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#52 GetDatesAsString() was moved to the new TradeRoutines() library.
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@Tim55667757
Tim55667757 committed Nov 18, 2022
1 parent 613bb43 commit 78ce915
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82 changes: 7 additions & 75 deletions tksbrokerapi/TKSBrokerAPI.py
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Expand Up @@ -73,74 +73,6 @@
CPU_USAGES = CPU_COUNT - 1 if CPU_COUNT > 1 else 1 # how many CPUs will be used for parallel calculations


def GetDatesAsString(start: str = None, end: str = None) -> tuple:
"""
Create tuple of date and time strings with timezone parsed from user-friendly date.
User dates format must be like: `%Y-%m-%d`, e.g. `2020-02-03` (3 Feb, 2020).
Example input: "2022-06-01" "2022-06-20" -> output: ("2022-06-01T00:00:00Z", "2022-06-20T23:59:59Z")
An error exception will occur if input date has incorrect format.
If `start=None`, `end=None` then return dates from yesterday to the end of the day.
If `start=some_date_1`, `end=None` then return dates from `some_date_1` to the end of the day.
If `start=some_date_1`, `end=some_date_2` then return dates from start of `some_date_1` to end of `some_date_2`.
Start day may be negative integer numbers: `-1`, `-2`, `-3` — how many days ago.
Also, you can use keywords for start if `end=None`:
`today` (from 00:00:00 to the end of current day),
`yesterday` (-1 day from 00:00:00 to 23:59:59),
`week` (-7 day from 00:00:00 to the end of current day),
`month` (-30 day from 00:00:00 to the end of current day),
`year` (-365 day from 00:00:00 to the end of current day),
:return: tuple with 2 strings `(start, end)` dates in UTC ISO time format `%Y-%m-%dT%H:%M:%SZ` for OpenAPI.
See date and time format here: `TKSEnums.TKS_DATE_TIME_FORMAT`.
Example: `("2022-06-01T00:00:00Z", "2022-06-20T23:59:59Z")`. Second string is the end of the last day.
"""
uLogger.debug("Input start day is [{}] (UTC), end day is [{}] (UTC)".format(start, end))
s = datetime.now(tzutc()).replace(hour=0, minute=0, second=0, microsecond=0) # start of the current day
e = s.replace(hour=23, minute=59, second=59, microsecond=0) # end of the current day

# time between start and the end of the current day:
if start is None or start.lower() == "today":
pass

# from start of the last day to the end of the last day:
elif start.lower() == "yesterday":
s -= timedelta(days=1)
e -= timedelta(days=1)

# week (-7 day from 00:00:00 to the end of the current day):
elif start.lower() == "week":
s -= timedelta(days=6) # +1 current day already taken into account

# month (-30 day from 00:00:00 to the end of current day):
elif start.lower() == "month":
s -= timedelta(days=29) # +1 current day already taken into account

# year (-365 day from 00:00:00 to the end of current day):
elif start.lower() == "year":
s -= timedelta(days=364) # +1 current day already taken into account

# -N days ago to the end of current day:
elif start.startswith('-') and start[1:].isdigit():
s -= timedelta(days=abs(int(start)) - 1) # +1 current day already taken into account

# dates between start day at 00:00:00 and the end of the last day at 23:59:59:
else:
s = datetime.strptime(start, "%Y-%m-%d").replace(hour=0, minute=0, second=0, microsecond=0, tzinfo=tzutc())
e = datetime.strptime(end, "%Y-%m-%d").replace(hour=23, minute=59, second=59, microsecond=0, tzinfo=tzutc()) if end is not None else e

# converting to UTC ISO time formatted with Z suffix for Tinkoff Open API:
s = s.strftime(TKS_DATE_TIME_FORMAT)
e = e.strftime(TKS_DATE_TIME_FORMAT)

uLogger.debug("Start day converted to UTC ISO format, with Z: [{}], and the end day: [{}]".format(s, e))

return s, e


class TinkoffBrokerServer:
"""
This class implements methods to work with Tinkoff broker server.
Expand Down Expand Up @@ -2363,8 +2295,8 @@ def Deals(self, start: str = None, end: str = None, show: bool = False, showCanc
If `reportFile` string is not empty then also save human-readable report.
Shows some statistical data of closed positions.
:param start: see docstring in `GetDatesAsString()` method
:param end: see docstring in `GetDatesAsString()` method
:param start: see docstring in `TradeRoutines.GetDatesAsString()` method.
:param end: see docstring in `TradeRoutines.GetDatesAsString()` method.
:param show: if `True` then also prints all records to the console.
:param showCancelled: if `False` then remove information about cancelled operations from the deals report.
:return: original list of dictionaries with history of deals records from API ("operations" key):
Expand All @@ -2375,7 +2307,7 @@ def Deals(self, start: str = None, end: str = None, show: bool = False, showCanc
uLogger.error("Variable `accountId` must be defined for using this method!")
raise Exception("Account ID required")

startDate, endDate = GetDatesAsString(start, end) # Example: ("2000-01-01T00:00:00Z", "2022-12-31T23:59:59Z")
startDate, endDate = GetDatesAsString(start, end, userFormat=TKS_DATE_FORMAT, outputFormat=TKS_DATE_TIME_FORMAT) # Example: ("2000-01-01T00:00:00Z", "2022-12-31T23:59:59Z")

uLogger.debug("Requesting history of a client's operations. Wait, please...")

Expand Down Expand Up @@ -2627,8 +2559,8 @@ def History(self, start: str = None, end: str = None, interval: str = "hour", on
See also: `LoadHistory()` and `ShowHistoryChart()` methods.
:param start: see docstring in `GetDatesAsString()` method.
:param end: see docstring in `GetDatesAsString()` method.
:param start: see docstring in `TradeRoutines.GetDatesAsString()` method.
:param end: see docstring in `TradeRoutines.GetDatesAsString()` method.
:param interval: this is a candle interval. Current available values are `"1min"`, `"5min"`, `"15min"`,
`"hour"`, `"day"`. Default: `"hour"`.
:param onlyMissing: if `True` then add only last missing candles, do not request all history length from `start`.
Expand All @@ -2639,7 +2571,7 @@ def History(self, start: str = None, end: str = None, interval: str = "hour", on
:return: Pandas DataFrame with prices history. Headers of columns are defined by default:
`["date", "time", "open", "high", "low", "close", "volume"]`.
"""
strStartDate, strEndDate = GetDatesAsString(start, end) # example: ("2020-01-01T00:00:00Z", "2022-12-31T23:59:59Z")
strStartDate, strEndDate = GetDatesAsString(start, end, userFormat=TKS_DATE_FORMAT, outputFormat=TKS_DATE_TIME_FORMAT) # example: ("2020-01-01T00:00:00Z", "2022-12-31T23:59:59Z")
headers = ["date", "time", "open", "high", "low", "close", "volume"] # sequence and names of column headers
history = None # empty pandas object for history

Expand All @@ -2662,7 +2594,7 @@ def History(self, start: str = None, end: str = None, interval: str = "hour", on
dtStart = datetime.strptime(strStartDate, TKS_DATE_TIME_FORMAT).replace(tzinfo=tzutc()) # datetime object from start time string
dtEnd = datetime.strptime(strEndDate, TKS_DATE_TIME_FORMAT).replace(tzinfo=tzutc()) # datetime object from end time string
if interval.lower() != "day":
dtEnd += timedelta(seconds=1) # adds 1 sec for requests, because day end returned by `GetDatesAsString()` as 23:59:59
dtEnd += timedelta(seconds=1) # adds 1 sec for requests, because day end returned by `TradeRoutines.GetDatesAsString()` is 23:59:59

delta = dtEnd - dtStart # current UTC time minus last time in file
deltaMinutes = delta.days * 1440 + delta.seconds // 60 # minutes between start and end dates
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79 changes: 79 additions & 0 deletions tksbrokerapi/TradeRoutines.py
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Original file line number Diff line number Diff line change
Expand Up @@ -25,11 +25,90 @@
# limitations under the License.


from datetime import datetime, timedelta
from dateutil.tz import tzutc


# --- Main constants:

NANO = 0.000000001 # SI-constant nano = 10^-9


def GetDatesAsString(start: str = None, end: str = None, userFormat: str = "%Y-%m-%d", outputFormat: str = "%Y-%m-%dT%H:%M:%SZ") -> tuple[str, str]:
"""
Create tuple of date and time strings with timezone parsed from user-friendly date.
Warning! All dates must be in UTC time zone!
User dates format must be like: `"%Y-%m-%d"`, e.g. `"2020-02-03"` (3 Feb, 2020).
Output date is UTC ISO time format by default: `"%Y-%m-%dT%H:%M:%SZ"`.
Example input: `start="2022-06-01", end="2022-06-20"` -> output: `("2022-06-01T00:00:00Z", "2022-06-20T23:59:59Z")`.
An error exception will occur if input date has incorrect format.
If `start=None`, `end=None` then return dates from yesterday to the end of the day.
If `start=some_date_1`, `end=None` then return dates from `some_date_1` to the end of the day.
If `start=some_date_1`, `end=some_date_2` then return dates from start of `some_date_1` to end of `some_date_2`.
Start day may be negative integer numbers: `-1`, `-2`, `-3` — how many days ago.
Also, you can use keywords for start if `end=None`:
- `today` (from 00:00:00 to the end of current day),
- `yesterday` (-1 day from 00:00:00 to 23:59:59),
- `week` (-7 day from 00:00:00 to the end of current day),
- `month` (-30 day from 00:00:00 to the end of current day),
- `year` (-365 day from 00:00:00 to the end of current day),
:param start: start day in format defined by `userFormat` or keyword.
:param end: end day in format defined by `userFormat`.
:param userFormat: user-friendly date format, e.g. `"%Y-%m-%d"`.
:param outputFormat: output string date format.
:return: tuple with 2 strings `("start", "end")`. Example of return is `("2022-06-01T00:00:00Z", "2022-06-20T23:59:59Z")`.
Second string is the end of the last day.
"""
s = datetime.now(tzutc()).replace(hour=0, minute=0, second=0, microsecond=0) # start of the current day
e = s.replace(hour=23, minute=59, second=59, microsecond=0) # end of the current day

# time between start and the end of the current day:
if start is None or start.lower() == "today":
pass

# from start of the last day to the end of the last day:
elif start.lower() == "yesterday":
s -= timedelta(days=1)
e -= timedelta(days=1)

# week (-7 day from 00:00:00 to the end of the current day):
elif start.lower() == "week":
s -= timedelta(days=6) # +1 current day already taken into account

# month (-30 day from 00:00:00 to the end of current day):
elif start.lower() == "month":
s -= timedelta(days=29) # +1 current day already taken into account

# year (-365 day from 00:00:00 to the end of current day):
elif start.lower() == "year":
s -= timedelta(days=364) # +1 current day already taken into account

# -N days ago to the end of current day:
elif start.startswith('-') and start[1:].isdigit():
s -= timedelta(days=abs(int(start)) - 1) # +1 current day already taken into account

# dates between start day at 00:00:00 and the end of the last day at 23:59:59:
else:
s = datetime.strptime(start, userFormat).replace(hour=0, minute=0, second=0, microsecond=0, tzinfo=tzutc())
e = datetime.strptime(end, userFormat).replace(hour=23, minute=59, second=59, microsecond=0, tzinfo=tzutc()) if end is not None else e

# converting to UTC ISO time formatted with Z suffix for Tinkoff Open API:
s = s.strftime(outputFormat)
e = e.strftime(outputFormat)

return s, e


def NanoToFloat(units: str, nano: int) -> float:
"""
Convert number in nano-view mode with string parameter `units` and integer parameter `nano` to float view. Examples:
Expand Down

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