= lunchbreak_start.minute
):
result = False
else:
result = True
elif (
localDatetime.hour > market_open.hour
and localDatetime.hour == market_close.hour
and localDatetime.minute < market_close.minute
):
if lunchbreak_start is not None and lunchbreak_end is not None:
if (
localDatetime.hour > lunchbreak_start.hour
and localDatetime.hour < lunchbreak_end.hour
):
result = False
elif (
localDatetime.hour > lunchbreak_start.hour
and localDatetime.hour == lunchbreak_end.hour
and localDatetime.minute < lunchbreak_end.minute
):
result = False
elif (
localDatetime.hour == lunchbreak_start.hour
and localDatetime.minute >= lunchbreak_start.minute
):
result = False
else:
result = True
else:
result = True
elif (
localDatetime.hour == market_open.hour
and localDatetime.minute >= market_open.minute
):
if lunchbreak_start is not None and lunchbreak_end is not None:
if (
localDatetime.hour > lunchbreak_start.hour
and localDatetime.hour < lunchbreak_end.hour
):
result = False
elif (
localDatetime.hour > lunchbreak_start.hour
and localDatetime.hour == lunchbreak_end.hour
and localDatetime.minute < lunchbreak_end.minute
):
result = False
elif (
localDatetime.hour == lunchbreak_start.hour
and localDatetime.minute >= lunchbreak_start.minute
):
result = False
else:
result = True
else:
result = True
else:
result = False
result = (
after_market_open
and before_market_close
and not (after_lunch_start and before_lunch_end)
)
return result

2
openbb_terminal/stocks/tradinghours/tradinghours_controller.py
View File

@@ -195,7 +195,7 @@ class TradingHoursController(BaseController):
ns_parser = self.parse_known_args_and_warn(parser, other_args)
if ns_parser:
bursa_view.display_open()
else:
logger.error("No open exchanges right now.")
console.print("[red]No open exchanges right now.[/red]\n")

0
tests/openbb_terminal/stocks/tradinghours/__init__.py Normal file
View File

3
tests/openbb_terminal/stocks/tradinghours/csv/test_bursa_model/trading_hours_df.csv vendored Normal file
View File

@@ -0,0 +1,3 @@
,name,short_name,timezone,market_open,market_close,lunchbreak_start,lunchbreak_end
AAA,Exchange With Lunch Hours,AAA,Europe/London,09:30:00,17:30:00,12:15:00,13:30:00
BBB,Exchange Without Lunch Hours,BBB,Europe/London,09:30:00,17:30:00,,
1 name short_name timezone market_open market_close lunchbreak_start lunchbreak_end
2 AAA Exchange With Lunch Hours AAA Europe/London 09:30:00 17:30:00 12:15:00 13:30:00
3 BBB Exchange Without Lunch Hours BBB Europe/London 09:30:00 17:30:00

50
tests/openbb_terminal/stocks/tradinghours/test_bursa_model.py Normal file
View File

@@ -0,0 +1,50 @@
from datetime import datetime, timedelta
import pandas as pd
import pytest
from openbb_terminal.stocks.tradinghours import bursa_model
TRADING_HOURS_DF = pd.read_csv(
"tests/openbb_terminal/stocks/tradinghours/csv/test_bursa_model/trading_hours_df.csv",
index_col=0,
)
DAYS_TILL_NEXT_MONDAY = (0 - datetime.utcnow().date().weekday()) % 7
NEXT_MONDAY = datetime.utcnow() + timedelta(days=DAYS_TILL_NEXT_MONDAY)
DAYS_TILL_NEXT_SUNDAY = (6 - datetime.utcnow().date().weekday()) % 7
NEXT_SUNDAY = datetime.utcnow() + timedelta(days=DAYS_TILL_NEXT_SUNDAY)
@pytest.mark.parametrize(
"current_time, exchange, expected",
[
(NEXT_MONDAY.replace(hour=8, minute=0, second=0), "AAA", False),
(NEXT_MONDAY.replace(hour=9, minute=0, second=0), "AAA", False),
(NEXT_MONDAY.replace(hour=12, minute=30, second=0), "AAA", False),
(NEXT_MONDAY.replace(hour=13, minute=15, second=0), "AAA", False),
(NEXT_MONDAY.replace(hour=17, minute=45, second=0), "AAA", False),
(NEXT_MONDAY.replace(hour=20, minute=0, second=0), "AAA", False),
(NEXT_MONDAY.replace(hour=9, minute=30, second=0), "AAA", True),
(NEXT_MONDAY.replace(hour=9, minute=45, second=0), "AAA", True),
(NEXT_MONDAY.replace(hour=11, minute=0, second=0), "AAA", True),
(NEXT_MONDAY.replace(hour=12, minute=10, second=0), "AAA", True),
(NEXT_MONDAY.replace(hour=13, minute=45, second=0), "AAA", True),
(NEXT_MONDAY.replace(hour=14, minute=0, second=0), "AAA", True),
(NEXT_MONDAY.replace(hour=17, minute=0, second=0), "AAA", True),
(NEXT_MONDAY.replace(hour=12, minute=30, second=0), "BBB", True),
(NEXT_SUNDAY.replace(hour=14, minute=0, second=0), "AAA", False),
(NEXT_SUNDAY.replace(hour=14, minute=0, second=0), "BBB", False),
],
)
def test_check_if_open(current_time, exchange, expected, mocker):
path_model = "openbb_terminal.stocks.tradinghours.bursa_model"
mocked_datetime = mocker.patch(target=f"{path_model}.datetime")
mocked_datetime.utcnow().replace().astimezone.return_value = current_time
mocked_datetime.strptime = datetime.strptime
is_open = bursa_model.check_if_open(TRADING_HOURS_DF, exchange)
assert is_open == expected