service.get_market_hours()
Returns a tuple of date-time integers of the market hours on the requested day.
ie It returns two timestamps, [0] is the opening time of the date requested [1] is the closing time
ExampleRun on Friday 10/4/2019
opentime,closetime = service.get_market_hours[-10] # get market hours for 2 weeks ago
print opentime,closetime
print service.time_to_string(opentime),service.time_to_string(closetime)
[1568986200000][1569009600000]
2019/09/20 09:30:00.000 2019/09/20 16:00:00.000
This command only works into the past.
If you run a single multiday job (where each day must finish before starting the backtest of the next day - used for multi day holds where backtest cannot be in parallel) then this command will return the offset from the final day of the backtest. In this case you should request the daily bars and use the timestamp from the daily bars for your offet. ie
yesterday = md['SPY'].bar.daily(-1).timestamp[0]
get_market_hours(date_offset=0)
Sample - Calling Method
service.get_market_hours( -1 )
| Name | Type | Default | Information |
|---|---|---|---|
| date_offset | integer | 0 | Trading days offset of the current trading day |
| Type | Notes |
|---|---|
| tuple | (market_open_date_time, market_close_date_time) |
- Excludes holiday and weekends (non-trading days)
use previous_trading_date = service.get_market_hours( date_offset=i )[0] to get the day desired via the offset.
use service.time_to_string(previous_trading_date, '%Y-%m-%d') to desired format
formatting options strftime.org/
from cloudquant.interfaces import Strategy
class GetTradingHours(Strategy):
@classmethod
def on_strategy_start(cls, md, service, account):
print service.time_to_string(service.system_time, '%Y-%m-%d')
for i in range(0, -50, -1):
# service.get_market_hours( date_offset=i ) returns a tuple like (1455633000000000, 1455656400000000)
previous_trading_date = service.get_market_hours(date_offset=i)[0]
# string formatting http://strftime.org/
date = service.time_to_string(previous_trading_date, '%Y-%m-%d')
month = service.time_to_string(previous_trading_date, '%B')
day_of_week = service.time_to_string(previous_trading_date, '%A')
print('offset={}\t{}\t{}\t{}'.format(i, date, month, day_of_week))
@classmethod
def is_symbol_qualified(cls, symbol, md, service, account):
return False
Console
2017-02-09 offset=0 2017-02-09 February Thursday offset=-1 2017-02-08 February Wednesday offset=-2 2017-02-07 February Tuesday offset=-3 2017-02-06 February Monday offset=-4 2017-02-03 February Friday offset=-5 2017-02-02 February Thursday offset=-6 2017-02-01 February Wednesday offset=-7 2017-01-31 January Tuesday offset=-8 2017-01-30 January Monday offset=-9 2017-01-27 January Friday offset=-10 2017-01-26 January Thursday offset=-11 2017-01-25 January Wednesday offset=-12 2017-01-24 January Tuesday offset=-13 2017-01-23 January Monday offset=-14 2017-01-20 January Friday offset=-15 2017-01-19 January Thursday offset=-16 2017-01-18 January Wednesday offset=-17 2017-01-17 January Tuesday offset=-18 2017-01-13 January Friday offset=-19 2017-01-12 January Thursday offset=-20 2017-01-11 January Wednesday offset=-21 2017-01-10 January Tuesday offset=-22 2017-01-09 January Monday offset=-23 2017-01-06 January Friday offset=-24 2017-01-05 January Thursday offset=-25 2017-01-04 January Wednesday offset=-26 2017-01-03 January Tuesday offset=-27 2016-12-30 December Friday offset=-28 2016-12-29 December Thursday offset=-29 2016-12-28 December Wednesday offset=-30 2016-12-27 December Tuesday offset=-31 2016-12-23 December Friday offset=-32 2016-12-22 December Thursday offset=-33 2016-12-21 December Wednesday offset=-34 2016-12-20 December Tuesday offset=-35 2016-12-19 December Monday offset=-36 2016-12-16 December Friday offset=-37 2016-12-15 December Thursday offset=-38 2016-12-14 December Wednesday offset=-39 2016-12-13 December Tuesday offset=-40 2016-12-12 December Monday offset=-41 2016-12-09 December Friday offset=-42 2016-12-08 December Thursday offset=-43 2016-12-07 December Wednesday offset=-44 2016-12-06 December Tuesday offset=-45 2016-12-05 December Monday offset=-46 2016-12-02 December Friday offset=-47 2016-12-01 December Thursday offset=-48 2016-11-30 November Wednesday offset=-49 2016-11-29 November Tuesday