Dealing With Time¶

DateTimes in async_20 have a requirement to support two time formats:

RFC3339 - ‘2017-08-11T15:04:31.639182000Z’

UNIX - ‘1502463871.639182000’

Note

These are the two valid arguments that may be supplied to OandaClient.

DateTime is responsible for handling datetimes in async_v20. calling DateTime with either a RFC3339, UNIX, time.time(), or datetime.datetime() representation of a datetime creates a pandas.Timestamp.

async_v20 adds an additional helper method Timestamp. json() for the purpose of serializing to the correct JSON format OANDA expects.

Note

This method is not part of the public API, it is documented here to give you an understanding of how async_v20 parses datetime like arguments into JSON that meets OANDA’s specification

Example

>>> from async_v20 import OandaClient
>>> import asyncio
>>> from time import time
>>> from datetime import datetime
>>> loop = asyncio.get_event_loop()
>>> run = loop.run_until_complete
>>> client = OandaClient()
>>> rsp = run(client.get_candles(
...     'AUD_JPY',
...     granularity='M1', # 1 minute candles
...     from_time=time() - (10 * 60),  # 10 minutes ago
...     to_time=datetime.utcnow()  # Current time
... ))
>>> rsp
<Status [200]: instrument, granularity, candles>
>>> len(rsp.candles)  # I was aiming for 10
11

Serializing

>>> from async_v20 import DateTime
>>> unix_example = '1502463871.639182000'
>>> rfc3339_example = '2017-08-11T15:04:31.639182000Z'
>>> dt = DateTime(unix_example)
>>> dt
Timestamp('2017-08-11 15:04:31.639182+0000', tz='UTC')
>>> dt.json('RFC3339')
'2017-08-11T15:04:31.639182000Z'
>>> dt.json('UNIX')
'1502463871.639182000'
>>> dt.json('UNIX') == unix_example
True
>>> dt = DateTime(rfc3339_example)
>>> dt.json('UNIX')
'1502463871.639182000'
>>> dt.json('UNIX') == unix_example
True

Creating from time.time()

>>> from async_v20 import DateTime
>>> from time import time
>>> dt = DateTime(time())
>>> dt
Timestamp('2017-12-21 01:22:37.762530+0000', tz='UTC')
>>> dt.json('UNIX')
'1513819357.762530000'
>>> dt.json('RFC3339')
'2017-12-21T01:22:37.762530000Z'

Creating from datetime.datetime.now()

>>> from async_v20 import DateTime
>>> from datetime import datetime
>>> dt = DateTime(datetime.now())
>>> dt
Timestamp('2017-12-21 12:31:03.982327')

DataFrame

>>> from async_v20 import OandaClient
>>> import asyncio
>>> loop = asyncio.get_event_loop()
>>> run = loop.run_until_complete
>>> client = OandaClient()
>>> rsp = run(client.get_candles('EUR_USD'))
>>> df = rsp.candles.dataframe()
>>> df.time[0]
... Timestamp('2017-12-20 23:30:40+0000', tz='UTC')
>>> df = rsp.candles.dataframe(datetime_format='RFC3339')
>>> df.time[0]
'2017-12-20T23:30:40.000000000Z'
>>> df = rsp.candles.dataframe(datetime_format='UNIX')
>>> df.time[0]
1513812640000000000
>>> type(df.time[0])
# <class 'numpy.int64'>
>>> df = rsp.candles.dataframe(json=True, datetime_format='UNIX')
>>> df.time[0]
'1513812640.000000000'
>>> type(df.time[0])
# <class 'str'>