tickflow 0.1.0.dev2__tar.gz → 0.1.0.dev3__tar.gz

{tickflow-0.1.0.dev2 → tickflow-0.1.0.dev3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: tickflow
-Version: 0.1.0.dev2
+Version: 0.1.0.dev3
 Summary: TickFlow Python Client
 Author: TickFlow Team
 License: MIT

{tickflow-0.1.0.dev2 → tickflow-0.1.0.dev3}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "tickflow"
-version = "0.1.0-dev2"
+version = "0.1.0-dev3"
 description = "TickFlow Python Client"
 readme = "README.md"
 requires-python = ">=3.9"

{tickflow-0.1.0.dev2 → tickflow-0.1.0.dev3}/tickflow/resources/klines.py

@@ -17,6 +17,10 @@ from typing import (
 )
 
 from .._types import NOT_GIVEN, NotGiven
+from ..utils import (
+    instrument_timestamp_to_trade_date,
+    instrument_timestamp_to_trade_time,
+)
 from ._base import AsyncResource, SyncResource
 
 if TYPE_CHECKING:
@@ -29,7 +33,8 @@ MAX_SYMBOLS_PER_BATCH = 100
 
 
 def _klines_to_dataframe(
-    data: "CompactKlineData", symbol: Optional[str] = None
+    data: "CompactKlineData",
+    symbol: Optional[str] = None,
 ) -> "pd.DataFrame":
     """Convert compact K-line data to a pandas DataFrame.
 
@@ -39,7 +44,9 @@ def _klines_to_dataframe(
         Compact columnar K-line data from the API.
     symbol : str, optional
         Symbol code to include as a column.
-
+    period : Period, optional
+        K-line period. One of: "1m", "5m", "10m", "15m", "30m", "60m",
+        "4h", "1d", "1w", "1M". Defaults to "1d".
     Returns
     -------
     pd.DataFrame
@@ -51,6 +58,12 @@ def _klines_to_dataframe(
     df = pd.DataFrame(
         {
             "timestamp": data["timestamp"],
+            "trade_date": [
+                instrument_timestamp_to_trade_date(symbol, x) for x in data["timestamp"]
+            ],
+            "trade_time": [
+                instrument_timestamp_to_trade_time(symbol, x) for x in data["timestamp"]
+            ],
             "open": data["open"],
             "high": data["high"],
             "low": data["low"],
@@ -63,10 +76,6 @@ def _klines_to_dataframe(
     if symbol:
         df.insert(0, "symbol", symbol)
 
-    # Convert timestamp (milliseconds) to datetime
-    df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms")
-    df.set_index("timestamp", inplace=True)
-
     return df
 
 

{tickflow-0.1.0.dev2 → tickflow-0.1.0.dev3}/tickflow/resources/quotes.py

@@ -5,6 +5,10 @@ from __future__ import annotations
 from typing import TYPE_CHECKING, Dict, List, Literal, Optional, Union, overload
 
 from .._types import NOT_GIVEN, NotGiven
+from ..utils import (
+    instrument_timestamp_to_trade_date,
+    instrument_timestamp_to_trade_time,
+)
 from ._base import AsyncResource, SyncResource
 
 if TYPE_CHECKING:
@@ -32,7 +36,16 @@ def _quotes_to_dataframe(data: List["Quote"]) -> "pd.DataFrame":
         return pd.DataFrame()
 
     df = pd.DataFrame(data)
-    df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms")
+    trade_dates = [
+        instrument_timestamp_to_trade_date(q["symbol"], q["timestamp"], unit="ms")
+        for q in data
+    ]
+    trade_times = [
+        instrument_timestamp_to_trade_time(q["symbol"], q["timestamp"], unit="ms")
+        for q in data
+    ]
+    df["trade_date"] = trade_dates
+    df["trade_time"] = trade_times
     df.set_index("symbol", inplace=True)
 
     return df

tickflow-0.1.0.dev3/tickflow/utils.py

@@ -0,0 +1,53 @@
+import datetime
+from zoneinfo import ZoneInfo
+
+CN_TZ = ZoneInfo("Asia/Shanghai")
+US_TZ = ZoneInfo("America/New_York")
+HK_TZ = ZoneInfo("Asia/Hong_Kong")
+
+exchange_region_map = {
+    "SH": "CN",
+    "SZ": "CN",
+    "BJ": "CN",
+    "US": "US",
+    "HK": "HK",
+}
+
+region_timezone_map = {
+    "CN": CN_TZ,
+    "US": US_TZ,
+    "HK": HK_TZ,
+}
+
+
+def get_instrument_region(symbol: str):
+    return exchange_region_map.get(
+        symbol.rsplit(".", 1)[-1],
+    )
+
+
+def get_region_timezone(region: str):
+    return region_timezone_map.get(region)
+
+
+def instrument_timestamp_to_datetime(symbol: str, timestamp: int, unit="ms"):
+    tz = get_region_timezone(get_instrument_region(symbol))
+    if tz is None:
+        return None
+
+    dt = (
+        datetime.datetime.fromtimestamp(timestamp / 1000, tz)
+        if unit == "ms"
+        else datetime.datetime.fromtimestamp(timestamp, tz)
+    )
+    return dt
+
+
+def instrument_timestamp_to_trade_date(symbol: str, timestamp: int, unit="ms"):
+    dt = instrument_timestamp_to_datetime(symbol, timestamp, unit)
+    return dt.strftime("%Y-%m-%d")
+
+
+def instrument_timestamp_to_trade_time(symbol: str, timestamp: int, unit="ms"):
+    dt = instrument_timestamp_to_datetime(symbol, timestamp, unit)
+    return dt.strftime("%Y-%m-%d %H:%M:%S")

{tickflow-0.1.0.dev2 → tickflow-0.1.0.dev3}/tickflow.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: tickflow
-Version: 0.1.0.dev2
+Version: 0.1.0.dev3
 Summary: TickFlow Python Client
 Author: TickFlow Team
 License: MIT

{tickflow-0.1.0.dev2 → tickflow-0.1.0.dev3}/tickflow.egg-info/SOURCES.txt

@@ -6,6 +6,7 @@ tickflow/_exceptions.py
 tickflow/_types.py
 tickflow/client.py
 tickflow/generated_model.py
+tickflow/utils.py
 tickflow.egg-info/PKG-INFO
 tickflow.egg-info/SOURCES.txt
 tickflow.egg-info/dependency_links.txt